NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                                                               Code-023391
Disaggregated Commitments of Traders - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 MMBtus                                                                                                             :
     :          :    Positions                                                                                                           :
All  : 4,198,360: 2,416,597    883,474    239,806  2,095,453    251,108    494,619     39,506    286,703    111,132    262,647    366,612:   31,783    12,857
Old  : 4,198,360: 2,416,597    883,474    239,806  2,095,453    251,108    494,619     39,506    286,703    111,132    262,647    366,612:   31,783    12,857
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :    83,382:    61,087     -5,096     16,377     86,988    -19,701     55,548     -8,681    -10,367     -8,220     52,016    -10,580:     -762    -1,197
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.6       21.0        5.7       49.9        6.0       11.8        0.9        6.8        2.6        6.3        8.7:      0.8       0.3
Old  :     100.0:      57.6       21.0        5.7       49.9        6.0       11.8        0.9        6.8        2.6        6.3        8.7:      0.8       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       226:       114         94          7         20         22         20          6         21         17         32         36:
Old  :       226:       114         94          7         20         22         20          6         21         17         32         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  :                 22.4       28.3       40.9       43.6       19.7       28.0       33.3       39.9
Old  :                 22.4       28.3       40.9       43.6       19.7       28.0       33.3       39.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                                                                                             Code-023392
Disaggregated Commitments of Traders - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   351,955:    32,778     63,923     56,264    117,096     29,954    118,210     25,446     37,052     38,506     31,691     37,220:    1,971     9,573
Old  :   351,955:    32,778     63,923     56,264    117,096     29,954    118,210     25,446     37,052     38,506     31,691     37,220:    1,971     9,573
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :     4,709:     7,112      1,084      2,206    -15,748        721    -49,527     12,447     12,779     13,519    -31,894     16,286:    1,613     9,034
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       9.3       18.2       16.0       33.3        8.5       33.6        7.2       10.5       10.9        9.0       10.6:      0.6       2.7
Old  :     100.0:       9.3       18.2       16.0       33.3        8.5       33.6        7.2       10.5       10.9        9.0       10.6:      0.6       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  :        79:        20         14         11          7         14          6          9          7         15          7         15:
Old  :        79:        20         14         11          7         14          6          9          7         15          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  :                 53.8       38.4       67.5       59.2       43.4       34.7       50.5       47.4
Old  :                 53.8       38.4       67.5       59.2       43.4       34.7       50.5       47.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                  Code-023393
Disaggregated Commitments of Traders - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   286,282:   205,692    229,820     15,216     10,399     14,930     16,068          0      4,277      6,316     14,658      5,065:   18,718     7,133
Old  :   286,282:   205,692    229,820     15,216     10,399     14,930     16,068          0      4,277      6,316     14,658      5,065:   18,718     7,133
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :    13,838:     8,929     17,872        539     -1,247     -1,498      2,321       -235     -1,943        957     -2,297      3,148:    1,385        38
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.8       80.3        5.3        3.6        5.2        5.6        0.0        1.5        2.2        5.1        1.8:      6.5       2.5
Old  :     100.0:      71.8       80.3        5.3        3.6        5.2        5.6        0.0        1.5        2.2        5.1        1.8:      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  :        56:        30         24          4          4          6          6          0          5          .          5          5:
Old  :        56:        30         24          4          4          6          6          0          5          .          5          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.5       43.6       48.5       69.1       20.5       29.6       29.9       46.7
Old  :                 33.5       43.6       48.5       69.1       20.5       29.6       29.9       46.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                 Code-023394
Disaggregated Commitments of Traders - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   119,666:    98,684     91,418         41     15,450      3,177      1,856        162      1,816      3,792      2,517      1,885:    8,415     3,241
Old  :   119,666:    98,684     91,418         41     15,450      3,177      1,856        162      1,816      3,792      2,517      1,885:    8,415     3,241
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :     1,261:    -1,753      1,649          0         -2        326      1,828       -637       -260      1,421        546       -482:      181       121
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.5       76.4        0.0       12.9        2.7        1.6        0.1        1.5        3.2        2.1        1.6:      7.0       2.7
Old  :     100.0:      82.5       76.4        0.0       12.9        2.7        1.6        0.1        1.5        3.2        2.1        1.6:      7.0       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  :        40:        21         26          .          4          4          .          .          .          .          .          .:
Old  :        40:        21         26          .          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  :                 53.7       40.2       70.1       63.1       51.7       39.3       61.4       56.3
Old  :                 53.7       40.2       70.1       63.1       51.7       39.3       61.4       56.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                   Code-023395
Disaggregated Commitments of Traders - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   246,312:   214,255     57,487      1,142    152,423      8,370      1,841      9,715      9,633          0          0          0:   11,071     8,684
Old  :   246,312:   214,255     57,487      1,142    152,423      8,370      1,841      9,715      9,633          0          0          0:   11,071     8,684
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :     7,088:     9,197     11,854          0      1,241       -116      1,841       -907      1,056          0          0          0:   -4,890    -6,040
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.0       23.3        0.5       61.9        3.4        0.7        3.9        3.9        0.0        0.0        0.0:      4.5       3.5
Old  :     100.0:      87.0       23.3        0.5       61.9        3.4        0.7        3.9        3.9        0.0        0.0        0.0:      4.5       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  :        49:        25         20          .         14          7          .          .          4          0          0          0:
Old  :        49:        25         20          .         14          7          .          .          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  :                 48.2       43.9       67.7       65.9       47.3       43.6       64.9       65.0
Old  :                 48.2       43.9       67.7       65.9       47.3       43.6       64.9       65.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023396
Disaggregated Commitments of Traders - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   670,287:   584,199    181,139     22,888    419,596     40,419          0      7,387      7,716      1,361      4,493      4,129:    9,575     5,408
Old  :   670,287:   584,199    181,139     22,888    419,596     40,419          0      7,387      7,716      1,361      4,493      4,129:    9,575     5,408
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :    10,424:    16,860      1,779        798      8,743     -2,828       -514      4,120       -709     -2,388     -1,253       -137:     -658       709
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.2       27.0        3.4       62.6        6.0        0.0        1.1        1.2        0.2        0.7        0.6:      1.4       0.8
Old  :     100.0:      87.2       27.0        3.4       62.6        6.0        0.0        1.1        1.2        0.2        0.7        0.6:      1.4       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        60:        37         23          5          9         13          0          .          .          .          .          4:
Old  :        60:        37         23          5          9         13          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  :                 34.4       44.5       56.5       71.4       31.8       43.2       49.9       68.1
Old  :                 34.4       44.5       56.5       71.4       31.8       43.2       49.9       68.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                       Code-023397
Disaggregated Commitments of Traders - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   303,622:   270,381    160,841      9,624    126,487        673      2,707          0      4,432      7,342      1,444      1,239:    7,224     8,506
Old  :   303,622:   270,381    160,841      9,624    126,487        673      2,707          0      4,432      7,342      1,444      1,239:    7,224     8,506
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :     2,184:     1,669       -684       -932      3,536          0      2,707       -759       -648     -1,002        214        875:     -485      -350
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.1       53.0        3.2       41.7        0.2        0.9        0.0        1.5        2.4        0.5        0.4:      2.4       2.8
Old  :     100.0:      89.1       53.0        3.2       41.7        0.2        0.9        0.0        1.5        2.4        0.5        0.4:      2.4       2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        54:        27         30          .          8          .          .          0          .          .          .          .:
Old  :        54:        27         30          .          8          .          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.9       39.1       67.6       57.9       46.0       38.6       61.7       56.9
Old  :                 47.9       39.1       67.6       57.9       46.0       38.6       61.7       56.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                           Code-023398
Disaggregated Commitments of Traders - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   284,915:   222,761    183,031     19,933     65,009     24,429          0      1,897      2,959      8,268      1,007        660:    5,905     5,923
Old  :   284,915:   222,761    183,031     19,933     65,009     24,429          0      1,897      2,959      8,268      1,007        660:    5,905     5,923
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :     1,180:    -1,962     -3,877     -1,584      1,363      2,743          0        174        352          0        -27        131:    1,500       321
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.2       64.2        7.0       22.8        8.6        0.0        0.7        1.0        2.9        0.4        0.2:      2.1       2.1
Old  :     100.0:      78.2       64.2        7.0       22.8        8.6        0.0        0.7        1.0        2.9        0.4        0.2:      2.1       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  :        54:        29         32          4          8          9          0          .          .          .          .          .:
Old  :        54:        29         32          4          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  :                 55.2       32.8       72.3       51.9       54.2       29.7       67.7       44.9
Old  :                 55.2       32.8       72.3       51.9       54.2       29.7       67.7       44.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023399
Disaggregated Commitments of Traders - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   124,385:   112,966     78,574      1,358     33,085        822        168      1,261      3,076        406        783          0:    5,589     6,784
Old  :   124,385:   112,966     78,574      1,358     33,085        822        168      1,261      3,076        406        783          0:    5,589     6,784
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :     2,800:     3,659      4,403          0          2          0       -792       -476        533          0        783          0:     -600    -2,445
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.8       63.2        1.1       26.6        0.7        0.1        1.0        2.5        0.3        0.6        0.0:      4.5       5.5
Old  :     100.0:      90.8       63.2        1.1       26.6        0.7        0.1        1.0        2.5        0.3        0.6        0.0:      4.5       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  :        38:        20         18          .          6          .          .          .          .          .          .          0:
Old  :        38:        20         18          .          6          .          .          .          .          .          .          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  :                 66.3       53.7       79.1       70.2       66.3       51.8       78.6       68.0
Old  :                 66.3       53.7       79.1       70.2       66.3       51.8       78.6       68.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV                                                                                    Code-02339E
Disaggregated Commitments of Traders - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   118,194:    93,931     89,931      9,725      4,344      3,971          0      5,234          0         27      2,574      3,545:    6,995     8,595
Old  :   118,194:    93,931     89,931      9,725      4,344      3,971          0      5,234          0         27      2,574      3,545:    6,995     8,595
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :     4,489:     3,053      4,468        152       -245        913          0       -360          0         27       -384        464:     -120      -367
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.5       76.1        8.2        3.7        3.4        0.0        4.4        0.0        0.0        2.2        3.0:      5.9       7.3
Old  :     100.0:      79.5       76.1        8.2        3.7        3.4        0.0        4.4        0.0        0.0        2.2        3.0:      5.9       7.3
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  :        41:        24         22          4          .          .          0          .          0          .          .          4:
Old  :        41:        24         22          4          .          .          0          .          0          .          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.3       36.7       60.4       63.2       46.0       35.6       56.9       56.3
Old  :                 47.3       36.7       60.4       63.2       46.0       35.6       56.9       56.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                                                                                                Code-02339Q
Disaggregated Commitments of Traders - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    25,882:    23,624     19,636          0      3,285      1,216          0      1,015          0        744          0          0:      298       730
Old  :    25,882:    23,624     19,636          0      3,285      1,216          0      1,015          0        744          0          0:      298       730
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.3       75.9        0.0       12.7        4.7        0.0        3.9        0.0        2.9        0.0        0.0:      1.2       2.8
Old  :     100.0:      91.3       75.9        0.0       12.7        4.7        0.0        3.9        0.0        2.9        0.0        0.0:      1.2       2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        12          8          0          .          .          0          .          0          .          0          0:
Old  :        20:        12          8          0          .          .          0          .          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.3       76.2       84.6       92.3       59.2       64.3       75.0       77.1
Old  :                 62.3       76.2       84.6       92.3       59.2       64.3       75.0       77.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-02339U
Disaggregated Commitments of Traders - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   108,942:    94,066     40,580      2,503     52,392        234        277      1,000      2,300          0          0          0:    9,562    12,436
Old  :   108,942:    94,066     40,580      2,503     52,392        234        277      1,000      2,300          0          0          0:    9,562    12,436
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :     2,684:     1,432      2,154        -58       -814        143          1        246        622          0          0          0:      544       333
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.3       37.2        2.3       48.1        0.2        0.3        0.9        2.1        0.0        0.0        0.0:      8.8      11.4
Old  :     100.0:      86.3       37.2        2.3       48.1        0.2        0.3        0.9        2.1        0.0        0.0        0.0:      8.8      11.4
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  :        29:        19         12          .          7          .          .          .          .          0          0          0:
Old  :        29:        19         12          .          7          .          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.1       44.1       81.4       67.8       71.2       43.1       79.9       66.4
Old  :                 72.1       44.1       81.4       67.8       71.2       43.1       79.9       66.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV                                                                        Code-02339W
Disaggregated Commitments of Traders - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   169,945:   120,447     75,542     33,549     78,218      7,021          0      1,926          0          0          0          0:    8,928     7,238
Old  :   169,945:   120,447     75,542     33,549     78,218      7,021          0      1,926          0          0          0          0:    8,928     7,238
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :     1,231:     2,210        503          0        122          0          0          0          0          0          0          0:     -979       606
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.9       44.5       19.7       46.0        4.1        0.0        1.1        0.0        0.0        0.0        0.0:      5.3       4.3
Old  :     100.0:      70.9       44.5       19.7       46.0        4.1        0.0        1.1        0.0        0.0        0.0        0.0:      5.3       4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        21         11          4          7          6          0          .          0          0          0          0:
Old  :        35:        21         11          4          7          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  :                 36.0       70.6       58.9       83.2       33.9       69.8       56.3       80.9
Old  :                 36.0       70.6       58.9       83.2       33.9       69.8       56.3       80.9
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 - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    88,755:    71,556     53,966      8,737     32,120        530          0          0          0          0          0          0:    7,932     2,139
Old  :    88,755:    71,556     53,966      8,737     32,120        530          0          0          0          0          0          0:    7,932     2,139
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :       807:       749      1,445         58       -638          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.6       60.8        9.8       36.2        0.6        0.0        0.0        0.0        0.0        0.0        0.0:      8.9       2.4
Old  :     100.0:      80.6       60.8        9.8       36.2        0.6        0.0        0.0        0.0        0.0        0.0        0.0:      8.9       2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        15         15          .          .          .          0          0          0          0          0          0:
Old  :        29:        15         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  :                 51.4       61.6       69.1       86.4       48.3       60.5       63.8       82.7
Old  :                 51.4       61.6       69.1       86.4       48.3       60.5       63.8       82.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV                                                                                          Code-0233A3
Disaggregated Commitments of Traders - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   313,187:   229,965    147,318     55,537    137,959     14,390      3,232          0          0          0      5,794      1,830:    8,233     5,896
Old  :   313,187:   229,965    147,318     55,537    137,959     14,390      3,232          0          0          0      5,794      1,830:    8,233     5,896
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :    -6,255:    -3,282     -1,771     -1,504     -1,529     -1,107        388          0          0          0        610       -113:     -637    -2,345
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.4       47.0       17.7       44.1        4.6        1.0        0.0        0.0        0.0        1.9        0.6:      2.6       1.9
Old  :     100.0:      73.4       47.0       17.7       44.1        4.6        1.0        0.0        0.0        0.0        1.9        0.6:      2.6       1.9
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  :        60:        39         27          4         11          7          .          0          0          0          .          .:
Old  :        60:        39         27          4         11          7          .          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  :                 31.9       52.1       52.7       68.7       31.1       50.3       49.3       65.0
Old  :                 31.9       52.1       52.7       68.7       31.1       50.3       49.3       65.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                         Code-0233A5
Disaggregated Commitments of Traders - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    85,025:    68,937     41,792          0     25,372      3,748        252      5,261      2,544        319          0          0:    9,225     6,308
Old  :    85,025:    68,937     41,792          0     25,372      3,748        252      5,261      2,544        319          0          0:    9,225     6,308
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :     6,420:     6,366      4,247          0      1,022        -92        252      2,524       -122        319          0          0:     -303    -1,159
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.1       49.2        0.0       29.8        4.4        0.3        6.2        3.0        0.4        0.0        0.0:     10.8       7.4
Old  :     100.0:      81.1       49.2        0.0       29.8        4.4        0.3        6.2        3.0        0.4        0.0        0.0:     10.8       7.4
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  :        30:        16         13          0          7          7          .          .          .          .          0          0:
Old  :        30:        16         13          0          7          7          .          .          .          .          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  :                 55.9       36.5       74.4       60.9       55.5       30.9       67.8       51.2
Old  :                 55.9       36.5       74.4       60.9       55.5       30.9       67.8       51.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV                                                                   Code-0233A8
Disaggregated Commitments of Traders - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    79,191:    36,933     47,898     30,886     17,421      4,134      1,526      4,750      1,431          0          0          0:    4,281     3,557
Old  :    79,191:    36,933     47,898     30,886     17,421      4,134      1,526      4,750      1,431          0          0          0:    4,281     3,557
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :     2,434:     1,734        383      1,094       -424        305     -1,291      2,008        124          0          0          0:      468        38
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      46.6       60.5       39.0       22.0        5.2        1.9        6.0        1.8        0.0        0.0        0.0:      5.4       4.5
Old  :     100.0:      46.6       60.5       39.0       22.0        5.2        1.9        6.0        1.8        0.0        0.0        0.0:      5.4       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  :        24:         9         11          5          4          8          .          .          .          0          0          0:
Old  :        24:         9         11          5          4          8          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.0       59.3       79.9       78.3       42.0       48.8       63.8       64.0
Old  :                 49.0       59.3       79.9       78.3       42.0       48.8       63.8       64.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV                                                                                 Code-0233AG
Disaggregated Commitments of Traders - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    77,049:    45,659     71,961     21,884      1,220      2,552      1,712        261          0      2,987        580          0:    2,255       475
Old  :    77,049:    45,659     71,961     21,884      1,220      2,552      1,712        261          0      2,987        580          0:    2,255       475
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :    12,601:     4,053     13,240      6,807     -2,386        790          0        261          0      1,972        580          0:   -1,021       116
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.3       93.4       28.4        1.6        3.3        2.2        0.3        0.0        3.9        0.8        0.0:      2.9       0.6
Old  :     100.0:      59.3       93.4       28.4        1.6        3.3        2.2        0.3        0.0        3.9        0.8        0.0:      2.9       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        15         21          7          .          .          .          .          0          .          .          0:
Old  :        42:        15         21          7          .          .          .          .          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  :                 42.2       63.2       61.8       78.7       32.6       58.2       49.2       68.8
Old  :                 42.2       63.2       61.8       78.7       32.6       58.2       49.2       68.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV                                                                                 Code-0233AH
Disaggregated Commitments of Traders - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   113,110:    77,023    101,754     11,841      1,811        383      5,339      4,814          0     16,811      3,363        348:    1,365       637
Old  :   113,110:    77,023    101,754     11,841      1,811        383      5,339      4,814          0     16,811      3,363        348:    1,365       637
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :    11,426:     6,744      9,804      2,204        168        383          0        319          0      2,001        232        348:     -254       172
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.1       90.0       10.5        1.6        0.3        4.7        4.3        0.0       14.9        3.0        0.3:      1.2       0.6
Old  :     100.0:      68.1       90.0       10.5        1.6        0.3        4.7        4.3        0.0       14.9        3.0        0.3:      1.2       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  :        61:        23         28          7          .          .          .          .          0          .          .          .:
Old  :        61:        23         28          7          .          .          .          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.8       60.9       61.6       75.2       42.3       52.6       58.8       62.6
Old  :                 43.8       60.9       61.6       75.2       42.3       52.6       58.8       62.6
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 - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    67,625:    65,548     66,080        662          0          0          0          0          0        567        552          0:      848       993
Old  :    67,625:    65,548     66,080        662          0          0          0          0          0        567        552          0:      848       993
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :     5,151:     4,252      4,803        414          0          0          0          0          0        319         87          0:      166       261
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      96.9       97.7        1.0        0.0        0.0        0.0        0.0        0.0        0.8        0.8        0.0:      1.3       1.5
Old  :     100.0:      96.9       97.7        1.0        0.0        0.0        0.0        0.0        0.0        0.8        0.8        0.0:      1.3       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  :        37:        14         22          .          0          0          0          0          0          .          .          0:
Old  :        37:        14         22          .          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  :                 71.5       60.8       88.0       79.0       69.0       55.7       82.6       72.6
Old  :                 71.5       60.8       88.0       79.0       69.0       55.7       82.6       72.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV                                                                        Code-0233AQ
Disaggregated Commitments of Traders - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   215,924:   188,664    162,150     11,727     34,313      8,948          0      1,379      1,201          0          0          0:    5,384     7,933
Old  :   215,924:   188,664    162,150     11,727     34,313      8,948          0      1,379      1,201          0          0          0:    5,384     7,933
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :     7,062:     8,894      6,986         52      1,762     -2,825       -609         61       -178          0       -217          0:    1,728     1,473
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.4       75.1        5.4       15.9        4.1        0.0        0.6        0.6        0.0        0.0        0.0:      2.5       3.7
Old  :     100.0:      87.4       75.1        5.4       15.9        4.1        0.0        0.6        0.6        0.0        0.0        0.0:      2.5       3.7
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  :        47:        37         32          .          4          .          0          .          .          0          0          0:
Old  :        47:        37         32          .          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  :                 57.1       40.4       71.6       63.3       53.6       32.0       60.8       47.0
Old  :                 57.1       40.4       71.6       63.3       53.6       32.0       60.8       47.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV                                                                     Code-0233AY
Disaggregated Commitments of Traders - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    51,324:    35,057     38,065        974      2,280      1,494          0      1,909      1,623          0          0          0:   12,176     5,953
Old  :    51,324:    35,057     38,065        974      2,280      1,494          0      1,909      1,623          0          0          0:   12,176     5,953
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :       998:     1,626        234         58      2,280          0          0        738       -461          0          0          0:     -225    -1,793
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.3       74.2        1.9        4.4        2.9        0.0        3.7        3.2        0.0        0.0        0.0:     23.7      11.6
Old  :     100.0:      68.3       74.2        1.9        4.4        2.9        0.0        3.7        3.2        0.0        0.0        0.0:     23.7      11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        12         16          .          .          .          0          .          .          0          0          0:
Old  :        24:        12         16          .          .          .          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.5       45.8       61.3       64.6       35.6       37.2       44.4       50.2
Old  :                 44.5       45.8       61.3       64.6       35.6       37.2       44.4       50.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV                                                                                     Code-0233B1
Disaggregated Commitments of Traders - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   111,270:    90,551     55,578        765     18,010     10,540        155      7,936      1,153          0      8,210          0:    8,106     9,843
Old  :   111,270:    90,551     55,578        765     18,010     10,540        155      7,936      1,153          0      8,210          0:    8,106     9,843
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :     7,035:     5,622      5,250          0          0          0       -381        790        241          0        428          0:    1,553       326
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.4       49.9        0.7       16.2        9.5        0.1        7.1        1.0        0.0        7.4        0.0:      7.3       8.8
Old  :     100.0:      81.4       49.9        0.7       16.2        9.5        0.1        7.1        1.0        0.0        7.4        0.0:      7.3       8.8
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:        15         19          .          4          4          .          .          .          0          .          0:
Old  :        35:        15         19          .          4          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  :                 61.6       36.9       77.2       62.0       61.6       30.9       70.4       53.7
Old  :                 61.6       36.9       77.2       62.0       61.6       30.9       70.4       53.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-0233BB
Disaggregated Commitments of Traders - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   111,508:    71,788    104,752     14,498        396      3,055     11,788          0        734      3,779          0          0:    5,866     2,571
Old  :   111,508:    71,788    104,752     14,498        396      3,055     11,788          0        734      3,779          0          0:    5,866     2,571
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :     2,789:     3,402      2,193       -877          0        633        349          0         21         58          0          0:     -797       -58
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.4       93.9       13.0        0.4        2.7       10.6        0.0        0.7        3.4        0.0        0.0:      5.3       2.3
Old  :     100.0:      64.4       93.9       13.0        0.4        2.7       10.6        0.0        0.7        3.4        0.0        0.0:      5.3       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  :        35:        19         17          .          .          .          .          0          .          .          0          0:
Old  :        35:        19         17          .          .          .          .          0          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.4       66.6       65.8       82.7       39.4       58.1       54.8       72.9
Old  :                 47.4       66.6       65.8       82.7       39.4       58.1       54.8       72.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV                                                                            Code-0233BC
Disaggregated Commitments of Traders - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   111,039:    84,068    102,518     18,980      3,664        480        464          0          0      1,712          0          0:    5,335     4,377
Old  :   111,039:    84,068    102,518     18,980      3,664        480        464          0          0      1,712          0          0:    5,335     4,377
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :     2,029:     1,634      1,874      2,613          0       -360        174          0          0     -1,498          0          0:     -534       515
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.7       92.3       17.1        3.3        0.4        0.4        0.0        0.0        1.5        0.0        0.0:      4.8       3.9
Old  :     100.0:      75.7       92.3       17.1        3.3        0.4        0.4        0.0        0.0        1.5        0.0        0.0:      4.8       3.9
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  :        25:        15         13          4          .          .          .          0          0          .          0          0:
Old  :        25:        15         13          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  :                 62.2       68.5       82.3       89.1       51.0       51.5       63.7       70.5
Old  :                 62.2       68.5       82.3       89.1       51.0       51.5       63.7       70.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                Code-0233BH
Disaggregated Commitments of Traders - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   119,199:   106,475    113,792      3,754          0        333        666        699      1,146          0          0          0:    6,825     3,229
Old  :   119,199:   106,475    113,792      3,754          0        333        666        699      1,146          0          0          0:    6,825     3,229
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :     4,833:     5,126      3,656       -390          0        273     -1,068        699        390          0          0          0:      502      -185
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.3       95.5        3.1        0.0        0.3        0.6        0.6        1.0        0.0        0.0        0.0:      5.7       2.7
Old  :     100.0:      89.3       95.5        3.1        0.0        0.3        0.6        0.6        1.0        0.0        0.0        0.0:      5.7       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  :        26:        17         16          .          0          .          .          .          .          0          0          0:
Old  :        26:        17         16          .          0          .          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.7       64.5       80.6       87.5       63.2       61.4       76.4       84.0
Old  :                 66.7       64.5       80.6       87.5       63.2       61.4       76.4       84.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV                                                                                     Code-0233BL
Disaggregated Commitments of Traders - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   133,930:    99,303     27,050     10,367     73,441      4,728          0      2,199      2,236          0     10,964          0:   17,296    13,312
Old  :   133,930:    99,303     27,050     10,367     73,441      4,728          0      2,199      2,236          0     10,964          0:   17,296    13,312
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :     3,513:     3,667     -2,945        -29       -563        -30          0      1,612       -318          0      4,768          0:      223       989
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.1       20.2        7.7       54.8        3.5        0.0        1.6        1.7        0.0        8.2        0.0:     12.9       9.9
Old  :     100.0:      74.1       20.2        7.7       54.8        3.5        0.0        1.6        1.7        0.0        8.2        0.0:     12.9       9.9
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  :        37:        19         14          .          7          6          0          .          .          0          5          0:
Old  :        37:        19         14          .          7          6          0          .          .          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  :                 37.7       52.4       57.0       68.6       30.8       52.2       48.9       66.5
Old  :                 37.7       52.4       57.0       68.6       30.8       52.2       48.9       66.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                                                                                                           Code-0233BW
Disaggregated Commitments of Traders - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    31,051:    28,779     30,281        324          0        203      1,015          0          0          0          0          0:      730       567
Old  :    31,051:    28,779     30,281        324          0        203      1,015          0          0          0          0          0:      730       567
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :     5,075:     4,159      4,611       -203          0        203      1,015          0          0          0          0          0:      -99       261
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.7       97.5        1.0        0.0        0.7        3.3        0.0        0.0        0.0        0.0        0.0:      2.4       1.8
Old  :     100.0:      92.7       97.5        1.0        0.0        0.7        3.3        0.0        0.0        0.0        0.0        0.0:      2.4       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  :        23:        14         12          .          0          .          .          0          0          0          0          0:
Old  :        23:        14         12          .          0          .          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.3       60.1       80.8       90.9       41.1       56.5       62.6       73.4
Old  :                 55.3       60.1       80.8       90.9       41.1       56.5       62.6       73.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV                                                                                      Code-0233CG
Disaggregated Commitments of Traders - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    47,141:    28,961     44,538     16,715          0        186          0          0          0          0      1,534          0:    1,279       883
Old  :    47,141:    28,961     44,538     16,715          0        186          0          0          0          0      1,534          0:    1,279       883
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :     6,218:     6,075      5,356        834          0         41          0          0          0          0        899          0:     -732       -78
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.4       94.5       35.5        0.0        0.4        0.0        0.0        0.0        0.0        3.3        0.0:      2.7       1.9
Old  :     100.0:      61.4       94.5       35.5        0.0        0.4        0.0        0.0        0.0        0.0        3.3        0.0:      2.7       1.9
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  :        30:        15         17          .          0          .          0          0          0          0          .          0:
Old  :        30:        15         17          .          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  :                 64.1       75.0       83.0       87.2       61.3       75.0       80.2       86.2
Old  :                 64.1       75.0       83.0       87.2       61.3       75.0       80.2       86.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV                                                                              Code-0233CH
Disaggregated Commitments of Traders - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   197,688:   138,934    139,682     26,266     18,493     23,649      2,092          0        706          0      9,283        217:    5,824     5,658
Old  :   197,688:   138,934    139,682     26,266     18,493     23,649      2,092          0        706          0      9,283        217:    5,824     5,658
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :     4,744:     2,569      4,483        241     -2,364      2,057        -98          0        214          0      1,266        217:     -456    -1,129
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.3       70.7       13.3        9.4       12.0        1.1        0.0        0.4        0.0        4.7        0.1:      2.9       2.9
Old  :     100.0:      70.3       70.7       13.3        9.4       12.0        1.1        0.0        0.4        0.0        4.7        0.1:      2.9       2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        55:        32         26          .          6          7          .          0          .          0          6          .:
Old  :        55:        32         26          .          6          7          .          0          .          0          6          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.8       49.8       65.4       64.0       44.4       43.9       57.7       53.6
Old  :                 44.8       49.8       65.4       64.0       44.4       43.9       57.7       53.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                                                                                                    Code-0233CU
Disaggregated Commitments of Traders - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :mmbtu                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    91,402:    76,810     39,857      2,729     44,211      3,121          0          0          0          0          0          0:    8,742     4,213
Old  :    91,402:    76,810     39,857      2,729     44,211      3,121          0          0          0          0          0          0:    8,742     4,213
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :      -680:       -96        600         58         28        364          0          0          0          0          0          0:   -1,006    -1,672
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.0       43.6        3.0       48.4        3.4        0.0        0.0        0.0        0.0        0.0        0.0:      9.6       4.6
Old  :     100.0:      84.0       43.6        3.0       48.4        3.4        0.0        0.0        0.0        0.0        0.0        0.0:      9.6       4.6
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  :        26:        15         12          .          5          4          0          0          0          0          0          0:
Old  :        26:        15         12          .          5          4          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.4       69.9       80.9       83.2       61.3       65.3       71.8       74.4
Old  :                 63.4       69.9       80.9       83.2       61.3       65.3       71.8       74.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV                                                                               Code-0233CW
Disaggregated Commitments of Traders - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    80,808:    38,814     54,768     33,723     17,589        585          0          0          0          0          0          0:    7,686     7,866
Old  :    80,808:    38,814     54,768     33,723     17,589        585          0          0          0          0          0          0:    7,686     7,866
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :       490:      -228        577      1,214          0        337          0          0          0          0          0          0:     -833      -424
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.0       67.8       41.7       21.8        0.7        0.0        0.0        0.0        0.0        0.0        0.0:      9.5       9.7
Old  :     100.0:      48.0       67.8       41.7       21.8        0.7        0.0        0.0        0.0        0.0        0.0        0.0:      9.5       9.7
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  :        25:        10         14          7          .          .          0          0          0          0          0          0:
Old  :        25:        10         14          7          .          .          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  :                 57.7       65.9       77.1       81.3       57.4       65.6       73.3       78.1
Old  :                 57.7       65.9       77.1       81.3       57.4       65.6       73.3       78.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV                                                                              Code-0233CZ
Disaggregated Commitments of Traders - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    79,023:    55,496     42,968     12,885     28,462      3,894          0          0          0        515          0        232:    6,001     3,467
Old  :    79,023:    55,496     42,968     12,885     28,462      3,894          0          0          0        515          0        232:    6,001     3,467
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :       -35:      -828     -3,312      1,313      2,603        120          0          0          0         58          0          0:     -698       554
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.2       54.4       16.3       36.0        4.9        0.0        0.0        0.0        0.7        0.0        0.3:      7.6       4.4
Old  :     100.0:      70.2       54.4       16.3       36.0        4.9        0.0        0.0        0.0        0.7        0.0        0.3:      7.6       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  :        29:        19         13          .          .          .          0          0          0          .          0          .:
Old  :        29:        19         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  :                 56.5       70.9       75.2       86.9       56.0       68.8       70.3       83.3
Old  :                 56.5       70.9       75.2       86.9       56.0       68.8       70.3       83.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV                                                                           Code-0233D4
Disaggregated Commitments of Traders - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    20,172:    18,639     18,213        203      1,456          0        649          0          0        406          0          0:      275       503
Old  :    20,172:    18,639     18,213        203      1,456          0        649          0          0        406          0          0:      275       503
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.4       90.3        1.0        7.2        0.0        3.2        0.0        0.0        2.0        0.0        0.0:      1.4       2.5
Old  :     100.0:      92.4       90.3        1.0        7.2        0.0        3.2        0.0        0.0        2.0        0.0        0.0:      1.4       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  :        21:         8         13          .          .          0          .          0          0          .          0          0:
Old  :        21:         8         13          .          .          0          .          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 86.5       59.8       96.5       82.2       85.9       55.0       92.2       77.5
Old  :                 86.5       59.8       96.5       82.2       85.9       55.0       92.2       77.5
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 - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 MM Btus                                                                                                            :
     :          :    Positions                                                                                                           :
All  :    90,093:    76,778     38,591      2,744     47,183      1,741          0          0          0      3,441          0          0:    5,389     2,578
Old  :    90,093:    76,778     38,591      2,744     47,183      1,741          0          0          0      3,441          0          0:    5,389     2,578
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :       725:       232        785         87       -319        319          0          0          0         29          0          0:       58       -60
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.2       42.8        3.0       52.4        1.9        0.0        0.0        0.0        3.8        0.0        0.0:      6.0       2.9
Old  :     100.0:      85.2       42.8        3.0       52.4        1.9        0.0        0.0        0.0        3.8        0.0        0.0:      6.0       2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        13          7          .          7          .          0          0          0          .          0          0:
Old  :        27:        13          7          .          7          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.8       75.1       78.0       88.7       61.8       73.5       78.0       86.5
Old  :                 61.8       75.1       78.0       88.7       61.8       73.5       78.0       86.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   895,870:   118,800    124,409    180,472     21,648     61,593    158,971    314,786    155,435     50,563     71,815    105,528:   64,508    40,656
Old  :   895,870:   118,800    124,409    180,472     21,648     61,593    158,971    314,786    155,435     50,563     71,815    105,528:   64,508    40,656
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :   -15,458:    -5,754     -7,984     -2,449      1,468      3,832     -5,826     17,805     -8,072      7,650    -18,328     -7,840:    3,001     3,661
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.3       13.9       20.1        2.4        6.9       17.7       35.1       17.4        5.6        8.0       11.8:      7.2       4.5
Old  :     100.0:      13.3       13.9       20.1        2.4        6.9       17.7       35.1       17.4        5.6        8.0       11.8:      7.2       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  :       288:        35         30         26          6         23         49         73         64         45         37         55:
Old  :       288:        35         30         26          6         23         49         73         64         45         37         55:
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  :                 14.9       19.7       26.5       32.3       11.1       17.1       18.6       24.0
Old  :                 14.9       19.7       26.5       32.3       11.1       17.1       18.6       24.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-023A55
Disaggregated Commitments of Traders - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   309,639:    91,697     60,200     28,105     32,429     45,937     50,542      5,410     26,827     25,607     97,681     35,487:    5,437     5,668
Old  :   309,639:    91,697     60,200     28,105     32,429     45,937     50,542      5,410     26,827     25,607     97,681     35,487:    5,437     5,668
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :     1,557:      -328        189      1,641       -305      1,941        773        593        288       -288        603     -2,732:      262       980
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.6       19.4        9.1       10.5       14.8       16.3        1.7        8.7        8.3       31.5       11.5:      1.8       1.8
Old  :     100.0:      29.6       19.4        9.1       10.5       14.8       16.3        1.7        8.7        8.3       31.5       11.5:      1.8       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  :        77:        27         22          7          8         14         10          4         10         10          8         18:
Old  :        77:        27         22          7          8         14         10          4         10         10          8         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.8       42.9       50.2       54.1       29.6       35.3       39.5       41.0
Old  :                 34.8       42.9       50.2       54.1       29.6       35.3       39.5       41.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE                                                                                         Code-023A56
Disaggregated Commitments of Traders - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   118,719:    16,143     24,760     21,954     16,731     27,782     15,709     11,643      8,696     12,039     14,353     10,239:    6,157     4,515
Old  :   118,719:    16,143     24,760     21,954     16,731     27,782     15,709     11,643      8,696     12,039     14,353     10,239:    6,157     4,515
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :     6,101:     2,086      2,128      1,012       -459         68      2,116        760        573        383        987      2,528:   -2,665      -484
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.6       20.9       18.5       14.1       23.4       13.2        9.8        7.3       10.1       12.1        8.6:      5.2       3.8
Old  :     100.0:      13.6       20.9       18.5       14.1       23.4       13.2        9.8        7.3       10.1       12.1        8.6:      5.2       3.8
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  :        60:        11         11          8          6         13          5          5          8         10         13         14:
Old  :        60:        11         11          8          6         13          5          5          8         10         13         14:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.0       33.0       52.0       46.3       23.8       24.5       32.4       32.0
Old  :                 34.0       33.0       52.0       46.3       23.8       24.5       32.4       32.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES                                                                                                  Code-023P02
Disaggregated Commitments of Traders - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    42,911:     1,720      1,199      7,428        176      6,684      1,404      6,959      1,152        828      2,092      3,334:   20,361    21,315
Old  :    42,911:     1,720      1,199      7,428        176      6,684      1,404      6,959      1,152        828      2,092      3,334:   20,361    21,315
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :    27,042:       478        218      1,176     -1,430      1,690        420      3,284        175        291        -45      2,451:   20,361    20,699
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       4.0        2.8       17.3        0.4       15.6        3.3       16.2        2.7        1.9        4.9        7.8:     47.4      49.7
Old  :     100.0:       4.0        2.8       17.3        0.4       15.6        3.3       16.2        2.7        1.9        4.9        7.8:     47.4      49.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:         .          .          4          .          4          .          .          .          4          7          7:
Old  :        23:         .          .          4          .          4          .          .          .          4          7          7:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       33.7       44.9       41.6       20.5       20.3       25.4       22.7
Old  :                 32.8       33.7       44.9       41.6       20.5       20.3       25.4       22.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,471,172:   514,049    225,161     39,211    841,332    206,627     62,624     25,396     70,698    494,880     29,664     42,900:   40,183    29,394
Old  : 1,471,172:   514,049    225,161     39,211    841,332    206,627     62,624     25,396     70,698    494,880     29,664     42,900:   40,183    29,394
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :    34,866:     5,763       -597     10,148     28,045     -1,029      7,089     -6,235     10,998        116        602      2,560:     -779       522
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.9       15.3        2.7       57.2       14.0        4.3        1.7        4.8       33.6        2.0        2.9:      2.7       2.0
Old  :     100.0:      34.9       15.3        2.7       57.2       14.0        4.3        1.7        4.8       33.6        2.0        2.9:      2.7       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  :       102:        41         35          4         16         18          9          7         14         14          6         17:
Old  :       102:        41         35          4         16         18          9          7         14         14          6         17:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.6       36.5       62.0       58.7       46.4       35.3       53.5       53.1
Old  :                 49.6       36.5       62.0       58.7       46.4       35.3       53.5       53.1
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 - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   337,497:    69,553     73,822    168,508    126,091     37,040      8,874     26,530     13,449      4,726     24,839     33,520:    1,827     2,206
Old  :   337,497:    69,553     73,822    168,508    126,091     37,040      8,874     26,530     13,449      4,726     24,839     33,520:    1,827     2,206
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :     3,911:     1,986        470       -679     -7,643      4,046       -929      1,271        724        454      6,735     -1,452:     -239      -240
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      20.6       21.9       49.9       37.4       11.0        2.6        7.9        4.0        1.4        7.4        9.9:      0.5       0.7
Old  :     100.0:      20.6       21.9       49.9       37.4       11.0        2.6        7.9        4.0        1.4        7.4        9.9:      0.5       0.7
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  :        74:        18         17         11          9         13          5          8         12          4         17         14:
Old  :        74:        18         17         11          9         13          5          8         12          4         17         14:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.8       46.0       60.2       66.7       33.5       33.4       47.8       44.0
Old  :                 36.8       46.0       60.2       66.7       33.5       33.4       47.8       44.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06665G
Disaggregated Commitments of Traders - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    23,058:    21,768     15,671          0      6,988          5          0          0          0      1,083         62         62:      140       270
Old  :    23,058:    21,768     15,671          0      6,988          5          0          0          0      1,083         62         62:      140       270
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :       487:       402        487          0          0          0          0          0          0         85          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.4       68.0        0.0       30.3        0.0        0.0        0.0        0.0        4.7        0.3        0.3:      0.6       1.2
Old  :     100.0:      94.4       68.0        0.0       30.3        0.0        0.0        0.0        0.0        4.7        0.3        0.3:      0.6       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        21         22          0          5          .          0          0          0          .          .          .:
Old  :        36:        21         22          0          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  :                 69.2       44.9       86.9       72.3       55.0       38.4       61.3       51.6
Old  :                 69.2       44.9       86.9       72.3       55.0       38.4       61.3       51.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665O
Disaggregated Commitments of Traders - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   107,307:    86,832     71,625      9,604     17,750      7,354        301      2,240          0      1,395      7,030        861:      960       447
Old  :   107,307:    86,832     71,625      9,604     17,750      7,354        301      2,240          0      1,395      7,030        861:      960       447
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :     3,373:     2,881      3,391        311         10        -66          0          0          0        326        170       -189:      110        57
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.9       66.7        9.0       16.5        6.9        0.3        2.1        0.0        1.3        6.6        0.8:      0.9       0.4
Old  :     100.0:      80.9       66.7        9.0       16.5        6.9        0.3        2.1        0.0        1.3        6.6        0.8:      0.9       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        82:        46         41          5          6          8          .          .          0          5          9          6:
Old  :        82:        46         41          5          6          8          .          .          0          5          9          6:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.0       37.8       66.8       59.3       27.7       28.2       34.3       37.2
Old  :                 47.0       37.8       66.8       59.3       27.7       28.2       34.3       37.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE                                                                                          Code-06665Q
Disaggregated Commitments of Traders - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    31,422:    23,667     23,640      3,683      1,729      1,005      1,860          0          0        333      4,160        498:      376       390
Old  :    31,422:    23,667     23,640      3,683      1,729      1,005      1,860          0          0        333      4,160        498:      376       390
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :     1,712:     1,673      1,451         46         -5         56          0          0          0       -111        115         96:      -48        -1
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.3       75.2       11.7        5.5        3.2        5.9        0.0        0.0        1.1       13.2        1.6:      1.2       1.2
Old  :     100.0:      75.3       75.2       11.7        5.5        3.2        5.9        0.0        0.0        1.1       13.2        1.6:      1.2       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        53:        27         27          4          5          6          .          0          0          5          5          5:
Old  :        53:        27         27          4          5          6          .          0          0          5          5          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.7       49.8       61.7       67.6       25.9       34.8       37.5       41.3
Old  :                 36.7       49.8       61.7       67.6       25.9       34.8       37.5       41.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     9,349:     5,690      4,684      2,646      3,109        188          0          0          0         90        771        319:      416       278
Old  :     9,349:     5,690      4,684      2,646      3,109        188          0          0          0         90        771        319:      416       278
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :       249:      -107        118        360       -104         55          0          0          0          0        239        -69:       10        10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.9       50.1       28.3       33.3        2.0        0.0        0.0        0.0        1.0        8.2        3.4:      4.4       3.0
Old  :     100.0:      60.9       50.1       28.3       33.3        2.0        0.0        0.0        0.0        1.0        8.2        3.4:      4.4       3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        22         21          .          4          .          0          0          0          .          4          .:
Old  :        39:        22         21          .          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  :                 51.4       36.7       66.9       56.9       43.5       33.3       53.4       47.4
Old  :                 51.4       36.7       66.9       56.9       43.5       33.3       53.4       47.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                                                                                             Code-06665T
Disaggregated Commitments of Traders - Futures Only, January 26, 2016                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    13,008:    10,959      8,213        631      3,393        335          0        113          0        269        558         73:      741       323
Old  :    13,008:    10,959      8,213        631      3,393        335          0        113          0        269        558         73:      741       323
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2016                                                                 :
     :       562:       388        370         -3         70        110          0          0          0        190        -10          0:     -123        22
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.2       63.1        4.9       26.1        2.6        0.0        0.9        0.0        2.1        4.3        0.6:      5.7       2.5
Old  :     100.0:      84.2       63.1        4.9       26.1        2.6        0.0        0.9        0.0        2.1        4.3        0.6:      5.7       2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        18         13          .          6          4          0          .          0          .          .          .:
Old  :        32:        18         13          .          6          4          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.5       48.7       68.9       71.2       31.9       37.5       46.8       54.0
Old  :                 46.5       48.7       68.9       71.2       31.9       37.5       46.8       54.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 29, 2016