NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                                                               Code-023391
Disaggregated Commitments of Traders - Futures Only, June 14, 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  : 4,601,346: 2,474,962  1,075,239    398,385  2,475,823    206,992    496,333     36,424    241,897    257,267     75,435    474,985:   50,525    14,551
Old  : 4,601,346: 2,474,962  1,075,239    398,385  2,475,823    206,992    496,333     36,424    241,897    257,267     75,435    474,985:   50,525    14,551
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :   131,046:    25,500    -10,242     -8,174     94,365     -5,800     57,614        612     15,973      1,648     -8,362     43,815:      470       685
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.8       23.4        8.7       53.8        4.5       10.8        0.8        5.3        5.6        1.6       10.3:      1.1       0.3
Old  :     100.0:      53.8       23.4        8.7       53.8        4.5       10.8        0.8        5.3        5.6        1.6       10.3:      1.1       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  :       230:       119        101          5         20         22         21          9         25         32         15         34:
Old  :       230:       119        101          5         20         22         21          9         25         32         15         34:
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  :                 24.9       29.6       41.2       44.7       22.4       29.3       34.7       40.6
Old  :                 24.9       29.6       41.2       44.7       22.4       29.3       34.7       40.6
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, June 14, 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  :   223,689:    34,768     43,539     46,366     52,574     36,305     28,339     21,854     21,607     31,265     24,859     22,689:    2,350       262
Old  :   223,689:    34,768     43,539     46,366     52,574     36,305     28,339     21,854     21,607     31,265     24,859     22,689:    2,350       262
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :      -108:        49       -849       -490     -1,830        173      1,200     11,958     -3,270      5,022     -3,258     -2,792:        0      -240
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.5       19.5       20.7       23.5       16.2       12.7        9.8        9.7       14.0       11.1       10.1:      1.1       0.1
Old  :     100.0:      15.5       19.5       20.7       23.5       16.2       12.7        9.8        9.7       14.0       11.1       10.1:      1.1       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  :        64:        14         16         10          8         16          5          4          5          8          9         10:
Old  :        64:        14         16         10          8         16          5          4          5          8          9         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  :                 40.4       46.1       60.6       67.0       27.2       31.9       38.5       46.2
Old  :                 40.4       46.1       60.6       67.0       27.2       31.9       38.5       46.2
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, June 14, 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  :   262,696:   157,818    220,446     19,071        783     23,101     12,937         63      9,387     20,724         48      3,657:   16,001     5,211
Old  :   262,696:   157,818    220,446     19,071        783     23,101     12,937         63      9,387     20,724         48      3,657:   16,001     5,211
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :    11,076:     5,204     10,175       -726       -338        145      1,380       -405      2,680      1,683     -1,009        578:      132      -750
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.1       83.9        7.3        0.3        8.8        4.9        0.0        3.6        7.9        0.0        1.4:      6.1       2.0
Old  :     100.0:      60.1       83.9        7.3        0.3        8.8        4.9        0.0        3.6        7.9        0.0        1.4:      6.1       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  :        60:        30         24          6          .          6          4          .          4          8          .          5:
Old  :        60:        30         24          6          .          6          4          .          4          8          .          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.7       54.2       43.8       72.7       22.1       50.8       32.9       62.7
Old  :                 27.7       54.2       43.8       72.7       22.1       50.8       32.9       62.7
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, June 14, 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  :   140,304:   125,414    101,192          0     22,490      3,592          0      1,604          0        287      3,665      2,229:    8,782     5,532
Old  :   140,304:   125,414    101,192          0     22,490      3,592          0      1,604          0        287      3,665      2,229:    8,782     5,532
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :     4,987:     2,555      3,205          0        335       -400          0         31          0       -171        279       -293:    3,296     1,830
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.4       72.1        0.0       16.0        2.6        0.0        1.1        0.0        0.2        2.6        1.6:      6.3       3.9
Old  :     100.0:      89.4       72.1        0.0       16.0        2.6        0.0        1.1        0.0        0.2        2.6        1.6:      6.3       3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        20         26          0          5          4          0          .          0          .          4          4:
Old  :        40:        20         26          0          5          4          0          .          0          .          4          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.9       46.1       82.0       64.3       55.1       41.8       64.7       54.3
Old  :                 67.9       46.1       82.0       64.3       55.1       41.8       64.7       54.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                   Code-023395
Disaggregated Commitments of Traders - Futures Only, June 14, 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  :   221,419:   183,562     75,234      1,894    113,870     12,604        627      3,752      5,104      1,925        887        465:   15,238     9,503
Old  :   221,419:   183,562     75,234      1,894    113,870     12,604        627      3,752      5,104      1,925        887        465:   15,238     9,503
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :     5,593:     5,279      4,405       -730        633        793       -313     -1,820        500      1,264          0         84:   -1,284       998
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.9       34.0        0.9       51.4        5.7        0.3        1.7        2.3        0.9        0.4        0.2:      6.9       4.3
Old  :     100.0:      82.9       34.0        0.9       51.4        5.7        0.3        1.7        2.3        0.9        0.4        0.2:      6.9       4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:        22         17          .         12          9          .          .          .          .          .          .:
Old  :        46:        22         17          .         12          9          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.0       45.2       67.4       69.4       45.5       41.9       60.9       60.5
Old  :                 49.0       45.2       67.4       69.4       45.5       41.9       60.9       60.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023396
Disaggregated Commitments of Traders - Futures Only, June 14, 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  :   809,827:   708,362    188,865     30,509    551,824     36,184        780      4,038     15,198        923      5,989      1,604:   16,267     6,125
Old  :   809,827:   708,362    188,865     30,509    551,824     36,184        780      4,038     15,198        923      5,989      1,604:   16,267     6,125
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :     5,584:     1,691     -3,421        188     11,522      1,149        780     -2,433        -27          0     -2,066          0:    1,803       860
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.5       23.3        3.8       68.1        4.5        0.1        0.5        1.9        0.1        0.7        0.2:      2.0       0.8
Old  :     100.0:      87.5       23.3        3.8       68.1        4.5        0.1        0.5        1.9        0.1        0.7        0.2:      2.0       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  :        63:        38         22          5         10         13          .          .          .          .          4          .:
Old  :        63:        38         22          5         10         13          .          .          .          .          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.9       45.6       55.3       72.9       31.4       44.6       47.9       70.0
Old  :                 33.9       45.6       55.3       72.9       31.4       44.6       47.9       70.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                       Code-023397
Disaggregated Commitments of Traders - Futures Only, June 14, 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  :   348,858:   304,545    219,402     20,903    115,120        768      1,046      2,134      3,105     10,341          0      1,373:    6,777     6,956
Old  :   348,858:   304,545    219,402     20,903    115,120        768      1,046      2,134      3,105     10,341          0      1,373:    6,777     6,956
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :      -152:     3,377        863        -30       -459        -31        456         62       -258     -3,914          0         62:      186      -391
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.3       62.9        6.0       33.0        0.2        0.3        0.6        0.9        3.0        0.0        0.4:      1.9       2.0
Old  :     100.0:      87.3       62.9        6.0       33.0        0.2        0.3        0.6        0.9        3.0        0.0        0.4:      1.9       2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        60:        31         31          4          9          .          .          .          .          .          0          .:
Old  :        60:        31         31          4          9          .          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.7       40.5       71.5       57.2       45.9       40.4       66.2       57.0
Old  :                 50.7       40.5       71.5       57.2       45.9       40.4       66.2       57.0
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, June 14, 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  :   289,383:   217,414    175,324     18,049     78,603     30,426      3,510          0      2,108     10,030      1,170        638:    7,208     1,114
Old  :   289,383:   217,414    175,324     18,049     78,603     30,426      3,510          0      2,108     10,030      1,170        638:    7,208     1,114
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :     4,665:     3,297      3,831        217       -521      1,629        999       -217         34     -1,510       -302        183:     -184        28
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.1       60.6        6.2       27.2       10.5        1.2        0.0        0.7        3.5        0.4        0.2:      2.5       0.4
Old  :     100.0:      75.1       60.6        6.2       27.2       10.5        1.2        0.0        0.7        3.5        0.4        0.2:      2.5       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  :        57:        28         33          4          9         10          .          0          .          .          .          .:
Old  :        57:        28         33          4          9         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  :                 49.5       39.4       67.7       58.1       48.8       33.7       61.9       48.5
Old  :                 49.5       39.4       67.7       58.1       48.8       33.7       61.9       48.5
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, June 14, 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  :   106,218:    95,919     58,026          0     34,024        178      3,650          0        513      2,200        925         60:    3,698    12,492
Old  :   106,218:    95,919     58,026          0     34,024        178      3,650          0        513      2,200        925         60:    3,698    12,492
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :       812:       132        175          0        877          0         31          0          0        984        -61       -179:     -156         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.3       54.6        0.0       32.0        0.2        3.4        0.0        0.5        2.1        0.9        0.1:      3.5      11.8
Old  :     100.0:      90.3       54.6        0.0       32.0        0.2        3.4        0.0        0.5        2.1        0.9        0.1:      3.5      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  :        32:        20         15          0          7          .          .          0          .          .          .          .:
Old  :        32:        20         15          0          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  :                 62.0       47.0       75.5       65.0       59.5       42.0       71.8       59.7
Old  :                 62.0       47.0       75.5       65.0       59.5       42.0       71.8       59.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV                                                                                    Code-02339E
Disaggregated Commitments of Traders - Futures Only, June 14, 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  :   129,625:    97,426     97,922     16,561      1,968      5,874        345      2,067        492          0     13,807      2,223:    6,704     5,272
Old  :   129,625:    97,426     97,922     16,561      1,968      5,874        345      2,067        492          0     13,807      2,223:    6,704     5,272
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :     1,580:     2,138      1,073        605          0       -180        -61         87         61          0      2,026     -1,008:       25      -479
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.2       75.5       12.8        1.5        4.5        0.3        1.6        0.4        0.0       10.7        1.7:      5.2       4.1
Old  :     100.0:      75.2       75.5       12.8        1.5        4.5        0.3        1.6        0.4        0.0       10.7        1.7:      5.2       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  :        42:        26         24          4          .          .          .          .          .          0          .          .:
Old  :        42:        26         24          4          .          .          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.1       33.5       71.4       58.3       49.9       31.9       64.0       54.7
Old  :                 54.1       33.5       71.4       58.3       49.9       31.9       64.0       54.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                                                                                                Code-02339Q
Disaggregated Commitments of Traders - Futures Only, June 14, 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  :    18,732:    18,274     12,810          0      5,862          0          0          0          0          0          0          0:      458        60
Old  :    18,732:    18,274     12,810          0      5,862          0          0          0          0          0          0          0:      458        60
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :     1,302:     1,054      1,302          0          0          0          0          0          0          0          0          0:      248         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      97.6       68.4        0.0       31.3        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      2.4       0.3
Old  :     100.0:      97.6       68.4        0.0       31.3        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      2.4       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  :        21:        14          9          0          .          0          0          0          0          0          0          0:
Old  :        21:        14          9          0          .          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  :                 65.8       76.4       88.4       95.5       53.8       68.3       69.8       78.5
Old  :                 65.8       76.4       88.4       95.5       53.8       68.3       69.8       78.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-02339U
Disaggregated Commitments of Traders - Futures Only, June 14, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   108,842:    90,395     23,606      1,288     73,874        302      6,667          0        611          0        554        650:    8,929     9,245
Old  :   108,842:    90,395     23,606      1,288     73,874        302      6,667          0        611          0        554        650:    8,929     9,245
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :       880:        58       -734          0      1,219          0      1,460          0          0          0        524        -90:     -548       -39
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.1       21.7        1.2       67.9        0.3        6.1        0.0        0.6        0.0        0.5        0.6:      8.2       8.5
Old  :     100.0:      83.1       21.7        1.2       67.9        0.3        6.1        0.0        0.6        0.0        0.5        0.6:      8.2       8.5
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  :        31:        17         11          .          8          .          .          0          .          0          .          .:
Old  :        31:        17         11          .          8          .          .          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  :                 68.1       56.2       79.5       74.4       67.2       56.2       77.4       73.0
Old  :                 68.1       56.2       79.5       74.4       67.2       56.2       77.4       73.0
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, June 14, 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  :   153,432:   109,230     59,999     31,949     78,385      5,269          0          0          0          0          0          0:    6,984     9,779
Old  :   153,432:   109,230     59,999     31,949     78,385      5,269          0          0          0          0          0          0:    6,984     9,779
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :     1,122:     2,143        296       -648        861        292          0          0          0          0          0          0:     -665      -327
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.2       39.1       20.8       51.1        3.4        0.0        0.0        0.0        0.0        0.0        0.0:      4.6       6.4
Old  :     100.0:      71.2       39.1       20.8       51.1        3.4        0.0        0.0        0.0        0.0        0.0        0.0:      4.6       6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        20         13          5          8          5          0          0          0          0          0          0:
Old  :        34:        20         13          5          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  :                 41.8       69.3       62.8       80.7       41.1       67.1       61.8       77.1
Old  :                 41.8       69.3       62.8       80.7       41.1       67.1       61.8       77.1
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, June 14, 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  :    74,763:    62,460     41,188      2,483     25,350        428          0      1,478          0          0          0          0:    9,392     6,319
Old  :    74,763:    62,460     41,188      2,483     25,350        428          0      1,478          0          0          0          0:    9,392     6,319
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :     1,398:     1,398      1,150          0          0          0          0        248          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.5       55.1        3.3       33.9        0.6        0.0        2.0        0.0        0.0        0.0        0.0:     12.6       8.5
Old  :     100.0:      83.5       55.1        3.3       33.9        0.6        0.0        2.0        0.0        0.0        0.0        0.0:     12.6       8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        15         11          .          .          .          0          .          0          0          0          0:
Old  :        24:        15         11          .          .          .          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  :                 54.2       61.7       73.1       83.7       52.7       61.3       67.2       79.4
Old  :                 54.2       61.7       73.1       83.7       52.7       61.3       67.2       79.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                                                                                                  Code-0233A2
Disaggregated Commitments of Traders - Futures Only, June 14, 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  :    20,783:    18,570     19,020          0          0          0          0        600          0        360          0          0:    1,853     1,163
Old  :    20,783:    18,570     19,020          0          0          0          0        600          0        360          0          0:    1,853     1,163
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :     2,158:     2,614      2,189          0          0          0          0          0          0          0          0          0:     -456       -31
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.4       91.5        0.0        0.0        0.0        0.0        2.9        0.0        1.7        0.0        0.0:      8.9       5.6
Old  :     100.0:      89.4       91.5        0.0        0.0        0.0        0.0        2.9        0.0        1.7        0.0        0.0:      8.9       5.6
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  :        21:         9         11          0          0          0          0          .          0          .          0          0:
Old  :        21:         9         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  :                 70.6       65.7       86.7       85.5       70.6       65.7       86.4       84.8
Old  :                 70.6       65.7       86.7       85.5       70.6       65.7       86.4       84.8
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, June 14, 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  :   342,928:   248,540    108,926     49,689    190,660     24,715      1,706        113      1,580        973      1,887      4,111:   11,614    10,936
Old  :   342,928:   248,540    108,926     49,689    190,660     24,715      1,706        113      1,580        973      1,887      4,111:   11,614    10,936
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :    10,610:     6,739      4,553       -604      2,375      2,715        703        113        557          0        582       -276:      776        -9
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.5       31.8       14.5       55.6        7.2        0.5        0.0        0.5        0.3        0.6        1.2:      3.4       3.2
Old  :     100.0:      72.5       31.8       14.5       55.6        7.2        0.5        0.0        0.5        0.3        0.6        1.2:      3.4       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  :        65:        40         28          4         11          7          .          .          .          .          .          .:
Old  :        65:        40         28          4         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  :                 29.4       53.4       48.1       70.0       27.4       53.0       45.9       67.3
Old  :                 29.4       53.4       48.1       70.0       27.4       53.0       45.9       67.3
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, June 14, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    79,083:    67,695     33,958      3,577     33,559        732        662        620        391          0        727        765:    5,261     8,331
Old  :    79,083:    67,695     33,958      3,577     33,559        732        662        620        391          0        727        765:    5,261     8,331
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :       803:     1,464      1,028       -126        178          0       -755          0         80          0       -285        295:     -155      -493
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.6       42.9        4.5       42.4        0.9        0.8        0.8        0.5        0.0        0.9        1.0:      6.7      10.5
Old  :     100.0:      85.6       42.9        4.5       42.4        0.9        0.8        0.8        0.5        0.0        0.9        1.0:      6.7      10.5
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  :        29:        16          9          .          6          .          .          .          .          0          .          .:
Old  :        29:        16          9          .          6          .          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.2       56.7       79.7       77.3       59.2       56.2       77.6       76.5
Old  :                 60.2       56.7       79.7       77.3       59.2       56.2       77.6       76.5
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, June 14, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    77,380:    29,676     40,117     33,552     14,226      3,277        180      7,644      1,116      3,165      5,153          0:    6,414     5,847
Old  :    77,380:    29,676     40,117     33,552     14,226      3,277        180      7,644      1,116      3,165      5,153          0:    6,414     5,847
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :     2,354:     1,465      1,143          0       -730        118        180        726        160          0        847       -181:      612       271
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.4       51.8       43.4       18.4        4.2        0.2        9.9        1.4        4.1        6.7        0.0:      8.3       7.6
Old  :     100.0:      38.4       51.8       43.4       18.4        4.2        0.2        9.9        1.4        4.1        6.7        0.0:      8.3       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  :        26:         9          8          5          4          6          .          .          .          .          .          0:
Old  :        26:         9          8          5          4          6          .          .          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.2       57.0       71.0       80.0       39.9       51.5       61.4       66.2
Old  :                 42.2       57.0       71.0       80.0       39.9       51.5       61.4       66.2
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, June 14, 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  :    46,899:    24,398     42,600     15,543         12      2,961      3,198          0          0          0          0          0:      799     1,326
Old  :    46,899:    24,398     42,600     15,543         12      2,961      3,198          0          0          0          0          0:      799     1,326
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :     2,418:     1,178      2,418      1,976          0          0          0          0          0          0          0          0:     -736         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.0       90.8       33.1        0.0        6.3        6.8        0.0        0.0        0.0        0.0        0.0:      1.7       2.8
Old  :     100.0:      52.0       90.8       33.1        0.0        6.3        6.8        0.0        0.0        0.0        0.0        0.0:      1.7       2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:         6         13          8          .          .          .          0          0          0          0          0:
Old  :        23:         6         13          8          .          .          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.3       66.9       72.3       81.5       35.8       65.2       55.2       71.0
Old  :                 45.3       66.9       72.3       81.5       35.8       65.2       55.2       71.0
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, June 14, 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  :   102,793:    48,495     83,879      8,766        606      6,184     20,989      8,190          0     17,580      3,030          0:      779       904
Old  :   102,793:    48,495     83,879      8,766        606      6,184     20,989      8,190          0     17,580      3,030          0:      779       904
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :     2,480:     1,240      2,480      1,240          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      47.2       81.6        8.5        0.6        6.0       20.4        8.0        0.0       17.1        2.9        0.0:      0.8       0.9
Old  :     100.0:      47.2       81.6        8.5        0.6        6.0       20.4        8.0        0.0       17.1        2.9        0.0:      0.8       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        69:        21         31          5          .          .          7          .          0          7          5          0:
Old  :        69:        21         31          5          .          .          7          .          0          7          5          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.5       46.1       56.6       66.3       35.3       40.6       51.8       52.8
Old  :                 36.5       46.1       56.6       66.3       35.3       40.6       51.8       52.8
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, June 14, 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  :    52,607:    50,745     52,367      1,284          0          0          0          0          0          0          0          0:      578       240
Old  :    52,607:    50,745     52,367      1,284          0          0          0          0          0          0          0          0:      578       240
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :     1,364:     1,488      1,364       -124          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      96.5       99.5        2.4        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      1.1       0.5
Old  :     100.0:      96.5       99.5        2.4        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      1.1       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        18         20          .          0          0          0          0          0          0          0          0:
Old  :        32:        18         20          .          0          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  :                 64.4       55.0       83.9       78.1       39.4       40.0       56.6       55.9
Old  :                 64.4       55.0       83.9       78.1       39.4       40.0       56.6       55.9
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, June 14, 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  :   205,875:   158,909    162,953     24,685     21,535     11,489        467          0      1,226          0          0          0:    9,099     8,672
Old  :   205,875:   158,909    162,953     24,685     21,535     11,489        467          0      1,226          0          0          0:    9,099     8,672
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :    -1,767:    -1,248     -1,993        -31      1,404       -424        186          0       -250          0          0          0:        0      -504
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.2       79.2       12.0       10.5        5.6        0.2        0.0        0.6        0.0        0.0        0.0:      4.4       4.2
Old  :     100.0:      77.2       79.2       12.0       10.5        5.6        0.2        0.0        0.6        0.0        0.0        0.0:      4.4       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  :        39:        30         28          .          5          4          .          0          .          0          0          0:
Old  :        39:        30         28          .          5          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  :                 59.5       53.8       72.8       72.3       57.9       45.9       64.9       57.4
Old  :                 59.5       53.8       72.8       72.3       57.9       45.9       64.9       57.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV                                                                                 Code-0233AW
Disaggregated Commitments of Traders - Futures Only, June 14, 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  :    28,509:    25,284     24,775      1,424          0          0          0        210          0        171          0        690:      940     2,834
Old  :    28,509:    25,284     24,775      1,424          0          0          0        210          0        171          0        690:      940     2,834
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :       744:       186        740        434          0          0          0          0          0          0          0          0:      124         4
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.7       86.9        5.0        0.0        0.0        0.0        0.7        0.0        0.6        0.0        2.4:      3.3       9.9
Old  :     100.0:      88.7       86.9        5.0        0.0        0.0        0.0        0.7        0.0        0.6        0.0        2.4:      3.3       9.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:         9         12          .          0          0          0          .          0          .          0          .:
Old  :        25:         9         12          .          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  :                 74.2       66.6       89.8       83.6       74.2       60.5       84.2       76.6
Old  :                 74.2       66.6       89.8       83.6       74.2       60.5       84.2       76.6
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, June 14, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    51,611:    35,828     41,677      3,531      1,064        458          0        135      1,190        490      1,782        196:    9,918     5,109
Old  :    51,611:    35,828     41,677      3,531      1,064        458          0        135      1,190        490      1,782        196:    9,918     5,109
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :    -1,468:    -1,854     -1,293          0          0          0          0        135      1,190       -496          0          0:     -308    -1,500
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.4       80.8        6.8        2.1        0.9        0.0        0.3        2.3        0.9        3.5        0.4:     19.2       9.9
Old  :     100.0:      69.4       80.8        6.8        2.1        0.9        0.0        0.3        2.3        0.9        3.5        0.4:     19.2       9.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        13         17          .          .          .          0          .          .          .          .          .:
Old  :        25:        13         17          .          .          .          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  :                 54.3       49.2       70.1       65.4       46.7       40.5       54.8       51.2
Old  :                 54.3       49.2       70.1       65.4       46.7       40.5       54.8       51.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV                                                                                     Code-0233B1
Disaggregated Commitments of Traders - Futures Only, June 14, 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  :   106,333:    89,321     56,400        967     19,458      6,631          0      4,501        742          0     12,144         60:    8,612     6,397
Old  :   106,333:    89,321     56,400        967     19,458      6,631          0      4,501        742          0     12,144         60:    8,612     6,397
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :      -199:      -589        569       -120          0        120          0        -22        -32          0       -794         60:      362      -100
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.0       53.0        0.9       18.3        6.2        0.0        4.2        0.7        0.0       11.4        0.1:      8.1       6.0
Old  :     100.0:      84.0       53.0        0.9       18.3        6.2        0.0        4.2        0.7        0.0       11.4        0.1:      8.1       6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        16         19          .          6          4          0          .          .          0          .          .:
Old  :        39:        16         19          .          6          4          0          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.8       43.4       77.8       62.3       59.8       35.9       73.8       53.7
Old  :                 59.8       43.4       77.8       62.3       59.8       35.9       73.8       53.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-0233BB
Disaggregated Commitments of Traders - Futures Only, June 14, 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  :   117,025:    81,828    106,780     12,696          0      1,003          0        438      1,116      7,494          0          0:   12,888     7,688
Old  :   117,025:    81,828    106,780     12,696          0      1,003          0        438      1,116      7,494          0          0:   12,888     7,688
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :       664:      -366        846      4,319          0          0          0          0          0          0          0          0:   -3,289      -182
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.9       91.2       10.8        0.0        0.9        0.0        0.4        1.0        6.4        0.0        0.0:     11.0       6.6
Old  :     100.0:      69.9       91.2       10.8        0.0        0.9        0.0        0.4        1.0        6.4        0.0        0.0:     11.0       6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        16         12          .          0          .          0          .          .          .          0          0:
Old  :        27:        16         12          .          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  :                 46.8       74.8       64.6       86.8       45.8       72.9       61.9       79.9
Old  :                 46.8       74.8       64.6       86.8       45.8       72.9       61.9       79.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV                                                                            Code-0233BC
Disaggregated Commitments of Traders - Futures Only, June 14, 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  :    99,909:    68,606     95,109     25,432      2,473        985        984          0          0          0          0          0:    3,902     1,342
Old  :    99,909:    68,606     95,109     25,432      2,473        985        984          0          0          0          0          0:    3,902     1,342
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :        86:      -252        415      2,988          0       -337          0          0          0          0          0          0:   -2,313         8
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.7       95.2       25.5        2.5        1.0        1.0        0.0        0.0        0.0        0.0        0.0:      3.9       1.3
Old  :     100.0:      68.7       95.2       25.5        2.5        1.0        1.0        0.0        0.0        0.0        0.0        0.0:      3.9       1.3
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  :        25:        13         12          6          .          4          .          0          0          0          0          0:
Old  :        25:        13         12          6          .          4          .          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  :                 56.8       67.7       80.2       88.9       53.0       59.8       71.6       75.6
Old  :                 56.8       67.7       80.2       88.9       53.0       59.8       71.6       75.6
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, June 14, 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  :   107,022:    95,989    101,428      2,049      2,003      1,039        310          0          0      1,459        279        248:    5,928     2,025
Old  :   107,022:    95,989    101,428      2,049      2,003      1,039        310          0          0      1,459        279        248:    5,928     2,025
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :     4,805:     3,995      4,619          0          0          0        310          0          0        395          0        -13:      118       199
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.7       94.8        1.9        1.9        1.0        0.3        0.0        0.0        1.4        0.3        0.2:      5.5       1.9
Old  :     100.0:      89.7       94.8        1.9        1.9        1.0        0.3        0.0        0.0        1.4        0.3        0.2:      5.5       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:        19         16          .          .          .          .          0          0          .          .          .:
Old  :        30:        19         16          .          .          .          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.2       56.1       77.6       81.0       55.1       51.2       66.1       73.9
Old  :                 61.2       56.1       77.6       81.0       55.1       51.2       66.1       73.9
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, June 14, 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  :   121,290:    81,023     64,844     13,859     30,411      5,918          0      1,798        914      2,592      9,362        550:   16,434     7,493
Old  :   121,290:    81,023     64,844     13,859     30,411      5,918          0      1,798        914      2,592      9,362        550:   16,434     7,493
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :    -3,514:    -4,031      1,435        237       -943        640          0      1,487        -54       -272     -2,265        104:     -138    -3,918
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.8       53.5       11.4       25.1        4.9        0.0        1.5        0.8        2.1        7.7        0.5:     13.5       6.2
Old  :     100.0:      66.8       53.5       11.4       25.1        4.9        0.0        1.5        0.8        2.1        7.7        0.5:     13.5       6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        22         21          4          6          7          0          .          .          .          .          .:
Old  :        43:        22         21          4          6          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  :                 39.6       41.9       57.3       64.0       25.6       31.6       39.2       48.0
Old  :                 39.6       41.9       57.3       64.0       25.6       31.6       39.2       48.0
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, June 14, 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  :    45,999:    34,230     42,334      4,936      2,130        270      3,684          0          0        496        449         31:    2,352       785
Old  :    45,999:    34,230     42,334      4,936      2,130        270      3,684          0          0        496        449         31:    2,352       785
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :     5,936:     3,233      5,936          0          0          0      2,232          0          0        496        -31         31:      -56         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.4       92.0       10.7        4.6        0.6        8.0        0.0        0.0        1.1        1.0        0.1:      5.1       1.7
Old  :     100.0:      74.4       92.0       10.7        4.6        0.6        8.0        0.0        0.0        1.1        1.0        0.1:      5.1       1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        19         15          .          .          .          .          0          0          .          .          .:
Old  :        31:        19         15          .          .          .          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.7       60.3       69.1       80.5       48.1       51.3       64.4       70.9
Old  :                 48.7       60.3       69.1       80.5       48.1       51.3       64.4       70.9
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, June 14, 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  :    45,906:    32,550     44,758     11,380          0        488          0          0          0          0        480          0:    1,488       180
Old  :    45,906:    32,550     44,758     11,380          0        488          0          0          0          0        480          0:    1,488       180
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :       -62:       961        -62     -1,023          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.9       97.5       24.8        0.0        1.1        0.0        0.0        0.0        0.0        1.0        0.0:      3.2       0.4
Old  :     100.0:      70.9       97.5       24.8        0.0        1.1        0.0        0.0        0.0        0.0        1.0        0.0:      3.2       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:        15         13          .          0          .          0          0          0          0          .          0:
Old  :        25:        15         13          .          0          .          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.7       75.5       81.9       93.9       55.0       74.2       79.4       89.5
Old  :                 55.7       75.5       81.9       93.9       55.0       74.2       79.4       89.5
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, June 14, 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  :   198,654:   149,452    141,350     17,850     26,526     15,975      1,517        641        894      4,129      4,057      2,408:    6,429     6,803
Old  :   198,654:   149,452    141,350     17,850     26,526     15,975      1,517        641        894      4,129      4,057      2,408:    6,429     6,803
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :      -623:     3,612     -3,325        -27      5,677     -3,910       -711        403        310       -734       -746         10:      827       958
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.2       71.2        9.0       13.4        8.0        0.8        0.3        0.5        2.1        2.0        1.2:      3.2       3.4
Old  :     100.0:      75.2       71.2        9.0       13.4        8.0        0.8        0.3        0.5        2.1        2.0        1.2:      3.2       3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        58:        32         29          4          5          7          .          .          .          .          4          4:
Old  :        58:        32         29          4          5          7          .          .          .          .          4          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.4       52.1       53.4       64.2       31.1       47.0       47.3       57.8
Old  :                 33.4       52.1       53.4       64.2       31.1       47.0       47.3       57.8
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, June 14, 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  :    93,699:    77,015     41,240      2,408     42,238      3,033          0          0          0          0          0          0:   11,243     7,188
Old  :    93,699:    77,015     41,240      2,408     42,238      3,033          0          0          0          0          0          0:   11,243     7,188
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :       208:    -1,389        148          0       -760        180          0          0          0     -1,735          0       -182:    3,334       822
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.2       44.0        2.6       45.1        3.2        0.0        0.0        0.0        0.0        0.0        0.0:     12.0       7.7
Old  :     100.0:      82.2       44.0        2.6       45.1        3.2        0.0        0.0        0.0        0.0        0.0        0.0:     12.0       7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        11          8          .          7          5          0          0          0          0          0          0:
Old  :        23:        11          8          .          7          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  :                 56.1       59.0       77.9       79.8       55.3       57.8       73.0       73.6
Old  :                 56.1       59.0       77.9       79.8       55.3       57.8       73.0       73.6
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, June 14, 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  :    86,276:    46,203     57,918     30,277     19,398      1,045          0          0          0          0          0          0:    8,751     7,915
Old  :    86,276:    46,203     57,918     30,277     19,398      1,045          0          0          0          0          0          0:    8,751     7,915
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :       797:       734        306          0          0          0          0          0          0          0          0          0:       63       491
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.6       67.1       35.1       22.5        1.2        0.0        0.0        0.0        0.0        0.0        0.0:     10.1       9.2
Old  :     100.0:      53.6       67.1       35.1       22.5        1.2        0.0        0.0        0.0        0.0        0.0        0.0:     10.1       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  :        26:         9         14          6          .          .          0          0          0          0          0          0:
Old  :        26:         9         14          6          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.0       61.1       75.1       76.6       48.8       55.8       65.5       68.7
Old  :                 54.0       61.1       75.1       76.6       48.8       55.8       65.5       68.7
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, June 14, 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  :    85,329:    50,016     50,736     25,069     25,676      3,388          0          0          0          0      2,024         61:    6,795     3,444
Old  :    85,329:    50,016     50,736     25,069     25,676      3,388          0          0          0          0      2,024         61:    6,795     3,444
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :     1,869:     2,752        888        677        825         32          0          0          0          0        -31          0:   -1,592       155
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.6       59.5       29.4       30.1        4.0        0.0        0.0        0.0        0.0        2.4        0.1:      8.0       4.0
Old  :     100.0:      58.6       59.5       29.4       30.1        4.0        0.0        0.0        0.0        0.0        2.4        0.1:      8.0       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  :        28:        17         13          .          .          .          0          0          0          0          .          .:
Old  :        28:        17         13          .          .          .          0          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.0       70.4       77.0       87.7       66.0       69.4       75.3       84.1
Old  :                 66.0       70.4       77.0       87.7       66.0       69.4       75.3       84.1
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, June 14, 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  :    92,630:    72,411     33,526      6,286     52,442      1,989          0          0          0      2,697          0          0:    9,247     4,673
Old  :    92,630:    72,411     33,526      6,286     52,442      1,989          0          0          0      2,697          0          0:    9,247     4,673
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :       582:       186        244          0        276          0          0          0          0          0          0          0:      396        62
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.2       36.2        6.8       56.6        2.1        0.0        0.0        0.0        2.9        0.0        0.0:     10.0       5.0
Old  :     100.0:      78.2       36.2        6.8       56.6        2.1        0.0        0.0        0.0        2.9        0.0        0.0:     10.0       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  :        27:        14          7          .          6          .          0          0          0          .          0          0:
Old  :        27:        14          7          .          6          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.0       72.7       75.0       88.9       58.0       70.5       75.0       85.9
Old  :                 58.0       72.7       75.0       88.9       58.0       70.5       75.0       85.9
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, June 14, 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  : 1,073,841:   147,584    138,436    152,173     50,187    108,006    228,877    272,428    208,661     36,157    143,258    120,410:   71,973    32,455
Old  : 1,073,841:   147,584    138,436    152,173     50,187    108,006    228,877    272,428    208,661     36,157    143,258    120,410:   71,973    32,455
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :    22,722:       876      6,828     -2,057      5,796     20,834     13,761        178    -12,605     -1,074      9,938        675:    2,312    -8,922
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.7       12.9       14.2        4.7       10.1       21.3       25.4       19.4        3.4       13.3       11.2:      6.7       3.0
Old  :     100.0:      13.7       12.9       14.2        4.7       10.1       21.3       25.4       19.4        3.4       13.3       11.2:      6.7       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  :       328:        34         31         21         10         26         76         58         79         44         60         76:
Old  :       328:        34         31         21         10         26         76         58         79         44         60         76:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.1       21.3       24.9       33.9        9.2       15.8       15.3       22.7
Old  :                 14.1       21.3       24.9       33.9        9.2       15.8       15.3       22.7
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, June 14, 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  :   275,695:    57,034     39,720     29,374     32,879     44,684     66,672     11,287     20,585     18,929     90,728     28,885:    9,532     6,927
Old  :   275,695:    57,034     39,720     29,374     32,879     44,684     66,672     11,287     20,585     18,929     90,728     28,885:    9,532     6,927
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :     8,823:    -4,029     -1,258        460        825       -607     12,522      7,285       -313         47      1,021      1,598:     -855       272
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      20.7       14.4       10.7       11.9       16.2       24.2        4.1        7.5        6.9       32.9       10.5:      3.5       2.5
Old  :     100.0:      20.7       14.4       10.7       11.9       16.2       24.2        4.1        7.5        6.9       32.9       10.5:      3.5       2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        69:        18         20          7          7         14          7          .         10         10         12         17:
Old  :        69:        18         20          7          7         14          7          .         10         10         12         17:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.8       42.4       54.7       57.1       33.9       37.4       43.9       44.8
Old  :                 39.8       42.4       54.7       57.1       33.9       37.4       43.9       44.8
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, June 14, 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  :   123,199:    14,457     26,234     32,949     24,892     20,926     15,430      7,547     11,400      6,237     13,967     12,555:    9,245     5,678
Old  :   123,199:    14,457     26,234     32,949     24,892     20,926     15,430      7,547     11,400      6,237     13,967     12,555:    9,245     5,678
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :    11,092:     4,005      1,253      7,412      4,427     -1,617     -1,867        238      2,783        146      2,547      2,135:   -1,905      -674
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.7       21.3       26.7       20.2       17.0       12.5        6.1        9.3        5.1       11.3       10.2:      7.5       4.6
Old  :     100.0:      11.7       21.3       26.7       20.2       17.0       12.5        6.1        9.3        5.1       11.3       10.2:      7.5       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  :        57:        10         12         10          4         13          5          6          9          8         12         17:
Old  :        57:        10         12         10          4         13          5          6          9          8         12         17:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       41.1       36.3       57.2       17.2       28.4       28.8       35.9
Old  :                 21.0       41.1       36.3       57.2       17.2       28.4       28.8       35.9
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, June 14, 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  :    25,203:     2,840      5,148      5,767      5,869      7,514      4,284        349      2,838        502      2,027      1,458:        0         0
Old  :    25,203:     2,840      5,148      5,767      5,869      7,514      4,284        349      2,838        502      2,027      1,458:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :      -273:         0          0        139        -17       -631        -92        162         12        -62       -160        361:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.3       20.4       22.9       23.3       29.8       17.0        1.4       11.3        2.0        8.0        5.8:      0.0       0.0
Old  :     100.0:      11.3       20.4       22.9       23.3       29.8       17.0        1.4       11.3        2.0        8.0        5.8:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:         4          .          4          .          6          5          .          5          .          8          8:
Old  :        29:         4          .          4          .          6          5          .          5          .          8          8:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.9       69.9       75.9       87.6       30.2       35.4       39.9       40.5
Old  :                 49.9       69.9       75.9       87.6       30.2       35.4       39.9       40.5
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, June 14, 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  : 1,384,682:   431,409    201,484     82,755    836,760    175,181     82,366     28,366     66,171    480,798     12,296     32,306:   33,696    32,118
Old  : 1,384,682:   431,409    201,484     82,755    836,760    175,181     82,366     28,366     66,171    480,798     12,296     32,306:   33,696    32,118
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :    17,148:     3,190      2,443     -1,012     17,880     -3,686         26      1,704        746     21,286       -608     -2,079:   -1,323       748
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.2       14.6        6.0       60.4       12.7        5.9        2.0        4.8       34.7        0.9        2.3:      2.4       2.3
Old  :     100.0:      31.2       14.6        6.0       60.4       12.7        5.9        2.0        4.8       34.7        0.9        2.3:      2.4       2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        98:        36         30          4         14         14          9          6         10         19          .         18:
Old  :        98:        36         30          4         14         14          9          6         10         19          .         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  :                 47.3       37.5       59.8       61.3       43.0       36.1       53.0       56.8
Old  :                 47.3       37.5       59.8       61.3       43.0       36.1       53.0       56.8
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, June 14, 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  :   346,295:    60,200     59,166    172,796    125,410     40,807     16,180     30,196     23,162      8,589     39,578     21,023:    3,538     6,953
Old  :   346,295:    60,200     59,166    172,796    125,410     40,807     16,180     30,196     23,162      8,589     39,578     21,023:    3,538     6,953
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :    15,114:     2,400        912       -424     -2,292      4,520      3,229      1,635      4,439     -1,477      4,467      1,564:      863      -131
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.4       17.1       49.9       36.2       11.8        4.7        8.7        6.7        2.5       11.4        6.1:      1.0       2.0
Old  :     100.0:      17.4       17.1       49.9       36.2       11.8        4.7        8.7        6.7        2.5       11.4        6.1:      1.0       2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        69:        13         14         13          7         16          6          8         12          8         11         14:
Old  :        69:        13         14         13          7         16          6          8         12          8         11         14:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.7       48.1       51.6       61.9       31.0       40.9       46.5       51.9
Old  :                 34.7       48.1       51.6       61.9       31.0       40.9       46.5       51.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06665G
Disaggregated Commitments of Traders - Futures Only, June 14, 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  :    28,349:    26,853     19,686          0      6,129        438          0          0          0        163        828        126:      769     1,142
Old  :    28,349:    26,853     19,686          0      6,129        438          0          0          0        163        828        126:      769     1,142
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :       541:       551        493          0          0          0          0          0          0          0         10        -10:        0        48
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.7       69.4        0.0       21.6        1.5        0.0        0.0        0.0        0.6        2.9        0.4:      2.7       4.0
Old  :     100.0:      94.7       69.4        0.0       21.6        1.5        0.0        0.0        0.0        0.6        2.9        0.4:      2.7       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  :        42:        24         24          0          6          .          0          0          0          .          4          4:
Old  :        42:        24         24          0          6          .          0          0          0          .          4          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.1       38.5       76.7       59.1       42.2       28.6       57.0       40.8
Old  :                 53.1       38.5       76.7       59.1       42.2       28.6       57.0       40.8
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, June 14, 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  :   147,919:   120,869    118,978      9,084     16,340      6,291      6,138      1,253      1,394      2,253      1,928        785:    1,105       950
Old  :   147,919:   120,869    118,978      9,084     16,340      6,291      6,138      1,253      1,394      2,253      1,928        785:    1,105       950
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :     6,473:     5,251      5,397       -255       -290        324        271        -60        902         -9        155        210:     -221      -165
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.7       80.4        6.1       11.0        4.3        4.1        0.8        0.9        1.5        1.3        0.5:      0.7       0.6
Old  :     100.0:      81.7       80.4        6.1       11.0        4.3        4.1        0.8        0.9        1.5        1.3        0.5:      0.7       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        88:        45         45          4          7          7          4          .          .         11         11          9:
Old  :        88:        45         45          4          7          7          4          .          .         11         11          9:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.1       44.4       66.9       62.6       17.5       22.7       24.6       27.5
Old  :                 49.1       44.4       66.9       62.6       17.5       22.7       24.6       27.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-06665P
Disaggregated Commitments of Traders - Futures Only, June 14, 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  :    74,141:    46,995     56,383      5,008      3,011      8,198      1,526      4,248         64     12,020      1,049          0:      330     1,188
Old  :    74,141:    46,995     56,383      5,008      3,011      8,198      1,526      4,248         64     12,020      1,049          0:      330     1,188
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :     2,567:     2,250      1,953        160         85          7        150        336          0          0          0          0:        0       186
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.4       76.0        6.8        4.1       11.1        2.1        5.7        0.1       16.2        1.4        0.0:      0.4       1.6
Old  :     100.0:      63.4       76.0        6.8        4.1       11.1        2.1        5.7        0.1       16.2        1.4        0.0:      0.4       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  :        35:        19         18          .          .          4          .          .          .          4          .          0:
Old  :        35:        19         18          .          .          4          .          .          .          4          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.0       47.1       76.6       70.4       26.7       21.8       32.7       29.6
Old  :                 51.0       47.1       76.6       70.4       26.7       21.8       32.7       29.6
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, June 14, 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  :    30,888:    24,982     23,174      1,553      3,388      1,665      1,085          0          0        190      1,125      1,178:      235       358
Old  :    30,888:    24,982     23,174      1,553      3,388      1,665      1,085          0          0        190      1,125      1,178:      235       358
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :      -218:       374          6       -280        -40       -266          0          0          0          0        165        -46:        0       -37
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.9       75.0        5.0       11.0        5.4        3.5        0.0        0.0        0.6        3.6        3.8:      0.8       1.2
Old  :     100.0:      80.9       75.0        5.0       11.0        5.4        3.5        0.0        0.0        0.6        3.6        3.8:      0.8       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  :        50:        26         26          .          7          5          .          0          0          .          5          4:
Old  :        50:        26         26          .          7          5          .          0          0          .          5          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.3       40.7       64.7       59.5       25.9       28.7       40.0       36.9
Old  :                 41.3       40.7       64.7       59.5       25.9       28.7       40.0       36.9
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, June 14, 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  :    16,948:     6,455     10,354      7,259      3,075        187          0          0          0      2,119      2,599        381:      547       352
Old  :    16,948:     6,455     10,354      7,259      3,075        187          0          0          0      2,119      2,599        381:      547       352
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :       410:       198        266          0          0          0          0          0          0        108        143         10:       94        -9
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.1       61.1       42.8       18.1        1.1        0.0        0.0        0.0       12.5       15.3        2.2:      3.2       2.1
Old  :     100.0:      38.1       61.1       42.8       18.1        1.1        0.0        0.0        0.0       12.5       15.3        2.2:      3.2       2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:        25         24          5          4          .          0          0          0          .          4          4:
Old  :        46:        25         24          5          4          .          0          0          0          .          4          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.0       49.4       69.3       69.8       51.6       47.4       64.1       65.2
Old  :                 56.0       49.4       69.3       69.8       51.6       47.4       64.1       65.2
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, June 14, 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  :    15,574:    13,493      9,889        450      4,877         82          0          0          0        270        126        105:    1,174       495
Old  :    15,574:    13,493      9,889        450      4,877         82          0          0          0        270        126        105:    1,174       495
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2016                                                                     :
     :        77:        26         85         90         12         -8          0          0          0          0          0          0:      -31       -12
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.6       63.5        2.9       31.3        0.5        0.0        0.0        0.0        1.7        0.8        0.7:      7.5       3.2
Old  :     100.0:      86.6       63.5        2.9       31.3        0.5        0.0        0.0        0.0        1.7        0.8        0.7:      7.5       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  :        29:        20         14          .          4          .          0          0          0          .          .          .:
Old  :        29:        20         14          .          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  :                 62.6       64.6       76.9       83.4       50.6       50.6       58.1       63.8
Old  :                 62.6       64.6       76.9       83.4       50.6       50.6       58.1       63.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 17, 2016