NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                                                               Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, December 08, 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  : 3,857,256: 2,206,515    954,288    301,869  1,589,792    294,695    355,485     63,070    243,806     38,592    318,219    383,253:   33,041    10,133
Old  : 3,857,256: 2,206,515    954,288    301,869  1,589,792    294,695    355,485     63,070    243,806     38,592    318,219    383,253:   33,041    10,133
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :    31,304:    76,003      1,427        906     84,277    -33,193     28,866     -5,491    -11,044     -2,422     25,962    -26,631:   -1,181    -4,003
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.2       24.7        7.8       41.2        7.6        9.2        1.6        6.3        1.0        8.2        9.9:      0.9       0.3
Old  :     100.0:      57.2       24.7        7.8       41.2        7.6        9.2        1.6        6.3        1.0        8.2        9.9:      0.9       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  :       223:       114         92          9         18         21         14         10         21         13         33         36:
Old  :       223:       114         92          9         18         21         14         10         21         13         33         36:
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  :                 23.6       24.8       37.7       41.3       19.4       24.3       29.2       34.8
Old  :                 23.6       24.8       37.7       41.3       19.4       24.3       29.2       34.8
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 - Options and Futures Combined, December 08, 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  : 2,900,824:   277,108    269,954     99,466    126,757    879,941     76,789    126,925    897,449     82,473     11,886    586,828:      770     1,084
Old  : 2,900,824:   277,108    269,954     99,466    126,757    879,941     76,789    126,925    897,449     82,473     11,886    586,828:      770     1,084
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :   444,489:    20,200     29,821     18,822      4,858     98,245     18,372     14,812    171,263     -4,464      3,423    121,600:      451       468
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       9.6        9.3        3.4        4.4       30.3        2.6        4.4       30.9        2.8        0.4       20.2:      0.0       0.0
Old  :     100.0:       9.6        9.3        3.4        4.4       30.3        2.6        4.4       30.9        2.8        0.4       20.2:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        97:        32         30          6         12         18          6         12         18         17         10         25:
Old  :        97:        32         30          6         12         18          6         12         18         17         10         25:
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       41.7       68.7       65.1        6.4        6.6        8.5        8.3
Old  :                 47.0       41.7       68.7       65.1        6.4        6.6        8.5        8.3
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 - Options and Futures Combined, December 08, 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  :   227,509:   166,275    185,780     18,338      6,216     15,521      4,280        305      2,229      2,577      9,177        242:   18,047     8,039
Old  :   227,509:   166,275    185,780     18,338      6,216     15,521      4,280        305      2,229      2,577      9,177        242:   18,047     8,039
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :   -11,677:   -14,725     -7,092     -3,260     -6,023       -312       -737     -1,017       -135        858       -325        242:    6,392     2,985
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.1       81.7        8.1        2.7        6.8        1.9        0.1        1.0        1.1        4.0        0.1:      7.9       3.5
Old  :     100.0:      73.1       81.7        8.1        2.7        6.8        1.9        0.1        1.0        1.1        4.0        0.1:      7.9       3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        26         19          4          .          5          .          .          .          .          .          .:
Old  :        45:        26         19          4          .          5          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.7       48.2       59.0       73.0       37.7       43.8       50.4       60.5
Old  :                 43.7       48.2       59.0       73.0       37.7       43.8       50.4       60.5
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 - Options and Futures Combined, December 08, 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  :   105,231:    93,268     79,108          0     19,716        640        558        776        452          0        206      1,460:    8,853     2,873
Old  :   105,231:    93,268     79,108          0     19,716        640        558        776        452          0        206      1,460:    8,853     2,873
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :    -8,575:    -8,995     -7,505          0       -644       -460        -23        776       -427       -160        206        338:    1,152      -859
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.6       75.2        0.0       18.7        0.6        0.5        0.7        0.4        0.0        0.2        1.4:      8.4       2.7
Old  :     100.0:      88.6       75.2        0.0       18.7        0.6        0.5        0.7        0.4        0.0        0.2        1.4:      8.4       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  :        35:        21         23          0          5          .          .          .          .          0          .          .:
Old  :        35:        21         23          0          5          .          .          .          .          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  :                 53.7       49.3       75.6       71.3       52.0       46.5       71.9       65.6
Old  :                 53.7       49.3       75.6       71.3       52.0       46.5       71.9       65.6
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 - Options and Futures Combined, December 08, 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  :   210,151:   173,963     55,499      1,308    128,361      9,673      7,194      4,280      3,178          0      1,715          0:   14,835     7,445
Old  :   210,151:   173,963     55,499      1,308    128,361      9,673      7,194      4,280      3,178          0      1,715          0:   14,835     7,445
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :   -11,275:   -12,659     -1,105         96     -9,049       -509      1,793          0     -1,027       -527      1,343          0:    1,558      -928
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.8       26.4        0.6       61.1        4.6        3.4        2.0        1.5        0.0        0.8        0.0:      7.1       3.5
Old  :     100.0:      82.8       26.4        0.6       61.1        4.6        3.4        2.0        1.5        0.0        0.8        0.0:      7.1       3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        18         15          .         13          7          4          .          .          0          .          0:
Old  :        43:        18         15          .         13          7          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  :                 48.5       51.1       67.3       69.4       45.7       50.5       63.1       68.2
Old  :                 48.5       51.1       67.3       69.4       45.7       50.5       63.1       68.2
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 - Options and Futures Combined, December 08, 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  :   601,135:   511,432    205,583     22,216    332,017     45,018      1,615      2,447      3,634      6,439      4,988      1,526:    9,255     5,922
Old  :   601,135:   511,432    205,583     22,216    332,017     45,018      1,615      2,447      3,634      6,439      4,988      1,526:    9,255     5,922
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :   -26,664:   -30,293     -8,077       -827    -16,888     -4,077      1,615      1,077       -740      4,976         -7      1,526:    1,156       522
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.1       34.2        3.7       55.2        7.5        0.3        0.4        0.6        1.1        0.8        0.3:      1.5       1.0
Old  :     100.0:      85.1       34.2        3.7       55.2        7.5        0.3        0.4        0.6        1.1        0.8        0.3:      1.5       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        58:        34         25          4         10         13          .          .          .          .          .          .:
Old  :        58:        34         25          4         10         13          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.5       42.0       54.6       69.9       31.8       39.2       48.5       61.0
Old  :                 33.5       42.0       54.6       69.9       31.8       39.2       48.5       61.0
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 - Options and Futures Combined, December 08, 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  :   312,694:   273,260    171,807     14,960    122,473        673        757      2,661      5,540      6,153        944      1,800:    9,551     6,796
Old  :   312,694:   273,260    171,807     14,960    122,473        673        757      2,661      5,540      6,153        944      1,800:    9,551     6,796
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :   -10,011:   -10,647       -570        -98     -8,554        -62       -177        487        -73     -2,878       -866       -580:    4,504       207
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.4       54.9        4.8       39.2        0.2        0.2        0.9        1.8        2.0        0.3        0.6:      3.1       2.2
Old  :     100.0:      87.4       54.9        4.8       39.2        0.2        0.2        0.9        1.8        2.0        0.3        0.6:      3.1       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  :        57:        29         29          .          8          .          .          .          .          .          .          .:
Old  :        57:        29         29          .          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  :                 47.8       42.5       65.8       61.4       47.0       42.1       59.4       59.3
Old  :                 47.8       42.5       65.8       61.4       47.0       42.1       59.4       59.3
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 - Options and Futures Combined, December 08, 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  :   234,556:   197,463    149,113     18,518     59,306      9,273      2,294      1,336      2,009          0      1,263        300:    4,699    11,956
Old  :   234,556:   197,463    149,113     18,518     59,306      9,273      2,294      1,336      2,009          0      1,263        300:    4,699    11,956
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :   -14,141:   -11,193    -14,623       -947     -7,132       -911        121        -87       -390     -1,054         62        -62:      295     9,002
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.2       63.6        7.9       25.3        4.0        1.0        0.6        0.9        0.0        0.5        0.1:      2.0       5.1
Old  :     100.0:      84.2       63.6        7.9       25.3        4.0        1.0        0.6        0.9        0.0        0.5        0.1:      2.0       5.1
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  :        51:        25         28          .          8          9          .          .          .          0          .          .:
Old  :        51:        25         28          .          8          9          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.8       28.6       77.0       50.0       58.8       26.7       73.6       45.4
Old  :                 58.8       28.6       77.0       50.0       58.8       26.7       73.6       45.4
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 - Options and Futures Combined, December 08, 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  :    99,824:    90,860     56,089      1,794     31,156        571          0      3,627      1,030          0        248          0:    5,569     7,103
Old  :    99,824:    90,860     56,089      1,794     31,156        571          0      3,627      1,030          0        248          0:    5,569     7,103
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :    -8,282:    -6,110     -1,175       -956     -1,905       -624          0     -3,399       -487          0       -496          0:     -105      -196
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.0       56.2        1.8       31.2        0.6        0.0        3.6        1.0        0.0        0.2        0.0:      5.6       7.1
Old  :     100.0:      91.0       56.2        1.8       31.2        0.6        0.0        3.6        1.0        0.0        0.2        0.0:      5.6       7.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        12         18          .          5          .          0          .          .          0          .          0:
Old  :        32:        12         18          .          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  :                 75.9       53.4       88.7       71.5       75.8       52.6       87.2       70.7
Old  :                 75.9       53.4       88.7       71.5       75.8       52.6       87.2       70.7
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 - Options and Futures Combined, December 08, 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  :   105,296:    86,925     85,539      8,913      5,073      2,456        360         62        186          0      3,952      1,663:    4,793     6,365
Old  :   105,296:    86,925     85,539      8,913      5,073      2,456        360         62        186          0      3,952      1,663:    4,793     6,365
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :    -4,742:    -2,687     -4,298     -1,896       -368        307          0         62        186        -73        317       -744:      165      -204
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.6       81.2        8.5        4.8        2.3        0.3        0.1        0.2        0.0        3.8        1.6:      4.6       6.0
Old  :     100.0:      82.6       81.2        8.5        4.8        2.3        0.3        0.1        0.2        0.0        3.8        1.6:      4.6       6.0
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  :        47:        29         23          5          .          5          .          .          .          0          4          .:
Old  :        47:        29         23          5          .          5          .          .          .          0          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.6       45.8       63.3       67.9       47.6       44.0       59.3       61.2
Old  :                 47.6       45.8       63.3       67.9       47.6       44.0       59.3       61.2
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 - Options and Futures Combined, December 08, 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  :    71,611:    57,699     27,397      2,737     26,447        124        172      2,389      1,787          0          0          0:    9,092    13,467
Old  :    71,611:    57,699     27,397      2,737     26,447        124        172      2,389      1,787          0          0          0:    9,092    13,467
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :    -6,700:    -5,956     -2,243       -172     -4,560         31         -2       -922       -148          0          0          0:     -453     1,142
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.6       38.3        3.8       36.9        0.2        0.2        3.3        2.5        0.0        0.0        0.0:     12.7      18.8
Old  :     100.0:      80.6       38.3        3.8       36.9        0.2        0.2        3.3        2.5        0.0        0.0        0.0:     12.7      18.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        16          9          .          5          .          .          .          .          0          0          0:
Old  :        24:        16          9          .          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  :                 52.5       46.3       68.8       66.9       47.9       43.4       63.3       62.1
Old  :                 52.5       46.3       68.8       66.9       47.9       43.4       63.3       62.1
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 - Options and Futures Combined, December 08, 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  :   166,131:   124,051     77,376     32,698     75,616      4,633          0      2,782          0          0          0          0:    4,749     5,724
Old  :   166,131:   124,051     77,376     32,698     75,616      4,633          0      2,782          0          0          0          0:    4,749     5,724
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :   -11,076:    -8,262     -3,224     -1,555     -6,552       -772          0          0          0          0          0          0:     -487      -528
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.7       46.6       19.7       45.5        2.8        0.0        1.7        0.0        0.0        0.0        0.0:      2.9       3.4
Old  :     100.0:      74.7       46.6       19.7       45.5        2.8        0.0        1.7        0.0        0.0        0.0        0.0:      2.9       3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        20         12          4          7          5          0          .          0          0          0          0:
Old  :        35:        20         12          4          7          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  :                 42.1       68.8       65.3       82.1       39.6       68.8       61.5       79.9
Old  :                 42.1       68.8       65.3       82.1       39.6       68.8       61.5       79.9
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 - Options and Futures Combined, December 08, 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  :    90,674:    71,851     54,778     10,260     33,376        530          0          0          0          0          0          0:    8,033     1,990
Old  :    90,674:    71,851     54,778     10,260     33,376        530          0          0          0          0          0          0:    8,033     1,990
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :    -5,334:    -4,099     -3,762     -1,085       -828        -93          0          0          0          0          0          0:      -57      -651
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.2       60.4       11.3       36.8        0.6        0.0        0.0        0.0        0.0        0.0        0.0:      8.9       2.2
Old  :     100.0:      79.2       60.4       11.3       36.8        0.6        0.0        0.0        0.0        0.0        0.0        0.0:      8.9       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  :        28:        15         14          .          .          .          0          0          0          0          0          0:
Old  :        28:        15         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  :                 50.6       60.7       70.2       86.2       46.4       60.6       64.0       81.3
Old  :                 50.6       60.7       70.2       86.2       46.4       60.6       64.0       81.3
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 - Options and Futures Combined, December 08, 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  :   335,342:   244,105    149,349     61,205    159,402      7,335      4,010          0          0      1,713      2,577      4,446:   12,528    12,233
Old  :   335,342:   244,105    149,349     61,205    159,402      7,335      4,010          0          0      1,713      2,577      4,446:   12,528    12,233
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :   -19,181:   -22,335     -9,174     -4,182    -13,489        524      2,494       -217       -310       -737       -211       -267:    5,632     3,963
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.8       44.5       18.3       47.5        2.2        1.2        0.0        0.0        0.5        0.8        1.3:      3.7       3.6
Old  :     100.0:      72.8       44.5       18.3       47.5        2.2        1.2        0.0        0.0        0.5        0.8        1.3:      3.7       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  :        58:        38         26          4         10          6          .          0          0          .          .          .:
Old  :        58:        38         26          4         10          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  :                 32.8       54.5       52.1       71.5       29.6       51.3       48.6       67.5
Old  :                 32.8       54.5       52.1       71.5       29.6       51.3       48.6       67.5
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 - Options and Futures Combined, December 08, 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  :    57,344:    40,881     34,877          0      9,698      2,869      2,438        907      1,294          0          0          0:    9,862     7,699
Old  :    57,344:    40,881     34,877          0      9,698      2,869      2,438        907      1,294          0          0          0:    9,862     7,699
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :    -4,992:    -4,549     -1,099       -366        456     -1,829        268     -1,021        203          0          0          0:    1,281    -1,702
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.3       60.8        0.0       16.9        5.0        4.3        1.6        2.3        0.0        0.0        0.0:     17.2      13.4
Old  :     100.0:      71.3       60.8        0.0       16.9        5.0        4.3        1.6        2.3        0.0        0.0        0.0:     17.2      13.4
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  :        24:        12         13          0          5          5          .          .          .          0          0          0:
Old  :        24:        12         13          0          5          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  :                 59.4       54.3       71.7       69.8       55.8       49.0       64.4       59.3
Old  :                 59.4       54.3       71.7       69.8       55.8       49.0       64.4       59.3
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 - Options and Futures Combined, December 08, 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  :    65,509:    27,830     38,286     29,151     18,277      3,272        768          0        579          0          0          0:    3,909     5,095
Old  :    65,509:    27,830     38,286     29,151     18,277      3,272        768          0        579          0          0          0:    3,909     5,095
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :    -4,358:    -3,134     -1,064        369     -1,130       -964        479          0       -602          0          0          0:     -506      -598
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      42.5       58.4       44.5       27.9        5.0        1.2        0.0        0.9        0.0        0.0        0.0:      6.0       7.8
Old  :     100.0:      42.5       58.4       44.5       27.9        5.0        1.2        0.0        0.9        0.0        0.0        0.0:      6.0       7.8
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  :        21:         7         10          5          4          6          .          0          .          0          0          0:
Old  :        21:         7         10          5          4          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  :                 52.6       65.1       80.7       81.7       50.9       60.5       73.8       72.7
Old  :                 52.6       65.1       80.7       81.7       50.9       60.5       73.8       72.7
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 - Options and Futures Combined, December 08, 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  :    58,701:    44,789     51,621      6,228      3,730      1,886      1,712          0          0        248          0          0:    3,838     1,464
Old  :    58,701:    44,789     51,621      6,228      3,730      1,886      1,712          0          0        248          0          0:    3,838     1,464
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :   -41,270:   -11,727    -17,834     -4,195     -4,078     -3,858    -19,778     -4,154          0     -2,883    -10,137          0:    1,171    -1,209
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.3       87.9       10.6        6.4        3.2        2.9        0.0        0.0        0.4        0.0        0.0:      6.5       2.5
Old  :     100.0:      76.3       87.9       10.6        6.4        3.2        2.9        0.0        0.0        0.4        0.0        0.0:      6.5       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  :        22:         9         13          .          .          .          .          0          0          .          0          0:
Old  :        22:         9         13          .          .          .          .          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.1       65.7       80.7       83.0       54.0       61.5       68.9       73.7
Old  :                 62.1       65.7       80.7       83.0       54.0       61.5       68.9       73.7
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 - Options and Futures Combined, December 08, 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  :    99,817:    64,109     78,551      7,186      3,322      2,568     21,490      4,154          0      3,503     10,168        248:      713       806
Old  :    99,817:    64,109     78,551      7,186      3,322      2,568     21,490      4,154          0      3,503     10,168        248:      713       806
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :   -44,915:   -28,963    -32,831     -8,773       -583       -527      2,213       -367     -2,273     -4,220     -6,685     -1,085:   -1,287      -564
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.2       78.7        7.2        3.3        2.6       21.5        4.2        0.0        3.5       10.2        0.2:      0.7       0.8
Old  :     100.0:      64.2       78.7        7.2        3.3        2.6       21.5        4.2        0.0        3.5       10.2        0.2:      0.7       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  :        65:        25         20          6          .          .          5          .          0          4          8          .:
Old  :        65:        25         20          6          .          .          5          .          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  :                 49.2       57.9       65.4       78.6       43.5       52.7       57.3       64.6
Old  :                 49.2       57.9       65.4       78.6       43.5       52.7       57.3       64.6
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 - Options and Futures Combined, December 08, 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  :    68,117:    64,583     66,176          0        868          0      2,883          0          0          0          0          0:      651     1,073
Old  :    68,117:    64,583     66,176          0        868          0      2,883          0          0          0          0          0:      651     1,073
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :   -16,252:   -15,962    -16,170          0        -90          0          0          0       -240       -455          0          0:      405       248
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.8       97.2        0.0        1.3        0.0        4.2        0.0        0.0        0.0        0.0        0.0:      1.0       1.6
Old  :     100.0:      94.8       97.2        0.0        1.3        0.0        4.2        0.0        0.0        0.0        0.0        0.0:      1.0       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  :        31:        13         20          0          .          0          .          0          0          0          0          0:
Old  :        31:        13         20          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  :                 85.0       69.6       95.0       83.1       83.9       68.9       92.6       82.3
Old  :                 85.0       69.6       95.0       83.1       83.9       68.9       92.6       82.3
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 - Options and Futures Combined, December 08, 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  :   207,754:   171,528    149,628     12,365     35,957     11,581      4,906          0      1,219          0          0          0:    6,155     9,369
Old  :   207,754:   171,528    149,628     12,365     35,957     11,581      4,906          0      1,219          0          0          0:    6,155     9,369
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :   -10,737:    -8,881     -8,413       -317        124       -131     -1,061          0       -121          0     -1,736          0:     -226      -460
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.6       72.0        6.0       17.3        5.6        2.4        0.0        0.6        0.0        0.0        0.0:      3.0       4.5
Old  :     100.0:      82.6       72.0        6.0       17.3        5.6        2.4        0.0        0.6        0.0        0.0        0.0:      3.0       4.5
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  :        46:        33         30          .          4          .          .          0          .          0          0          0:
Old  :        46:        33         30          .          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  :                 50.7       44.3       68.3       64.9       47.8       32.8       55.9       46.7
Old  :                 50.7       44.3       68.3       64.9       47.8       32.8       55.9       46.7
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 - Options and Futures Combined, December 08, 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  :    17,199:    16,060     12,735        283          0        306          0          0          0          0      1,302          0:      550     2,856
Old  :    17,199:    16,060     12,735        283          0        306          0          0          0          0      1,302          0:      550     2,856
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :    -3,624:    -3,118     -1,923        283       -295       -127          0       -240          0          0       -900       -120:     -542       -19
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      93.4       74.0        1.6        0.0        1.8        0.0        0.0        0.0        0.0        7.6        0.0:      3.2      16.6
Old  :     100.0:      93.4       74.0        1.6        0.0        1.8        0.0        0.0        0.0        0.0        7.6        0.0:      3.2      16.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        11          9          .          0          .          0          0          0          0          .          0:
Old  :        20:        11          9          .          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  :                 78.1       59.4       91.1       75.9       78.1       57.8       89.4       73.9
Old  :                 78.1       59.4       91.1       75.9       78.1       57.8       89.4       73.9
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 - Options and Futures Combined, December 08, 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  :   100,804:    78,137     48,003      2,242     16,753     10,596        500      5,761      2,014          0      4,708          0:    7,315    12,969
Old  :   100,804:    78,137     48,003      2,242     16,753     10,596        500      5,761      2,014          0      4,708          0:    7,315    12,969
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :    -6,009:    -3,147     -3,370     -2,254        -12     -2,291        500       -855       -221          0       -682          0:    1,404     1,422
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.5       47.6        2.2       16.6       10.5        0.5        5.7        2.0        0.0        4.7        0.0:      7.3      12.9
Old  :     100.0:      77.5       47.6        2.2       16.6       10.5        0.5        5.7        2.0        0.0        4.7        0.0:      7.3      12.9
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  :        33:        14         18          .          4          5          .          .          .          0          .          0:
Old  :        33:        14         18          .          4          5          .          .          .          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  :                 56.9       39.3       77.6       59.6       56.9       30.8       67.8       48.3
Old  :                 56.9       39.3       77.6       59.6       56.9       30.8       67.8       48.3
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 - Options and Futures Combined, December 08, 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  :   102,397:    69,699     96,700     11,341        280      1,909      7,298          0      1,441      1,786          0          0:    8,923     2,067
Old  :   102,397:    69,699     96,700     11,341        280      1,909      7,298          0      1,441      1,786          0          0:    8,923     2,067
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :    -5,974:    -5,093     -2,794       -802        116     -2,984      3,782          0        585       -300          0          0:   -1,162      -897
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.1       94.4       11.1        0.3        1.9        7.1        0.0        1.4        1.7        0.0        0.0:      8.7       2.0
Old  :     100.0:      68.1       94.4       11.1        0.3        1.9        7.1        0.0        1.4        1.7        0.0        0.0:      8.7       2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        16         17          .          .          .          4          0          .          .          0          0:
Old  :        31:        16         17          .          .          .          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  :                 51.6       63.8       70.3       81.0       42.6       54.0       57.3       68.6
Old  :                 51.6       63.8       70.3       81.0       42.6       54.0       57.3       68.6
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 - Options and Futures Combined, December 08, 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  :   111,164:    81,772    103,422     21,364      3,757        206          0          0          0      2,996          0          0:    4,826     3,779
Old  :   111,164:    81,772    103,422     21,364      3,757        206          0          0          0      2,996          0          0:    4,826     3,779
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :    -4,981:    -2,850     -4,354     -2,845        -93          0     -1,085       -403          0          0          0          0:    1,799      -131
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.6       93.0       19.2        3.4        0.2        0.0        0.0        0.0        2.7        0.0        0.0:      4.3       3.4
Old  :     100.0:      73.6       93.0       19.2        3.4        0.2        0.0        0.0        0.0        2.7        0.0        0.0:      4.3       3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        12         12          6          .          .          0          0          0          .          0          0:
Old  :        24:        12         12          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  :                 61.3       71.0       78.5       91.4       47.6       53.7       59.8       70.1
Old  :                 61.3       71.0       78.5       91.4       47.6       53.7       59.8       70.1
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 - Options and Futures Combined, December 08, 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  :   108,074:    98,179    104,284      3,316          0          0          0        955        514          0          0          0:    6,065     2,321
Old  :   108,074:    98,179    104,284      3,316          0          0          0        955        514          0          0          0:    6,065     2,321
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :    -6,857:    -5,698     -6,188        -62          0          0       -453         62       -421          0          0          0:     -223      -310
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.8       96.5        3.1        0.0        0.0        0.0        0.9        0.5        0.0        0.0        0.0:      5.6       2.1
Old  :     100.0:      90.8       96.5        3.1        0.0        0.0        0.0        0.9        0.5        0.0        0.0        0.0:      5.6       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  :        24:        16         15          .          0          0          0          .          .          0          0          0:
Old  :        24:        16         15          .          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  :                 67.9       66.5       83.5       87.4       63.7       64.8       77.2       85.2
Old  :                 67.9       66.5       83.5       87.4       63.7       64.8       77.2       85.2
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 - Options and Futures Combined, December 08, 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  :   143,923:   109,757     39,126     10,264     79,824      4,680          0      4,703      1,910          0      2,512          0:   17,312    11,168
Old  :   143,923:   109,757     39,126     10,264     79,824      4,680          0      4,703      1,910          0      2,512          0:   17,312    11,168
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :   -16,591:   -15,046     -4,471     -3,701     -3,576       -311          0     -7,867         68          0     -1,126          0:    2,399       692
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.3       27.2        7.1       55.5        3.3        0.0        3.3        1.3        0.0        1.7        0.0:     12.0       7.8
Old  :     100.0:      76.3       27.2        7.1       55.5        3.3        0.0        3.3        1.3        0.0        1.7        0.0:     12.0       7.8
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  :        35:        19         14          .          7          6          0          .          .          0          .          0:
Old  :        35:        19         14          .          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  :                 44.8       51.4       62.9       67.0       40.6       51.2       56.2       64.6
Old  :                 44.8       51.4       62.9       67.0       40.6       51.2       56.2       64.6
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 - Options and Futures Combined, December 08, 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  :    18,315:    16,982     14,750      1,085          0          0          0        496          0          0      2,821          0:      248       248
Old  :    18,315:    16,982     14,750      1,085          0          0          0        496          0          0      2,821          0:      248       248
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :    -6,758:    -6,458     -5,348        594       -276       -744          0          0          0          0       -120          0:     -150      -270
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.7       80.5        5.9        0.0        0.0        0.0        2.7        0.0        0.0       15.4        0.0:      1.4       1.4
Old  :     100.0:      92.7       80.5        5.9        0.0        0.0        0.0        2.7        0.0        0.0       15.4        0.0:      1.4       1.4
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:         9         12          .          0          0          0          .          0          0          4          0:
Old  :        27:         9         12          .          0          0          0          .          0          0          4          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  :                 76.9       56.0       94.2       79.5       76.9       56.0       90.1       76.5
Old  :                 76.9       56.0       94.2       79.5       76.9       56.0       90.1       76.5
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 - Options and Futures Combined, December 08, 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  :    40,233:    25,798     36,277     10,426          0      2,170          0          0          0          0        496          0:    1,839     1,290
Old  :    40,233:    25,798     36,277     10,426          0      2,170          0          0          0          0        496          0:    1,839     1,290
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :    -7,298:    -2,585     -7,348     -3,882          0        372          0          0          0       -360       -300          0:     -843       -22
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.1       90.2       25.9        0.0        5.4        0.0        0.0        0.0        0.0        1.2        0.0:      4.6       3.2
Old  :     100.0:      64.1       90.2       25.9        0.0        5.4        0.0        0.0        0.0        0.0        1.2        0.0:      4.6       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  :        24:        10         13          .          0          .          0          0          0          0          .          0:
Old  :        24:        10         13          .          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  :                 55.3       75.6       86.3       91.2       53.3       75.6       76.2       80.3
Old  :                 55.3       75.6       86.3       91.2       53.3       75.6       76.2       80.3
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 - Options and Futures Combined, December 08, 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  :   183,290:   137,443    121,022     26,929     37,135     10,634          0      1,001        300          0      5,125        310:    7,674     7,763
Old  :   183,290:   137,443    121,022     26,929     37,135     10,634          0      1,001        300          0      5,125        310:    7,674     7,763
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :   -12,495:   -10,616     -1,832     -3,658    -11,206      1,598          0        405       -154          0       -780       -415:      750      -111
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.0       66.0       14.7       20.3        5.8        0.0        0.5        0.2        0.0        2.8        0.2:      4.2       4.2
Old  :     100.0:      75.0       66.0       14.7       20.3        5.8        0.0        0.5        0.2        0.0        2.8        0.2:      4.2       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  :        50:        30         25          .          6          5          0          .          .          0          .          .:
Old  :        50:        30         25          .          6          5          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       49.4       64.6       65.0       45.4       44.4       61.8       58.5
Old  :                 45.9       49.4       64.6       65.0       45.4       44.4       61.8       58.5
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 - Options and Futures Combined, December 08, 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  :    93,245:    74,740     47,721      5,519     35,215      5,475          0          0          0          0          0          0:    7,511     4,834
Old  :    93,245:    74,740     47,721      5,519     35,215      5,475          0          0          0          0          0          0:    7,511     4,834
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :    -8,053:    -9,308     -5,377        326     -2,689        337          0          0          0       -279          0          0:      871      -324
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.2       51.2        5.9       37.8        5.9        0.0        0.0        0.0        0.0        0.0        0.0:      8.1       5.2
Old  :     100.0:      80.2       51.2        5.9       37.8        5.9        0.0        0.0        0.0        0.0        0.0        0.0:      8.1       5.2
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         12          .          5          6          0          0          0          0          0          0:
Old  :        24:        13         12          .          5          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  :                 58.8       64.1       76.3       80.3       56.3       55.4       68.3       67.9
Old  :                 58.8       64.1       76.3       80.3       56.3       55.4       68.3       67.9
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 - Options and Futures Combined, December 08, 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  :    73,555:    35,343     42,885     25,051     20,143      1,451          0          0          0          0          0          0:   11,710     9,076
Old  :    73,555:    35,343     42,885     25,051     20,143      1,451          0          0          0          0          0          0:   11,710     9,076
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :    -4,833:    -3,715     -4,723       -607        688     -1,023          0          0          0          0          0          0:      512       225
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.0       58.3       34.1       27.4        2.0        0.0        0.0        0.0        0.0        0.0        0.0:     15.9      12.3
Old  :     100.0:      48.0       58.3       34.1       27.4        2.0        0.0        0.0        0.0        0.0        0.0        0.0:     15.9      12.3
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  :        23:         8         13          5          .          .          0          0          0          0          0          0:
Old  :        23:         8         13          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  :                 52.4       61.0       75.4       78.9       52.1       60.6       66.8       73.3
Old  :                 52.4       61.0       75.4       78.9       52.1       60.6       66.8       73.3
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 - Options and Futures Combined, December 08, 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  :    72,816:    54,688     37,353      2,509     22,980      8,499          0          0          0          0          0          0:    7,120     3,984
Old  :    72,816:    54,688     37,353      2,509     22,980      8,499          0          0          0          0          0          0:    7,120     3,984
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :    -2,351:    -2,611       -601        536     -1,060        -40          0          0          0       -248          0          0:       12      -650
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.1       51.3        3.4       31.6       11.7        0.0        0.0        0.0        0.0        0.0        0.0:      9.8       5.5
Old  :     100.0:      75.1       51.3        3.4       31.6       11.7        0.0        0.0        0.0        0.0        0.0        0.0:      9.8       5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        17         11          .          .          .          0          0          0          0          0          0:
Old  :        26:        17         11          .          .          .          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  :                 52.8       67.9       71.2       81.9       51.9       64.7       63.3       74.5
Old  :                 52.8       67.9       71.2       81.9       51.9       64.7       63.3       74.5
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 - Options and Futures Combined, December 08, 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  :    88,750:    72,114     37,734      2,885     42,767      1,611          0          0          0      3,772          0          0:    8,368     6,638
Old  :    88,750:    72,114     37,734      2,885     42,767      1,611          0          0          0      3,772          0          0:    8,368     6,638
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :    -4,720:    -7,738     -5,158       -430       -899          0          0          0          0       -310          0          0:    3,758     1,337
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.3       42.5        3.3       48.2        1.8        0.0        0.0        0.0        4.3        0.0        0.0:      9.4       7.5
Old  :     100.0:      81.3       42.5        3.3       48.2        1.8        0.0        0.0        0.0        4.3        0.0        0.0:      9.4       7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        11          5          .          5          .          0          0          0          .          0          0:
Old  :        22:        11          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  :                 62.1       71.6       77.9       89.3       62.1       70.7       77.9       87.3
Old  :                 62.1       71.6       77.9       89.3       62.1       70.7       77.9       87.3
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 - Options and Futures Combined, December 08, 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  : 1,045,852:   148,748    164,664    216,618     15,412     66,750    185,131    354,934    173,352     48,925     90,959    134,041:   72,287    45,739
Old  : 1,045,852:   148,748    164,664    216,618     15,412     66,750    185,131    354,934    173,352     48,925     90,959    134,041:   72,287    45,739
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :     3,331:    20,427     16,832     -6,006     -2,443     19,365     -4,287    -13,421    -18,909     -3,722      2,498       -335:   -3,201      -255
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.2       15.7       20.7        1.5        6.4       17.7       33.9       16.6        4.7        8.7       12.8:      6.9       4.4
Old  :     100.0:      14.2       15.7       20.7        1.5        6.4       17.7       33.9       16.6        4.7        8.7       12.8:      6.9       4.4
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  :       334:        36         26         26          6         24         42         99         75         56         56         78:
Old  :       334:        36         26         26          6         24         42         99         75         56         56         78:
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  :                 17.9       18.7       28.4       30.4       10.3       10.9       17.7       18.0
Old  :                 17.9       18.7       28.4       30.4       10.3       10.9       17.7       18.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, December 08, 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  :   852,627:   158,545    127,660     32,527     47,606    322,236     14,723     26,969    132,866     16,148     18,780    171,014:    4,570     5,495
Old  :   852,627:   158,545    127,660     32,527     47,606    322,236     14,723     26,969    132,866     16,148     18,780    171,014:    4,570     5,495
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :   111,492:    15,266     14,150      1,458      4,850     33,763      3,684        628     25,254     -1,410     -1,776     32,514:      962     2,108
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.6       15.0        3.8        5.6       37.8        1.7        3.2       15.6        1.9        2.2       20.1:      0.5       0.6
Old  :     100.0:      18.6       15.0        3.8        5.6       37.8        1.7        3.2       15.6        1.9        2.2       20.1:      0.5       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  :       129:        31         29         10         11         21         20         14         28         26         14         35:
Old  :       129:        31         29         10         11         21         20         14         28         26         14         35:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.9       36.8       53.2       54.1        6.2        5.4        8.4        8.6
Old  :                 37.9       36.8       53.2       54.1        6.2        5.4        8.4        8.6
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 - Options and Futures Combined, December 08, 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  :   320,691:   104,907     64,947     28,747     34,480     48,318     39,198      4,507     23,394     38,854    107,395     31,192:    6,080     6,458
Old  :   320,691:   104,907     64,947     28,747     34,480     48,318     39,198      4,507     23,394     38,854    107,395     31,192:    6,080     6,458
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :       936:       716      1,598      5,115        230        435     -6,957       -119      1,555       -187     -3,317        -74:      332       628
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.7       20.3        9.0       10.8       15.1       12.2        1.4        7.3       12.1       33.5        9.7:      1.9       2.0
Old  :     100.0:      32.7       20.3        9.0       10.8       15.1       12.2        1.4        7.3       12.1       33.5        9.7:      1.9       2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        69:        19         20          7          7         13          9          4         12         11          7         15:
Old  :        69:        19         20          7          7         13          9          4         12         11          7         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  :                 35.0       45.8       51.6       58.4       29.5       38.2       40.4       44.3
Old  :                 35.0       45.8       51.6       58.4       29.5       38.2       40.4       44.3
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 - Options and Futures Combined, December 08, 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  :   101,907:    13,572     19,420     28,476     15,279     24,542      8,325      5,828      6,537      3,484     15,075      9,775:    7,196     5,451
Old  :   101,907:    13,572     19,420     28,476     15,279     24,542      8,325      5,828      6,537      3,484     15,075      9,775:    7,196     5,451
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :     8,633:     3,047      2,180      3,224      1,614         91      3,462      1,023     -1,079         52      2,542      2,847:   -3,011      -585
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.3       19.1       27.9       15.0       24.1        8.2        5.7        6.4        3.4       14.8        9.6:      7.1       5.3
Old  :     100.0:      13.3       19.1       27.9       15.0       24.1        8.2        5.7        6.4        3.4       14.8        9.6:      7.1       5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        47:         9          9          7          5         11          5          5          7          4         12         12:
Old  :        47:         9          9          7          5         11          5          5          7          4         12         12:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.9       30.9       59.7       47.4       26.2       17.3       34.1       27.9
Old  :                 38.9       30.9       59.7       47.4       26.2       17.3       34.1       27.9
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 - Options and Futures Combined, December 08, 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  :    84,911:     3,694      2,604        953      5,648     37,073      2,409      3,770     22,172      5,065        347     13,109:      437       189
Old  :    84,911:     3,694      2,604        953      5,648     37,073      2,409      3,770     22,172      5,065        347     13,109:      437       189
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :    22,190:       669        344        -45      1,488      9,760        570        120      6,429        800         90      4,126:     -119      -166
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       4.3        3.1        1.1        6.7       43.7        2.8        4.4       26.1        6.0        0.4       15.4:      0.5       0.2
Old  :     100.0:       4.3        3.1        1.1        6.7       43.7        2.8        4.4       26.1        6.0        0.4       15.4:      0.5       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:         .          .          .          .          5          .          .          4          8          4         12:
Old  :        24:         .          .          .          .          5          .          .          4          8          4         12:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.8       71.3       81.9       86.1        7.1       11.3       10.5       11.8
Old  :                 63.8       71.3       81.9       86.1        7.1       11.3       10.5       11.8
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 - Options and Futures Combined, December 08, 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  : 1,479,940:   530,047    245,686     21,180    794,539    228,256     39,088     25,994     74,740    500,629     36,090     41,096:   44,904    33,539
Old  : 1,479,940:   530,047    245,686     21,180    794,539    228,256     39,088     25,994     74,740    500,629     36,090     41,096:   44,904    33,539
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :    -3,831:       608       -176        287     -9,616        854    -11,590       -586      3,748      2,370        310      1,345:   -1,453       290
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.8       16.6        1.4       53.7       15.4        2.6        1.8        5.1       33.8        2.4        2.8:      3.0       2.3
Old  :     100.0:      35.8       16.6        1.4       53.7       15.4        2.6        1.8        5.1       33.8        2.4        2.8:      3.0       2.3
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  :        98:        37         32          .         17         18          7          7         12         13          7         16:
Old  :        98:        37         32          .         17         18          7          7         12         13          7         16:
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  :                 51.3       34.4       63.6       55.9       48.4       33.2       54.9       50.1
Old  :                 51.3       34.4       63.6       55.9       48.4       33.2       54.9       50.1
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 - Options and Futures Combined, December 08, 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  :   362,463:    69,506     90,110    168,144    127,489     44,867      5,070     34,249     17,347     22,236     13,094     33,617:    1,676     1,690
Old  :   362,463:    69,506     90,110    168,144    127,489     44,867      5,070     34,249     17,347     22,236     13,094     33,617:    1,676     1,690
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :    12,095:     2,433      3,911      2,481      2,745     -3,226     -2,466      9,710      2,471      5,911     -7,330      4,202:      289      -388
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.2       24.9       46.4       35.2       12.4        1.4        9.4        4.8        6.1        3.6        9.3:      0.5       0.5
Old  :     100.0:      19.2       24.9       46.4       35.2       12.4        1.4        9.4        4.8        6.1        3.6        9.3:      0.5       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        72:        19         16         11          9         14          5          7          9         12          8         16:
Old  :        72:        19         16         11          9         14          5          7          9         12          8         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.0       47.8       58.5       68.9       32.0       32.5       43.6       44.2
Old  :                 37.0       47.8       58.5       68.9       32.0       32.5       43.6       44.2
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 - Options and Futures Combined, December 08, 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  :    23,716:    21,458     15,947        791      6,468        805          0          0          0        460          0         62:      140       434
Old  :    23,716:    21,458     15,947        791      6,468        805          0          0          0        460          0         62:      140       434
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :        69:        39         94          0        -25          0          0          0          0         30          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.5       67.2        3.3       27.3        3.4        0.0        0.0        0.0        1.9        0.0        0.3:      0.6       1.8
Old  :     100.0:      90.5       67.2        3.3       27.3        3.4        0.0        0.0        0.0        1.9        0.0        0.3:      0.6       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  :        37:        21         20          4          4          .          0          0          0          .          0          .:
Old  :        37:        21         20          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  :                 60.9       48.6       75.1       72.3       48.5       35.5       56.3       50.9
Old  :                 60.9       48.6       75.1       72.3       48.5       35.5       56.3       50.9
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 - Options and Futures Combined, December 08, 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  :    88,588:    70,940     61,303      7,383     11,068      6,820        301      2,220          0      1,481      6,129        751:      912       297
Old  :    88,588:    70,940     61,303      7,383     11,068      6,820        301      2,220          0      1,481      6,129        751:      912       297
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :    -2,342:        75     -5,665       -619      5,509     -1,603          0          0          0       -128       -502        -51:      -16       -30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.1       69.2        8.3       12.5        7.7        0.3        2.5        0.0        1.7        6.9        0.8:      1.0       0.3
Old  :     100.0:      80.1       69.2        8.3       12.5        7.7        0.3        2.5        0.0        1.7        6.9        0.8:      1.0       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  :        80:        47         42          5          6          9          .          .          0          8          4          5:
Old  :        80:        47         42          5          6          9          .          .          0          8          4          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.2       35.4       64.3       57.0       25.9       27.6       31.1       38.1
Old  :                 48.2       35.4       64.3       57.0       25.9       27.6       31.1       38.1
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 - Options and Futures Combined, December 08, 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  :    22,737:    17,365     17,131      2,264      2,758      2,203        168          0         57          0        480          0:      680       108
Old  :    22,737:    17,365     17,131      2,264      2,758      2,203        168          0         57          0        480          0:      680       108
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :       880:       905        835         50        120       -135        168          0         57          0          0          0:     -165         3
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.4       75.3       10.0       12.1        9.7        0.7        0.0        0.3        0.0        2.1        0.0:      3.0       0.5
Old  :     100.0:      76.4       75.3       10.0       12.1        9.7        0.7        0.0        0.3        0.0        2.1        0.0:      3.0       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        14         12          .          4          .          .          0          .          0          .          0:
Old  :        21:        14         12          .          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  :                 66.8       53.7       90.7       80.1       41.5       31.5       43.1       41.4
Old  :                 66.8       53.7       90.7       80.1       41.5       31.5       43.1       41.4
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 - Options and Futures Combined, December 08, 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  :    31,496:    23,960     22,942      3,021      1,571      1,164      1,860          0          0        719      5,103        253:      519       463
Old  :    31,496:    23,960     22,942      3,021      1,571      1,164      1,860          0          0        719      5,103        253:      519       463
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :     1,031:       936        911        -35        150          0          0          0          0        150        -30          0:      -20         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.1       72.8        9.6        5.0        3.7        5.9        0.0        0.0        2.3       16.2        0.8:      1.6       1.5
Old  :     100.0:      76.1       72.8        9.6        5.0        3.7        5.9        0.0        0.0        2.3       16.2        0.8:      1.6       1.5
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  :        48:        25         23          5          4          6          .          0          0          5          4          4:
Old  :        48:        25         23          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  :                 40.3       49.5       60.6       65.0       17.7       25.6       28.3       34.1
Old  :                 40.3       49.5       60.6       65.0       17.7       25.6       28.3       34.1
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 - Options and Futures Combined, December 08, 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  :     8,275:     6,838      3,013        360      3,589        178          0          0          0        120        798        418:      361       279
Old  :     8,275:     6,838      3,013        360      3,589        178          0          0          0        120        798        418:      361       279
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :       461:       395        255          0        105         10          0          0          0          0         57         24:       32        10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.6       36.4        4.4       43.4        2.2        0.0        0.0        0.0        1.5        9.6        5.1:      4.4       3.4
Old  :     100.0:      82.6       36.4        4.4       43.4        2.2        0.0        0.0        0.0        1.5        9.6        5.1:      4.4       3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        19         16          .          5          4          0          0          0          .          4          .:
Old  :        34:        19         16          .          5          4          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  :                 49.5       43.7       64.5       65.9       45.4       41.9       56.3       54.8
Old  :                 49.5       43.7       64.5       65.9       45.4       41.9       56.3       54.8
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 - Options and Futures Combined, December 08, 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  :    11,871:    10,023      6,300        639      4,191        126          0        188          0          0        786         64:    1,019       216
Old  :    11,871:    10,023      6,300        639      4,191        126          0        188          0          0        786         64:    1,019       216
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 1, 2015                                                                 :
     :       184:       134        159         30        100          0          0          0          0       -111        -75         -1:      132         1
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.4       53.1        5.4       35.3        1.1        0.0        1.6        0.0        0.0        6.6        0.5:      8.6       1.8
Old  :     100.0:      84.4       53.1        5.4       35.3        1.1        0.0        1.6        0.0        0.0        6.6        0.5:      8.6       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  :        29:        16         13          .          5          .          0          .          0          0          .          .:
Old  :        29:        16         13          .          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  :                 46.3       45.9       71.3       68.7       32.9       36.6       48.5       53.9
Old  :                 46.3       45.9       71.3       68.7       32.9       36.6       48.5       53.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 11, 2015