NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                                                               Code-023391
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 MMBtus                                                                                                             :
     :          :    Positions                                                                                                           :
All  : 4,119,599: 2,367,719    937,047    330,151  1,733,071    256,224    316,022     55,854    381,544     17,617    324,693    416,042:   34,280    15,124
Old  : 4,119,599: 2,367,719    937,047    330,151  1,733,071    256,224    316,022     55,854    381,544     17,617    324,693    416,042:   34,280    15,124
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :   216,266:   113,233    -18,559     24,374     86,255    -23,072    -52,964     17,684    129,634    -17,438    -19,496     42,281:      218     1,539
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.5       22.7        8.0       42.1        6.2        7.7        1.4        9.3        0.4        7.9       10.1:      0.8       0.4
Old  :     100.0:      57.5       22.7        8.0       42.1        6.2        7.7        1.4        9.3        0.4        7.9       10.1:      0.8       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       222:       118         94          8         19         22         13         11         19         11         31         31:
Old  :       222:       118         94          8         19         22         13         11         19         11         31         31:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       25.7       39.9       42.0       20.3       24.6       30.3       35.3
Old  :                 24.2       25.7       39.9       42.0       20.3       24.6       30.3       35.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                                                                                             Code-023392
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   518,665:    31,180     65,681     89,558    165,670     34,856    254,990    103,593     44,853     26,763     67,124     36,422:       43       466
Old  :   518,665:    31,180     65,681     89,558    165,670     34,856    254,990    103,593     44,853     26,763     67,124     36,422:       43       466
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :    18,248:     5,353     -2,204     -2,188      7,014     -1,838     -1,822        306     15,524      2,898     -1,391        743:     -422        94
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       6.0       12.7       17.3       31.9        6.7       49.2       20.0        8.6        5.2       12.9        7.0:      0.0       0.1
Old  :     100.0:       6.0       12.7       17.3       31.9        6.7       49.2       20.0        8.6        5.2       12.9        7.0:      0.0       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        70:        17         14         11          7         14          5          7          7          9         12         10:
Old  :        70:        17         14         11          7         14          5          7          7          9         12         10:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.1       54.0       79.7       72.2       60.4       45.7       67.0       59.4
Old  :                 67.1       54.0       79.7       72.2       60.4       45.7       67.0       59.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                  Code-023393
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   227,324:   147,831    185,846     21,704      5,032     15,520     15,014        419      2,188      5,918     10,008      1,002:   18,147     7,309
Old  :   227,324:   147,831    185,846     21,704      5,032     15,520     15,014        419      2,188      5,918     10,008      1,002:   18,147     7,309
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :     5,418:    -4,807      9,407      1,618       -484        -29      7,482        -55        313        784     -2,858        488:     -431    -1,364
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.0       81.8        9.5        2.2        6.8        6.6        0.2        1.0        2.6        4.4        0.4:      8.0       3.2
Old  :     100.0:      65.0       81.8        9.5        2.2        6.8        6.6        0.2        1.0        2.6        4.4        0.4:      8.0       3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        52:        27         20          5          4          7          4          .          .          .          4          .:
Old  :        52:        27         20          5          4          7          4          .          .          .          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.8       44.5       46.9       70.5       29.2       36.6       42.6       58.1
Old  :                 29.8       44.5       46.9       70.5       29.2       36.6       42.6       58.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                 Code-023394
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   107,698:    95,677     80,053        361     19,461      1,312          0          0          0        766      1,170      1,187:    8,395     4,515
Old  :   107,698:    95,677     80,053        361     19,461      1,312          0          0          0        766      1,170      1,187:    8,395     4,515
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :    -3,361:    -4,664     -5,243        361        445        916          0          0          0        749      1,170       -328:     -395      -321
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.8       74.3        0.3       18.1        1.2        0.0        0.0        0.0        0.7        1.1        1.1:      7.8       4.2
Old  :     100.0:      88.8       74.3        0.3       18.1        1.2        0.0        0.0        0.0        0.7        1.1        1.1:      7.8       4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        23         24          .          5          .          0          0          0          .          .          .:
Old  :        36:        23         24          .          5          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.4       45.5       69.8       67.8       47.7       42.1       63.5       59.3
Old  :                 49.4       45.5       69.8       67.8       47.7       42.1       63.5       59.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                   Code-023395
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   238,543:   200,890     53,209      1,088    150,123      9,967      3,092      7,378      9,241        341          0          0:   13,924     8,625
Old  :   238,543:   200,890     53,209      1,088    150,123      9,967      3,092      7,378      9,241        341          0          0:   13,924     8,625
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :    16,857:    15,938       -670     -2,707      9,038        662       -428      3,098      4,391        341     -1,715          0:   -1,340     2,053
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.2       22.3        0.5       62.9        4.2        1.3        3.1        3.9        0.1        0.0        0.0:      5.8       3.6
Old  :     100.0:      84.2       22.3        0.5       62.9        4.2        1.3        3.1        3.9        0.1        0.0        0.0:      5.8       3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:        21         16          .         15          6          .          .          4          .          0          0:
Old  :        46:        21         16          .         15          6          .          .          4          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.6       45.8       68.0       67.6       46.7       45.2       65.0       66.5
Old  :                 48.6       45.8       68.0       67.6       46.7       45.2       65.0       66.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023396
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   641,996:   554,189    200,858     21,294    378,343     42,066      1,338      2,436      6,334      4,950      4,988      1,894:    9,931     5,077
Old  :   641,996:   554,189    200,858     21,294    378,343     42,066      1,338      2,436      6,334      4,950      4,988      1,894:    9,931     5,077
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :    26,089:    28,419     -3,003       -893     29,091     -2,064      1,338        441      2,384     -2,851          0        368:     -612    -1,128
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.3       31.3        3.3       58.9        6.6        0.2        0.4        1.0        0.8        0.8        0.3:      1.5       0.8
Old  :     100.0:      86.3       31.3        3.3       58.9        6.6        0.2        0.4        1.0        0.8        0.8        0.3:      1.5       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        61:        36         26          4         10         13          .          .          4          .          .          .:
Old  :        61:        36         26          4         10         13          .          .          4          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.0       43.3       54.7       71.8       30.2       41.9       49.0       64.8
Old  :                 31.0       43.3       54.7       71.8       30.2       41.9       49.0       64.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                       Code-023397
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   304,290:   269,119    165,072     13,065    121,023        673        348      2,227      4,783      6,000      2,141        240:   10,062     8,131
Old  :   304,290:   269,119    165,072     13,065    121,023        673        348      2,227      4,783      6,000      2,141        240:   10,062     8,131
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :       147:      -586     -4,809        459      5,280          0       -380        660     -1,435        -91        276       -645:    2,825       820
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.4       54.2        4.3       39.8        0.2        0.1        0.7        1.6        2.0        0.7        0.1:      3.3       2.7
Old  :     100.0:      88.4       54.2        4.3       39.8        0.2        0.1        0.7        1.6        2.0        0.7        0.1:      3.3       2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        58:        29         28          .          8          .          .          .          .          .          .          .:
Old  :        58:        29         28          .          8          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.8       40.1       66.7       58.8       45.8       39.5       60.1       58.2
Old  :                 46.8       40.1       66.7       58.8       45.8       39.5       60.1       58.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                           Code-023398
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   271,500:   232,764    187,102     19,362     58,592     11,860          0      2,265      3,272          0      1,263        300:    3,942     6,846
Old  :   271,500:   232,764    187,102     19,362     58,592     11,860          0      2,265      3,272          0      1,263        300:    3,942     6,846
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :    19,653:    17,973     22,764        304     -1,961      2,716       -362      2,174       -344          0          0          0:     -634    -5,696
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.7       68.9        7.1       21.6        4.4        0.0        0.8        1.2        0.0        0.5        0.1:      1.5       2.5
Old  :     100.0:      85.7       68.9        7.1       21.6        4.4        0.0        0.8        1.2        0.0        0.5        0.1:      1.5       2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        53:        28         33          .          8          9          0          .          .          0          .          .:
Old  :        53:        28         33          .          8          9          0          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.5       31.8       79.2       51.5       63.5       28.9       76.5       45.8
Old  :                 63.5       31.8       79.2       51.5       63.5       28.9       76.5       45.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023399
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   101,877:    88,618     57,573      1,794     32,012        571      1,720          0      3,048          0        310          0:    6,126     8,363
Old  :   101,877:    88,618     57,573      1,794     32,012        571      1,720          0      3,048          0        310          0:    6,126     8,363
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :     2,986:     1,558      3,045          0        611          0      1,655     -1,330        498          0         62          0:     -725       100
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.0       56.5        1.8       31.4        0.6        1.7        0.0        3.0        0.0        0.3        0.0:      6.0       8.2
Old  :     100.0:      87.0       56.5        1.8       31.4        0.6        1.7        0.0        3.0        0.0        0.3        0.0:      6.0       8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        13         16          .          5          .          .          0          .          0          .          0:
Old  :        30:        13         16          .          5          .          .          0          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.3       48.7       85.5       70.6       73.2       48.2       82.2       69.5
Old  :                 73.3       48.7       85.5       70.6       73.2       48.2       82.2       69.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV                                                                                    Code-02339E
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   112,063:    89,356     82,510     10,575      3,424      3,363        360      7,343          0          0      3,507      2,159:    6,250     9,757
Old  :   112,063:    89,356     82,510     10,575      3,424      3,363        360      7,343          0          0      3,507      2,159:    6,250     9,757
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :     3,840:      -478      2,421      3,194          0        379          0        555       -186          0       -672        178:      753     1,165
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.7       73.6        9.4        3.1        3.0        0.3        6.6        0.0        0.0        3.1        1.9:      5.6       8.7
Old  :     100.0:      79.7       73.6        9.4        3.1        3.0        0.3        6.6        0.0        0.0        3.1        1.9:      5.6       8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        25         21          5          .          .          .          .          0          0          5          5:
Old  :        43:        25         21          5          .          .          .          .          0          0          5          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.0       39.6       61.3       65.4       46.7       38.9       59.9       60.2
Old  :                 47.0       39.6       61.3       65.4       46.7       38.9       59.9       60.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                                                                                                Code-02339Q
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    26,676:    24,430     19,704          0      5,329        465          0          0          0      1,533        527          0:      248       651
Old  :    26,676:    24,430     19,704          0      5,329        465          0          0          0      1,533        527          0:      248       651
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.6       73.9        0.0       20.0        1.7        0.0        0.0        0.0        5.7        2.0        0.0:      0.9       2.4
Old  :     100.0:      91.6       73.9        0.0       20.0        1.7        0.0        0.0        0.0        5.7        2.0        0.0:      0.9       2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        12          8          0          .          .          0          0          0          .          .          0:
Old  :        20:        12          8          0          .          .          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.1       80.8       88.1       94.5       65.8       73.7       83.8       83.5
Old  :                 67.1       80.8       88.1       94.5       65.8       73.7       83.8       83.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-02339U
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    83,732:    69,862     30,196      2,768     36,241        277          0      2,912      1,896          0          0          0:    8,929    12,210
Old  :    83,732:    69,862     30,196      2,768     36,241        277          0      2,912      1,896          0          0          0:    8,929    12,210
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :     9,179:     9,242      5,322         31      6,446         60       -296       -217        444          0          0          0:     -302    -2,876
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.4       36.1        3.3       43.3        0.3        0.0        3.5        2.3        0.0        0.0        0.0:     10.7      14.6
Old  :     100.0:      83.4       36.1        3.3       43.3        0.3        0.0        3.5        2.3        0.0        0.0        0.0:     10.7      14.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        17         11          .          7          .          0          .          .          0          0          0:
Old  :        27:        17         11          .          7          .          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.6       43.2       74.2       65.6       59.2       41.2       71.7       61.7
Old  :                 60.6       43.2       74.2       65.6       59.2       41.2       71.7       61.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV                                                                        Code-02339W
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   170,958:   129,203     80,354     32,824     80,571      4,356          0      2,782          0          0          0          0:    4,575     2,895
Old  :   170,958:   129,203     80,354     32,824     80,571      4,356          0      2,782          0          0          0          0:    4,575     2,895
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :     2,134:     2,340      1,193          0      1,034          0          0          0          0          0          0          0:     -206       -93
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.6       47.0       19.2       47.1        2.5        0.0        1.6        0.0        0.0        0.0        0.0:      2.7       1.7
Old  :     100.0:      75.6       47.0       19.2       47.1        2.5        0.0        1.6        0.0        0.0        0.0        0.0:      2.7       1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        21         11          4          8          6          0          .          0          0          0          0:
Old  :        36:        21         11          4          8          6          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.9       68.2       66.5       82.2       40.4       67.8       61.6       79.7
Old  :                 42.9       68.2       66.5       82.2       40.4       67.8       61.6       79.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV                                                                         Code-02339Y
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    89,633:    70,779     57,412     10,260     29,701        530          0          0          0          0          0          0:    8,064     1,990
Old  :    89,633:    70,779     57,412     10,260     29,701        530          0          0          0          0          0          0:    8,064     1,990
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :       888:       888      2,268          0     -1,380          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.0       64.1       11.4       33.1        0.6        0.0        0.0        0.0        0.0        0.0        0.0:      9.0       2.2
Old  :     100.0:      79.0       64.1       11.4       33.1        0.6        0.0        0.0        0.0        0.0        0.0        0.0:      9.0       2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        16         14          .          .          .          0          0          0          0          0          0:
Old  :        29:        16         14          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.4       60.7       68.2       86.9       47.1       58.0       64.0       81.7
Old  :                 48.4       60.7       68.2       86.9       47.1       58.0       64.0       81.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV                                                                                          Code-0233A3
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   336,334:   247,966    156,222     60,699    152,701     12,512      3,464          0          0        552      4,726      4,099:    7,042     6,074
Old  :   336,334:   247,966    156,222     60,699    152,701     12,512      3,464          0          0        552      4,726      4,099:    7,042     6,074
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :    -2,306:    -5,549      1,657       -728     -5,060      5,280       -426          0          0        552      1,830       -920:     -515    -5,093
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.7       46.4       18.0       45.4        3.7        1.0        0.0        0.0        0.2        1.4        1.2:      2.1       1.8
Old  :     100.0:      73.7       46.4       18.0       45.4        3.7        1.0        0.0        0.0        0.2        1.4        1.2:      2.1       1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        64:        40         28          4         11          7          .          0          0          .          5          4:
Old  :        64:        40         28          4         11          7          .          0          0          .          5          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.2       54.4       51.1       69.9       29.4       50.7       48.2       64.5
Old  :                 31.2       54.4       51.1       69.9       29.4       50.7       48.2       64.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                         Code-0233A5
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    64,729:    47,597     32,853        248     16,393      4,002          0      1,163      2,676          0          0          0:   10,206     7,642
Old  :    64,729:    47,597     32,853        248     16,393      4,002          0      1,163      2,676          0          0          0:   10,206     7,642
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :     4,468:     5,091       -397        248      1,545        744     -2,419      1,163      1,166          0          0          0:     -362       247
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.5       50.8        0.4       25.3        6.2        0.0        1.8        4.1        0.0        0.0        0.0:     15.8      11.8
Old  :     100.0:      73.5       50.8        0.4       25.3        6.2        0.0        1.8        4.1        0.0        0.0        0.0:     15.8      11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        11         14          .          6          6          0          .          .          0          0          0:
Old  :        26:        11         14          .          6          6          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.2       45.4       73.4       64.9       55.6       40.0       63.9       56.4
Old  :                 58.2       45.4       73.4       64.9       55.6       40.0       63.9       56.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV                                                                   Code-0233A8
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    70,639:    32,404     40,820     29,146     18,122      4,130          0      2,202        997          0          0          0:    3,962     4,368
Old  :    70,639:    32,404     40,820     29,146     18,122      4,130          0      2,202        997          0          0          0:    3,962     4,368
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :     2,303:     1,365        936        481        -62        248          0      1,258       -354          0          0          0:      563       277
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      45.9       57.8       41.3       25.7        5.8        0.0        3.1        1.4        0.0        0.0        0.0:      5.6       6.2
Old  :     100.0:      45.9       57.8       41.3       25.7        5.8        0.0        3.1        1.4        0.0        0.0        0.0:      5.6       6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:         8         12          5          4          7          0          .          .          0          0          0:
Old  :        23:         8         12          5          4          7          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.0       58.1       80.6       73.5       44.3       54.0       67.2       65.1
Old  :                 50.0       58.1       80.6       73.5       44.3       54.0       67.2       65.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV                                                                                 Code-0233AG
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    77,528:    45,764     68,010     15,672      3,730      2,103      8,439      1,999          0      3,689      1,023          0:    1,861       663
Old  :    77,528:    45,764     68,010     15,672      3,730      2,103      8,439      1,999          0      3,689      1,023          0:    1,861       663
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :    13,408:      -573     11,648      7,395          0         31      3,627      1,999          0      3,441      1,023          0:     -513    -1,293
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.0       87.7       20.2        4.8        2.7       10.9        2.6        0.0        4.8        1.3        0.0:      2.4       0.9
Old  :     100.0:      59.0       87.7       20.2        4.8        2.7       10.9        2.6        0.0        4.8        1.3        0.0:      2.4       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        14         18          6          .          .          .          .          0          .          .          0:
Old  :        40:        14         18          6          .          .          .          .          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.3       62.9       61.5       79.5       30.4       57.3       49.8       69.3
Old  :                 41.3       62.9       61.5       79.5       30.4       57.3       49.8       69.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV                                                                                 Code-0233AH
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   115,878:    66,861     91,016     10,110      3,601      2,630     28,217      6,324          0      3,503      7,874      3,689:      868       744
Old  :   115,878:    66,861     91,016     10,110      3,601      2,630     28,217      6,324          0      3,503      7,874      3,689:      868       744
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :    11,227:     1,204      8,065      2,924         31         62      3,627      2,170          0          0     -2,294      3,441:      -31      -248
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.7       78.5        8.7        3.1        2.3       24.4        5.5        0.0        3.0        6.8        3.2:      0.7       0.6
Old  :     100.0:      57.7       78.5        8.7        3.1        2.3       24.4        5.5        0.0        3.0        6.8        3.2:      0.7       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        69:        27         23          7          .          .          7          .          0          4          8          .:
Old  :        69:        27         23          7          .          .          7          .          0          4          8          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.3       57.5       54.8       78.3       36.6       49.9       50.6       61.4
Old  :                 39.3       57.5       54.8       78.3       36.6       49.9       50.6       61.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                                                                                            Code-0233AM
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    73,309:    69,837     71,275          0        868          0      3,007          0          0          0          0          0:      465     1,166
Old  :    73,309:    69,837     71,275          0        868          0      3,007          0          0          0          0          0:      465     1,166
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :     1,767:     1,953      1,736          0          0          0          0          0          0          0          0          0:     -186        31
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      95.3       97.2        0.0        1.2        0.0        4.1        0.0        0.0        0.0        0.0        0.0:      0.6       1.6
Old  :     100.0:      95.3       97.2        0.0        1.2        0.0        4.1        0.0        0.0        0.0        0.0        0.0:      0.6       1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        16         22          0          .          0          .          0          0          0          0          0:
Old  :        34:        16         22          0          .          0          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.0       62.5       92.5       79.9       81.0       61.8       91.6       78.3
Old  :                 81.0       62.5       92.5       79.9       81.0       61.8       91.6       78.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV                                                                        Code-0233AQ
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   208,495:   173,272    148,890     12,791     34,851     12,504        338         19      3,359          0          0          0:    6,231     8,872
Old  :   208,495:   173,272    148,890     12,791     34,851     12,504        338         19      3,359          0          0          0:    6,231     8,872
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :        70:    -1,755      1,462        915       -893        503        338       -827        -48          0          0          0:      117      -127
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.1       71.4        6.1       16.7        6.0        0.2        0.0        1.6        0.0        0.0        0.0:      3.0       4.3
Old  :     100.0:      83.1       71.4        6.1       16.7        6.0        0.2        0.0        1.6        0.0        0.0        0.0:      3.0       4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        47:        35         29          .          4          .          .          .          .          0          0          0:
Old  :        47:        35         29          .          4          .          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.1       40.8       67.3       61.5       49.2       30.3       57.1       44.2
Old  :                 51.1       40.8       67.3       61.5       49.2       30.3       57.1       44.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV                                                                                 Code-0233AW
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :mmbtu                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    23,476:    22,461     18,082          0        151        403          0        248          0          0      1,612          0:      612     2,980
Old  :    23,476:    22,461     18,082          0        151        403          0        248          0          0      1,612          0:      612     2,980
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :     6,246:     6,401      5,378       -314        151         97          0        248          0          0        310          0:       62        62
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      95.7       77.0        0.0        0.6        1.7        0.0        1.1        0.0        0.0        6.9        0.0:      2.6      12.7
Old  :     100.0:      95.7       77.0        0.0        0.6        1.7        0.0        1.1        0.0        0.0        6.9        0.0:      2.6      12.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        14          9          0          .          .          0          .          0          0          .          0:
Old  :        23:        14          9          0          .          .          0          .          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.6       63.6       88.7       78.5       76.6       62.5       86.1       73.3
Old  :                 76.6       63.6       88.7       78.5       76.6       62.5       86.1       73.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV                                                                                     Code-0233B1
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   102,209:    79,670     50,160        936     16,546     13,254        615      5,136      2,032          0      4,708          0:    5,702    10,373
Old  :   102,209:    79,670     50,160        936     16,546     13,254        615      5,136      2,032          0      4,708          0:    5,702    10,373
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :     1,005:       565       -112     -1,306       -667      2,752        115       -455         95          0          0          0:   -1,216      -608
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.9       49.1        0.9       16.2       13.0        0.6        5.0        2.0        0.0        4.6        0.0:      5.6      10.1
Old  :     100.0:      77.9       49.1        0.9       16.2       13.0        0.6        5.0        2.0        0.0        4.6        0.0:      5.6      10.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        14         21          .          6          6          .          .          .          0          .          0:
Old  :        38:        14         21          .          6          6          .          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.5       37.1       76.8       58.6       56.5       30.1       66.9       46.1
Old  :                 56.5       37.1       76.8       58.6       56.5       30.1       66.9       46.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-0233BB
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   105,411:    70,897     99,286     12,190        280      1,909      8,958          0      1,308      1,693        372          0:    8,456     2,256
Old  :   105,411:    70,897     99,286     12,190        280      1,909      8,958          0      1,308      1,693        372          0:    8,456     2,256
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :     1,167:       640      1,398        481          0          0        507          0        -65        -62        372          0:     -334      -538
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.3       94.2       11.6        0.3        1.8        8.5        0.0        1.2        1.6        0.4        0.0:      8.0       2.1
Old  :     100.0:      67.3       94.2       11.6        0.3        1.8        8.5        0.0        1.2        1.6        0.4        0.0:      8.0       2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        18         18          .          .          .          4          0          .          .          .          0:
Old  :        34:        18         18          .          .          .          4          0          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.5       63.1       71.1       80.5       42.7       53.7       58.6       69.0
Old  :                 51.5       63.1       71.1       80.5       42.7       53.7       58.6       69.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV                                                                            Code-0233BC
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   115,042:    84,569    106,906     21,992      3,757        206        647          0          0      2,996          0          0:    4,632     4,173
Old  :   115,042:    84,569    106,906     21,992      3,757        206        647          0          0      2,996          0          0:    4,632     4,173
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :       675:       810        652        -96          0          0         62          0          0          0          0          0:     -101        23
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.5       92.9       19.1        3.3        0.2        0.6        0.0        0.0        2.6        0.0        0.0:      4.0       3.6
Old  :     100.0:      73.5       92.9       19.1        3.3        0.2        0.6        0.0        0.0        2.6        0.0        0.0:      4.0       3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        12         12          6          .          .          .          0          0          .          0          0:
Old  :        25:        12         12          6          .          .          .          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.0       71.7       77.6       91.6       46.1       54.7       59.2       70.7
Old  :                 60.0       71.7       77.6       91.6       46.1       54.7       59.2       70.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                Code-0233BH
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   114,602:   103,644    109,950      3,899          0        215      1,120        353        664          0          0          0:    5,060     3,420
Old  :   114,602:   103,644    109,950      3,899          0        215      1,120        353        664          0          0          0:    5,060     3,420
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :     3,127:     1,799      3,042        674          0        215      1,120       -457        661          0          0          0:   -1,342      -334
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.4       95.9        3.4        0.0        0.2        1.0        0.3        0.6        0.0        0.0        0.0:      4.4       3.0
Old  :     100.0:      90.4       95.9        3.4        0.0        0.2        1.0        0.3        0.6        0.0        0.0        0.0:      4.4       3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        17         16          .          0          .          .          .          .          0          0          0:
Old  :        26:        17         16          .          0          .          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.8       60.9       82.7       84.1       63.0       58.2       75.4       80.1
Old  :                 67.8       60.9       82.7       84.1       63.0       58.2       75.4       80.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV                                                                                     Code-0233BL
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   141,154:   106,849     33,865     10,264     81,257      4,578          0      5,574      1,578          0      2,022          0:   17,885    12,280
Old  :   141,154:   106,849     33,865     10,264     81,257      4,578          0      5,574      1,578          0      2,022          0:   17,885    12,280
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :       204:      -391     -1,510          0        276          0          0         86       -122          0        310          0:      717     1,164
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.7       24.0        7.3       57.6        3.2        0.0        3.9        1.1        0.0        1.4        0.0:     12.7       8.7
Old  :     100.0:      75.7       24.0        7.3       57.6        3.2        0.0        3.9        1.1        0.0        1.4        0.0:     12.7       8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        18         15          .          7          6          0          .          .          0          .          0:
Old  :        34:        18         15          .          7          6          0          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.9       51.9       62.8       67.9       42.5       51.7       57.8       64.9
Old  :                 45.9       51.9       62.8       67.9       42.5       51.7       57.8       64.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                                                                                                           Code-0233BW
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    22,965:    21,167     19,276      1,550          0          0          0        496          0          0      2,697        124:      124       372
Old  :    22,965:    21,167     19,276      1,550          0          0          0        496          0          0      2,697        124:      124       372
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :     1,302:     1,085      1,364        279          0          0          0          0          0          0       -124        124:     -186       -62
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.2       83.9        6.7        0.0        0.0        0.0        2.2        0.0        0.0       11.7        0.5:      0.5       1.6
Old  :     100.0:      92.2       83.9        6.7        0.0        0.0        0.0        2.2        0.0        0.0       11.7        0.5:      0.5       1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        15         14          .          0          0          0          .          0          0          4          .:
Old  :        29:        15         14          .          0          0          0          .          0          0          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.4       51.5       84.3       74.6       68.4       51.5       83.0       69.2
Old  :                 68.4       51.5       84.3       74.6       68.4       51.5       83.0       69.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV                                                                                      Code-0233CG
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    48,742:    28,551     45,022     16,126          0      1,767          0          0          0          0        806          0:    2,298     1,147
Old  :    48,742:    28,551     45,022     16,126          0      1,767          0          0          0          0        806          0:    2,298     1,147
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :     8,168:     2,722      7,637      5,266          0       -279          0          0          0          0        310          0:      459       500
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.6       92.4       33.1        0.0        3.6        0.0        0.0        0.0        0.0        1.7        0.0:      4.7       2.4
Old  :     100.0:      58.6       92.4       33.1        0.0        3.6        0.0        0.0        0.0        0.0        1.7        0.0:      4.7       2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        11         16          .          0          .          0          0          0          0          .          0:
Old  :        27:        11         16          .          0          .          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.3       76.9       88.5       88.4       61.6       76.9       80.2       81.8
Old  :                 63.3       76.9       88.5       88.4       61.6       76.9       80.2       81.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV                                                                              Code-0233CH
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   194,504:   147,573    126,327     27,012     40,562     10,130          0        769        330          0      7,457        893:    8,566     8,036
Old  :   194,504:   147,573    126,327     27,012     40,562     10,130          0        769        330          0      7,457        893:    8,566     8,036
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :     7,567:     9,363      3,627        374      3,654     -1,153     -1,101       -214       -243       -745      1,466       -120:    1,192       550
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.9       64.9       13.9       20.9        5.2        0.0        0.4        0.2        0.0        3.8        0.5:      4.4       4.1
Old  :     100.0:      75.9       64.9       13.9       20.9        5.2        0.0        0.4        0.2        0.0        3.8        0.5:      4.4       4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        54:        32         27          .          6          5          0          .          .          0          6          .:
Old  :        54:        32         27          .          6          5          0          .          .          0          6          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.7       49.1       67.0       63.0       47.2       44.7       63.9       57.5
Old  :                 47.7       49.1       67.0       63.0       47.2       44.7       63.9       57.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                                                                                                    Code-0233CU
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :mmbtu                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    95,989:    77,155     45,892      3,064     40,039      6,045          0          0          0          0          0          0:    9,725     4,013
Old  :    95,989:    77,155     45,892      3,064     40,039      6,045          0          0          0          0          0          0:    9,725     4,013
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :     5,461:     4,754        343     -1,836      3,613      1,476          0          0          0          0          0          0:    1,067        29
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.4       47.8        3.2       41.7        6.3        0.0        0.0        0.0        0.0        0.0        0.0:     10.1       4.2
Old  :     100.0:      80.4       47.8        3.2       41.7        6.3        0.0        0.0        0.0        0.0        0.0        0.0:     10.1       4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        13         10          .          6          6          0          0          0          0          0          0:
Old  :        24:        13         10          .          6          6          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.1       65.4       78.9       82.6       58.8       59.0       68.9       70.5
Old  :                 61.1       65.4       78.9       82.6       58.8       59.0       68.9       70.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV                                                                               Code-0233CW
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    77,715:    38,316     47,595     27,920     19,715      1,451          0          0          0          0          0          0:   10,028     8,954
Old  :    77,715:    38,316     47,595     27,920     19,715      1,451          0          0          0          0          0          0:   10,028     8,954
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :       704:     1,044        826      1,309          0          0          0          0          0          0          0          0:   -1,649      -122
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.3       61.2       35.9       25.4        1.9        0.0        0.0        0.0        0.0        0.0        0.0:     12.9      11.5
Old  :     100.0:      49.3       61.2       35.9       25.4        1.9        0.0        0.0        0.0        0.0        0.0        0.0:     12.9      11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:         9         14          5          .          .          0          0          0          0          0          0:
Old  :        24:         9         14          5          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.0       60.2       75.1       78.1       54.7       59.9       66.5       71.9
Old  :                 55.0       60.2       75.1       78.1       54.7       59.9       66.5       71.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV                                                                              Code-0233CZ
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    74,164:    54,331     37,925      5,218     25,434      6,834          0          0          0          0          0          0:    7,781     3,971
Old  :    74,164:    54,331     37,925      5,218     25,434      6,834          0          0          0          0          0          0:    7,781     3,971
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :     2,042:        60      2,563      2,571        342     -1,253          0          0          0          0          0          0:      664       390
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.3       51.1        7.0       34.3        9.2        0.0        0.0        0.0        0.0        0.0        0.0:     10.5       5.4
Old  :     100.0:      73.3       51.1        7.0       34.3        9.2        0.0        0.0        0.0        0.0        0.0        0.0:     10.5       5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        17         12          .          .          .          0          0          0          0          0          0:
Old  :        26:        17         12          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.9       68.8       72.2       85.0       52.0       67.6       64.7       79.4
Old  :                 53.9       68.8       72.2       85.0       52.0       67.6       64.7       79.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                                                                                               Code-0233DR
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 MM Btus                                                                                                            :
     :          :    Positions                                                                                                           :
All  :    92,488:    75,840     39,430      2,488     44,597      2,161          0          0          0      3,772          0          0:    8,227     6,300
Old  :    92,488:    75,840     39,430      2,488     44,597      2,161          0          0          0      3,772          0          0:    8,227     6,300
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :     1,397:     1,687        639         31        974        122          0          0          0          0          0          0:     -443      -338
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.0       42.6        2.7       48.2        2.3        0.0        0.0        0.0        4.1        0.0        0.0:      8.9       6.8
Old  :     100.0:      82.0       42.6        2.7       48.2        2.3        0.0        0.0        0.0        4.1        0.0        0.0:      8.9       6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        12          5          .          5          .          0          0          0          .          0          0:
Old  :        23:        12          5          .          5          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.5       72.7       76.5       89.6       61.5       71.7       76.1       87.7
Old  :                 61.5       72.7       76.5       89.6       61.5       71.7       76.1       87.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   997,935:   165,650    174,539    206,722     17,017     71,414    179,444    368,036    148,077     54,389     71,003    107,500:   64,739    40,349
Old  :   997,935:   165,650    174,539    206,722     17,017     71,414    179,444    368,036    148,077     54,389     71,003    107,500:   64,739    40,349
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :   -36,328:       792     -4,182     -4,801        339     -1,872      1,882      8,337    -14,314     -5,505    -11,993    -11,023:   -1,487    -1,620
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.6       17.5       20.7        1.7        7.2       18.0       36.9       14.8        5.5        7.1       10.8:      6.5       4.0
Old  :     100.0:      16.6       17.5       20.7        1.7        7.2       18.0       36.9       14.8        5.5        7.1       10.8:      6.5       4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       315:        37         29         26          8         25         51         86         63         43         53         65:
Old  :       315:        37         29         26          8         25         51         86         63         43         53         65:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       21.6       29.5       33.9       10.2       14.2       17.7       21.5
Old  :                 19.1       21.6       29.5       33.9       10.2       14.2       17.7       21.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-023A55
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   323,387:   101,462     63,086     30,495     32,990     41,521     43,138      6,394     26,863     32,095    105,455     41,947:    5,866     5,131
Old  :   323,387:   101,462     63,086     30,495     32,990     41,521     43,138      6,394     26,863     32,095    105,455     41,947:    5,866     5,131
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :     3,177:    -1,153      1,498     -2,127     -2,023     -1,503      4,922        175     -1,426     -3,044       -662      7,040:      468        78
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.4       19.5        9.4       10.2       12.8       13.3        2.0        8.3        9.9       32.6       13.0:      1.8       1.6
Old  :     100.0:      31.4       19.5        9.4       10.2       12.8       13.3        2.0        8.3        9.9       32.6       13.0:      1.8       1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        73:        24         22          7          7         13          9          4         10         10          8         15:
Old  :        73:        24         22          7          7         13          9          4         10         10          8         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.5       44.0       48.9       55.4       28.6       36.8       39.6       42.6
Old  :                 33.5       44.0       48.9       55.4       28.6       36.8       39.6       42.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE                                                                                         Code-023A56
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   135,679:    17,465     29,380     25,555      9,335     34,983     18,969     22,485      8,243     11,818     14,134     12,644:    6,002     4,475
Old  :   135,679:    17,465     29,380     25,555      9,335     34,983     18,969     22,485      8,243     11,818     14,134     12,644:    6,002     4,475
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :    15,674:     2,855      6,820       -976     -3,245      4,722      1,149     12,431        398      7,419     -5,827        805:     -698      -430
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.9       21.7       18.8        6.9       25.8       14.0       16.6        6.1        8.7       10.4        9.3:      4.4       3.3
Old  :     100.0:      12.9       21.7       18.8        6.9       25.8       14.0       16.6        6.1        8.7       10.4        9.3:      4.4       3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        58:        12         11          7          6         13          4          8         11          8         13         18:
Old  :        58:        12         11          7          6         13          4          8         11          8         13         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.0       35.8       60.0       50.5       29.0       18.7       36.2       29.0
Old  :                 43.0       35.8       60.0       50.5       29.0       18.7       36.2       29.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES                                                                                                  Code-023P02
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    19,022:       962        366      6,552      1,899      5,649      1,375      1,196      2,776        538      5,981      1,155:       15         0
Old  :    19,022:       962        366      6,552      1,899      5,649      1,375      1,196      2,776        538      5,981      1,155:       15         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :     3,103:       624          0     -1,139      1,822      1,681        -11     -2,442      1,737         81        175        130:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       5.1        1.9       34.4       10.0       29.7        7.2        6.3       14.6        2.8       31.4        6.1:      0.1       0.0
Old  :     100.0:       5.1        1.9       34.4       10.0       29.7        7.2        6.3       14.6        2.8       31.4        6.1:      0.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:         .          .          .          .          5          .          .          .          .          9          7:
Old  :        23:         .          .          .          .          5          .          .          .          .          9          7:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.1       66.0       90.5       84.5       40.5       32.3       48.1       45.2
Old  :                 68.1       66.0       90.5       84.5       40.5       32.3       48.1       45.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,515,081:   542,925    247,390     32,237    828,828    222,127     44,969     38,237     66,090    526,474     36,040     39,057:   41,202    37,312
Old  : 1,515,081:   542,925    247,390     32,237    828,828    222,127     44,969     38,237     66,090    526,474     36,040     39,057:   41,202    37,312
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :    24,494:    11,124        781      7,786     23,165     -3,781      2,344     11,993     -6,289     18,067        688        771:   -5,528    -2,834
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.8       16.3        2.1       54.7       14.7        3.0        2.5        4.4       34.7        2.4        2.6:      2.7       2.5
Old  :     100.0:      35.8       16.3        2.1       54.7       14.7        3.0        2.5        4.4       34.7        2.4        2.6:      2.7       2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       103:        38         32          4         16         18          8          8         13         14          8         17:
Old  :       103:        38         32          4         16         18          8          8         13         14          8         17:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.8       34.1       64.2       56.4       48.8       33.0       55.4       51.2
Old  :                 51.8       34.1       64.2       56.4       48.8       33.0       55.4       51.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   396,429:    72,152     97,488    173,338    126,521     47,481      4,825     40,769     24,499     35,493     20,909     37,091:    1,550     1,671
Old  :   396,429:    72,152     97,488    173,338    126,521     47,481      4,825     40,769     24,499     35,493     20,909     37,091:    1,550     1,671
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :    11,497:       684        730      5,692      1,138         46     -2,041      4,433      1,947      2,900         82      2,967:     -698       154
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.2       24.6       43.7       31.9       12.0        1.2       10.3        6.2        9.0        5.3        9.4:      0.4       0.4
Old  :     100.0:      18.2       24.6       43.7       31.9       12.0        1.2       10.3        6.2        9.0        5.3        9.4:      0.4       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        77:        19         16         11          9         14          .          9          9         14         11         18:
Old  :        77:        19         16         11          9         14          .          9          9         14         11         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.9       44.7       55.5       66.6       30.0       31.4       41.6       42.9
Old  :                 34.9       44.7       55.5       66.6       30.0       31.4       41.6       42.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06665G
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    25,266:    22,556     17,143        816      6,858        785          0          0          0        907          0         62:      140       418
Old  :    25,266:    22,556     17,143        816      6,858        785          0          0          0        907          0         62:      140       418
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :       806:       681        851         25        -25        -20          0          0          0        120          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.3       67.9        3.2       27.1        3.1        0.0        0.0        0.0        3.6        0.0        0.2:      0.6       1.7
Old  :     100.0:      89.3       67.9        3.2       27.1        3.1        0.0        0.0        0.0        3.6        0.0        0.2:      0.6       1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        21         21          4          4          .          0          0          0          .          0          .:
Old  :        39:        21         21          4          4          .          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.2       45.2       75.2       70.2       49.0       34.0       57.7       50.5
Old  :                 61.2       45.2       75.2       70.2       49.0       34.0       57.7       50.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665O
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    99,877:    80,086     65,317      8,747     17,328      7,280        301      2,220          0      1,716      6,536        829:      918       367
Old  :    99,877:    80,086     65,317      8,747     17,328      7,280        301      2,220          0      1,716      6,536        829:      918       367
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :     1,891:       867      1,522        500        -85        356          0          0          0        130         90         38:        0       -30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.2       65.4        8.8       17.3        7.3        0.3        2.2        0.0        1.7        6.5        0.8:      0.9       0.4
Old  :     100.0:      80.2       65.4        8.8       17.3        7.3        0.3        2.2        0.0        1.7        6.5        0.8:      0.9       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        83:        49         44          5          6          9          .          .          0          6          6          6:
Old  :        83:        49         44          5          6          9          .          .          0          6          6          6:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.6       38.9       64.3       59.6       28.2       31.0       34.8       40.2
Old  :                 48.6       38.9       64.3       59.6       28.2       31.0       34.8       40.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06665P
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    27,957:    21,248     22,254      3,584      2,953      2,128        255          0         57          0        480          0:      685        85
Old  :    27,957:    21,248     22,254      3,584      2,953      2,128        255          0         57          0        480          0:      685        85
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :     2,465:     1,878      2,368        570        195        -75         87          0          0          0          0          0:        5       -23
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.0       79.6       12.8       10.6        7.6        0.9        0.0        0.2        0.0        1.7        0.0:      2.5       0.3
Old  :     100.0:      76.0       79.6       12.8       10.6        7.6        0.9        0.0        0.2        0.0        1.7        0.0:      2.5       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        15         13          .          4          .          .          0          .          0          .          0:
Old  :        22:        15         13          .          4          .          .          0          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.8       51.9       90.5       80.6       39.3       30.3       41.1       39.5
Old  :                 69.8       51.9       90.5       80.6       39.3       30.3       41.1       39.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665Q
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    33,042:    25,805     24,364      3,001      1,826        984      1,860          0          0        649      5,203        254:      489       411
Old  :    33,042:    25,805     24,364      3,001      1,826        984      1,860          0          0        649      5,203        254:      489       411
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :       866:       880        790        -10         75          0          0          0          0        -20          0          1:       15         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.1       73.7        9.1        5.5        3.0        5.6        0.0        0.0        2.0       15.7        0.8:      1.5       1.2
Old  :     100.0:      78.1       73.7        9.1        5.5        3.0        5.6        0.0        0.0        2.0       15.7        0.8:      1.5       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        48:        25         24          5          4          6          .          0          0          5          4          4:
Old  :        48:        25         24          5          4          6          .          0          0          5          4          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.8       48.4       61.5       65.1       18.6       27.2       29.8       35.1
Old  :                 41.8       48.4       61.5       65.1       18.6       27.2       29.8       35.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     9,368:     7,113      4,081      1,080      3,589        178          0          0          0        120        796        459:      418       265
Old  :     9,368:     7,113      4,081      1,080      3,589        178          0          0          0        120        796        459:      418       265
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :       750:       390        668        265          0          0          0          0          0          0         24         62:       33        -4
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.9       43.6       11.5       38.3        1.9        0.0        0.0        0.0        1.3        8.5        4.9:      4.5       2.8
Old  :     100.0:      75.9       43.6       11.5       38.3        1.9        0.0        0.0        0.0        1.3        8.5        4.9:      4.5       2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        20         16          .          5          4          0          0          0          .          5          .:
Old  :        36:        20         16          .          5          4          0          0          0          .          5          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.0       38.6       65.3       62.1       40.7       37.0       53.0       46.8
Old  :                 47.0       38.6       65.3       62.1       40.7       37.0       53.0       46.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-06665T
Disaggregated Commitments of Traders - Futures Only, December 22, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    13,314:    11,428      7,444        564      4,311        240          0        188          0          0        834         58:    1,024       239
Old  :    13,314:    11,428      7,444        564      4,311        240          0        188          0          0        834         58:    1,024       239
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2015                                                                :
     :     1,127:     1,154      1,009       -120        -20        114          0          0          0          0         15         -6:      -15        15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.8       55.9        4.2       32.4        1.8        0.0        1.4        0.0        0.0        6.3        0.4:      7.7       1.8
Old  :     100.0:      85.8       55.9        4.2       32.4        1.8        0.0        1.4        0.0        0.0        6.3        0.4:      7.7       1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        17         14          .          5          4          0          .          0          0          .          .:
Old  :        30:        17         14          .          5          4          0          .          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.5       48.5       69.7       69.7       32.3       39.2       48.3       55.3
Old  :                 45.5       48.5       69.7       69.7       32.3       39.2       48.3       55.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 25, 2015