NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                                                               Code-023391
Disaggregated Commitments of Traders - Futures Only, August 30, 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  : 4,541,132: 2,253,156  1,056,924    481,550  2,586,456    172,100    593,933     35,638    219,287    389,893     69,875    375,490:   55,723    25,362
Old  : 4,541,132: 2,253,156  1,056,924    481,550  2,586,456    172,100    593,933     35,638    219,287    389,893     69,875    375,490:   55,723    25,362
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :  -221,718:  -201,308     26,539    -17,330    -64,121     -7,860     29,885        183    -44,690    141,570    -14,418   -112,953:   -9,032    -4,398
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.6       23.3       10.6       57.0        3.8       13.1        0.8        4.8        8.6        1.5        8.3:      1.2       0.6
Old  :     100.0:      49.6       23.3       10.6       57.0        3.8       13.1        0.8        4.8        8.6        1.5        8.3:      1.2       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       215:       112         95          4         20         21         21          6         22         29         15         35:
Old  :       215:       112         95          4         20         21         21          6         22         29         15         35:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.7       31.3       43.7       45.9       24.7       29.4       37.1       42.2
Old  :                 27.7       31.3       43.7       45.9       24.7       29.4       37.1       42.2
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, August 30, 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  :   180,193:    37,539     36,231     40,045     40,228     32,105      8,772     47,644      1,951     47,592     11,942      9,969:    2,220       123
Old  :   180,193:    37,539     36,231     40,045     40,228     32,105      8,772     47,644      1,951     47,592     11,942      9,969:    2,220       123
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :   -36,983:   -16,260     -6,489     -2,990     -9,137       -400     -5,861     12,245     -7,554      7,517    -14,240    -11,377:      -58       -31
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      20.8       20.1       22.2       22.3       17.8        4.9       26.4        1.1       26.4        6.6        5.5:      1.2       0.1
Old  :     100.0:      20.8       20.1       22.2       22.3       17.8        4.9       26.4        1.1       26.4        6.6        5.5:      1.2       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:        12         18         11          7         13          5          4          5          6         11          8:
Old  :        64:        12         18         11          7         13          5          4          5          6         11          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  :                 45.7       58.1       60.9       76.1       36.6       49.7       48.2       60.7
Old  :                 45.7       58.1       60.9       76.1       36.6       49.7       48.2       60.7
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, August 30, 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  :   238,565:   146,428    208,173     27,456      2,722     18,857      1,509          0      1,059     21,485        441      1,986:   19,785     5,327
Old  :   238,565:   146,428    208,173     27,456      2,722     18,857      1,509          0      1,059     21,485        441      1,986:   19,785     5,327
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :    -1,298:       736     -2,699        181        180          7        -23          0        514     -3,138         46        328:       97       326
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.4       87.3       11.5        1.1        7.9        0.6        0.0        0.4        9.0        0.2        0.8:      8.3       2.2
Old  :     100.0:      61.4       87.3       11.5        1.1        7.9        0.6        0.0        0.4        9.0        0.2        0.8:      8.3       2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        58:        32         27          4          .          6          .          0          .          9          .          4:
Old  :        58:        32         27          4          .          6          .          0          .          9          .          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  :                 36.5       55.2       52.5       73.2       32.1       51.6       43.6       62.2
Old  :                 36.5       55.2       52.5       73.2       32.1       51.6       43.6       62.2
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, August 30, 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  :   129,946:   113,777     92,965        417     19,222      4,786        138          0        686      2,372      4,949      1,978:    5,792     5,360
Old  :   129,946:   113,777     92,965        417     19,222      4,786        138          0        686      2,372      4,949      1,978:    5,792     5,360
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :     3,679:     1,817      3,008          0        454         60         61       -240        122      1,848       -238         60:     -289       453
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.6       71.5        0.3       14.8        3.7        0.1        0.0        0.5        1.8        3.8        1.5:      4.5       4.1
Old  :     100.0:      87.6       71.5        0.3       14.8        3.7        0.1        0.0        0.5        1.8        3.8        1.5:      4.5       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  :        38:        21         24          .          4          4          .          0          .          .          .          .:
Old  :        38:        21         24          .          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  :                 59.0       41.5       78.7       61.6       49.8       35.7       60.2       47.4
Old  :                 59.0       41.5       78.7       61.6       49.8       35.7       60.2       47.4
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, August 30, 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  :   193,940:   159,602     71,723      2,451    100,210     10,534        412          0      2,005      1,674      1,642        294:   16,968     7,532
Old  :   193,940:   159,602     71,723      2,451    100,210     10,534        412          0      2,005      1,674      1,642        294:   16,968     7,532
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :    -3,079:    -4,417     -1,946          0     -2,069        672        258       -346        -14       -689        272        230:      881       122
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.3       37.0        1.3       51.7        5.4        0.2        0.0        1.0        0.9        0.8        0.2:      8.7       3.9
Old  :     100.0:      82.3       37.0        1.3       51.7        5.4        0.2        0.0        1.0        0.9        0.8        0.2:      8.7       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  :        47:        22         21          .         12          8          .          0          .          .          .          .:
Old  :        47:        22         21          .         12          8          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.8       42.6       67.0       63.8       42.7       42.5       59.4       58.8
Old  :                 48.8       42.6       67.0       63.8       42.7       42.5       59.4       58.8
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, August 30, 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  :   799,907:   728,768    168,230     20,392    585,808     35,015          0        230      2,676        210      1,321      1,485:   11,361     5,142
Old  :   799,907:   728,768    168,230     20,392    585,808     35,015          0        230      2,676        210      1,321      1,485:   11,361     5,142
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :    12,745:    11,999      4,090       -788      9,683      3,841        -11        230         95        -48     -2,506     -1,023:   -1,320    -1,665
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.1       21.0        2.5       73.2        4.4        0.0        0.0        0.3        0.0        0.2        0.2:      1.4       0.6
Old  :     100.0:      91.1       21.0        2.5       73.2        4.4        0.0        0.0        0.3        0.0        0.2        0.2:      1.4       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        61:        39         24          7          9         15          0          .          .          .          .          .:
Old  :        61:        39         24          7          9         15          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.4       50.5       57.3       76.1       31.2       50.0       49.2       73.5
Old  :                 34.4       50.5       57.3       76.1       31.2       50.0       49.2       73.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                       Code-023397
Disaggregated Commitments of Traders - Futures Only, August 30, 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  :   342,889:   315,524    217,220     15,814    107,566      4,382          0      2,154        284        802      3,020        272:    5,811     7,991
Old  :   342,889:   315,524    217,220     15,814    107,566      4,382          0      2,154        284        802      3,020        272:    5,811     7,991
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :     9,134:     9,522       -574     -2,883      7,014      2,342          0       -757         25        632          0       -121:     -383     1,205
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.0       63.3        4.6       31.4        1.3        0.0        0.6        0.1        0.2        0.9        0.1:      1.7       2.3
Old  :     100.0:      92.0       63.3        4.6       31.4        1.3        0.0        0.6        0.1        0.2        0.9        0.1:      1.7       2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        59:        31         33          4          9          7          0          .          .          .          .          .:
Old  :        59:        31         33          4          9          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  :                 64.5       36.5       78.9       55.9       62.2       36.0       75.3       54.4
Old  :                 64.5       36.5       78.9       55.9       62.2       36.0       75.3       54.4
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, August 30, 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  :   265,662:   209,048    147,134     16,936     84,676     29,007      1,118          0        231          0      2,183        695:    8,627     1,736
Old  :   265,662:   209,048    147,134     16,936     84,676     29,007      1,118          0        231          0      2,183        695:    8,627     1,736
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :     5,739:     3,590      4,251        730         85        212        120          0       -120          0        750         30:    1,177       531
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.7       55.4        6.4       31.9       10.9        0.4        0.0        0.1        0.0        0.8        0.3:      3.2       0.7
Old  :     100.0:      78.7       55.4        6.4       31.9       10.9        0.4        0.0        0.1        0.0        0.8        0.3:      3.2       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        55:        33         34          4          9         10          .          0          .          0          .          .:
Old  :        55:        33         34          4          9         10          .          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  :                 54.7       38.1       69.0       57.9       53.0       30.6       61.4       46.0
Old  :                 54.7       38.1       69.0       57.9       53.0       30.6       61.4       46.0
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, August 30, 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  :    98,255:    89,027     38,492        224     42,740      1,213        673          0      1,463          0      3,067      1,258:    4,397    10,022
Old  :    98,255:    89,027     38,492        224     42,740      1,213        673          0      1,463          0      3,067      1,258:    4,397    10,022
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :     9,467:     8,533        690          0      9,610        365        673       -265       -272          0      2,425          0:      168    -3,086
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.6       39.2        0.2       43.5        1.2        0.7        0.0        1.5        0.0        3.1        1.3:      4.5      10.2
Old  :     100.0:      90.6       39.2        0.2       43.5        1.2        0.7        0.0        1.5        0.0        3.1        1.3:      4.5      10.2
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  :        33:        19         15          .          8          .          .          0          .          0          .          .:
Old  :        33:        19         15          .          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  :                 66.4       41.3       78.9       60.9       60.5       40.8       71.9       59.1
Old  :                 66.4       41.3       78.9       60.9       60.5       40.8       71.9       59.1
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, August 30, 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  :   116,305:    92,848     84,561      6,885      1,356      9,211        211        698        776          0     14,231      1,534:    4,840     3,938
Old  :   116,305:    92,848     84,561      6,885      1,356      9,211        211        698        776          0     14,231      1,534:    4,840     3,938
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :     3,778:     3,967      3,837        118          0          0          1       -556       -275          0        146         35:      -68       591
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.8       72.7        5.9        1.2        7.9        0.2        0.6        0.7        0.0       12.2        1.3:      4.2       3.4
Old  :     100.0:      79.8       72.7        5.9        1.2        7.9        0.2        0.6        0.7        0.0       12.2        1.3:      4.2       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  :        41:        28         24          .          .          .          .          .          .          0          .          .:
Old  :        41:        28         24          .          .          .          .          .          .          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  :                 54.5       34.2       72.3       56.9       48.0       31.9       58.0       51.0
Old  :                 54.5       34.2       72.3       56.9       48.0       31.9       58.0       51.0
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, August 30, 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  :   100,706:    86,741     16,751      2,185     69,554        681        191          0        810          0      5,319          0:   10,098     7,591
Old  :   100,706:    86,741     16,751      2,185     69,554        681        191          0        810          0      5,319          0:   10,098     7,591
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :       567:       781         60        -60       -695          0       -604          0          8          0      1,175          0:      442        19
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.1       16.6        2.2       69.1        0.7        0.2        0.0        0.8        0.0        5.3        0.0:     10.0       7.5
Old  :     100.0:      86.1       16.6        2.2       69.1        0.7        0.2        0.0        0.8        0.0        5.3        0.0:     10.0       7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        17          9          .          7          .          .          0          .          0          .          0:
Old  :        28:        17          9          .          7          .          .          0          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.8       59.4       76.2       80.0       60.8       59.4       74.1       76.7
Old  :                 60.8       59.4       76.2       80.0       60.8       59.4       74.1       76.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV                                                                        Code-02339W
Disaggregated Commitments of Traders - Futures Only, August 30, 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  :   147,769:   111,117     56,861     26,096     79,324      4,311          0          0          0          0          0          0:    6,245     7,273
Old  :   147,769:   111,117     56,861     26,096     79,324      4,311          0          0          0          0          0          0:    6,245     7,273
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :     1,011:       861      1,007          0       -238          0          0          0          0          0          0          0:      150       242
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.2       38.5       17.7       53.7        2.9        0.0        0.0        0.0        0.0        0.0        0.0:      4.2       4.9
Old  :     100.0:      75.2       38.5       17.7       53.7        2.9        0.0        0.0        0.0        0.0        0.0        0.0:      4.2       4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        20         15          4          9          4          0          0          0          0          0          0:
Old  :        37:        20         15          4          9          4          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.4       71.1       66.7       83.0       46.2       68.5       66.1       79.8
Old  :                 46.4       71.1       66.7       83.0       46.2       68.5       66.1       79.8
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, August 30, 2016                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    67,250:    56,123     39,176      2,678     24,086        428          0          0          0          0          0          0:    8,021     3,560
Old  :    67,250:    56,123     39,176      2,678     24,086        428          0          0          0          0          0          0:    8,021     3,560
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :       490:       524        676         30          0          0          0          0          0          0          0          0:      -64      -186
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.5       58.3        4.0       35.8        0.6        0.0        0.0        0.0        0.0        0.0        0.0:     11.9       5.3
Old  :     100.0:      83.5       58.3        4.0       35.8        0.6        0.0        0.0        0.0        0.0        0.0        0.0:     11.9       5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        18         14          .          .          .          0          0          0          0          0          0:
Old  :        27:        18         14          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.5       63.8       71.4       86.2       48.4       62.4       65.3       80.5
Old  :                 49.5       63.8       71.4       86.2       48.4       62.4       65.3       80.5
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, August 30, 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  :    20,447:    13,729     19,130        736          0         61      4,129          0          0          0          0          0:    1,792     1,256
Old  :    20,447:    13,729     19,130        736          0         61      4,129          0          0          0          0          0:    1,792     1,256
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :     1,530:      -600      1,500        518          0          0      1,680          0          0          0          0          0:      -68        30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.1       93.6        3.6        0.0        0.3       20.2        0.0        0.0        0.0        0.0        0.0:      8.8       6.1
Old  :     100.0:      67.1       93.6        3.6        0.0        0.3       20.2        0.0        0.0        0.0        0.0        0.0:      8.8       6.1
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  :        23:         9         13          .          0          .          .          0          0          0          0          0:
Old  :        23:         9         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  :                 60.2       57.9       84.6       82.9       59.1       57.9       78.6       81.0
Old  :                 60.2       57.9       84.6       82.9       59.1       57.9       78.6       81.0
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, August 30, 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  :   397,733:   290,709    150,680     61,083    190,848     32,339      1,174      7,574          0      1,643      1,601      3,263:    7,522    11,428
Old  :   397,733:   290,709    150,680     61,083    190,848     32,339      1,174      7,574          0      1,643      1,601      3,263:    7,522    11,428
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :    35,069:    31,600     29,824        -89        332      2,213         -4      2,748       -120      1,643       -180        609:     -783      -357
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.1       37.9       15.4       48.0        8.1        0.3        1.9        0.0        0.4        0.4        0.8:      1.9       2.9
Old  :     100.0:      73.1       37.9       15.4       48.0        8.1        0.3        1.9        0.0        0.4        0.4        0.8:      1.9       2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        66:        41         31          5          9          8          .          .          0          .          .          .:
Old  :        66:        41         31          5          9          8          .          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.4       49.5       53.4       63.7       27.9       46.1       43.7       56.6
Old  :                 35.4       49.5       53.4       63.7       27.9       46.1       43.7       56.6
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, August 30, 2016                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    76,978:    66,235     32,477        998     32,424        730          0      3,091        418          0      3,214         31:    8,566     4,593
Old  :    76,978:    66,235     32,477        998     32,424        730          0      3,091        418          0      3,214         31:    8,566     4,593
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :     2,692:     3,000        546          0      1,222         92          0        -31          0          0      1,442          0:     -400      -579
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.0       42.2        1.3       42.1        0.9        0.0        4.0        0.5        0.0        4.2        0.0:     11.1       6.0
Old  :     100.0:      86.0       42.2        1.3       42.1        0.9        0.0        4.0        0.5        0.0        4.2        0.0:     11.1       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  :        32:        17         12          .          7          4          0          .          .          0          .          .:
Old  :        32:        17         12          .          7          4          0          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.5       49.1       78.6       70.7       61.5       48.0       74.5       66.9
Old  :                 62.5       49.1       78.6       70.7       61.5       48.0       74.5       66.9
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, August 30, 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  :    68,361:    24,205     44,485     29,809     11,209      3,256        995          0        695      3,302      3,050        728:    5,371     4,938
Old  :    68,361:    24,205     44,485     29,809     11,209      3,256        995          0        695      3,302      3,050        728:    5,371     4,938
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :      -809:      -445     -1,722        -90          0          0     -1,220          0         11          0        840          0:      935        62
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.4       65.1       43.6       16.4        4.8        1.5        0.0        1.0        4.8        4.5        1.1:      7.9       7.2
Old  :     100.0:      35.4       65.1       43.6       16.4        4.8        1.5        0.0        1.0        4.8        4.5        1.1:      7.9       7.2
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:        10          8          6          .          7          .          0          .          .          .          .:
Old  :        26:        10          8          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  :                 41.2       59.2       69.0       82.1       38.8       53.9       61.8       67.6
Old  :                 41.2       59.2       69.0       82.1       38.8       53.9       61.8       67.6
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, August 30, 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  :    79,932:    44,705     60,161     13,660      5,442      4,752     14,786      1,680          0        786      7,292          0:    1,243       605
Old  :    79,932:    44,705     60,161     13,660      5,442      4,752     14,786      1,680          0        786      7,292          0:    1,243       605
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :    22,468:    19,298     15,634       -161        810      1,200      1,770      1,680          0        -60      4,740          0:      421    -1,596
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.9       75.3       17.1        6.8        5.9       18.5        2.1        0.0        1.0        9.1        0.0:      1.6       0.8
Old  :     100.0:      55.9       75.3       17.1        6.8        5.9       18.5        2.1        0.0        1.0        9.1        0.0:      1.6       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        60:        23         25          6          .          4          .          .          0          .          6          0:
Old  :        60:        23         25          6          .          4          .          .          0          .          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  :                 36.0       40.9       54.8       60.9       33.3       38.4       50.2       52.5
Old  :                 36.0       40.9       54.8       60.9       33.3       38.4       50.2       52.5
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, August 30, 2016                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   115,899:    71,608     86,929     16,146      5,036      2,445     21,482      4,978          0      2,277     14,391        772:    1,169     1,348
Old  :   115,899:    71,608     86,929     16,146      5,036      2,445     21,482      4,978          0      2,277     14,391        772:    1,169     1,348
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :    22,048:    20,388     14,648         39        889        251      1,770      1,680          0       -801      4,058        772:     -371      -250
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.8       75.0       13.9        4.3        2.1       18.5        4.3        0.0        2.0       12.4        0.7:      1.0       1.2
Old  :     100.0:      61.8       75.0       13.9        4.3        2.1       18.5        4.3        0.0        2.0       12.4        0.7:      1.0       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  :        73:        31         38          5          4          4          .          .          0          4          7          .:
Old  :        73:        31         38          5          4          4          .          .          0          4          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  :                 28.5       29.9       51.2       47.8       27.9       26.9       46.1       42.1
Old  :                 28.5       29.9       51.2       47.8       27.9       26.9       46.1       42.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                                                                                            Code-0233AM
Disaggregated Commitments of Traders - Futures Only, August 30, 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  :    48,394:    45,503     45,673      2,490          0          0          0          0          0          0        687         93:      308     1,941
Old  :    48,394:    45,503     45,673      2,490          0          0          0          0          0          0        687         93:      308     1,941
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :     6,120:     5,495      5,293      1,324          0          0          0          0          0          0        687         93:     -792        47
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.0       94.4        5.1        0.0        0.0        0.0        0.0        0.0        0.0        1.4        0.2:      0.6       4.0
Old  :     100.0:      94.0       94.4        5.1        0.0        0.0        0.0        0.0        0.0        0.0        1.4        0.2:      0.6       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  :        37:        16         28          .          0          0          0          0          0          0          .          .:
Old  :        37:        16         28          .          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  :                 59.6       47.7       81.9       67.7       58.5       43.8       79.2       63.8
Old  :                 59.6       47.7       81.9       67.7       58.5       43.8       79.2       63.8
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, August 30, 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  :   221,760:   172,108    168,853     31,457     28,908     12,495          0        483        911          0          0          0:    4,789    10,110
Old  :   221,760:   172,108    168,853     31,457     28,908     12,495          0        483        911          0          0          0:    4,789    10,110
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :     5,416:     5,293      3,042      1,432      1,362       -934        -69        483       -368          0          0          0:       62     1,831
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.6       76.1       14.2       13.0        5.6        0.0        0.2        0.4        0.0        0.0        0.0:      2.2       4.6
Old  :     100.0:      77.6       76.1       14.2       13.0        5.6        0.0        0.2        0.4        0.0        0.0        0.0:      2.2       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  :        41:        33         28          .          4          5          0          .          .          0          0          0:
Old  :        41:        33         28          .          4          5          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.6       52.7       65.8       70.8       47.1       39.7       57.6       50.9
Old  :                 50.6       52.7       65.8       70.8       47.1       39.7       57.6       50.9
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, August 30, 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  :    31,545:    27,754     25,769      2,327          0          0          0          0          0          0        492        217:    1,247     5,067
Old  :    31,545:    27,754     25,769      2,327          0          0          0          0          0          0        492        217:    1,247     5,067
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :       721:       271      1,111        210          0          0          0          0          0          0       -660          0:      240       270
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.0       81.7        7.4        0.0        0.0        0.0        0.0        0.0        0.0        1.6        0.7:      4.0      16.1
Old  :     100.0:      88.0       81.7        7.4        0.0        0.0        0.0        0.0        0.0        0.0        1.6        0.7:      4.0      16.1
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  :        26:        13         16          .          0          0          0          0          0          0          .          .:
Old  :        26:        13         16          .          0          0          0          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.7       53.7       87.6       71.1       75.7       48.8       85.8       66.2
Old  :                 75.7       53.7       87.6       71.1       75.7       48.8       85.8       66.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV                                                                     Code-0233AY
Disaggregated Commitments of Traders - Futures Only, August 30, 2016                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    49,111:    31,749     40,209      8,982        297      1,310          0          0          0        711          0        483:    5,876     6,812
Old  :    49,111:    31,749     40,209      8,982        297      1,310          0          0          0        711          0        483:    5,876     6,812
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :       885:       360        540        428          0          0          0          0          0         -2          0        -59:      158       404
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.6       81.9       18.3        0.6        2.7        0.0        0.0        0.0        1.4        0.0        1.0:     12.0      13.9
Old  :     100.0:      64.6       81.9       18.3        0.6        2.7        0.0        0.0        0.0        1.4        0.0        1.0:     12.0      13.9
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  :        24:        14         16          .          .          .          0          0          0          .          0          .:
Old  :        24:        14         16          .          .          .          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.5       52.9       74.9       66.0       57.3       48.0       67.6       58.4
Old  :                 60.5       52.9       74.9       66.0       57.3       48.0       67.6       58.4
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, August 30, 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  :    94,756:    83,383     60,104        911     18,956      4,739          0      3,123        711          0      1,156        184:    4,828     5,783
Old  :    94,756:    83,383     60,104        911     18,956      4,739          0      3,123        711          0      1,156        184:    4,828     5,783
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :     1,484:     1,668        250          0          0          0          0          0          0          0      1,156        184:     -368      -106
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.0       63.4        1.0       20.0        5.0        0.0        3.3        0.8        0.0        1.2        0.2:      5.1       6.1
Old  :     100.0:      88.0       63.4        1.0       20.0        5.0        0.0        3.3        0.8        0.0        1.2        0.2:      5.1       6.1
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:        21         24          .          6          4          0          .          .          0          .          .:
Old  :        42:        21         24          .          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  :                 58.7       42.5       74.1       61.3       55.7       34.6       63.9       50.8
Old  :                 58.7       42.5       74.1       61.3       55.7       34.6       63.9       50.8
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, August 30, 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  :   127,257:    97,530    118,074     12,818          0      1,506      5,146          0        578      3,577          0         30:    6,072     7,069
Old  :   127,257:    97,530    118,074     12,818          0      1,506      5,146          0        578      3,577          0         30:    6,072     7,069
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :     6,643:     3,246      6,022      2,796          0         37        212          0          0       -150          0         30:      472       554
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.6       92.8       10.1        0.0        1.2        4.0        0.0        0.5        2.8        0.0        0.0:      4.8       5.6
Old  :     100.0:      76.6       92.8       10.1        0.0        1.2        4.0        0.0        0.5        2.8        0.0        0.0:      4.8       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  :        28:        18         16          .          0          .          .          0          .          .          0          .:
Old  :        28:        18         16          .          0          .          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.8       77.0       69.8       87.9       49.4       75.9       67.5       82.5
Old  :                 50.8       77.0       69.8       87.9       49.4       75.9       67.5       82.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV                                                                            Code-0233BC
Disaggregated Commitments of Traders - Futures Only, August 30, 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  :    97,165:    62,972     92,732     28,793      1,433        642          0          0          0        240          0          0:    4,518     2,358
Old  :    97,165:    62,972     92,732     28,793      1,433        642          0          0          0        240          0          0:    4,518     2,358
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :      -244:        66       -399       -765          0        155          0          0          0        240          0          0:       60         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.8       95.4       29.6        1.5        0.7        0.0        0.0        0.0        0.2        0.0        0.0:      4.6       2.4
Old  :     100.0:      64.8       95.4       29.6        1.5        0.7        0.0        0.0        0.0        0.2        0.0        0.0:      4.6       2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        12         13          8          .          4          0          0          0          .          0          0:
Old  :        26:        12         13          8          .          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  :                 53.1       72.4       76.3       89.9       49.4       65.3       68.2       76.9
Old  :                 53.1       72.4       76.3       89.9       49.4       65.3       68.2       76.9
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, August 30, 2016                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   105,964:    95,624     91,713        822      8,825      2,346          0          0          0      1,545          0          0:    5,627     3,080
Old  :   105,964:    95,624     91,713        822      8,825      2,346          0          0          0      1,545          0          0:    5,627     3,080
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :     2,485:     2,260      1,872          0         62          0          0          0          0        217          0          0:        8       551
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.2       86.6        0.8        8.3        2.2        0.0        0.0        0.0        1.5        0.0        0.0:      5.3       2.9
Old  :     100.0:      90.2       86.6        0.8        8.3        2.2        0.0        0.0        0.0        1.5        0.0        0.0:      5.3       2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        19         16          .          .          .          0          0          0          .          0          0:
Old  :        29:        19         16          .          .          .          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  :                 64.9       52.7       78.6       76.3       53.2       46.5       60.5       62.8
Old  :                 64.9       52.7       78.6       76.3       53.2       46.5       60.5       62.8
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, August 30, 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  :   116,751:    77,198     61,361     12,267     30,484      8,310        975          0        838          0      4,168      2,365:   14,798     9,225
Old  :   116,751:    77,198     61,361     12,267     30,484      8,310        975          0        838          0      4,168      2,365:   14,798     9,225
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :     8,545:     7,033       -146        548      4,230        -28        214          0        -28       -568      4,168        776:      598      -427
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.1       52.6       10.5       26.1        7.1        0.8        0.0        0.7        0.0        3.6        2.0:     12.7       7.9
Old  :     100.0:      66.1       52.6       10.5       26.1        7.1        0.8        0.0        0.7        0.0        3.6        2.0:     12.7       7.9
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  :        44:        24         25          4          6          7          .          0          .          0          .          .:
Old  :        44:        24         25          4          6          7          .          0          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.5       38.1       52.2       59.6       24.8       29.2       38.5       44.3
Old  :                 31.5       38.1       52.2       59.6       24.8       29.2       38.5       44.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                                                                                                 Code-0233BQ
Disaggregated Commitments of Traders - Futures Only, August 30, 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  :    15,107:    14,110     10,749        814        240          0          0          0          0          0      3,193          0:      183       925
Old  :    15,107:    14,110     10,749        814        240          0          0          0          0          0      3,193          0:      183       925
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      93.4       71.2        5.4        1.6        0.0        0.0        0.0        0.0        0.0       21.1        0.0:      1.2       6.1
Old  :     100.0:      93.4       71.2        5.4        1.6        0.0        0.0        0.0        0.0        0.0       21.1        0.0:      1.2       6.1
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  :        20:         9          9          .          .          0          0          0          0          0          .          0:
Old  :        20:         9          9          .          .          0          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.3       69.6       94.8       87.6       81.3       69.6       93.1       82.7
Old  :                 81.3       69.6       94.8       87.6       81.3       69.6       93.1       82.7
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, August 30, 2016                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    47,586:    34,692     44,060      5,625      2,972          0        248          0          0      5,372          0          0:    1,649       554
Old  :    47,586:    34,692     44,060      5,625      2,972          0        248          0          0      5,372          0          0:    1,649       554
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :     2,562:     1,740        822        210      1,740          0          0          0          0        792          0          0:     -180         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.9       92.6       11.8        6.2        0.0        0.5        0.0        0.0       11.3        0.0        0.0:      3.5       1.2
Old  :     100.0:      72.9       92.6       11.8        6.2        0.0        0.5        0.0        0.0       11.3        0.0        0.0:      3.5       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        20         18          .          .          0          .          0          0          5          0          0:
Old  :        34:        20         18          .          .          0          .          0          0          5          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.9       60.7       64.2       83.2       35.1       55.2       58.5       72.1
Old  :                 37.9       60.7       64.2       83.2       35.1       55.2       58.5       72.1
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, August 30, 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  :    48,877:    34,842     48,199     12,850          0          0          0        434          0        330          0          0:      855       244
Old  :    48,877:    34,842     48,199     12,850          0          0          0        434          0        330          0          0:      855       244
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :     7,399:     3,043      7,339      4,210          0          0          0          0          0        330          0          0:     -184        60
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.3       98.6       26.3        0.0        0.0        0.0        0.9        0.0        0.7        0.0        0.0:      1.7       0.5
Old  :     100.0:      71.3       98.6       26.3        0.0        0.0        0.0        0.9        0.0        0.7        0.0        0.0:      1.7       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  :        30:        17         15          .          0          0          0          .          0          .          0          0:
Old  :        30:        17         15          .          0          0          0          .          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.7       67.8       73.8       90.3       49.7       63.3       71.7       80.6
Old  :                 49.7       67.8       73.8       90.3       49.7       63.3       71.7       80.6
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, August 30, 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  :   195,040:   149,563    122,616     15,027     47,103     12,877      1,380          0      1,016      7,307      5,212      1,278:    6,592     4,938
Old  :   195,040:   149,563    122,616     15,027     47,103     12,877      1,380          0      1,016      7,307      5,212      1,278:    6,592     4,938
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :     5,305:     5,899       -902       -180      6,957       -135        476          0        554         44      1,279        -16:   -1,337    -2,432
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.7       62.9        7.7       24.2        6.6        0.7        0.0        0.5        3.7        2.7        0.7:      3.4       2.5
Old  :     100.0:      76.7       62.9        7.7       24.2        6.6        0.7        0.0        0.5        3.7        2.7        0.7:      3.4       2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        62:        36         28          .          6          7          .          0          .          .          7          4:
Old  :        62:        36         28          .          6          7          .          0          .          .          7          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.3       53.4       47.7       65.2       24.4       46.8       38.5       55.8
Old  :                 29.3       53.4       47.7       65.2       24.4       46.8       38.5       55.8
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, August 30, 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  :   107,643:    88,592     65,413      5,569     34,943      2,270      2,321          0         60          0          0          0:    8,831     4,957
Old  :   107,643:    88,592     65,413      5,569     34,943      2,270      2,321          0         60          0          0          0:    8,831     4,957
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :     1,815:    -1,601      4,227        919       -518        849      2,321          0         60          0          0          0:     -733    -2,803
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.3       60.8        5.2       32.5        2.1        2.2        0.0        0.1        0.0        0.0        0.0:      8.2       4.6
Old  :     100.0:      82.3       60.8        5.2       32.5        2.1        2.2        0.0        0.1        0.0        0.0        0.0:      8.2       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  :        29:        15         15          .          6          5          .          0          .          0          0          0:
Old  :        29:        15         15          .          6          5          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.4       56.9       76.9       75.9       53.5       54.8       71.5       72.6
Old  :                 58.4       56.9       76.9       75.9       53.5       54.8       71.5       72.6
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, August 30, 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  :    78,975:    46,078     54,104     25,853     18,013      1,194          0          0          0          0          0          0:    5,850     5,664
Old  :    78,975:    46,078     54,104     25,853     18,013      1,194          0          0          0          0          0          0:    5,850     5,664
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :     3,699:     3,123      4,093        425          0        -30          0          0          0          0          0          0:      181      -364
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.3       68.5       32.7       22.8        1.5        0.0        0.0        0.0        0.0        0.0        0.0:      7.4       7.2
Old  :     100.0:      58.3       68.5       32.7       22.8        1.5        0.0        0.0        0.0        0.0        0.0        0.0:      7.4       7.2
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  :        31:        13         18          6          .          .          0          0          0          0          0          0:
Old  :        31:        13         18          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  :                 47.4       64.9       68.9       78.4       40.0       58.9       57.3       67.3
Old  :                 47.4       64.9       68.9       78.4       40.0       58.9       57.3       67.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV                                                                              Code-0233CZ
Disaggregated Commitments of Traders - Futures Only, August 30, 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  :    74,434:    41,812     40,957     21,550     23,665      3,658        299          0        454          0          0          0:    6,661     5,700
Old  :    74,434:    41,812     40,957     21,550     23,665      3,658        299          0        454          0          0          0:    6,661     5,700
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :       240:       208        270        -61       -242        153        -30          0          0          0          0          0:      -30        59
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.2       55.0       29.0       31.8        4.9        0.4        0.0        0.6        0.0        0.0        0.0:      8.9       7.7
Old  :     100.0:      56.2       55.0       29.0       31.8        4.9        0.4        0.0        0.6        0.0        0.0        0.0:      8.9       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  :        26:        16         13          .          .          4          .          0          .          0          0          0:
Old  :        26:        16         13          .          .          4          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.4       68.5       76.2       82.0       63.8       67.0       73.6       75.9
Old  :                 64.4       68.5       76.2       82.0       63.8       67.0       73.6       75.9
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, August 30, 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  :   119,642:    95,295     41,385      5,651     74,094      2,406      2,596          0          0      1,891          0          0:   11,803     1,757
Old  :   119,642:    95,295     41,385      5,651     74,094      2,406      2,596          0          0      1,891          0          0:   11,803     1,757
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :     7,473:     6,207      2,673       -408      4,189        551        180          0          0          0          0          0:      943        60
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.7       34.6        4.7       61.9        2.0        2.2        0.0        0.0        1.6        0.0        0.0:      9.9       1.5
Old  :     100.0:      79.7       34.6        4.7       61.9        2.0        2.2        0.0        0.0        1.6        0.0        0.0:      9.9       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        19          9          .          7          6          .          0          0          .          0          0:
Old  :        32:        19          9          .          7          6          .          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.2       80.6       71.7       92.5       54.8       78.2       71.1       89.9
Old  :                 55.2       80.6       71.7       92.5       54.8       78.2       71.1       89.9
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, August 30, 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  : 1,037,375:   133,666    150,100    140,040     66,172     94,507    247,445    235,840    186,196     36,977    144,517    128,329:   70,215    31,714
Old  : 1,037,375:   133,666    150,100    140,040     66,172     94,507    247,445    235,840    186,196     36,977    144,517    128,329:   70,215    31,714
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :   -32,177:    -9,956     -5,798    -18,111      1,588      2,147     21,890    -26,593    -10,134      1,232     26,920    -16,749:   -2,496    -3,558
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.9       14.5       13.5        6.4        9.1       23.9       22.7       17.9        3.6       13.9       12.4:      6.8       3.1
Old  :     100.0:      12.9       14.5       13.5        6.4        9.1       23.9       22.7       17.9        3.6       13.9       12.4:      6.8       3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       319:        38         38         23         10         23         72         56         79         50         53         66:
Old  :       319:        38         38         23         10         23         72         56         79         50         53         66:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.9       24.6       25.1       36.2       11.1       16.9       17.2       25.1
Old  :                 14.9       24.6       25.1       36.2       11.1       16.9       17.2       25.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-023A55
Disaggregated Commitments of Traders - Futures Only, August 30, 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  :   283,833:    56,487     41,718     32,631     37,142     41,941     72,815     15,830     16,075     25,182     94,212     31,416:    7,286     5,499
Old  :   283,833:    56,487     41,718     32,631     37,142     41,941     72,815     15,830     16,075     25,182     94,212     31,416:    7,286     5,499
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :   -13,764:      -873     -2,888      6,266       -871     -4,469     -8,159      3,743     -4,237        713     -3,910     -1,215:   -1,790        83
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.9       14.7       11.5       13.1       14.8       25.7        5.6        5.7        8.9       33.2       11.1:      2.6       1.9
Old  :     100.0:      19.9       14.7       11.5       13.1       14.8       25.7        5.6        5.7        8.9       33.2       11.1:      2.6       1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        69:        17         20          5          9         14          6          7          9         11         10         19:
Old  :        69:        17         20          5          9         14          6          7          9         11         10         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.6       40.6       60.2       54.7       39.3       35.3       48.5       44.3
Old  :                 43.6       40.6       60.2       54.7       39.3       35.3       48.5       44.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE                                                                                         Code-023A56
Disaggregated Commitments of Traders - Futures Only, August 30, 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  :   120,605:    23,614     37,804     35,050     31,457     18,541     15,156      4,065      2,118      4,931     10,573     11,356:    9,839     4,691
Old  :   120,605:    23,614     37,804     35,050     31,457     18,541     15,156      4,065      2,118      4,931     10,573     11,356:    9,839     4,691
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :   -18,497:    -1,234     -1,206     -6,207     -5,217     -1,604        601     -2,013     -2,941     -3,134     -2,550     -3,285:     -693       319
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.6       31.3       29.1       26.1       15.4       12.6        3.4        1.8        4.1        8.8        9.4:      8.2       3.9
Old  :     100.0:      19.6       31.3       29.1       26.1       15.4       12.6        3.4        1.8        4.1        8.8        9.4:      8.2       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  :        56:        13         15         10          .         12          6          5          8          6         11         13:
Old  :        56:        13         15         10          .         12          6          5          8          6         11         13:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       51.7       41.3       66.0       20.7       37.7       32.9       45.8
Old  :                 23.4       51.7       41.3       66.0       20.7       37.7       32.9       45.8
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, August 30, 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  :    30,364:     2,042      5,148      9,378      8,553      8,285      6,882        365      1,672        491      4,722      1,614:        0         5
Old  :    30,364:     2,042      5,148      9,378      8,553      8,285      6,882        365      1,672        491      4,722      1,614:        0         5
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :    -3,674:       -82          0      2,258      4,117     -5,259        797        -72     -1,219        113       -959       -279:       -3        -3
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       6.7       17.0       30.9       28.2       27.3       22.7        1.2        5.5        1.6       15.6        5.3:      0.0       0.0
Old  :     100.0:       6.7       17.0       30.9       28.2       27.3       22.7        1.2        5.5        1.6       15.6        5.3:      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          .          6          5          .          4          .          9          6:
Old  :        29:         .          .          4          .          6          5          .          4          .          9          6:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.2       73.4       82.9       90.3       46.3       43.2       52.7       53.0
Old  :                 59.2       73.4       82.9       90.3       46.3       43.2       52.7       53.0
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, August 30, 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  : 1,343,073:   382,605    194,167     85,157    799,735    172,669    100,386     30,455     64,238    476,647     28,482     30,969:   30,402    22,358
Old  : 1,343,073:   382,605    194,167     85,157    799,735    172,669    100,386     30,455     64,238    476,647     28,482     30,969:   30,402    22,358
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :   -63,585:   -17,318     -5,701      5,555    -19,776     -6,660       -623     -3,419     -2,316    -13,923     16,156    -31,132:    2,832   -10,737
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.5       14.5        6.3       59.5       12.9        7.5        2.3        4.8       35.5        2.1        2.3:      2.3       1.7
Old  :     100.0:      28.5       14.5        6.3       59.5       12.9        7.5        2.3        4.8       35.5        2.1        2.3:      2.3       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  :        92:        34         31          4         14         13          6          5          8         17          6         15:
Old  :        92:        34         31          4         14         13          6          5          8         17          6         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.8       36.9       58.9       60.4       42.0       34.7       51.0       55.0
Old  :                 46.8       36.9       58.9       60.4       42.0       34.7       51.0       55.0
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, August 30, 2016                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   302,450:    66,096     65,696    165,679    116,924     32,225      6,363     21,565     12,366      5,912     37,141     11,275:    2,534     5,258
Old  :   302,450:    66,096     65,696    165,679    116,924     32,225      6,363     21,565     12,366      5,912     37,141     11,275:    2,534     5,258
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :   -33,211:    -5,705    -12,603     -3,078     -3,087     -7,836     -2,585    -10,011      1,771     -6,591      7,421     -8,854:     -333       -12
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.9       21.7       54.8       38.7       10.7        2.1        7.1        4.1        2.0       12.3        3.7:      0.8       1.7
Old  :     100.0:      21.9       21.7       54.8       38.7       10.7        2.1        7.1        4.1        2.0       12.3        3.7:      0.8       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  :        67:        13         16         14          5         16          6          9         10          7          9         10:
Old  :        67:        13         16         14          5         16          6          9         10          7          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  :                 34.4       50.9       54.2       65.9       30.1       45.0       45.2       54.9
Old  :                 34.4       50.9       54.2       65.9       30.1       45.0       45.2       54.9
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, August 30, 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  :    26,827:    26,391     19,512          0      5,584         30          0          0          0         12        681        334:       60       686
Old  :    26,827:    26,391     19,512          0      5,584         30          0          0          0         12        681        334:       60       686
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :       200:       163        168          0          0          0          0          0          0         12          7         25:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      98.4       72.7        0.0       20.8        0.1        0.0        0.0        0.0        0.0        2.5        1.2:      0.2       2.6
Old  :     100.0:      98.4       72.7        0.0       20.8        0.1        0.0        0.0        0.0        0.0        2.5        1.2:      0.2       2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        26         26          0          6          .          0          0          0          .          4          .:
Old  :        42:        26         26          0          6          .          0          0          0          .          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.2       45.7       79.3       67.5       50.6       38.0       60.3       51.6
Old  :                 60.2       45.7       79.3       67.5       50.6       38.0       60.3       51.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665O
Disaggregated Commitments of Traders - Futures Only, August 30, 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  :   138,045:   110,670    108,103      9,610     17,400      5,220      5,513        404      3,066      1,958      1,814      1,017:      991     1,021
Old  :   138,045:   110,670    108,103      9,610     17,400      5,220      5,513        404      3,066      1,958      1,814      1,017:      991     1,021
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :    -1,862:    -1,493     -1,614        -40        -32       -374          0         10          0        -45        -27        133:      -43        42
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.2       78.3        7.0       12.6        3.8        4.0        0.3        2.2        1.4        1.3        0.7:      0.7       0.7
Old  :     100.0:      80.2       78.3        7.0       12.6        3.8        4.0        0.3        2.2        1.4        1.3        0.7:      0.7       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        88:        49         50          4          6          7          .          .          .          8         11          9:
Old  :        88:        49         50          4          6          7          .          .          .          8         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  :                 39.4       37.7       62.1       57.7       24.2       27.6       35.2       34.2
Old  :                 39.4       37.7       62.1       57.7       24.2       27.6       35.2       34.2
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, August 30, 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  :    90,295:    60,647     69,298      6,200      4,480      9,436      1,608      4,896          0     12,234      1,030          1:      169     1,154
Old  :    90,295:    60,647     69,298      6,200      4,480      9,436      1,608      4,896          0     12,234      1,030          1:      169     1,154
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :     5,054:     4,636      2,751        -85      1,800        503          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.2       76.7        6.9        5.0       10.5        1.8        5.4        0.0       13.5        1.1        0.0:      0.2       1.3
Old  :     100.0:      67.2       76.7        6.9        5.0       10.5        1.8        5.4        0.0       13.5        1.1        0.0:      0.2       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  :        39:        19         22          .          4          5          .          .          0          .          4          .:
Old  :        39:        19         22          .          4          5          .          .          0          .          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.2       51.9       76.1       73.7       25.9       23.3       33.6       32.1
Old  :                 51.2       51.9       76.1       73.7       25.9       23.3       33.6       32.1
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, August 30, 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  :    36,570:    31,275     30,727      1,447      2,494        990        775          0          0      1,169      1,275        653:      261       431
Old  :    36,570:    31,275     30,727      1,447      2,494        990        775          0          0      1,169      1,275        653:      261       431
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :     1,001:       863      1,023        110         20        -38          0          0          0         80          0        -24:       10        20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.5       84.0        4.0        6.8        2.7        2.1        0.0        0.0        3.2        3.5        1.8:      0.7       1.2
Old  :     100.0:      85.5       84.0        4.0        6.8        2.7        2.1        0.0        0.0        3.2        3.5        1.8:      0.7       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  :        55:        30         30          .          6          5          .          0          0          7          .          5:
Old  :        55:        30         30          .          6          5          .          0          0          7          .          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  :                 50.3       43.9       68.1       62.9       38.0       37.9       49.5       48.4
Old  :                 50.3       43.9       68.1       62.9       38.0       37.9       49.5       48.4
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, August 30, 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  :    19,286:     8,924     13,281      6,404      2,302        447          0          0          0      2,505      2,128        630:      376       498
Old  :    19,286:     8,924     13,281      6,404      2,302        447          0          0          0      2,505      2,128        630:      376       498
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :     1,520:     1,420      1,465        -20          0          0          0          0          0         61         -4         39:       20        20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      46.3       68.9       33.2       11.9        2.3        0.0        0.0        0.0       13.0       11.0        3.3:      1.9       2.6
Old  :     100.0:      46.3       68.9       33.2       11.9        2.3        0.0        0.0        0.0       13.0       11.0        3.3:      1.9       2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        24         23          4          4          .          0          0          0          5          .          4:
Old  :        42:        24         23          4          4          .          0          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  :                 54.4       53.0       71.4       72.8       43.3       39.9       53.3       53.2
Old  :                 54.4       53.0       71.4       72.8       43.3       39.9       53.3       53.2
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, August 30, 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  :    15,695:    13,174      9,312        650      5,702         46        120          0          0        425        161        159:    1,121       315
Old  :    15,695:    13,174      9,312        650      5,702         46        120          0          0        425        161        159:    1,121       315
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 23, 2016                                                                  :
     :       273:       285        280          0        -30         10          0          0          0        -57          3         10:       25         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.9       59.3        4.1       36.3        0.3        0.8        0.0        0.0        2.7        1.0        1.0:      7.1       2.0
Old  :     100.0:      83.9       59.3        4.1       36.3        0.3        0.8        0.0        0.0        2.7        1.0        1.0:      7.1       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  :        33:        21         14          .          4          .          .          0          0          .          .          .:
Old  :        33:        21         14          .          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  :                 53.9       49.5       68.3       72.9       31.1       39.6       38.5       52.6
Old  :                 53.9       49.5       68.3       72.9       31.1       39.6       38.5       52.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 2, 2016