NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                                                               Code-023391
Disaggregated Commitments of Traders - Futures Only, November 08, 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  : 4,708,403: 2,419,681  1,094,553    567,634  2,700,146    209,525    512,201     33,887    256,121    317,786     17,681    372,394:   53,061    24,096
Old  : 4,708,403: 2,419,681  1,094,553    567,634  2,700,146    209,525    512,201     33,887    256,121    317,786     17,681    372,394:   53,061    24,096
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :  -100,437:   -65,942    -26,616     11,217    -69,399     -1,867    -16,138      4,853     -3,550    -47,411    -22,312     16,579:    6,675     1,875
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.4       23.2       12.1       57.3        4.5       10.9        0.7        5.4        6.7        0.4        7.9:      1.1       0.5
Old  :     100.0:      51.4       23.2       12.1       57.3        4.5       10.9        0.7        5.4        6.7        0.4        7.9:      1.1       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       229:       119        104          7         21         23         20          6         21         30         16         37:
Old  :       229:       119        104          7         21         23         20          6         21         30         16         37:
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  :                 26.8       31.7       41.4       47.1       24.5       29.7       35.6       42.9
Old  :                 26.8       31.7       41.4       47.1       24.5       29.7       35.6       42.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                                                                                             Code-023392
Disaggregated Commitments of Traders - Futures Only, November 08, 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  :   199,707:    34,747     48,116     51,084     40,638     30,318      2,207     52,558      5,204     63,169     11,963     10,850:    2,128        60
Old  :   199,707:    34,747     48,116     51,084     40,638     30,318      2,207     52,558      5,204     63,169     11,963     10,850:    2,128        60
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :   -11,423:       789         58    -12,103      6,362      5,904       -480    -33,828      1,929    -11,772      3,842      4,310:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.4       24.1       25.6       20.3       15.2        1.1       26.3        2.6       31.6        6.0        5.4:      1.1       0.0
Old  :     100.0:      17.4       24.1       25.6       20.3       15.2        1.1       26.3        2.6       31.6        6.0        5.4:      1.1       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  :        63:        13         15         13          6         14          .          6          7          6         10          7:
Old  :        63:        13         15         13          6         14          .          6          7          6         10          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  :                 47.1       50.0       62.9       72.1       41.5       46.4       54.1       59.9
Old  :                 47.1       50.0       62.9       72.1       41.5       46.4       54.1       59.9
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, November 08, 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  :   213,010:   136,148    192,214     43,388      8,346      6,590        836          0      1,545      5,881          0        198:   18,424     4,117
Old  :   213,010:   136,148    192,214     43,388      8,346      6,590        836          0      1,545      5,881          0        198:   18,424     4,117
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :   -23,290:   -15,655    -18,929     -2,733        585     -1,885         68          0       -130     -1,469       -645     -2,654:    1,168       368
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.9       90.2       20.4        3.9        3.1        0.4        0.0        0.7        2.8        0.0        0.1:      8.6       1.9
Old  :     100.0:      63.9       90.2       20.4        3.9        3.1        0.4        0.0        0.7        2.8        0.0        0.1:      8.6       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  :        48:        29         23          4          .          4          .          0          .          5          0          .:
Old  :        48:        29         23          4          .          4          .          0          .          5          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.1       55.5       58.6       79.8       41.6       51.0       51.6       68.2
Old  :                 44.1       55.5       58.6       79.8       41.6       51.0       51.6       68.2
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, November 08, 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  :   105,774:    97,369     78,183          0     20,520      3,042          0          0          0        165        292        527:    4,671     3,210
Old  :   105,774:    97,369     78,183          0     20,520      3,042          0          0          0        165        292        527:    4,671     3,210
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :    -6,342:    -4,813     -5,855          0     -1,044        103          0       -270          0     -1,346         26       -564:      278     1,262
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.1       73.9        0.0       19.4        2.9        0.0        0.0        0.0        0.2        0.3        0.5:      4.4       3.0
Old  :     100.0:      92.1       73.9        0.0       19.4        2.9        0.0        0.0        0.0        0.2        0.3        0.5:      4.4       3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        20         25          0          5          .          0          0          0          .          .          .:
Old  :        36:        20         25          0          5          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.7       48.4       81.7       67.8       60.9       41.1       69.9       55.6
Old  :                 64.7       48.4       81.7       67.8       60.9       41.1       69.9       55.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                   Code-023395
Disaggregated Commitments of Traders - Futures Only, November 08, 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  :   159,012:   120,405     62,223     14,251     74,259      8,117      1,753      1,940      1,084        211      1,455        599:   12,592     9,335
Old  :   159,012:   120,405     62,223     14,251     74,259      8,117      1,753      1,940      1,084        211      1,455        599:   12,592     9,335
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :   -13,149:   -13,383     -1,537      2,467     -5,456     -1,719        -62      1,354       -494        211     -2,733        145:     -314    -2,709
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.7       39.1        9.0       46.7        5.1        1.1        1.2        0.7        0.1        0.9        0.4:      7.9       5.9
Old  :     100.0:      75.7       39.1        9.0       46.7        5.1        1.1        1.2        0.7        0.1        0.9        0.4:      7.9       5.9
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:        18         20          4          9          6          .          .          .          .          .          .:
Old  :        44:        18         20          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  :                 51.0       45.2       66.3       65.0       47.4       45.0       61.8       63.3
Old  :                 51.0       45.2       66.3       65.0       47.4       45.0       61.8       63.3
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, November 08, 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  :   826,907:   750,473    155,597     18,643    624,852     38,397        389         45      1,193        217          0          0:   17,595     6,823
Old  :   826,907:   750,473    155,597     18,643    624,852     38,397        389         45      1,193        217          0          0:   17,595     6,823
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :   -44,556:   -45,670    -11,908        394    -24,807     -2,474        389       -216       -756       -210          0          0:    3,771    -4,395
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.8       18.8        2.3       75.6        4.6        0.0        0.0        0.1        0.0        0.0        0.0:      2.1       0.8
Old  :     100.0:      90.8       18.8        2.3       75.6        4.6        0.0        0.0        0.1        0.0        0.0        0.0:      2.1       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        54:        37         23          .         10         11          .          .          .          .          0          0:
Old  :        54:        37         23          .         10         11          .          .          .          .          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  :                 35.4       57.1       60.1       78.7       33.6       56.5       55.3       75.1
Old  :                 35.4       57.1       60.1       78.7       33.6       56.5       55.3       75.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                       Code-023397
Disaggregated Commitments of Traders - Futures Only, November 08, 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  :   364,610:   316,183    233,939     17,440     92,574     23,463          0      6,104         51      3,807          0          0:    3,666     8,479
Old  :   364,610:   316,183    233,939     17,440     92,574     23,463          0      6,104         51      3,807          0          0:    3,666     8,479
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :   -17,674:    -7,370    -10,095     -4,238     -4,054     -3,478        -65        104       -537        469       -240       -124:   -2,331       750
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.7       64.2        4.8       25.4        6.4        0.0        1.7        0.0        1.0        0.0        0.0:      1.0       2.3
Old  :     100.0:      86.7       64.2        4.8       25.4        6.4        0.0        1.7        0.0        1.0        0.0        0.0:      1.0       2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        55:        25         29          .          9          6          0          .          .          .          0          0:
Old  :        55:        25         29          .          9          6          0          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.2       33.9       79.0       55.2       58.9       32.5       71.4       51.8
Old  :                 63.2       33.9       79.0       55.2       58.9       32.5       71.4       51.8
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, November 08, 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  :   272,646:   215,694    171,028     20,596     69,206     27,364          0        351      1,793          7        263      1,068:    6,124     1,573
Old  :   272,646:   215,694    171,028     20,596     69,206     27,364          0        351      1,793          7        263      1,068:    6,124     1,573
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :       548:    -1,923      8,843      5,048     -6,458     -2,112          0        256       -517       -973        263        174:      851        99
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.1       62.7        7.6       25.4       10.0        0.0        0.1        0.7        0.0        0.1        0.4:      2.2       0.6
Old  :     100.0:      79.1       62.7        7.6       25.4       10.0        0.0        0.1        0.7        0.0        0.1        0.4:      2.2       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  :        52:        28         30          5          8         11          0          .          .          .          .          .:
Old  :        52:        28         30          5          8         11          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.1       44.9       71.2       68.9       53.6       41.0       65.6       58.3
Old  :                 54.1       44.9       71.2       68.9       53.6       41.0       65.6       58.3
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, November 08, 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  :    89,891:    81,776     33,120          0     43,649      1,905      1,498          0        747        678          0         31:    3,256    10,439
Old  :    89,891:    81,776     33,120          0     43,649      1,905      1,498          0        747        678          0         31:    3,256    10,439
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :    -3,566:    -2,799     -1,824          0     -2,447       -150       -248          0          0       -372       -300       -115:      118     1,270
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.0       36.8        0.0       48.6        2.1        1.7        0.0        0.8        0.8        0.0        0.0:      3.6      11.6
Old  :     100.0:      91.0       36.8        0.0       48.6        2.1        1.7        0.0        0.8        0.8        0.0        0.0:      3.6      11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        15         10          0          9          .          .          0          .          .          0          .:
Old  :        30:        15         10          0          9          .          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.0       43.1       86.0       67.5       65.7       42.8       78.7       62.5
Old  :                 69.0       43.1       86.0       67.5       65.7       42.8       78.7       62.5
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, November 08, 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  :   110,192:    90,562     74,219      6,491      1,642      6,710          0        665        120          0     20,554        397:    5,912     5,885
Old  :   110,192:    90,562     74,219      6,491      1,642      6,710          0        665        120          0     20,554        397:    5,912     5,885
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :    -4,814:    -2,334     -7,890     -2,377       -690        345          0         60        120          0      1,773       -393:     -175     1,861
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.2       67.4        5.9        1.5        6.1        0.0        0.6        0.1        0.0       18.7        0.4:      5.4       5.3
Old  :     100.0:      82.2       67.4        5.9        1.5        6.1        0.0        0.6        0.1        0.0       18.7        0.4:      5.4       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  :        34:        20         20          .          .          .          0          .          .          0          .          .:
Old  :        34:        20         20          .          .          .          0          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.0       38.6       74.5       58.7       48.3       38.4       62.0       55.7
Old  :                 54.0       38.6       74.5       58.7       48.3       38.4       62.0       55.7
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, November 08, 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  :   100,184:    85,533     14,128      1,616     76,944      2,055          0        452      1,005          0      1,911        140:    9,835     3,549
Old  :   100,184:    85,533     14,128      1,616     76,944      2,055          0        452      1,005          0      1,911        140:    9,835     3,549
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :   -10,484:    -9,550     -1,904       -736     -5,111        -60          0       -519        123          0     -2,501        140:     -401      -652
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.4       14.1        1.6       76.8        2.1        0.0        0.5        1.0        0.0        1.9        0.1:      9.8       3.5
Old  :     100.0:      85.4       14.1        1.6       76.8        2.1        0.0        0.5        1.0        0.0        1.9        0.1:      9.8       3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        12          8          .          8          .          0          .          .          0          .          .:
Old  :        25:        12          8          .          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  :                 59.3       64.8       77.6       84.7       58.7       64.8       76.0       81.6
Old  :                 59.3       64.8       77.6       84.7       58.7       64.8       76.0       81.6
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, November 08, 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  :   134,360:   104,713     54,798     22,536     74,376      1,569          0          0          0          0          0          0:    5,542     3,617
Old  :   134,360:   104,713     54,798     22,536     74,376      1,569          0          0          0          0          0          0:    5,542     3,617
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :   -13,020:    -9,541     -4,913     -1,545     -5,340     -1,121          0          0          0          0          0          0:     -813    -1,646
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.9       40.8       16.8       55.4        1.2        0.0        0.0        0.0        0.0        0.0        0.0:      4.1       2.7
Old  :     100.0:      77.9       40.8       16.8       55.4        1.2        0.0        0.0        0.0        0.0        0.0        0.0:      4.1       2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        19         15          4          9          6          0          0          0          0          0          0:
Old  :        37:        19         15          4          9          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  :                 53.0       72.8       73.0       84.7       52.8       71.3       72.6       82.1
Old  :                 53.0       72.8       73.0       84.7       52.8       71.3       72.6       82.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV                                                                         Code-02339Y
Disaggregated Commitments of Traders - Futures Only, November 08, 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  :    60,012:    55,547     26,097          0     29,623        484          0          0          0          0          0          0:    3,981     3,808
Old  :    60,012:    55,547     26,097          0     29,623        484          0          0          0          0          0          0:    3,981     3,808
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :    -3,791:    -2,716     -3,740          0       -328       -120          0          0          0          0          0          0:     -955       397
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.6       43.5        0.0       49.4        0.8        0.0        0.0        0.0        0.0        0.0        0.0:      6.6       6.3
Old  :     100.0:      92.6       43.5        0.0       49.4        0.8        0.0        0.0        0.0        0.0        0.0        0.0:      6.6       6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        15         11          0          .          .          0          0          0          0          0          0:
Old  :        21:        15         11          0          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.2       73.2       82.1       87.9       58.9       72.9       79.5       86.5
Old  :                 60.2       73.2       82.1       87.9       58.9       72.9       79.5       86.5
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, November 08, 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  :   418,979:   293,682    161,237     59,330    208,989     33,716      8,524          0      1,668      5,839        215      7,078:    9,142     6,076
Old  :   418,979:   293,682    161,237     59,330    208,989     33,716      8,524          0      1,668      5,839        215      7,078:    9,142     6,076
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :   -12,086:   -11,663      2,772         11    -10,170     -1,930      2,468     -1,044     -2,560       -213     -1,707      2,516:     -715        37
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.1       38.5       14.2       49.9        8.0        2.0        0.0        0.4        1.4        0.1        1.7:      2.2       1.5
Old  :     100.0:      70.1       38.5       14.2       49.9        8.0        2.0        0.0        0.4        1.4        0.1        1.7:      2.2       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  :        65:        39         32          .         12         10          .          0          .          .          .          .:
Old  :        65:        39         32          .         12         10          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.7       51.8       52.3       67.6       27.4       46.6       41.0       55.5
Old  :                 33.7       51.8       52.3       67.6       27.4       46.6       41.0       55.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                         Code-0233A5
Disaggregated Commitments of Traders - Futures Only, November 08, 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  :    66,599:    54,715     31,891          0     25,860      2,143          0        435        799        307          0        787:    7,848     4,684
Old  :    66,599:    54,715     31,891          0     25,860      2,143          0        435        799        307          0        787:    7,848     4,684
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :    -7,031:    -7,348     -2,996          0     -2,639        432          0       -682        412       -259     -1,170        -54:     -214      -334
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.2       47.9        0.0       38.8        3.2        0.0        0.7        1.2        0.5        0.0        1.2:     11.8       7.0
Old  :     100.0:      82.2       47.9        0.0       38.8        3.2        0.0        0.7        1.2        0.5        0.0        1.2:     11.8       7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        12          9          0          7          5          0          .          .          .          0          .:
Old  :        26:        12          9          0          7          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  :                 65.8       55.1       77.5       75.1       64.1       53.5       75.8       70.2
Old  :                 65.8       55.1       77.5       75.1       64.1       53.5       75.8       70.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV                                                                   Code-0233A8
Disaggregated Commitments of Traders - Futures Only, November 08, 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  :    65,548:    28,292     42,625     27,360     12,561      3,903      1,875          0      1,212          0          0          0:    2,906     5,247
Old  :    65,548:    28,292     42,625     27,360     12,561      3,903      1,875          0      1,212          0          0          0:    2,906     5,247
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :    -4,263:    -3,758     -2,150       -366       -751         -9        371          0         16          0     -1,292       -155:     -362        78
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      43.2       65.0       41.7       19.2        6.0        2.9        0.0        1.8        0.0        0.0        0.0:      4.4       8.0
Old  :     100.0:      43.2       65.0       41.7       19.2        6.0        2.9        0.0        1.8        0.0        0.0        0.0:      4.4       8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        12          9          6          .          7          .          0          .          0          0          0:
Old  :        24:        12          9          6          .          7          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.7       56.6       72.6       82.5       45.0       50.9       65.8       69.4
Old  :                 47.7       56.6       72.6       82.5       45.0       50.9       65.8       69.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV                                                                                 Code-0233AG
Disaggregated Commitments of Traders - Futures Only, November 08, 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  :    80,131:    45,656     64,966      8,761      4,336      8,754     16,622          0          0          0          0          0:      338     2,075
Old  :    80,131:    45,656     64,966      8,761      4,336      8,754     16,622          0          0          0          0          0:      338     2,075
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :   -35,498:   -24,000    -32,720    -10,302        854      2,784      3,130     -6,030       -510     -5,040       -720          0:   -1,560       844
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.0       81.1       10.9        5.4       10.9       20.7        0.0        0.0        0.0        0.0        0.0:      0.4       2.6
Old  :     100.0:      57.0       81.1       10.9        5.4       10.9       20.7        0.0        0.0        0.0        0.0        0.0:      0.4       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  :        22:         8         13          5          .          5          .          0          0          0          0          0:
Old  :        22:         8         13          5          .          5          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.5       58.9       92.0       78.5       57.8       53.6       69.3       65.8
Old  :                 63.5       58.9       92.0       78.5       57.8       53.6       69.3       65.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV                                                                                 Code-0233AH
Disaggregated Commitments of Traders - Futures Only, November 08, 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  :    91,538:    52,211     76,574      8,067      1,511      4,197     20,192      6,030        510      5,040        960          0:    1,321     1,756
Old  :    91,538:    52,211     76,574      8,067      1,511      4,197     20,192      6,030        510      5,040        960          0:    1,321     1,756
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :   -41,939:   -26,535    -21,037     -2,551       -772     -6,811     -4,770     -6,262          0       -205     -5,543       -936:     -131      -578
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.0       83.7        8.8        1.7        4.6       22.1        6.6        0.6        5.5        1.0        0.0:      1.4       1.9
Old  :     100.0:      57.0       83.7        8.8        1.7        4.6       22.1        6.6        0.6        5.5        1.0        0.0:      1.4       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  :        56:        19         26          5          .          .          .          .          .          .          .          0:
Old  :        56:        19         26          5          .          .          .          .          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.3       47.2       67.7       67.7       34.5       42.1       50.6       52.3
Old  :                 45.3       47.2       67.7       67.7       34.5       42.1       50.6       52.3
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, November 08, 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  :    43,983:    41,849     41,167        720        210          0          0          0          0        630          0          0:      784     2,606
Old  :    43,983:    41,849     41,167        720        210          0          0          0          0        630          0          0:      784     2,606
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :    -7,722:    -6,755     -7,127       -837        -62          0          0          0          0        -62          0          0:      -68      -533
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      95.1       93.6        1.6        0.5        0.0        0.0        0.0        0.0        1.4        0.0        0.0:      1.8       5.9
Old  :     100.0:      95.1       93.6        1.6        0.5        0.0        0.0        0.0        0.0        1.4        0.0        0.0:      1.8       5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        17         18          .          .          0          0          0          0          .          0          0:
Old  :        33:        17         18          .          .          0          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.6       58.5       81.9       79.8       64.5       53.4       76.2       74.7
Old  :                 67.6       58.5       81.9       79.8       64.5       53.4       76.2       74.7
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, November 08, 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  :   233,602:   189,234    164,616     25,256     46,282     11,964          0        195        967          0          0          0:    6,181     9,578
Old  :   233,602:   189,234    164,616     25,256     46,282     11,964          0        195        967          0          0          0:    6,181     9,578
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :    -5,683:    -7,262    -11,766     -3,219      3,287      3,715       -220        195        -77          0          0          0:    1,380    -1,037
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.0       70.5       10.8       19.8        5.1        0.0        0.1        0.4        0.0        0.0        0.0:      2.6       4.1
Old  :     100.0:      81.0       70.5       10.8       19.8        5.1        0.0        0.1        0.4        0.0        0.0        0.0:      2.6       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  :        40:        32         26          .          .          4          0          .          .          0          0          0:
Old  :        40:        32         26          .          .          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  :                 55.0       56.3       70.0       71.8       50.6       47.4       63.3       58.1
Old  :                 55.0       56.3       70.0       71.8       50.6       47.4       63.3       58.1
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, November 08, 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  :    23,161:    18,654     19,800      1,050          0          0          0          0          0        840        690          0:    2,617     2,671
Old  :    23,161:    18,654     19,800      1,050          0          0          0          0          0        840        690          0:    2,617     2,671
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :    -5,704:    -5,521     -4,581       -806          0          0          0          0          0        840       -121       -840:      623      -162
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.5       85.5        4.5        0.0        0.0        0.0        0.0        0.0        3.6        3.0        0.0:     11.3      11.5
Old  :     100.0:      80.5       85.5        4.5        0.0        0.0        0.0        0.0        0.0        3.6        3.0        0.0:     11.3      11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        11         14          .          0          0          0          0          0          .          .          0:
Old  :        24:        11         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  :                 70.9       57.5       81.6       77.3       66.4       56.9       73.8       71.1
Old  :                 70.9       57.5       81.6       77.3       66.4       56.9       73.8       71.1
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, November 08, 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  :    61,357:    39,837     53,689      8,520          0      1,427        638          0        613      2,403          0          0:    7,919     5,628
Old  :    61,357:    39,837     53,689      8,520          0      1,427        638          0        613      2,403          0          0:    7,919     5,628
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :    -3,026:      -877     -1,218       -979       -137       -943        343          0       -395       -719       -210          0:      544      -123
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.9       87.5       13.9        0.0        2.3        1.0        0.0        1.0        3.9        0.0        0.0:     12.9       9.2
Old  :     100.0:      64.9       87.5       13.9        0.0        2.3        1.0        0.0        1.0        3.9        0.0        0.0:     12.9       9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:         9         13          .          0          .          .          0          .          .          0          0:
Old  :        21:         9         13          .          0          .          .          0          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.3       68.7       79.1       81.2       59.3       66.0       70.6       73.2
Old  :                 67.3       68.7       79.1       81.2       59.3       66.0       70.6       73.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV                                                                                     Code-0233B1
Disaggregated Commitments of Traders - Futures Only, November 08, 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  :    79,095:    67,740     50,140      3,824     17,132      3,405          0      2,286        895          0          0          0:    3,231     5,237
Old  :    79,095:    67,740     50,140      3,824     17,132      3,405          0      2,286        895          0          0          0:    3,231     5,237
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :    -6,650:    -5,547     -3,212       -639        -12        163          0       -624          0          0     -1,050          0:     -627    -1,915
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.6       63.4        4.8       21.7        4.3        0.0        2.9        1.1        0.0        0.0        0.0:      4.1       6.6
Old  :     100.0:      85.6       63.4        4.8       21.7        4.3        0.0        2.9        1.1        0.0        0.0        0.0:      4.1       6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        16         17          .          5          5          0          .          .          0          0          0:
Old  :        34:        16         17          .          5          5          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.7       43.0       79.2       66.5       64.3       34.6       72.3       53.5
Old  :                 65.7       43.0       79.2       66.5       64.3       34.6       72.3       53.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-0233BB
Disaggregated Commitments of Traders - Futures Only, November 08, 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  :   123,414:    81,719    113,485     23,121      2,465        474      4,689          0         59      3,576          0          0:    9,776     6,931
Old  :   123,414:    81,719    113,485     23,121      2,465        474      4,689          0         59      3,576          0          0:    9,776     6,931
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :    -6,970:    -4,601     -7,892     -2,604        -60        -94       -186          0        -28       -450       -598        -31:    1,024     1,733
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.2       92.0       18.7        2.0        0.4        3.8        0.0        0.0        2.9        0.0        0.0:      7.9       5.6
Old  :     100.0:      66.2       92.0       18.7        2.0        0.4        3.8        0.0        0.0        2.9        0.0        0.0:      7.9       5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        14         12          .          .          .          .          0          .          .          0          0:
Old  :        26:        14         12          .          .          .          .          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  :                 53.7       78.4       72.3       88.5       51.7       77.3       68.7       85.1
Old  :                 53.7       78.4       72.3       88.5       51.7       77.3       68.7       85.1
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, November 08, 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  :    91,652:    62,212     85,969     20,167          0        559          0          0          0          0          0          0:    8,714     5,124
Old  :    91,652:    62,212     85,969     20,167          0        559          0          0          0          0          0          0:    8,714     5,124
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :    -1,412:        74     -1,534     -2,512          0        -90          0          0          0          0          0          0:    1,116       212
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.9       93.8       22.0        0.0        0.6        0.0        0.0        0.0        0.0        0.0        0.0:      9.5       5.6
Old  :     100.0:      67.9       93.8       22.0        0.0        0.6        0.0        0.0        0.0        0.0        0.0        0.0:      9.5       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  :        20:        11         14          5          0          .          0          0          0          0          0          0:
Old  :        20:        11         14          5          0          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.1       75.4       79.3       90.6       51.1       73.8       70.8       80.2
Old  :                 55.1       75.4       79.3       90.6       51.1       73.8       70.8       80.2
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, November 08, 2016                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   108,427:    99,057     95,308          0      9,592      2,317          0          0          0      1,474          0          0:    5,579     1,210
Old  :   108,427:    99,057     95,308          0      9,592      2,317          0          0          0      1,474          0          0:    5,579     1,210
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :    -7,092:    -7,792     -5,705          0     -1,175         31          0          0          0       -696          0          0:    1,365      -243
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.4       87.9        0.0        8.8        2.1        0.0        0.0        0.0        1.4        0.0        0.0:      5.1       1.1
Old  :     100.0:      91.4       87.9        0.0        8.8        2.1        0.0        0.0        0.0        1.4        0.0        0.0:      5.1       1.1
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  :        28:        17         15          0          .          .          0          0          0          .          0          0:
Old  :        28:        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  :                 59.6       59.5       78.4       80.8       55.3       51.2       66.9       65.9
Old  :                 59.6       59.5       78.4       80.8       55.3       51.2       66.9       65.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV                                                                                     Code-0233BL
Disaggregated Commitments of Traders - Futures Only, November 08, 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  :   128,748:    96,870     65,236     10,505     43,995      5,100          0      1,090        886          0      1,118        189:   15,198    11,134
Old  :   128,748:    96,870     65,236     10,505     43,995      5,100          0      1,090        886          0      1,118        189:   15,198    11,134
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :    -4,136:    -4,201     -4,544        -42      4,608       -583          0       -111         28          0     -4,328         62:      600       732
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.2       50.7        8.2       34.2        4.0        0.0        0.8        0.7        0.0        0.9        0.1:     11.8       8.6
Old  :     100.0:      75.2       50.7        8.2       34.2        4.0        0.0        0.8        0.7        0.0        0.9        0.1:     11.8       8.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        19         17          .          4          5          0          .          .          0          .          .:
Old  :        33:        19         17          .          4          5          0          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.3       55.7       59.9       72.2       35.9       44.3       49.9       58.3
Old  :                 43.3       55.7       59.9       72.2       35.9       44.3       49.9       58.3
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, November 08, 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  :    29,358:    21,320     27,376      2,956      1,347         93          0          0          0      2,906          0          0:    2,083       542
Old  :    29,358:    21,320     27,376      2,956      1,347         93          0          0          0      2,906          0          0:    2,083       542
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :   -11,560:    -7,049    -10,218     -2,170     -1,581          0          0          0          0     -1,550          0          0:     -791       239
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.6       93.2       10.1        4.6        0.3        0.0        0.0        0.0        9.9        0.0        0.0:      7.1       1.8
Old  :     100.0:      72.6       93.2       10.1        4.6        0.3        0.0        0.0        0.0        9.9        0.0        0.0:      7.1       1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        13         13          .          .          .          0          0          0          4          0          0:
Old  :        27:        13         13          .          .          .          0          0          0          4          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.3       64.9       66.9       86.6       43.0       58.3       61.1       75.0
Old  :                 43.3       64.9       66.9       86.6       43.0       58.3       61.1       75.0
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, November 08, 2016                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    25,532:    17,401     25,139      6,925          0          0          0          0          0        602          0          0:      604       393
Old  :    25,532:    17,401     25,139      6,925          0          0          0          0          0        602          0          0:      604       393
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :    -9,207:    -6,944     -8,804     -1,643          0          0          0          0          0        -31          0          0:     -589      -403
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.2       98.5       27.1        0.0        0.0        0.0        0.0        0.0        2.4        0.0        0.0:      2.4       1.5
Old  :     100.0:      68.2       98.5       27.1        0.0        0.0        0.0        0.0        0.0        2.4        0.0        0.0:      2.4       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  :        23:        12          8          .          0          0          0          0          0          .          0          0:
Old  :        23:        12          8          .          0          0          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.0       73.0       83.8       98.5       62.0       73.0       83.8       95.6
Old  :                 62.0       73.0       83.8       98.5       62.0       73.0       83.8       95.6
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, November 08, 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  :   181,904:   129,114    102,736     14,981     54,206     11,799        310      3,900        860     13,635      1,984        600:   10,605     5,819
Old  :   181,904:   129,114    102,736     14,981     54,206     11,799        310      3,900        860     13,635      1,984        600:   10,605     5,819
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :   -11,693:   -14,733    -13,262        999       -392        971        282        142        172        760        124       -494:      350     1,046
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.0       56.5        8.2       29.8        6.5        0.2        2.1        0.5        7.5        1.1        0.3:      5.8       3.2
Old  :     100.0:      71.0       56.5        8.2       29.8        6.5        0.2        2.1        0.5        7.5        1.1        0.3:      5.8       3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        53:        31         23          .          6          9          .          4          .          .          .          .:
Old  :        53:        31         23          .          6          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  :                 35.0       53.2       52.6       66.0       31.6       47.8       46.5       56.2
Old  :                 35.0       53.2       52.6       66.0       31.6       47.8       46.5       56.2
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, November 08, 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  :    92,184:    73,299     54,903      5,655     25,672      3,746      2,596          0          0          0          0          0:    6,888     7,863
Old  :    92,184:    73,299     54,903      5,655     25,672      3,746      2,596          0          0          0          0          0:    6,888     7,863
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :    -6,635:    -4,594     -3,048       -127     -3,549     -1,950       -514          0          0          0          0          0:      550     1,912
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.5       59.6        6.1       27.8        4.1        2.8        0.0        0.0        0.0        0.0        0.0:      7.5       8.5
Old  :     100.0:      79.5       59.6        6.1       27.8        4.1        2.8        0.0        0.0        0.0        0.0        0.0:      7.5       8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        14         15          .          4          .          .          0          0          0          0          0:
Old  :        27:        14         15          .          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  :                 51.6       55.7       71.2       72.9       46.5       52.2       61.8       66.9
Old  :                 51.6       55.7       71.2       72.9       46.5       52.2       61.8       66.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV                                                                               Code-0233CW
Disaggregated Commitments of Traders - Futures Only, November 08, 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  :    77,978:    43,120     55,638     30,797     16,282      1,337          0          0          0          0          0          0:    2,724     4,721
Old  :    77,978:    43,120     55,638     30,797     16,282      1,337          0          0          0          0          0          0:    2,724     4,721
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :    -5,242:    -3,293     -5,138     -1,440       -360       -240          0          0          0          0          0          0:     -269       496
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.3       71.4       39.5       20.9        1.7        0.0        0.0        0.0        0.0        0.0        0.0:      3.5       6.1
Old  :     100.0:      55.3       71.4       39.5       20.9        1.7        0.0        0.0        0.0        0.0        0.0        0.0:      3.5       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  :        27:        14         11          8          .          .          0          0          0          0          0          0:
Old  :        27:        14         11          8          .          .          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  :                 44.0       76.3       65.5       88.7       33.8       64.6       50.6       70.1
Old  :                 44.0       76.3       65.5       88.7       33.8       64.6       50.6       70.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                                                                                               Code-0233DR
Disaggregated Commitments of Traders - Futures Only, November 08, 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  :   120,046:    89,885     41,562      7,147     69,478      4,268      2,048          0          0      2,900          0          0:   13,798     4,738
Old  :   120,046:    89,885     41,562      7,147     69,478      4,268      2,048          0          0      2,900          0          0:   13,798     4,738
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :    -3,898:    -2,265     -4,254       -268        346       -580       -518          0          0       -722          0          0:      455       590
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.9       34.6        6.0       57.9        3.6        1.7        0.0        0.0        2.4        0.0        0.0:     11.5       3.9
Old  :     100.0:      74.9       34.6        6.0       57.9        3.6        1.7        0.0        0.0        2.4        0.0        0.0:     11.5       3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        14          6          .          7          5          .          0          0          .          0          0:
Old  :        25:        14          6          .          7          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  :                 54.8       80.0       69.8       92.2       54.6       76.2       69.7       87.8
Old  :                 54.8       80.0       69.8       92.2       54.6       76.2       69.7       87.8
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, November 08, 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  : 1,172,127:   160,846    219,230    159,186     60,106    110,520    241,082    204,178    242,956     57,469    167,941    127,159:   72,909    40,037
Old  : 1,172,127:   160,846    219,230    159,186     60,106    110,520    241,082    204,178    242,956     57,469    167,941    127,159:   72,909    40,037
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :    19,082:     8,228      7,796      9,915     -2,969     13,553    -12,649     21,394     -9,412     10,314    -16,619       -470:     -397     5,809
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.7       18.7       13.6        5.1        9.4       20.6       17.4       20.7        4.9       14.3       10.8:      6.2       3.4
Old  :     100.0:      13.7       18.7       13.6        5.1        9.4       20.6       17.4       20.7        4.9       14.3       10.8:      6.2       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  :       331:        42         33         22         11         26         61         66         69         64         48         76:
Old  :       331:        42         33         22         11         26         61         66         69         64         48         76:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.0       22.9       28.7       36.9       10.5       17.9       16.3       24.5
Old  :                 17.0       22.9       28.7       36.9       10.5       17.9       16.3       24.5
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, November 08, 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  :   304,297:    76,590     36,969     19,792     36,783     44,770      3,080     13,720     18,577    111,322    126,980     18,911:   11,255     7,587
Old  :   304,297:    76,590     36,969     19,792     36,783     44,770      3,080     13,720     18,577    111,322    126,980     18,911:   11,255     7,587
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :    18,892:     8,108     -1,487       -836        700      3,184       -350     -2,473      4,472      2,183     14,377        345:    1,786      -226
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.2       12.1        6.5       12.1       14.7        1.0        4.5        6.1       36.6       41.7        6.2:      3.7       2.5
Old  :     100.0:      25.2       12.1        6.5       12.1       14.7        1.0        4.5        6.1       36.6       41.7        6.2:      3.7       2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        68:        17         22          .          9         12          .          6          6         11         14         20:
Old  :        68:        17         22          .          9         12          .          6          6         11         14         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.6       47.0       63.9       59.4       45.9       44.4       54.9       51.4
Old  :                 49.6       47.0       63.9       59.4       45.9       44.4       54.9       51.4
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, November 08, 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  :   112,639:    25,695     25,012     31,695     37,367     17,872      4,535      3,415      8,574      6,531      5,224     11,657:    6,080     3,518
Old  :   112,639:    25,695     25,012     31,695     37,367     17,872      4,535      3,415      8,574      6,531      5,224     11,657:    6,080     3,518
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :     3,680:     3,188     -2,337       -101      4,558        -45     -1,324       -365      1,626       -447     -1,011        778:        5       476
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.8       22.2       28.1       33.2       15.9        4.0        3.0        7.6        5.8        4.6       10.3:      5.4       3.1
Old  :     100.0:      22.8       22.2       28.1       33.2       15.9        4.0        3.0        7.6        5.8        4.6       10.3:      5.4       3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        58:        16         17         10          7         16          4          5          7          8          6         12:
Old  :        58:        16         17         10          7         16          4          5          7          8          6         12:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7       43.9       40.3       57.0       18.4       35.0       30.2       41.4
Old  :                 24.7       43.9       40.3       57.0       18.4       35.0       30.2       41.4
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, November 08, 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  :    31,124:     2,246      4,332      6,432      8,083     11,446      4,012         10      2,925        788      1,120      3,125:      150        83
Old  :    31,124:     2,246      4,332      6,432      8,083     11,446      4,012         10      2,925        788      1,120      3,125:      150        83
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :     1,298:         0       -805       -115        -26        972       -589          0        109        -16        111        937:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       7.2       13.9       20.7       26.0       36.8       12.9        0.0        9.4        2.5        3.6       10.0:      0.5       0.3
Old  :     100.0:       7.2       13.9       20.7       26.0       36.8       12.9        0.0        9.4        2.5        3.6       10.0:      0.5       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:         .          4          4          .          7          6          .          .          5          6          9:
Old  :        29:         .          4          4          .          7          6          .          .          5          6          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  :                 57.5       71.1       82.1       88.0       28.9       32.5       33.5       35.4
Old  :                 57.5       71.1       82.1       88.0       28.9       32.5       33.5       35.4
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, November 08, 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  : 1,366,916:   376,521    228,101     77,046    822,381    167,429    109,456      7,537     42,799    530,758     46,895     31,179:   31,728    20,595
Old  : 1,366,916:   376,521    228,101     77,046    822,381    167,429    109,456      7,537     42,799    530,758     46,895     31,179:   31,728    20,595
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :     8,809:     2,948      9,607     -2,988      2,908      3,490      9,167        -93    -15,195     14,748      9,127     -1,738:   -1,623       703
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.5       16.7        5.6       60.2       12.2        8.0        0.6        3.1       38.8        3.4        2.3:      2.3       1.5
Old  :     100.0:      27.5       16.7        5.6       60.2       12.2        8.0        0.6        3.1       38.8        3.4        2.3:      2.3       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        88:        37         31          4         14         13          6          .          4         15          4         17:
Old  :        88:        37         31          4         14         13          6          .          4         15          4         17:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.1       37.3       61.2       62.8       44.8       34.7       54.2       58.7
Old  :                 49.1       37.3       61.2       62.8       44.8       34.7       54.2       58.7
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, November 08, 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  :   302,060:    61,401     66,978    174,156    141,521     22,101      8,981     14,344     15,003      7,568     26,070     12,438:      412     3,605
Old  :   302,060:    61,401     66,978    174,156    141,521     22,101      8,981     14,344     15,003      7,568     26,070     12,438:      412     3,605
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :    17,957:     2,344      8,854      4,297        -30      2,566     -1,596        818      4,016      2,629     -1,766      3,663:       38      -164
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      20.3       22.2       57.7       46.9        7.3        3.0        4.7        5.0        2.5        8.6        4.1:      0.1       1.2
Old  :     100.0:      20.3       22.2       57.7       46.9        7.3        3.0        4.7        5.0        2.5        8.6        4.1:      0.1       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  :        75:        14         21         14          6         16          6         10         10          7         10         13:
Old  :        75:        14         21         14          6         16          6         10         10          7         10         13:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.9       51.4       54.6       64.3       30.8       47.8       47.5       55.8
Old  :                 35.9       51.4       54.6       64.3       30.8       47.8       47.5       55.8
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, November 08, 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  :    33,301:    32,130     24,814         77      6,808         96          0          0          0        791        936        184:       23       463
Old  :    33,301:    32,130     24,814         77      6,808         96          0          0          0        791        936        184:       23       463
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :     5,286:     4,925      4,386         25      1,090          0          0          0          0        346          0        -10:        0      -180
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      96.5       74.5        0.2       20.4        0.3        0.0        0.0        0.0        2.4        2.8        0.6:      0.1       1.4
Old  :     100.0:      96.5       74.5        0.2       20.4        0.3        0.0        0.0        0.0        2.4        2.8        0.6:      0.1       1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        21         18          .          5          .          0          0          0          4          .          .:
Old  :        37:        21         18          .          5          .          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  :                 75.2       66.6       87.5       84.9       73.0       66.0       81.7       81.0
Old  :                 75.2       66.6       87.5       84.9       73.0       66.0       81.7       81.0
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, November 08, 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  :   140,373:   109,467    113,143     10,497     15,025      5,059      4,111         89      3,312      5,699      1,745      1,399:      829       601
Old  :   140,373:   109,467    113,143     10,497     15,025      5,059      4,111         89      3,312      5,699      1,745      1,399:      829       601
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :      -291:    -1,536        698        855       -822        165       -250          7         -2        441       -176       -123:      159       -38
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.0       80.6        7.5       10.7        3.6        2.9        0.1        2.4        4.1        1.2        1.0:      0.6       0.4
Old  :     100.0:      78.0       80.6        7.5       10.7        3.6        2.9        0.1        2.4        4.1        1.2        1.0:      0.6       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        94:        51         45          4          7          7          4          .          .         13          8         10:
Old  :        94:        51         45          4          7          7          4          .          .         13          8         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  :                 37.9       43.5       55.9       61.4       20.9       35.3       29.3       39.4
Old  :                 37.9       43.5       55.9       61.4       20.9       35.3       29.3       39.4
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, November 08, 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  :    99,381:    66,861     78,035      8,671      3,646      9,180      1,846      3,744          7     12,805      4,094          1:       10       674
Old  :    99,381:    66,861     78,035      8,671      3,646      9,180      1,846      3,744          7     12,805      4,094          1:       10       674
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :     4,700:     1,492      5,822        590     -1,825        830         30       -168         -7      1,765          0          0:        0        48
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.3       78.5        8.7        3.7        9.2        1.9        3.8        0.0       12.9        4.1        0.0:      0.0       0.7
Old  :     100.0:      67.3       78.5        8.7        3.7        9.2        1.9        3.8        0.0       12.9        4.1        0.0:      0.0       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  :        42:        22         24          4          .          5          .          .          .          .          .          .:
Old  :        42:        22         24          4          .          5          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.0       60.9       76.8       77.5       32.7       31.1       41.7       39.4
Old  :                 56.0       60.9       76.8       77.5       32.7       31.1       41.7       39.4
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, November 08, 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  :    34,774:    30,216     29,727        320      1,973      1,033        310          0          0      2,253        995        497:      145       549
Old  :    34,774:    30,216     29,727        320      1,973      1,033        310          0          0      2,253        995        497:      145       549
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :     2,216:     2,030      2,289        100        -10          0          0          0          0        169          0        -43:      -40       -20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.9       85.5        0.9        5.7        3.0        0.9        0.0        0.0        6.5        2.9        1.4:      0.4       1.6
Old  :     100.0:      86.9       85.5        0.9        5.7        3.0        0.9        0.0        0.0        6.5        2.9        1.4:      0.4       1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        55:        27         30          .          6          5          .          0          0         12          .          5:
Old  :        55:        27         30          .          6          5          .          0          0         12          .          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  :                 44.5       41.1       64.9       57.9       28.5       29.5       38.8       38.5
Old  :                 44.5       41.1       64.9       57.9       28.5       29.5       38.8       38.5
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, November 08, 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  :    14,935:     6,790     11,733      5,324      1,988        267          0          0          0      2,257        108         95:      202       744
Old  :    14,935:     6,790     11,733      5,324      1,988        267          0          0          0      2,257        108         95:      202       744
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :       352:       264        364          0          0          0          0          0          0        115          0        -12:      -15         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      45.5       78.6       35.6       13.3        1.8        0.0        0.0        0.0       15.1        0.7        0.6:      1.4       5.0
Old  :     100.0:      45.5       78.6       35.6       13.3        1.8        0.0        0.0        0.0       15.1        0.7        0.6:      1.4       5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        24         21          .          4          .          0          0          0          .          .          .:
Old  :        40:        24         21          .          4          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.3       57.4       78.1       75.3       51.3       41.6       57.9       52.1
Old  :                 59.3       57.4       78.1       75.3       51.3       41.6       57.9       52.1
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, November 08, 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  :    15,648:    13,607      7,662        463      6,824         67        106         40         15        251        311        199:      940       530
Old  :    15,648:    13,607      7,662        463      6,824         67        106         40         15        251        311        199:      940       530
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 1, 2016                                                                 :
     :       111:       251        116          0         30          0          0          0          0        -75         60        -95:       30         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.0       49.0        3.0       43.6        0.4        0.7        0.3        0.1        1.6        2.0        1.3:      6.0       3.4
Old  :     100.0:      87.0       49.0        3.0       43.6        0.4        0.7        0.3        0.1        1.6        2.0        1.3:      6.0       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  :        38:        24         15          .          4          .          .          .          .          .          .          .:
Old  :        38:        24         15          .          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  :                 57.9       60.2       73.3       80.9       34.5       51.6       42.3       56.0
Old  :                 57.9       60.2       73.3       80.9       34.5       51.6       42.3       56.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated November 11, 2016