NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                                                               Code-023391
Disaggregated Commitments of Traders - Futures Only, February 09, 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  : 4,165,954: 2,323,429    864,727    269,439  2,160,706    247,171    454,705     38,311    271,952    159,173    170,708    400,320:   39,765    12,059
Old  : 4,165,954: 2,323,429    864,727    269,439  2,160,706    247,171    454,705     38,311    271,952    159,173    170,708    400,320:   39,765    12,059
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :   115,033:    26,866      1,074     11,987     73,474     11,397      1,385      4,195     18,075     14,529    -22,020     27,889:    2,905       949
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.8       20.8        6.5       51.9        5.9       10.9        0.9        6.5        3.8        4.1        9.6:      1.0       0.3
Old  :     100.0:      55.8       20.8        6.5       51.9        5.9       10.9        0.9        6.5        3.8        4.1        9.6:      1.0       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       224:       116         97          6         19         21         18          9         22         18         28         35:
Old  :       224:       116         97          6         19         21         18          9         22         18         28         35:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       30.6       41.2       45.6       20.0       30.4       33.4       41.1
Old  :                 24.5       30.6       41.2       45.6       20.0       30.4       33.4       41.1
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, February 09, 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  :   286,897:    25,307     56,725     48,686    110,337     23,648    124,898      6,226     19,150     27,695     53,233     17,164:      349       414
Old  :   286,897:    25,307     56,725     48,686    110,337     23,648    124,898      6,226     19,150     27,695     53,233     17,164:      349       414
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :     8,776:       610        680     -3,786      5,580      3,098      9,548     -1,688     -1,409      1,500      3,590     -1,081:      296         6
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       8.8       19.8       17.0       38.5        8.2       43.5        2.2        6.7        9.7       18.6        6.0:      0.1       0.1
Old  :     100.0:       8.8       19.8       17.0       38.5        8.2       43.5        2.2        6.7        9.7       18.6        6.0:      0.1       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        68:        16         12         11          7         14          8          4          8          9         11          7:
Old  :        68:        16         12         11          7         14          8          4          8          9         11          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  :                 60.4       42.8       74.1       65.0       49.3       40.3       59.0       60.8
Old  :                 60.4       42.8       74.1       65.0       49.3       40.3       59.0       60.8
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, February 09, 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  :   275,495:   187,630    212,654     14,024      6,533     19,789     13,726         42      4,128      4,465     11,278     11,110:   20,623     9,961
Old  :   275,495:   187,630    212,654     14,024      6,533     19,789     13,726         42      4,128      4,465     11,278     11,110:   20,623     9,961
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :   -19,350:   -26,024    -21,224     -1,924     -5,428      4,524     -1,103       -743        892       -266     -3,102      3,496:    1,055     2,235
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.1       77.2        5.1        2.4        7.2        5.0        0.0        1.5        1.6        4.1        4.0:      7.5       3.6
Old  :     100.0:      68.1       77.2        5.1        2.4        7.2        5.0        0.0        1.5        1.6        4.1        4.0:      7.5       3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        54:        31         25          .          4          6          .          .          .          4          5          8:
Old  :        54:        31         25          .          4          6          .          .          .          4          5          8:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.9       42.3       47.6       67.7       20.2       29.2       30.1       44.7
Old  :                 32.9       42.3       47.6       67.7       20.2       29.2       30.1       44.7
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, February 09, 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  :   142,855:   122,420    111,478      2,203     13,777      3,360          0        123        878      1,747      6,350      2,501:    9,746     4,388
Old  :   142,855:   122,420    111,478      2,203     13,777      3,360          0        123        878      1,747      6,350      2,501:    9,746     4,388
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :     5,718:     6,105      2,913      2,131     -2,377       -186       -147        123       -136     -2,471      3,489        645:     -223     1,247
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.7       78.0        1.5        9.6        2.4        0.0        0.1        0.6        1.2        4.4        1.8:      6.8       3.1
Old  :     100.0:      85.7       78.0        1.5        9.6        2.4        0.0        0.1        0.6        1.2        4.4        1.8:      6.8       3.1
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  :        42:        25         28          .          .          .          0          .          .          .          .          .:
Old  :        42:        25         28          .          .          .          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  :                 55.4       43.7       71.0       65.5       47.4       35.1       56.7       54.0
Old  :                 55.4       43.7       71.0       65.5       47.4       35.1       56.7       54.0
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, February 09, 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  :   236,009:   204,953     56,670        821    144,647      7,854      2,059      4,550      8,101          0      2,936        303:   11,918    10,948
Old  :   236,009:   204,953     56,670        821    144,647      7,854      2,059      4,550      8,101          0      2,936        303:   11,918    10,948
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :   -12,628:   -11,094     -2,332       -290     -8,964       -516       -216          0       -428          0     -1,030       -403:      319     1,045
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.8       24.0        0.3       61.3        3.3        0.9        1.9        3.4        0.0        1.2        0.1:      5.0       4.6
Old  :     100.0:      86.8       24.0        0.3       61.3        3.3        0.9        1.9        3.4        0.0        1.2        0.1:      5.0       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  :        50:        26         19          .         14          7          .          .          .          0          .          .:
Old  :        50:        26         19          .         14          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  :                 46.6       44.1       65.8       66.2       44.0       43.9       62.2       65.9
Old  :                 46.6       44.1       65.8       66.2       44.0       43.9       62.2       65.9
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, February 09, 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  :   654,624:   564,893    183,316     22,847    395,436     38,035          0     10,863      9,372        759      4,262      6,620:   12,098     6,720
Old  :   654,624:   564,893    183,316     22,847    395,436     38,035          0     10,863      9,372        759      4,262      6,620:   12,098     6,720
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :    12,073:     8,809      5,708       -551      4,819     -1,062          0        909       -205        759       -410        448:    3,875     1,866
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.3       28.0        3.5       60.4        5.8        0.0        1.7        1.4        0.1        0.7        1.0:      1.8       1.0
Old  :     100.0:      86.3       28.0        3.5       60.4        5.8        0.0        1.7        1.4        0.1        0.7        1.0:      1.8       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        59:        33         27          5          9         13          0          .          .          .          .          .:
Old  :        59:        33         27          5          9         13          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       42.0       57.9       67.8       31.9       40.5       51.5       64.5
Old  :                 36.0       42.0       57.9       67.8       31.9       40.5       51.5       64.5
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, February 09, 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  :   302,337:   271,395    163,988      8,309    125,257        459      2,213      1,008      2,757      8,621      1,394        396:    8,187     7,078
Old  :   302,337:   271,395    163,988      8,309    125,257        459      2,213      1,008      2,757      8,621      1,394        396:    8,187     7,078
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :   -12,309:    -9,365     -4,575     -1,529     -4,938          0      1,015        469     -1,233       -479       -449     -1,366:      648      -217
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.8       54.2        2.7       41.4        0.2        0.7        0.3        0.9        2.9        0.5        0.1:      2.7       2.3
Old  :     100.0:      89.8       54.2        2.7       41.4        0.2        0.7        0.3        0.9        2.9        0.5        0.1:      2.7       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  :        54:        28         26          .          8          .          .          .          .          .          .          .:
Old  :        54:        28         26          .          8          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.5       41.0       69.4       61.9       47.1       40.5       66.9       61.3
Old  :                 48.5       41.0       69.4       61.9       47.1       40.5       66.9       61.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                           Code-023398
Disaggregated Commitments of Traders - Futures Only, February 09, 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  :   285,023:   220,748    182,118     17,365     66,023     26,448        695          0      1,976     10,621      2,646        736:    6,434     5,076
Old  :   285,023:   220,748    182,118     17,365     66,023     26,448        695          0      1,976     10,621      2,646        736:    6,434     5,076
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :   -13,556:   -14,947    -14,353     -2,655       -304      1,262         -8          0        431      3,222        871       -836:      -25      -627
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.4       63.9        6.1       23.2        9.3        0.2        0.0        0.7        3.7        0.9        0.3:      2.3       1.8
Old  :     100.0:      77.4       63.9        6.1       23.2        9.3        0.2        0.0        0.7        3.7        0.9        0.3:      2.3       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  :        55:        29         32          4          8         10          .          0          .          .          .          .:
Old  :        55:        29         32          4          8         10          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.6       36.6       71.2       55.5       52.0       33.3       65.3       49.5
Old  :                 53.6       36.6       71.2       55.5       52.0       33.3       65.3       49.5
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, February 09, 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  :   114,159:   102,564     70,392        692     31,311        822      2,194          0        716          0      1,356      1,226:    5,945     8,336
Old  :   114,159:   102,564     70,392        692     31,311        822      2,194          0        716          0      1,356      1,226:    5,945     8,336
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :    -4,599:    -3,039     -2,874       -666     -1,774          0        296          0       -379          0      1,344       -482:     -329      -434
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.8       61.7        0.6       27.4        0.7        1.9        0.0        0.6        0.0        1.2        1.1:      5.2       7.3
Old  :     100.0:      89.8       61.7        0.6       27.4        0.7        1.9        0.0        0.6        0.0        1.2        1.1:      5.2       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  :        32:        19         15          .          6          .          .          0          .          0          .          .:
Old  :        32:        19         15          .          6          .          .          0          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.6       53.2       78.1       71.6       64.6       51.1       77.2       68.9
Old  :                 64.6       53.2       78.1       71.6       64.6       51.1       77.2       68.9
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, February 09, 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  :   115,917:    88,826     86,507      9,554      6,307      5,484          0      5,009          0      3,544      1,849      1,922:    6,587     8,839
Old  :   115,917:    88,826     86,507      9,554      6,307      5,484          0      5,009          0      3,544      1,849      1,922:    6,587     8,839
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :    -6,353:    -5,609     -5,416        238      2,671       -780          0       -480          0      2,175       -731     -1,106:   -1,271      -511
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.6       74.6        8.2        5.4        4.7        0.0        4.3        0.0        3.1        1.6        1.7:      5.7       7.6
Old  :     100.0:      76.6       74.6        8.2        5.4        4.7        0.0        4.3        0.0        3.1        1.6        1.7:      5.7       7.6
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  :        41:        25         21          .          .          .          0          .          0          .          .          .:
Old  :        41:        25         21          .          .          .          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  :                 46.2       36.6       61.0       62.2       44.3       35.1       56.6       54.6
Old  :                 46.2       36.6       61.0       62.2       44.3       35.1       56.6       54.6
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, February 09, 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  :   104,781:    89,950     35,633      2,252     53,232          0        654          0      1,118          0      2,079        373:   10,434    12,346
Old  :   104,781:    89,950     35,633      2,252     53,232          0        654          0      1,118          0      2,079        373:   10,434    12,346
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :    -6,023:    -5,175     -5,039       -251        196       -203        231          0         79          0       -786        -87:     -617      -183
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.8       34.0        2.1       50.8        0.0        0.6        0.0        1.1        0.0        2.0        0.4:     10.0      11.8
Old  :     100.0:      85.8       34.0        2.1       50.8        0.0        0.6        0.0        1.1        0.0        2.0        0.4:     10.0      11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        16         10          .          7          0          .          0          .          0          .          .:
Old  :        26:        16         10          .          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  :                 74.6       43.1       83.5       67.8       73.6       41.9       81.6       66.5
Old  :                 74.6       43.1       83.5       67.8       73.6       41.9       81.6       66.5
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, February 09, 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  :   167,204:   121,616     71,038     31,818     81,378      6,453          0          0          0          0          0          0:    7,317     8,335
Old  :   167,204:   121,616     71,038     31,818     81,378      6,453          0          0          0          0          0          0:    7,317     8,335
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :    -3,715:      -671     -4,896     -1,731      2,498       -388          0     -1,926          0          0          0          0:     -925       997
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.7       42.5       19.0       48.7        3.9        0.0        0.0        0.0        0.0        0.0        0.0:      4.4       5.0
Old  :     100.0:      72.7       42.5       19.0       48.7        3.9        0.0        0.0        0.0        0.0        0.0        0.0:      4.4       5.0
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  :        35:        22         11          4          8          5          0          0          0          0          0          0:
Old  :        35:        22         11          4          8          5          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.6       68.5       59.0       81.7       33.9       68.2       56.7       80.6
Old  :                 34.6       68.5       59.0       81.7       33.9       68.2       56.7       80.6
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, February 09, 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  :    83,435:    65,974     48,927      7,200     31,530        530          0          0          0          0          0          0:    9,731     2,448
Old  :    83,435:    65,974     48,927      7,200     31,530        530          0          0          0          0          0          0:    9,731     2,448
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :    -5,320:    -5,020     -5,137     -1,537       -376          0          0          0          0          0          0          0:    1,237       193
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.1       58.6        8.6       37.8        0.6        0.0        0.0        0.0        0.0        0.0        0.0:     11.7       2.9
Old  :     100.0:      79.1       58.6        8.6       37.8        0.6        0.0        0.0        0.0        0.0        0.0        0.0:     11.7       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:        14         14          .          .          .          0          0          0          0          0          0:
Old  :        27:        14         14          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.6       63.1       69.3       87.1       50.8       63.0       65.9       84.2
Old  :                 53.6       63.1       69.3       87.1       50.8       63.0       65.9       84.2
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, February 09, 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  :   311,144:   228,044    138,748     54,467    143,023     14,088      2,130          0          0          0      4,242      2,852:    9,563     8,191
Old  :   311,144:   228,044    138,748     54,467    143,023     14,088      2,130          0          0          0      4,242      2,852:    9,563     8,191
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :   -21,204:   -17,528    -18,202     -1,183     -1,128     -2,574     -1,316          0          0          0     -1,424        650:      747     1,474
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.3       44.6       17.5       46.0        4.5        0.7        0.0        0.0        0.0        1.4        0.9:      3.1       2.6
Old  :     100.0:      73.3       44.6       17.5       46.0        4.5        0.7        0.0        0.0        0.0        1.4        0.9:      3.1       2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        58:        36         23          4         11          6          .          0          0          0          .          .:
Old  :        58:        36         23          4         11          6          .          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.7       50.7       52.0       70.2       30.3       49.6       49.0       66.1
Old  :                 31.7       50.7       52.0       70.2       30.3       49.6       49.0       66.1
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, February 09, 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  :    85,404:    71,527     42,361          0     25,462      2,958          0      3,604        863          0      2,787        546:    9,510     6,823
Old  :    85,404:    71,527     42,361          0     25,462      2,958          0      3,604        863          0      2,787        546:    9,510     6,823
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :    -4,137:    -2,015     -1,929          0       -944       -790          0        608       -509          0       -441       -215:     -608        83
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.8       49.6        0.0       29.8        3.5        0.0        4.2        1.0        0.0        3.3        0.6:     11.1       8.0
Old  :     100.0:      83.8       49.6        0.0       29.8        3.5        0.0        4.2        1.0        0.0        3.3        0.6:     11.1       8.0
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  :        30:        17         17          0          6          5          0          .          .          0          .          .:
Old  :        30:        17         17          0          6          5          0          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.7       36.3       74.5       57.0       50.6       32.1       68.2       48.5
Old  :                 52.7       36.3       74.5       57.0       50.6       32.1       68.2       48.5
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, February 09, 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  :    76,171:    32,619     46,257     31,724     16,754      3,380         74      4,835      1,050        788          0        224:    6,312     3,671
Old  :    76,171:    32,619     46,257     31,724     16,754      3,380         74      4,835      1,050        788          0        224:    6,312     3,671
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :    -3,575:    -4,794     -2,102        838       -667       -754         74         85        -10         59          0       -241:    1,253       114
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      42.8       60.7       41.6       22.0        4.4        0.1        6.3        1.4        1.0        0.0        0.3:      8.3       4.8
Old  :     100.0:      42.8       60.7       41.6       22.0        4.4        0.1        6.3        1.4        1.0        0.0        0.3:      8.3       4.8
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  :        22:         7         10          5          4          8          .          .          .          .          0          .:
Old  :        22:         7         10          5          4          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  :                 48.6       62.3       80.9       81.4       45.5       51.3       66.0       66.4
Old  :                 48.6       62.3       80.9       81.4       45.5       51.3       66.0       66.4
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, February 09, 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  :    62,433:    34,101     58,771     19,244        988      2,436      1,712          0          0      3,100          0          0:    1,840       238
Old  :    62,433:    34,101     58,771     19,244        988      2,436      1,712          0          0      3,100          0          0:    1,840       238
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :   -22,545:   -19,467    -18,248     -3,188       -522     -1,015        377       -578       -377      2,578          0          0:   -1,453    -1,805
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.6       94.1       30.8        1.6        3.9        2.7        0.0        0.0        5.0        0.0        0.0:      2.9       0.4
Old  :     100.0:      54.6       94.1       30.8        1.6        3.9        2.7        0.0        0.0        5.0        0.0        0.0:      2.9       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  :        25:         7         15          7          .          .          .          0          0          .          0          0:
Old  :        25:         7         15          7          .          .          .          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.1       66.0       67.2       83.5       33.0       62.6       51.5       70.2
Old  :                 44.1       66.0       67.2       83.5       33.0       62.6       51.5       70.2
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, February 09, 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  :    78,906:    63,278     73,599      7,242      2,320          0      1,335        578        377      5,449        928          0:    1,225     1,104
Old  :    78,906:    63,278     73,599      7,242      2,320          0      1,335        578        377      5,449        928          0:    1,225     1,104
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :   -42,707:   -22,582    -33,583     -4,851       -883       -760     -3,627     -4,270          0      1,174     -2,308       -348:  -11,713      -555
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.2       93.3        9.2        2.9        0.0        1.7        0.7        0.5        6.9        1.2        0.0:      1.6       1.4
Old  :     100.0:      80.2       93.3        9.2        2.9        0.0        1.7        0.7        0.5        6.9        1.2        0.0:      1.6       1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        52:        24         20          6          .          0          .          .          .          .          .          0:
Old  :        52:        24         20          6          .          0          .          .          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.5       66.7       63.6       81.1       41.3       59.4       56.5       68.1
Old  :                 43.5       66.7       63.6       81.1       41.3       59.4       56.5       68.1
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, February 09, 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  :    53,584:    52,449     52,586        319          0          0          0          0          0        348          0          0:      468       998
Old  :    53,584:    52,449     52,586        319          0          0          0          0          0        348          0          0:      468       998
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :   -14,888:   -13,888    -14,167       -372          0          0          0          0          0       -248       -552          0:     -380      -169
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      97.9       98.1        0.6        0.0        0.0        0.0        0.0        0.0        0.6        0.0        0.0:      0.9       1.9
Old  :     100.0:      97.9       98.1        0.6        0.0        0.0        0.0        0.0        0.0        0.6        0.0        0.0:      0.9       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:        13         18          .          0          0          0          0          0          .          0          0:
Old  :        30:        13         18          .          0          0          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.5       65.8       93.0       82.4       71.7       58.7       79.9       72.5
Old  :                 77.5       65.8       93.0       82.4       71.7       58.7       79.9       72.5
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, February 09, 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  :   207,483:   179,250    158,025     12,385     29,057     10,491          0        793        893          0          0          0:    4,464     8,224
Old  :   207,483:   179,250    158,025     12,385     29,057     10,491          0        793        893          0          0          0:    4,464     8,224
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :   -12,652:   -14,822     -8,564        975     -5,800      2,133          0       -125       -163          0       -217          0:     -775        84
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.4       76.2        6.0       14.0        5.1        0.0        0.4        0.4        0.0        0.0        0.0:      2.2       4.0
Old  :     100.0:      86.4       76.2        6.0       14.0        5.1        0.0        0.4        0.4        0.0        0.0        0.0:      2.2       4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        36         30          .          4          .          0          .          .          0          0          0:
Old  :        45:        36         30          .          4          .          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.4       40.3       73.8       63.3       54.1       31.6       61.6       46.2
Old  :                 58.4       40.3       73.8       63.3       54.1       31.6       61.6       46.2
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, February 09, 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  :    49,776:    32,197     36,776      3,193      2,196        370          0      2,269        563          0        101      1,274:   12,179     6,227
Old  :    49,776:    32,197     36,776      3,193      2,196        370          0      2,269        563          0        101      1,274:   12,179     6,227
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :    -2,962:    -3,432     -3,049         29        130       -116          0       -201        193          0     -1,348        338:       26     1,091
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.7       73.9        6.4        4.4        0.7        0.0        4.6        1.1        0.0        0.2        2.6:     24.5      12.5
Old  :     100.0:      64.7       73.9        6.4        4.4        0.7        0.0        4.6        1.1        0.0        0.2        2.6:     24.5      12.5
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:        10         13          .          .          .          0          .          .          0          .          .:
Old  :        21:        10         13          .          .          .          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  :                 47.9       48.7       64.4       68.2       40.1       40.3       49.1       55.7
Old  :                 47.9       48.7       64.4       68.2       40.1       40.3       49.1       55.7
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, February 09, 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  :   112,332:    93,153     58,246      1,293     19,024      8,217          0      7,830        841          0      7,376          0:    8,828    10,798
Old  :   112,332:    93,153     58,246      1,293     19,024      8,217          0      7,830        841          0      7,376          0:    8,828    10,798
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :    -6,351:    -4,680     -4,083        468      1,072     -2,381          0      1,238       -501          0       -428          0:      743    -1,268
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.9       51.9        1.2       16.9        7.3        0.0        7.0        0.7        0.0        6.6        0.0:      7.9       9.6
Old  :     100.0:      82.9       51.9        1.2       16.9        7.3        0.0        7.0        0.7        0.0        6.6        0.0:      7.9       9.6
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  :        33:        16         18          .          4          4          0          .          .          0          .          0:
Old  :        33:        16         18          .          4          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  :                 65.8       40.7       80.7       63.3       65.8       35.3       74.8       57.5
Old  :                 65.8       40.7       80.7       63.3       65.8       35.3       74.8       57.5
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, February 09, 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  :   107,613:    66,965    100,320     16,150        736      2,114      9,975          0        540      5,824          0          0:    6,045     3,903
Old  :   107,613:    66,965    100,320     16,150        736      2,114      9,975          0        540      5,824          0          0:    6,045     3,903
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :    -5,706:    -5,156     -6,180      1,228        340       -941        138          0       -107       -785          0       -119:       36     1,301
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.2       93.2       15.0        0.7        2.0        9.3        0.0        0.5        5.4        0.0        0.0:      5.6       3.6
Old  :     100.0:      62.2       93.2       15.0        0.7        2.0        9.3        0.0        0.5        5.4        0.0        0.0:      5.6       3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        15         15          .          .          .          .          0          .          4          0          0:
Old  :        32:        15         15          .          .          .          .          0          .          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  :                 50.6       69.6       69.1       84.1       42.5       60.6       57.7       73.5
Old  :                 50.6       69.6       69.1       84.1       42.5       60.6       57.7       73.5
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, February 09, 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  :   105,874:    82,824     98,454     14,991      3,783      2,153          0          0          0          0          0          0:    5,906     1,484
Old  :   105,874:    82,824     98,454     14,991      3,783      2,153          0          0          0          0          0          0:    5,906     1,484
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :    -4,854:    -1,013     -4,231     -2,919        119      1,523          0          0          0     -2,604          0          0:      159    -2,265
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.2       93.0       14.2        3.6        2.0        0.0        0.0        0.0        0.0        0.0        0.0:      5.6       1.4
Old  :     100.0:      78.2       93.0       14.2        3.6        2.0        0.0        0.0        0.0        0.0        0.0        0.0:      5.6       1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        13         14          4          .          4          0          0          0          0          0          0:
Old  :        24:        13         14          4          .          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  :                 64.4       65.0       83.2       86.0       50.6       50.8       61.7       66.4
Old  :                 64.4       65.0       83.2       86.0       50.6       50.8       61.7       66.4
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, February 09, 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  :   131,231:   114,596    124,575      3,601          0        486        217          0        873      4,443        730        354:    6,661     4,213
Old  :   131,231:   114,596    124,575      3,601          0        486        217          0        873      4,443        730        354:    6,661     4,213
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :       948:    -1,282      2,046         29          0        -29        217          0        873      2,911     -1,853        354:   -2,125      -443
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.3       94.9        2.7        0.0        0.4        0.2        0.0        0.7        3.4        0.6        0.3:      5.1       3.2
Old  :     100.0:      87.3       94.9        2.7        0.0        0.4        0.2        0.0        0.7        3.4        0.6        0.3:      5.1       3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        16         17          .          0          .          .          0          .          .          .          .:
Old  :        26:        16         17          .          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  :                 69.0       66.9       81.2       87.0       65.7       63.4       77.2       83.4
Old  :                 69.0       66.9       81.2       87.0       65.7       63.4       77.2       83.4
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, February 09, 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  :   133,503:    95,962     35,476     10,650     66,617      4,697      1,814          0        829          0     10,942      2,688:   16,863    12,254
Old  :   133,503:    95,962     35,476     10,650     66,617      4,697      1,814          0        829          0     10,942      2,688:   16,863    12,254
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :    -7,485:    -9,005      1,771        283     -6,182        -31        734          0       -366          0     -2,858      2,388:   -1,488    -2,207
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.9       26.6        8.0       49.9        3.5        1.4        0.0        0.6        0.0        8.2        2.0:     12.6       9.2
Old  :     100.0:      71.9       26.6        8.0       49.9        3.5        1.4        0.0        0.6        0.0        8.2        2.0:     12.6       9.2
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  :        37:        20         16          .          7          6          .          0          .          0          .          .:
Old  :        37:        20         16          .          7          6          .          0          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.0       50.0       56.2       67.6       30.1       48.0       45.3       62.1
Old  :                 38.0       50.0       56.2       67.6       30.1       48.0       45.3       62.1
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, February 09, 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  :    37,817:    36,003     33,833          0      3,665          0      1,015          0          0          0          0          0:      799       319
Old  :    37,817:    36,003     33,833          0      3,665          0      1,015          0          0          0          0          0:      799       319
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :    -2,582:    -2,124     -2,520          0        713       -527          0          0          0          0          0          0:       69      -248
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      95.2       89.5        0.0        9.7        0.0        2.7        0.0        0.0        0.0        0.0        0.0:      2.1       0.8
Old  :     100.0:      95.2       89.5        0.0        9.7        0.0        2.7        0.0        0.0        0.0        0.0        0.0:      2.1       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  :        21:        11         11          0          .          0          .          0          0          0          0          0:
Old  :        21:        11         11          0          .          0          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.0       56.9       93.8       91.8       61.2       50.9       74.1       77.4
Old  :                 78.0       56.9       93.8       91.8       61.2       50.9       74.1       77.4
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, February 09, 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  :    42,446:    25,160     40,276     15,405          0        310          0          0          0          0      1,276          0:    1,571       584
Old  :    42,446:    25,160     40,276     15,405          0        310          0          0          0          0      1,276          0:    1,571       584
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :    -5,170:    -4,073     -4,650     -1,426          0        124          0          0          0          0          0          0:      205      -644
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.3       94.9       36.3        0.0        0.7        0.0        0.0        0.0        0.0        3.0        0.0:      3.7       1.4
Old  :     100.0:      59.3       94.9       36.3        0.0        0.7        0.0        0.0        0.0        0.0        3.0        0.0:      3.7       1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        13         13          .          0          .          0          0          0          0          .          0:
Old  :        26:        13         13          .          0          .          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.7       75.6       89.1       90.8       69.6       75.6       86.3       90.0
Old  :                 71.7       75.6       89.1       90.8       69.6       75.6       86.3       90.0
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, February 09, 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  :   193,743:   138,875    139,024     26,875     21,527     18,834      2,012          0        706          0      6,981        302:    6,139     6,369
Old  :   193,743:   138,875    139,024     26,875     21,527     18,834      2,012          0        706          0      6,981        302:    6,139     6,369
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :    -9,164:    -6,425     -3,542       -250      1,398     -2,934        -20          0       -214          0     -1,791        -37:      716    -2,044
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.7       71.8       13.9       11.1        9.7        1.0        0.0        0.4        0.0        3.6        0.2:      3.2       3.3
Old  :     100.0:      71.7       71.8       13.9       11.1        9.7        1.0        0.0        0.4        0.0        3.6        0.2:      3.2       3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        52:        31         24          4          5          7          .          0          .          0          4          .:
Old  :        52:        31         24          4          5          7          .          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  :                 43.1       51.6       61.2       67.5       42.6       46.8       54.1       57.9
Old  :                 43.1       51.6       61.2       67.5       42.6       46.8       54.1       57.9
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, February 09, 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  :    89,197:    76,335     38,055      4,025     44,117      2,384          0          0          0          0          0          0:    6,453     4,641
Old  :    89,197:    76,335     38,055      4,025     44,117      2,384          0          0          0          0          0          0:    6,453     4,641
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :    -4,714:      -813     -2,357       -346     -2,496       -654          0          0          0          0          0          0:   -2,901       793
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.6       42.7        4.5       49.5        2.7        0.0        0.0        0.0        0.0        0.0        0.0:      7.2       5.2
Old  :     100.0:      85.6       42.7        4.5       49.5        2.7        0.0        0.0        0.0        0.0        0.0        0.0:      7.2       5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        17         12          .          4          .          0          0          0          0          0          0:
Old  :        27:        17         12          .          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  :                 61.8       73.0       80.6       85.1       60.1       68.9       74.0       76.7
Old  :                 61.8       73.0       80.6       85.1       60.1       68.9       74.0       76.7
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, February 09, 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  :    85,699:    39,822     56,955     35,358     19,057        612          0          0          0          0          0          0:    9,907     9,075
Old  :    85,699:    39,822     56,955     35,358     19,057        612          0          0          0          0          0          0:    9,907     9,075
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :     2,565:     2,674      1,076       -592        436        364          0          0          0          0          0          0:      119       689
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      46.5       66.5       41.3       22.2        0.7        0.0        0.0        0.0        0.0        0.0        0.0:     11.6      10.6
Old  :     100.0:      46.5       66.5       41.3       22.2        0.7        0.0        0.0        0.0        0.0        0.0        0.0:     11.6      10.6
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:         8         14          7          .          .          0          0          0          0          0          0:
Old  :        24:         8         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  :                 56.6       64.1       80.2       79.4       56.3       62.9       72.4       75.1
Old  :                 56.6       64.1       80.2       79.4       56.3       62.9       72.4       75.1
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, February 09, 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  :    83,143:    53,733     49,096     19,247     27,810      2,716          0          0          0          0          0          0:    7,447     3,521
Old  :    83,143:    53,733     49,096     19,247     27,810      2,716          0          0          0          0          0          0:    7,447     3,521
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :       473:    -2,029      1,626      3,065       -375       -750          0          0          0       -515          0       -232:      934       204
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.6       59.1       23.1       33.4        3.3        0.0        0.0        0.0        0.0        0.0        0.0:      9.0       4.2
Old  :     100.0:      64.6       59.1       23.1       33.4        3.3        0.0        0.0        0.0        0.0        0.0        0.0:      9.0       4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        18         14          .          .          .          0          0          0          0          0          0:
Old  :        26:        18         14          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.3       70.9       76.0       89.9       58.3       69.6       72.7       87.1
Old  :                 58.3       70.9       76.0       89.9       58.3       69.6       72.7       87.1
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, February 09, 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  :    88,526:    74,184     37,105      3,340     46,409      2,254          0          0          0      3,072          0          0:    5,676     2,758
Old  :    88,526:    74,184     37,105      3,340     46,409      2,254          0          0          0      3,072          0          0:    5,676     2,758
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :    -4,671:    -3,500     -3,130        -46       -824       -255          0          0          0       -369          0          0:     -501      -462
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.8       41.9        3.8       52.4        2.5        0.0        0.0        0.0        3.5        0.0        0.0:      6.4       3.1
Old  :     100.0:      83.8       41.9        3.8       52.4        2.5        0.0        0.0        0.0        3.5        0.0        0.0:      6.4       3.1
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  :        25:        12          5          .          7          .          0          0          0          .          0          0:
Old  :        25:        12          5          .          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  :                 64.1       74.1       80.3       89.3       64.1       73.3       80.3       88.0
Old  :                 64.1       74.1       80.3       89.3       64.1       73.3       80.3       88.0
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, February 09, 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  :   955,454:   127,121    120,328    182,219     25,697     75,091    183,120    321,977    159,328     35,091     85,693    128,002:   65,482    39,338
Old  :   955,454:   127,121    120,328    182,219     25,697     75,091    183,120    321,977    159,328     35,091     85,693    128,002:   65,482    39,338
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :     8,081:     1,814      2,106     -5,115      3,196      3,495     11,241    -13,039     -7,826     -6,591      9,251     11,322:     -259      -424
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.3       12.6       19.1        2.7        7.9       19.2       33.7       16.7        3.7        9.0       13.4:      6.9       4.1
Old  :     100.0:      13.3       12.6       19.1        2.7        7.9       19.2       33.7       16.7        3.7        9.0       13.4:      6.9       4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       296:        35         27         24          7         22         49         77         64         38         55         62:
Old  :       296:        35         27         24          7         22         49         77         64         38         55         62:
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  :                 16.1       18.2       26.7       30.2       10.9       15.6       18.0       22.1
Old  :                 16.1       18.2       26.7       30.2       10.9       15.6       18.0       22.1
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, February 09, 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  :   301,186:    85,683     56,857     27,704     33,150     49,340     42,942      2,704     25,682     29,548     94,722     33,895:    6,392     4,836
Old  :   301,186:    85,683     56,857     27,704     33,150     49,340     42,942      2,704     25,682     29,548     94,722     33,895:    6,392     4,836
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :     8,912:       830      1,974        -91        360      4,647       -777     -1,213      1,369      1,280        174      1,629:       25       -28
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.4       18.9        9.2       11.0       16.4       14.3        0.9        8.5        9.8       31.4       11.3:      2.1       1.6
Old  :     100.0:      28.4       18.9        9.2       11.0       16.4       14.3        0.9        8.5        9.8       31.4       11.3:      2.1       1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        64:        18         19          6          7         13          7          .          9         10          8         14:
Old  :        64:        18         19          6          7         13          7          .          9         10          8         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  :                 33.8       44.6       50.5       55.4       28.4       36.5       38.6       40.9
Old  :                 33.8       44.6       50.5       55.4       28.4       36.5       38.6       40.9
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, February 09, 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  :   102,993:    12,205     21,853     28,204     13,110     24,636      3,033      9,457     10,025      7,544     10,535      8,775:    8,571     4,602
Old  :   102,993:    12,205     21,853     28,204     13,110     24,636      3,033      9,457     10,025      7,544     10,535      8,775:    8,571     4,602
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :     4,924:      -236      2,427      1,213      1,353        862      1,344     -1,181      1,007     -2,245     -1,230      2,417:      562      -731
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.9       21.2       27.4       12.7       23.9        2.9        9.2        9.7        7.3       10.2        8.5:      8.3       4.5
Old  :     100.0:      11.9       21.2       27.4       12.7       23.9        2.9        9.2        9.7        7.3       10.2        8.5:      8.3       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  :        51:         8          9         11          4         15          4          6         10          4         13         10:
Old  :        51:         8          9         11          4         15          4          6         10          4         13         10:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.5       35.4       46.8       50.4       17.9       24.3       27.6       32.9
Old  :                 29.5       35.4       46.8       50.4       17.9       24.3       27.6       32.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES                                                                                                  Code-023P02
Disaggregated Commitments of Traders - Futures Only, February 09, 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  :    20,437:     1,642      1,737      5,362      2,440      7,144      1,361      5,423      1,046      3,128      1,277        754:        0       616
Old  :    20,437:     1,642      1,737      5,362      2,440      7,144      1,361      5,423      1,046      3,128      1,277        754:        0       616
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :     1,265:         0          0         20        728          8        294        684        -72        759       -314        256:        0       -25
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       8.0        8.5       26.2       11.9       35.0        6.7       26.5        5.1       15.3        6.2        3.7:      0.0       3.0
Old  :     100.0:       8.0        8.5       26.2       11.9       35.0        6.7       26.5        5.1       15.3        6.2        3.7:      0.0       3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:         .          .          .          4          4          4          .          4          5          6          8:
Old  :        26:         .          .          .          4          4          4          .          4          5          6          8:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.6       72.6       90.1       87.6       46.9       40.5       50.8       47.3
Old  :                 67.6       72.6       90.1       87.6       46.9       40.5       50.8       47.3
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, February 09, 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  : 1,462,850:   505,695    209,492     42,288    832,960    222,275     55,601     15,418     80,009    481,477     33,449     39,742:   35,763    29,505
Old  : 1,462,850:   505,695    209,492     42,288    832,960    222,275     55,601     15,418     80,009    481,477     33,449     39,742:   35,763    29,505
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :    33,389:     7,611      1,301      4,067     17,076      8,811     -1,195        164      3,597     10,920      3,192       -370:      -52      -382
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.6       14.3        2.9       56.9       15.2        3.8        1.1        5.5       32.9        2.3        2.7:      2.4       2.0
Old  :     100.0:      34.6       14.3        2.9       56.9       15.2        3.8        1.1        5.5       32.9        2.3        2.7:      2.4       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  :        98:        36         29          4         16         18          9          5         12         14          8         18:
Old  :        98:        36         29          4         16         18          9          5         12         14          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  :                 48.1       36.1       61.4       59.8       45.2       34.9       52.8       53.1
Old  :                 48.1       36.1       61.4       59.8       45.2       34.9       52.8       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, February 09, 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  :   327,620:    66,152     67,568    165,210    114,852     36,923     16,466     40,674      9,120      4,924     29,072     27,282:    1,543     2,129
Old  :   327,620:    66,152     67,568    165,210    114,852     36,923     16,466     40,674      9,120      4,924     29,072     27,282:    1,543     2,129
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :    16,627:    -1,632      2,982      3,258       -450      2,391      5,909      6,646      3,035        581     -1,102      3,177:      -92       -52
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      20.2       20.6       50.4       35.1       11.3        5.0       12.4        2.8        1.5        8.9        8.3:      0.5       0.6
Old  :     100.0:      20.2       20.6       50.4       35.1       11.3        5.0       12.4        2.8        1.5        8.9        8.3:      0.5       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        76:        17         15         11          9         13          7          9         11          6         15         15:
Old  :        76:        17         15         11          9         13          7          9         11          6         15         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.7       43.4       57.6       65.5       32.7       32.8       47.5       46.3
Old  :                 35.7       43.4       57.6       65.5       32.7       32.8       47.5       46.3
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, February 09, 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  :    20,249:    19,387     13,628          0      6,257          0          0          0          0        690         62         62:      110       240
Old  :    20,249:    19,387     13,628          0      6,257          0          0          0          0        690         62         62:      110       240
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :        32:        32        -13          0         45          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      95.7       67.3        0.0       30.9        0.0        0.0        0.0        0.0        3.4        0.3        0.3:      0.5       1.2
Old  :     100.0:      95.7       67.3        0.0       30.9        0.0        0.0        0.0        0.0        3.4        0.3        0.3:      0.5       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        20         20          0          5          0          0          0          0          .          .          .:
Old  :        34:        20         20          0          5          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  :                 65.6       46.3       84.6       76.4       49.7       34.1       57.6       48.9
Old  :                 65.6       46.3       84.6       76.4       49.7       34.1       57.6       48.9
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, February 09, 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  :   103,682:    84,449     71,770      9,715     17,002      6,024        385      1,925          0      1,391      5,835        762:      956       364
Old  :   103,682:    84,449     71,770      9,715     17,002      6,024        385      1,925          0      1,391      5,835        762:      956       364
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :    -6,597:    -5,469     -2,718        481       -403     -1,544        104       -175          0       -265     -1,779         62:       34       -40
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.5       69.2        9.4       16.4        5.8        0.4        1.9        0.0        1.3        5.6        0.7:      0.9       0.4
Old  :     100.0:      81.5       69.2        9.4       16.4        5.8        0.4        1.9        0.0        1.3        5.6        0.7:      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:        42         40          7          6          9          .          .          0          6         11          7:
Old  :        82:        42         40          7          6          9          .          .          0          6         11          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  :                 50.4       41.6       69.0       60.6       25.8       27.1       34.4       35.2
Old  :                 50.4       41.6       69.0       60.6       25.8       27.1       34.4       35.2
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, February 09, 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  :    28,301:    22,270     22,498      2,519      1,598        822      1,705          0          0        341      2,671        280:      364       432
Old  :    28,301:    22,270     22,498      2,519      1,598        822      1,705          0          0        341      2,671        280:      364       432
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :     2,381:     2,267      2,365        272         30       -100          0          0          0         93        287       -141:      -10       -60
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.7       79.5        8.9        5.6        2.9        6.0        0.0        0.0        1.2        9.4        1.0:      1.3       1.5
Old  :     100.0:      78.7       79.5        8.9        5.6        2.9        6.0        0.0        0.0        1.2        9.4        1.0:      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  :        48:        27         25          .          5          6          .          0          0          4          5          4:
Old  :        48:        27         25          .          5          6          .          0          0          4          5          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.2       53.4       64.1       70.9       20.4       35.2       32.8       40.0
Old  :                 42.2       53.4       64.1       70.9       20.4       35.2       32.8       40.0
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, February 09, 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  :     9,769:     6,180      4,342      2,686      3,127        268          0          0          0         60      1,701        173:      402       158
Old  :     9,769:     6,180      4,342      2,686      3,127        268          0          0          0         60      1,701        173:      402       158
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :       943:       808        798         35        104         95          0          0          0          0         51        -21:       26       -84
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.3       44.4       27.5       32.0        2.7        0.0        0.0        0.0        0.6       17.4        1.8:      4.1       1.6
Old  :     100.0:      63.3       44.4       27.5       32.0        2.7        0.0        0.0        0.0        0.6       17.4        1.8:      4.1       1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        21         22          .          4          .          0          0          0          .          4          .:
Old  :        40:        21         22          .          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  :                 47.4       39.4       65.4       57.3       42.0       38.6       54.9       53.5
Old  :                 47.4       39.4       65.4       57.3       42.0       38.6       54.9       53.5
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, February 09, 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  :    12,056:    10,194      7,636        414      3,205        568          0         67          0        175        306         58:      647       216
Old  :    12,056:    10,194      7,636        414      3,205        568          0         67          0        175        306         58:      647       216
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2016                                                                 :
     :       502:       304        385         23         49        220          0          0          0          0          0          0:      -45      -152
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.6       63.3        3.4       26.6        4.7        0.0        0.6        0.0        1.5        2.5        0.5:      5.4       1.8
Old  :     100.0:      84.6       63.3        3.4       26.6        4.7        0.0        0.6        0.0        1.5        2.5        0.5:      5.4       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  :        31:        18         13          .          6          6          0          .          0          .          .          .:
Old  :        31:        18         13          .          6          6          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.3       56.2       69.8       79.2       41.4       47.9       53.8       63.6
Old  :                 50.3       56.2       69.8       79.2       41.4       47.9       53.8       63.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated February 12, 2016