NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                                                               Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 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  : 4,222,598: 2,452,582    900,738    297,477  2,293,877    234,076    390,915     69,191    229,712    186,760     94,969    383,367:   47,709    16,668
Old  : 4,222,598: 2,452,582    900,738    297,477  2,293,877    234,076    390,915     69,191    229,712    186,760     94,969    383,367:   47,709    16,668
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :  -182,844:  -126,146    -47,005    -10,361    -35,473     -6,489       -326     11,665    -14,792      8,339    -39,529    -12,022:  -21,047   -39,199
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.1       21.3        7.0       54.3        5.5        9.3        1.6        5.4        4.4        2.2        9.1:      1.1       0.4
Old  :     100.0:      58.1       21.3        7.0       54.3        5.5        9.3        1.6        5.4        4.4        2.2        9.1:      1.1       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  :       219:       113        100          4         20         22         16         10         20         25         19         34:
Old  :       219:       113        100          4         20         22         16         10         20         25         19         34:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       31.7       41.4       45.9       20.9       31.5       34.5       43.6
Old  :                 23.2       31.7       41.4       45.9       20.9       31.5       34.5       43.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                                                                                             Code-023392
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 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  : 1,903,415:   285,418    248,910     37,346     69,040    595,800     10,490     61,236    502,314     45,590      2,425    421,174:    5,283     2,517
Old  : 1,903,415:   285,418    248,910     37,346     69,040    595,800     10,490     61,236    502,314     45,590      2,425    421,174:    5,283     2,517
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :    19,151:       392      4,096       -114     -6,283      7,608     -2,499       -172      5,238      1,548       -453      8,957:   -1,979       160
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.0       13.1        2.0        3.6       31.3        0.6        3.2       26.4        2.4        0.1       22.1:      0.3       0.1
Old  :     100.0:      15.0       13.1        2.0        3.6       31.3        0.6        3.2       26.4        2.4        0.1       22.1:      0.3       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        88:        30         29          7         11         18          9          6         13         15          7         17:
Old  :        88:        30         29          7         11         18          9          6         13         15          7         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  :                 46.9       48.3       66.0       66.8        3.5        5.1        5.3        6.9
Old  :                 46.9       48.3       66.0       66.8        3.5        5.1        5.3        6.9
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 - Options and Futures Combined, April 05, 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  :   266,923:   185,511    219,784     11,894      6,320     21,629     10,581      1,033      2,202     13,219      3,562      3,865:   18,022     8,528
Old  :   266,923:   185,511    219,784     11,894      6,320     21,629     10,581      1,033      2,202     13,219      3,562      3,865:   18,022     8,528
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :   -18,456:   -19,263     -7,910       -808     -3,486      1,503       -837       -421         58      4,734     -4,169     -3,131:     -712      -900
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.5       82.3        4.5        2.4        8.1        4.0        0.4        0.8        5.0        1.3        1.4:      6.8       3.2
Old  :     100.0:      69.5       82.3        4.5        2.4        8.1        4.0        0.4        0.8        5.0        1.3        1.4:      6.8       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  :        55:        30         24          .          5          6          .          .          .          7          .          7:
Old  :        55:        30         24          .          5          6          .          .          .          7          .          7:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.7       49.9       47.7       73.9       20.9       37.1       30.8       49.6
Old  :                 28.7       49.9       47.7       73.9       20.9       37.1       30.8       49.6
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 - Options and Futures Combined, April 05, 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  :   135,563:   117,933     97,957      1,896     17,815      4,822        337        736      1,274      1,281      7,618      2,117:    5,903     3,224
Old  :   135,563:   117,933     97,957      1,896     17,815      4,822        337        736      1,274      1,281      7,618      2,117:    5,903     3,224
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :   -18,785:   -12,087    -16,502     -1,380      2,020       -474       -853          0       -185     -1,099     -1,356       -591:   -2,116    -1,697
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.0       72.3        1.4       13.1        3.6        0.2        0.5        0.9        0.9        5.6        1.6:      4.4       2.4
Old  :     100.0:      87.0       72.3        1.4       13.1        3.6        0.2        0.5        0.9        0.9        5.6        1.6:      4.4       2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        26         26          .          .          4          .          .          .          .          .          .:
Old  :        44:        26         26          .          .          4          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.3       37.0       68.8       58.8       34.1       27.9       44.0       43.0
Old  :                 51.3       37.0       68.8       58.8       34.1       27.9       44.0       43.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                   Code-023395
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 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  :   214,145:   178,804     52,358      5,664    132,518      7,484      2,133      5,504      3,962      2,375      1,099         28:   13,695    11,192
Old  :   214,145:   178,804     52,358      5,664    132,518      7,484      2,133      5,504      3,962      2,375      1,099         28:   13,695    11,192
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :   -17,984:   -17,581     -7,280     -1,145    -12,254       -116      1,488      1,991     -1,602      1,474        332     -1,198:      696     2,143
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.5       24.4        2.6       61.9        3.5        1.0        2.6        1.9        1.1        0.5        0.0:      6.4       5.2
Old  :     100.0:      83.5       24.4        2.6       61.9        3.5        1.0        2.6        1.9        1.1        0.5        0.0:      6.4       5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        20         17          .         11          6          .          .          .          .          .          .:
Old  :        43:        20         17          .         11          6          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.4       45.0       66.8       70.5       43.9       44.9       63.3       69.5
Old  :                 47.4       45.0       66.8       70.5       43.9       44.9       63.3       69.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023396
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 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  :   695,334:   608,964    175,866     23,359    457,775     35,446         17      3,708      9,858        172      5,955      3,364:   14,154     3,362
Old  :   695,334:   608,964    175,866     23,359    457,775     35,446         17      3,708      9,858        172      5,955      3,364:   14,154     3,362
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :   -13,620:    -4,591    -15,441     -2,490      6,784     -5,177     -2,090     -1,612      2,259     -2,300      1,356     -1,103:    1,872      -686
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.6       25.3        3.4       65.8        5.1        0.0        0.5        1.4        0.0        0.9        0.5:      2.0       0.5
Old  :     100.0:      87.6       25.3        3.4       65.8        5.1        0.0        0.5        1.4        0.0        0.9        0.5:      2.0       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  :        61:        37         26          4         10         13          .          .          .          .          4          .:
Old  :        61:        37         26          4         10         13          .          .          .          .          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.2       44.5       54.6       70.9       30.8       43.2       50.6       68.7
Old  :                 34.2       44.5       54.6       70.9       30.8       43.2       50.6       68.7
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 - Options and Futures Combined, April 05, 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  :   293,203:   248,570    161,225     16,428    119,281        122      2,321          0      2,576     16,013      2,260        906:    6,267     6,833
Old  :   293,203:   248,570    161,225     16,428    119,281        122      2,321          0      2,576     16,013      2,260        906:    6,267     6,833
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :   -18,505:   -12,142    -12,169     -3,095     -5,664       -124        -57     -1,057          0     -2,044        -53        -33:   -1,010       595
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.8       55.0        5.6       40.7        0.0        0.8        0.0        0.9        5.5        0.8        0.3:      2.1       2.3
Old  :     100.0:      84.8       55.0        5.6       40.7        0.0        0.8        0.0        0.9        5.5        0.8        0.3:      2.1       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  :        56:        26         29          4          8          .          .          0          .          .          .          .:
Old  :        56:        26         29          4          8          .          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.0       42.3       67.3       62.0       43.1       42.2       65.2       62.0
Old  :                 45.0       42.3       67.3       62.0       43.1       42.2       65.2       62.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                           Code-023398
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 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  :   277,678:   211,340    177,616     14,451     62,110     29,633      5,039          0      1,089     11,253      1,261        844:    4,029     5,125
Old  :   277,678:   211,340    177,616     14,451     62,110     29,633      5,039          0      1,089     11,253      1,261        844:    4,029     5,125
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :   -18,791:   -15,749    -13,120       -778     -4,406       -638        946          0       -242       -745        -92        155:   -1,740      -448
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.1       64.0        5.2       22.4       10.7        1.8        0.0        0.4        4.1        0.5        0.3:      1.5       1.8
Old  :     100.0:      76.1       64.0        5.2       22.4       10.7        1.8        0.0        0.4        4.1        0.5        0.3:      1.5       1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        55:        26         31          4          8         10          .          0          .          .          .          .:
Old  :        55:        26         31          4          8         10          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.0       33.7       70.1       53.9       51.4       29.5       64.9       46.2
Old  :                 52.0       33.7       70.1       53.9       51.4       29.5       64.9       46.2
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 - Options and Futures Combined, April 05, 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  :   123,197:   112,755     81,620        642     30,777        430      1,565          0        941        230      1,476        943:    5,691     7,010
Old  :   123,197:   112,755     81,620        642     30,777        430      1,565          0        941        230      1,476        943:    5,691     7,010
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :   -16,116:   -16,355     -8,489        286      1,708       -155       -200       -240       -110        230     -5,526       -441:      629    -2,863
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.5       66.3        0.5       25.0        0.3        1.3        0.0        0.8        0.2        1.2        0.8:      4.6       5.7
Old  :     100.0:      91.5       66.3        0.5       25.0        0.3        1.3        0.0        0.8        0.2        1.2        0.8:      4.6       5.7
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  :        33:        19         15          .          7          .          .          0          .          .          .          .:
Old  :        33:        19         15          .          7          .          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.1       59.0       78.0       73.0       64.1       56.8       76.5       70.2
Old  :                 64.1       59.0       78.0       73.0       64.1       56.8       76.5       70.2
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 - Options and Futures Combined, April 05, 2016                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   118,404:    81,852     94,911     13,982      4,050      6,295          0      3,417         28      8,136          0      1,086:    7,025     8,617
Old  :   118,404:    81,852     94,911     13,982      4,050      6,295          0      3,417         28      8,136          0      1,086:    7,025     8,617
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :    -6,707:    -7,335     -5,134       -565       -429        189          0       -270        -30      1,562          0       -158:     -370      -875
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.1       80.2       11.8        3.4        5.3        0.0        2.9        0.0        6.9        0.0        0.9:      5.9       7.3
Old  :     100.0:      69.1       80.2       11.8        3.4        5.3        0.0        2.9        0.0        6.9        0.0        0.9:      5.9       7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        25         20          .          .          .          0          .          .          .          0          .:
Old  :        36:        25         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  :                 44.9       39.4       63.7       63.0       42.8       38.2       59.2       59.2
Old  :                 44.9       39.4       63.7       63.0       42.8       38.2       59.2       59.2
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 - Options and Futures Combined, April 05, 2016                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    99,447:    85,640     33,399      1,715     52,670        306        392          0        968          0      1,740        424:   10,002     9,940
Old  :    99,447:    85,640     33,399      1,715     52,670        306        392          0        968          0      1,740        424:   10,002     9,940
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :   -10,402:    -7,863     -5,129       -210     -3,585       -264         79          0        -79          0     -1,848          0:   -2,065       503
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.1       33.6        1.7       53.0        0.3        0.4        0.0        1.0        0.0        1.7        0.4:     10.1      10.0
Old  :     100.0:      86.1       33.6        1.7       53.0        0.3        0.4        0.0        1.0        0.0        1.7        0.4:     10.1      10.0
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:        13         12          .          7          .          .          0          .          0          .          .:
Old  :        26:        13         12          .          7          .          .          0          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.4       43.9       85.1       68.6       76.3       43.9       82.5       68.2
Old  :                 77.4       43.9       85.1       68.6       76.3       43.9       82.5       68.2
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 - Options and Futures Combined, April 05, 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  :   161,413:   111,685     66,161     36,697     79,130      5,342          0          0          0          0          0          0:    7,689    10,780
Old  :   161,413:   111,685     66,161     36,697     79,130      5,342          0          0          0          0          0          0:    7,689    10,780
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :   -11,174:    -7,700     -4,219     -3,644     -5,845         25          0          0          0          0          0          0:      145    -1,135
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.2       41.0       22.7       49.0        3.3        0.0        0.0        0.0        0.0        0.0        0.0:      4.8       6.7
Old  :     100.0:      69.2       41.0       22.7       49.0        3.3        0.0        0.0        0.0        0.0        0.0        0.0:      4.8       6.7
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  :        33:        20         11          4          8          5          0          0          0          0          0          0:
Old  :        33:        20         11          4          8          5          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.9       68.0       60.1       81.2       38.6       67.9       57.0       78.9
Old  :                 38.9       68.0       60.1       81.2       38.6       67.9       57.0       78.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV                                                                         Code-02339Y
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 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  :    86,623:    72,534     51,060      3,581     28,851        428          0          0          0          0          0          0:   10,080     6,284
Old  :    86,623:    72,534     51,060      3,581     28,851        428          0          0          0          0          0          0:   10,080     6,284
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :    -6,861:    -5,351     -2,273       -540     -4,442          0          0          0          0          0          0          0:     -970      -146
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.7       58.9        4.1       33.3        0.5        0.0        0.0        0.0        0.0        0.0        0.0:     11.6       7.3
Old  :     100.0:      83.7       58.9        4.1       33.3        0.5        0.0        0.0        0.0        0.0        0.0        0.0:     11.6       7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        14         12          .          .          .          0          0          0          0          0          0:
Old  :        24:        14         12          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.6       61.6       71.4       85.9       53.6       61.6       68.1       82.9
Old  :                 53.6       61.6       71.4       85.9       53.6       61.6       68.1       82.9
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 - Options and Futures Combined, April 05, 2016                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   313,776:   232,121    119,255     50,293    165,470     12,411        547         62      1,202        758      1,949      4,816:   11,628     8,611
Old  :   313,776:   232,121    119,255     50,293    165,470     12,411        547         62      1,202        758      1,949      4,816:   11,628     8,611
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :   -14,082:   -13,229    -13,168        146      1,419     -1,117        127         28        151        719       -917       -503:     -376        25
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.0       38.0       16.0       52.7        4.0        0.2        0.0        0.4        0.2        0.6        1.5:      3.7       2.7
Old  :     100.0:      74.0       38.0       16.0       52.7        4.0        0.2        0.0        0.4        0.2        0.6        1.5:      3.7       2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        55:        34         23          4         11          7          .          .          .          .          .          .:
Old  :        55:        34         23          4         11          7          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.0       51.7       47.9       69.3       26.2       51.7       42.6       67.3
Old  :                 28.0       51.7       47.9       69.3       26.2       51.7       42.6       67.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                         Code-0233A5
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 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  :    80,869:    67,499     42,298          0     28,170      1,921      1,113        620        505        228          0      1,409:    8,194     5,946
Old  :    80,869:    67,499     42,298          0     28,170      1,921      1,113        620        505        228          0      1,409:    8,194     5,946
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :    -5,559:    -3,507     -3,328          0      1,441       -428      1,091       -234       -843        228     -1,704         15:   -2,115      -478
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.5       52.3        0.0       34.8        2.4        1.4        0.8        0.6        0.3        0.0        1.7:     10.1       7.4
Old  :     100.0:      83.5       52.3        0.0       34.8        2.4        1.4        0.8        0.6        0.3        0.0        1.7:     10.1       7.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        16         14          0          6          5          .          .          .          .          0          .:
Old  :        29:        16         14          0          6          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  :                 52.6       45.2       73.7       69.7       46.8       38.1       63.5       57.9
Old  :                 52.6       45.2       73.7       69.7       46.8       38.1       63.5       57.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV                                                                                         Code-0233A6
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 2016                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    15,449:    11,792     11,733          0        240          0        240          0          0          0          0          0:    3,417     3,476
Old  :    15,449:    11,792     11,733          0        240          0        240          0          0          0          0          0:    3,417     3,476
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :    -5,487:    -4,563     -6,819     -1,593          0          0          0          0          0          0          0          0:      669     1,332
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.3       75.9        0.0        1.6        0.0        1.6        0.0        0.0        0.0        0.0        0.0:     22.1      22.5
Old  :     100.0:      76.3       75.9        0.0        1.6        0.0        1.6        0.0        0.0        0.0        0.0        0.0:     22.1      22.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:         9         12          0          .          0          .          0          0          0          0          0:
Old  :        21:         9         12          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  :                 61.3       51.3       74.8       68.8       60.4       48.1       72.2       65.6
Old  :                 61.3       51.3       74.8       68.8       60.4       48.1       72.2       65.6
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 - Options and Futures Combined, April 05, 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  :    72,047:    27,038     43,561     32,198     14,873      2,432          0      5,779        670      2,274        210      1,076:    6,359     3,446
Old  :    72,047:    27,038     43,561     32,198     14,873      2,432          0      5,779        670      2,274        210      1,076:    6,359     3,446
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :    -7,493:    -6,197     -3,609        492     -1,170        -16       -135       -819       -507          0       -854       -134:     -996      -384
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.5       60.5       44.7       20.6        3.4        0.0        8.0        0.9        3.2        0.3        1.5:      8.8       4.8
Old  :     100.0:      37.5       60.5       44.7       20.6        3.4        0.0        8.0        0.9        3.2        0.3        1.5:      8.8       4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:         6          8          5          4          7          0          .          .          .          .          .:
Old  :        22:         6          8          5          4          7          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.5       63.7       74.2       82.7       42.5       55.3       68.1       70.1
Old  :                 43.5       63.7       74.2       82.7       42.5       55.3       68.1       70.1
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 - Options and Futures Combined, April 05, 2016                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    51,515:    28,601     48,285     15,891        500      2,316      1,472          0          0          0          0          0:    3,235       414
Old  :    51,515:    28,601     48,285     15,891        500      2,316      1,472          0          0          0          0          0:    3,235       414
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :   -59,136:   -39,166    -46,712     -4,624        500     -2,150    -11,610     -4,260          0     -2,340     -4,800       -360:    1,114    -1,354
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.5       93.7       30.8        1.0        4.5        2.9        0.0        0.0        0.0        0.0        0.0:      6.3       0.8
Old  :     100.0:      55.5       93.7       30.8        1.0        4.5        2.9        0.0        0.0        0.0        0.0        0.0:      6.3       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  :        20:         6         11          7          .          .          .          0          0          0          0          0:
Old  :        20:         6         11          7          .          .          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.4       66.6       74.0       85.3       36.5       62.5       57.4       75.5
Old  :                 51.4       66.6       74.0       85.3       36.5       62.5       57.4       75.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV                                                                                 Code-0233AH
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 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  :    98,363:    70,487     85,193      8,240        780      1,170     13,082      4,260          0      2,340      5,160        360:    2,684     1,440
Old  :    98,363:    70,487     85,193      8,240        780      1,170     13,082      4,260          0      2,340      5,160        360:    2,684     1,440
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :   -42,840:   -17,886    -41,050     -8,329        780     -1,213     -5,919        372       -522     -7,937      1,040     -1,725:      691      -522
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.7       86.6        8.4        0.8        1.2       13.3        4.3        0.0        2.4        5.2        0.4:      2.7       1.5
Old  :     100.0:      71.7       86.6        8.4        0.8        1.2       13.3        4.3        0.0        2.4        5.2        0.4:      2.7       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  :        60:        28         20          5          .          .          5          .          0          .          4          .:
Old  :        60:        28         20          5          .          .          5          .          0          .          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.0       64.0       56.9       79.0       39.9       57.3       52.1       69.9
Old  :                 42.0       64.0       56.9       79.0       39.9       57.3       52.1       69.9
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 - Options and Futures Combined, April 05, 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  :    57,638:    55,478     57,068        930          0          0          0          0          0          0          0          0:    1,230       570
Old  :    57,638:    55,478     57,068        930          0          0          0          0          0          0          0          0:    1,230       570
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :   -14,671:   -14,358    -13,925       -620          0          0          0       -372          0       -248          0          0:      555      -374
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      96.3       99.0        1.6        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      2.1       1.0
Old  :     100.0:      96.3       99.0        1.6        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      2.1       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        15         18          .          0          0          0          0          0          0          0          0:
Old  :        30:        15         18          .          0          0          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.7       60.5       90.7       81.8       73.5       51.8       83.0       72.3
Old  :                 76.7       60.5       90.7       81.8       73.5       51.8       83.0       72.3
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 - Options and Futures Combined, April 05, 2016                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   205,905:   175,624    155,300     18,694     37,272      3,662          0        266      1,053          0          0          0:    6,872     8,352
Old  :   205,905:   175,624    155,300     18,694     37,272      3,662          0        266      1,053          0          0          0:    6,872     8,352
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :    -9,261:    -5,089     -9,275      2,288      6,768     -6,770          0       -215        -54          0          0          0:      364       285
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.3       75.4        9.1       18.1        1.8        0.0        0.1        0.5        0.0        0.0        0.0:      3.3       4.1
Old  :     100.0:      85.3       75.4        9.1       18.1        1.8        0.0        0.1        0.5        0.0        0.0        0.0:      3.3       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  :        37:        28         26          .          5          .          0          .          .          0          0          0:
Old  :        37:        28         26          .          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  :                 68.0       42.1       79.6       65.6       64.9       36.6       70.4       51.5
Old  :                 68.0       42.1       79.6       65.6       64.9       36.6       70.4       51.5
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 - Options and Futures Combined, April 05, 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  :    23,637:    20,678     20,611          0      1,202          0          0          0          0      1,866          0          0:    1,093     1,824
Old  :    23,637:    20,678     20,611          0      1,202          0          0          0          0      1,866          0          0:    1,093     1,824
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :    -2,217:    -2,227     -1,253          0      1,116     -1,116          0       -308          0      1,139          0       -403:      390      -253
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.5       87.2        0.0        5.1        0.0        0.0        0.0        0.0        7.9        0.0        0.0:      4.6       7.7
Old  :     100.0:      87.5       87.2        0.0        5.1        0.0        0.0        0.0        0.0        7.9        0.0        0.0:      4.6       7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        10         11          0          .          0          0          0          0          .          0          0:
Old  :        22:        10         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  :                 61.2       70.9       90.8       88.3       61.2       63.9       86.5       81.4
Old  :                 61.2       70.9       90.8       88.3       61.2       63.9       86.5       81.4
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 - Options and Futures Combined, April 05, 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  :    54,062:    37,866     39,935      3,714      2,065        214          0      2,450        307          0      3,315        565:   11,396     5,211
Old  :    54,062:    37,866     39,935      3,714      2,065        214          0      2,450        307          0      3,315        565:   11,396     5,211
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :    -1,682:     2,324        307          0       -314          0          0        742       -270          0     -1,681        -62:   -3,674      -404
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.0       73.9        6.9        3.8        0.4        0.0        4.5        0.6        0.0        6.1        1.0:     21.1       9.6
Old  :     100.0:      70.0       73.9        6.9        3.8        0.4        0.0        4.5        0.6        0.0        6.1        1.0:     21.1       9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        13         15          .          .          .          0          .          .          0          .          .:
Old  :        23:        13         15          .          .          .          0          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.0       46.0       68.4       65.3       38.2       34.0       47.8       48.3
Old  :                 50.0       46.0       68.4       65.3       38.2       34.0       47.8       48.3
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 - Options and Futures Combined, April 05, 2016                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   115,704:    97,208     58,747      2,297     20,830      7,399          0      5,840        523          0     15,950          0:    8,277     6,415
Old  :   115,704:    97,208     58,747      2,297     20,830      7,399          0      5,840        523          0     15,950          0:    8,277     6,415
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :    -8,777:    -6,735     -7,217       -734       -600       -420          0        -68          0          0     -1,124          0:     -888       652
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.0       50.8        2.0       18.0        6.4        0.0        5.0        0.5        0.0       13.8        0.0:      7.2       5.5
Old  :     100.0:      84.0       50.8        2.0       18.0        6.4        0.0        5.0        0.5        0.0       13.8        0.0:      7.2       5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        14         18          .          5          4          0          .          .          0          .          0:
Old  :        36:        14         18          .          5          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  :                 63.1       45.7       80.3       63.0       63.1       39.0       75.6       55.3
Old  :                 63.1       45.7       80.3       63.0       63.1       39.0       75.6       55.3
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 - Options and Futures Combined, April 05, 2016                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   107,816:    73,990     99,303      4,190          0      2,846      4,479          0        636      6,574          0          0:   15,101     5,031
Old  :   107,816:    73,990     99,303      4,190          0      2,846      4,479          0        636      6,574          0          0:   15,101     5,031
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :   -10,857:    -8,063     -9,284     -3,379          0       -757     -1,175          0          0     -1,195          0       -190:    3,902      -626
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.6       92.1        3.9        0.0        2.6        4.2        0.0        0.6        6.1        0.0        0.0:     14.0       4.7
Old  :     100.0:      68.6       92.1        3.9        0.0        2.6        4.2        0.0        0.6        6.1        0.0        0.0:     14.0       4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        14         12          .          0          .          .          0          .          .          0          0:
Old  :        25:        14         12          .          0          .          .          0          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.0       73.3       67.2       87.5       47.1       67.5       59.8       80.1
Old  :                 49.0       73.3       67.2       87.5       47.1       67.5       59.8       80.1
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 - Options and Futures Combined, April 05, 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  :   103,983:    78,504     97,788     17,682      3,094      1,128      1,472          0          0          0          0          0:    5,197     1,973
Old  :   103,983:    78,504     97,788     17,682      3,094      1,128      1,472          0          0          0          0          0:    5,197     1,973
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :    -8,148:    -6,518     -5,788        959       -390     -1,500       -240          0          0       -930          0          0:       81      -470
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.5       94.0       17.0        3.0        1.1        1.4        0.0        0.0        0.0        0.0        0.0:      5.0       1.9
Old  :     100.0:      75.5       94.0       17.0        3.0        1.1        1.4        0.0        0.0        0.0        0.0        0.0:      5.0       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  :        22:        12         13          5          .          .          .          0          0          0          0          0:
Old  :        22:        12         13          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  :                 60.8       68.8       83.6       88.6       54.5       57.9       67.9       74.4
Old  :                 60.8       68.8       83.6       88.6       54.5       57.9       67.9       74.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                Code-0233BH
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 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  :   120,793:   107,638    114,691      2,925          0        978        221          0        962      1,286      1,651        587:    6,196     1,924
Old  :   120,793:   107,638    114,691      2,925          0        978        221          0        962      1,286      1,651        587:    6,196     1,924
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :    -9,226:    -7,045     -8,759       -980          0        796        -50          0         -6       -308       -269       -122:   -1,511      -866
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.1       94.9        2.4        0.0        0.8        0.2        0.0        0.8        1.1        1.4        0.5:      5.1       1.6
Old  :     100.0:      89.1       94.9        2.4        0.0        0.8        0.2        0.0        0.8        1.1        1.4        0.5:      5.1       1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        17         17          .          0          .          .          0          .          .          .          .:
Old  :        27:        17         17          .          0          .          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.3       68.2       81.9       87.6       67.7       64.6       78.2       83.9
Old  :                 69.3       68.2       81.9       87.6       67.7       64.6       78.2       83.9
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 - Options and Futures Combined, April 05, 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  :   142,159:   103,718     53,995     14,808     59,072      3,255      2,057          0        818        381     13,041      1,348:   15,774    10,630
Old  :   142,159:   103,718     53,995     14,808     59,072      3,255      2,057          0        818        381     13,041      1,348:   15,774    10,630
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :   -12,366:   -15,053     -6,205      4,773     -3,042       -794        591          0         21        381     -3,716        -46:   -2,239     1,416
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.0       38.0       10.4       41.6        2.3        1.4        0.0        0.6        0.3        9.2        0.9:     11.1       7.5
Old  :     100.0:      73.0       38.0       10.4       41.6        2.3        1.4        0.0        0.6        0.3        9.2        0.9:     11.1       7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        17         16          .          7          5          .          0          .          .          .          .:
Old  :        36:        17         16          .          7          5          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.3       47.5       59.2       68.2       25.3       42.4       39.3       54.6
Old  :                 41.3       47.5       59.2       68.2       25.3       42.4       39.3       54.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                                                                                                 Code-0233BQ
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 2016                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    20,597:    14,817     17,577      1,718          0          0        300          0          0      2,400      2,960          0:    1,362        60
Old  :    20,597:    14,817     17,577      1,718          0          0        300          0          0      2,400      2,960          0:    1,362        60
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :    -5,270:    -4,858     -2,697          0          0          0          0          0          0          0     -2,046          0:     -412      -527
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.9       85.3        8.3        0.0        0.0        1.5        0.0        0.0       11.7       14.4        0.0:      6.6       0.3
Old  :     100.0:      71.9       85.3        8.3        0.0        0.0        1.5        0.0        0.0       11.7       14.4        0.0:      6.6       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  :        22:        10         10          .          0          0          .          0          0          .          .          0:
Old  :        22:        10         10          .          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  :                 67.7       69.4       83.5       94.8       67.7       65.0       80.7       88.2
Old  :                 67.7       69.4       83.5       94.8       67.7       65.0       80.7       88.2
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 - Options and Futures Combined, April 05, 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  :    36,807:    35,752     29,568          0      5,736          0          0          0          0          0      1,050          0:    1,055       453
Old  :    36,807:    35,752     29,568          0      5,736          0          0          0          0          0      1,050          0:    1,055       453
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :    -7,130:    -6,355     -5,890          0       -217       -155          0          0          0          0       -744          0:     -620      -124
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      97.1       80.3        0.0       15.6        0.0        0.0        0.0        0.0        0.0        2.9        0.0:      2.9       1.2
Old  :     100.0:      97.1       80.3        0.0       15.6        0.0        0.0        0.0        0.0        0.0        2.9        0.0:      2.9       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  :        23:         9         12          0          .          0          0          0          0          0          .          0:
Old  :        23:         9         12          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  :                 80.9       50.3       95.3       85.2       79.0       50.3       91.7       82.8
Old  :                 80.9       50.3       95.3       85.2       79.0       50.3       91.7       82.8
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 - Options and Futures Combined, April 05, 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  :    59,177:    34,967     57,091     21,590          0        488          0        480          0          0        480          0:    2,132       638
Old  :    59,177:    34,967     57,091     21,590          0        488          0        480          0          0        480          0:    2,132       638
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :    -6,743:    -7,528     -6,371      1,224          0          0          0          0          0          0          0          0:     -439      -372
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.1       96.5       36.5        0.0        0.8        0.0        0.8        0.0        0.0        0.8        0.0:      3.6       1.1
Old  :     100.0:      59.1       96.5       36.5        0.0        0.8        0.0        0.8        0.0        0.0        0.8        0.0:      3.6       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  :        24:        11         11          .          0          .          0          .          0          0          .          0:
Old  :        24:        11         11          .          0          .          0          .          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.3       80.6       90.7       95.6       66.5       80.6       89.9       94.4
Old  :                 67.3       80.6       90.7       95.6       66.5       80.6       89.9       94.4
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 - Options and Futures Combined, April 05, 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  :   192,103:   138,472    138,796     25,908     21,022     17,131      1,414          0        186        419      6,489      1,395:    7,178     7,084
Old  :   192,103:   138,472    138,796     25,908     21,022     17,131      1,414          0        186        419      6,489      1,395:    7,178     7,084
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :   -14,655:   -10,055    -11,180     -1,645      2,805     -3,394         92          0        -92        390     -1,182        440:     -391    -2,052
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.1       72.3       13.5       10.9        8.9        0.7        0.0        0.1        0.2        3.4        0.7:      3.7       3.7
Old  :     100.0:      72.1       72.3       13.5       10.9        8.9        0.7        0.0        0.1        0.2        3.4        0.7:      3.7       3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        49:        30         24          4          5          7          .          0          .          .          4          .:
Old  :        49:        30         24          4          5          7          .          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  :                 39.3       49.3       60.3       66.9       38.5       45.3       55.3       56.5
Old  :                 39.3       49.3       60.3       66.9       38.5       45.3       55.3       56.5
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 - Options and Futures Combined, April 05, 2016                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    86,667:    41,935     56,330     35,509     18,043        496          0          0          0          0          0          0:    8,727    11,798
Old  :    86,667:    41,935     56,330     35,509     18,043        496          0          0          0          0          0          0:    8,727    11,798
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :    -6,632:    -3,216     -6,330     -2,431       -390       -542          0          0          0          0          0          0:     -443       630
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.4       65.0       41.0       20.8        0.6        0.0        0.0        0.0        0.0        0.0        0.0:     10.1      13.6
Old  :     100.0:      48.4       65.0       41.0       20.8        0.6        0.0        0.0        0.0        0.0        0.0        0.0:     10.1      13.6
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:         6         11          7          .          .          0          0          0          0          0          0:
Old  :        22:         6         11          7          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.4       62.3       80.2       77.6       52.5       56.7       71.7       69.8
Old  :                 57.4       62.3       80.2       77.6       52.5       56.7       71.7       69.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV                                                                              Code-0233CZ
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 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  :    89,180:    51,805     54,523     25,246     26,296      3,658          0          0          0          0      1,317        273:    8,198     3,113
Old  :    89,180:    51,805     54,523     25,246     26,296      3,658          0          0          0          0      1,317        273:    8,198     3,113
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :    -6,956:    -3,335     -5,511     -2,664     -1,424          0          0          0          0          0        152       -121:     -836       -52
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.1       61.1       28.3       29.5        4.1        0.0        0.0        0.0        0.0        1.5        0.3:      9.2       3.5
Old  :     100.0:      58.1       61.1       28.3       29.5        4.1        0.0        0.0        0.0        0.0        1.5        0.3:      9.2       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  :        27:        16         13          .          .          .          0          0          0          0          .          .:
Old  :        27:        16         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  :                 63.2       69.5       76.7       87.2       63.2       68.7       74.0       83.6
Old  :                 63.2       69.5       76.7       87.2       63.2       68.7       74.0       83.6
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 - Options and Futures Combined, April 05, 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  :    91,239:    76,911     34,836      5,807     49,575      1,172          0          0          0      2,362          0          0:    4,987     5,656
Old  :    91,239:    76,911     34,836      5,807     49,575      1,172          0          0          0      2,362          0          0:    4,987     5,656
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :    -6,047:    -5,221     -4,148        102     -2,275        151          0          0          0       -350          0          0:     -729       225
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.3       38.2        6.4       54.3        1.3        0.0        0.0        0.0        2.6        0.0        0.0:      5.5       6.2
Old  :     100.0:      84.3       38.2        6.4       54.3        1.3        0.0        0.0        0.0        2.6        0.0        0.0:      5.5       6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        15          5          .          6          .          0          0          0          .          0          0:
Old  :        27:        15          5          .          6          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.4       73.1       77.0       87.6       60.4       72.0       77.0       85.8
Old  :                 60.4       73.1       77.0       87.6       60.4       72.0       77.0       85.8
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 - Options and Futures Combined, April 05, 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  : 1,115,854:   170,554    167,666    158,523     43,205     82,827    210,712    282,557    239,350     44,421    112,624    138,708:   70,759    48,918
Old  : 1,115,854:   170,554    167,666    158,523     43,205     82,827    210,712    282,557    239,350     44,421    112,624    138,708:   70,759    48,918
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :    24,330:     4,851      4,772    -20,258      8,395     10,044        296    -18,680     23,265      5,863     -4,913       -514:      783     1,960
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.3       15.0       14.2        3.9        7.4       18.9       25.3       21.4        4.0       10.1       12.4:      6.3       4.4
Old  :     100.0:      15.3       15.0       14.2        3.9        7.4       18.9       25.3       21.4        4.0       10.1       12.4:      6.3       4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       332:        35         32         22         10         21         67         79         76         51         54         74:
Old  :       332:        35         32         22         10         21         67         79         76         51         54         74:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.3       17.8       24.0       27.6        8.0       10.0       13.8       16.5
Old  :                 14.3       17.8       24.0       27.6        8.0       10.0       13.8       16.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 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  :   757,587:   153,928    126,095     35,191     63,375    276,129     23,052     21,591    110,750     12,624     17,167    138,878:    7,035     3,602
Old  :   757,587:   153,928    126,095     35,191     63,375    276,129     23,052     21,591    110,750     12,624     17,167    138,878:    7,035     3,602
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :       735:       308      1,365     -2,680     -3,148        366     -1,152        462      1,651      2,597        344       -304:      -51        -2
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      20.3       16.6        4.6        8.4       36.4        3.0        2.8       14.6        1.7        2.3       18.3:      0.9       0.5
Old  :     100.0:      20.3       16.6        4.6        8.4       36.4        3.0        2.8       14.6        1.7        2.3       18.3:      0.9       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  :       130:        30         30          7         14         21         24         13         31         22         17         34:
Old  :       130:        30         30          7         14         21         24         13         31         22         17         34:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.2       32.6       51.6       48.3        6.6        5.3        9.7        9.2
Old  :                 37.2       32.6       51.6       48.3        6.6        5.3        9.7        9.2
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 - Options and Futures Combined, April 05, 2016                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   275,461:    73,902     44,943     30,362     30,266     45,793     44,178      2,212     19,199     18,200     91,643     33,679:   10,148     7,726
Old  :   275,461:    73,902     44,943     30,362     30,266     45,793     44,178      2,212     19,199     18,200     91,643     33,679:   10,148     7,726
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :   -24,470:    -6,551     -8,158     -2,119        324     -3,500      2,675       -367     -9,032     -2,519     -1,260     -2,855:     -569       378
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.8       16.3       11.0       11.0       16.6       16.0        0.8        7.0        6.6       33.3       12.2:      3.7       2.8
Old  :     100.0:      26.8       16.3       11.0       11.0       16.6       16.0        0.8        7.0        6.6       33.3       12.2:      3.7       2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        62:        15         17          7          6         13          9          .          9          7         12         18:
Old  :        62:        15         17          7          6         13          9          .          9          7         12         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.9       44.6       51.5       57.9       29.1       36.9       39.9       42.3
Old  :                 34.9       44.6       51.5       57.9       29.1       36.9       39.9       42.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE                                                                                         Code-023A56
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 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  :   103,478:    11,689     24,858     27,444     18,102     20,871     10,490      8,230      8,945      7,159      8,346      8,615:    8,265     5,511
Old  :   103,478:    11,689     24,858     27,444     18,102     20,871     10,490      8,230      8,945      7,159      8,346      8,615:    8,265     5,511
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :     1,873:        -2       -118       -425        -84        522        796          2        382        810      1,175       -310:      100       304
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.3       24.0       26.5       17.5       20.2       10.1        8.0        8.6        6.9        8.1        8.3:      8.0       5.3
Old  :     100.0:      11.3       24.0       26.5       17.5       20.2       10.1        8.0        8.6        6.9        8.1        8.3:      8.0       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  :        54:         9          9         12          .         14          8          5          9          9          8         13:
Old  :        54:         9          9         12          .         14          8          5          9          9          8         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  :                 27.1       38.5       40.0       53.9       17.3       27.9       27.7       37.1
Old  :                 27.1       38.5       40.0       53.9       17.3       27.9       27.7       37.1
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 - Options and Futures Combined, April 05, 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  :   100,149:     9,828      9,323      7,445      5,682     46,448      1,427      5,115     15,991      3,411      1,969     15,330:      269       291
Old  :   100,149:     9,828      9,323      7,445      5,682     46,448      1,427      5,115     15,991      3,411      1,969     15,330:      269       291
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :     4,787:      -451        -90       -971         61        657        761        726        -64      1,889        511      3,025:      -60       -39
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       9.8        9.3        7.4        5.7       46.4        1.4        5.1       16.0        3.4        2.0       15.3:      0.3       0.3
Old  :     100.0:       9.8        9.3        7.4        5.7       46.4        1.4        5.1       16.0        3.4        2.0       15.3:      0.3       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  :        32:         5          5          4          .          7          .          6          8          6          5         11:
Old  :        32:         5          5          4          .          7          .          6          8          6          5         11:
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       53.0       76.5       72.3       11.6        9.6       13.3       13.0
Old  :                 55.1       53.0       76.5       72.3       11.6        9.6       13.3       13.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HHUB NAT GAS PENULT FINL-2500 - NASDAQ FUTURES                                                                                                   Code-023P03
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 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  :    33,538:     3,348      9,894     22,095      2,685      2,934      1,185      8,315        765          0      5,215      2,764:      447       966
Old  :    33,538:     3,348      9,894     22,095      2,685      2,934      1,185      8,315        765          0      5,215      2,764:      447       966
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.0       29.5       65.9        8.0        8.7        3.5       24.8        2.3        0.0       15.5        8.2:      1.3       2.9
Old  :     100.0:      10.0       29.5       65.9        8.0        8.7        3.5       24.8        2.3        0.0       15.5        8.2:      1.3       2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         .          .          4          .          4          .          4          .          0          7          5:
Old  :        20:         .          .          4          .          4          .          4          .          0          7          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.3       63.3       94.7       80.6       68.1       59.2       78.6       70.3
Old  :                 77.3       63.3       94.7       80.6       68.1       59.2       78.6       70.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 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  : 1,409,418:   465,939    191,463     66,952    847,437    197,810     70,990     19,466     65,265    475,191     30,521     32,245:   35,026    25,211
Old  : 1,409,418:   465,939    191,463     66,952    847,437    197,810     70,990     19,466     65,265    475,191     30,521     32,245:   35,026    25,211
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :   -85,960:   -40,258    -14,612        857    -33,854     -2,080     10,078      1,012    -19,956    -26,748    -11,540     -4,863:   -2,990       -67
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.1       13.6        4.8       60.1       14.0        5.0        1.4        4.6       33.7        2.2        2.3:      2.5       1.8
Old  :     100.0:      33.1       13.6        4.8       60.1       14.0        5.0        1.4        4.6       33.7        2.2        2.3:      2.5       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  :        96:        35         30          4         15         16          9          7         11         15          5         16:
Old  :        96:        35         30          4         15         16          9          7         11         15          5         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.3       38.4       60.4       61.8       43.8       37.1       52.8       55.8
Old  :                 47.3       38.4       60.4       61.8       43.8       37.1       52.8       55.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 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  :   313,717:    62,355     61,990    161,073    114,529     36,320     11,991     31,414     12,792     10,660     33,367     16,001:    2,525     7,304
Old  :   313,717:    62,355     61,990    161,073    114,529     36,320     11,991     31,414     12,792     10,660     33,367     16,001:    2,525     7,304
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :     7,265:       -64      2,162      1,562       -498      2,911        971        297        919        263        659        846:     -143       -31
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.9       19.8       51.3       36.5       11.6        3.8       10.0        4.1        3.4       10.6        5.1:      0.8       2.3
Old  :     100.0:      19.9       19.8       51.3       36.5       11.6        3.8       10.0        4.1        3.4       10.6        5.1:      0.8       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  :        68:        13         16         12          7         15          6          9         11         10          6         13:
Old  :        68:        13         16         12          7         15          6          9         11         10          6         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  :                 35.1       47.1       55.0       63.2       31.6       41.4       49.1       53.6
Old  :                 35.1       47.1       55.0       63.2       31.6       41.4       49.1       53.6
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 - Options and Futures Combined, April 05, 2016                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    20,610:    19,857     13,903          0      5,987        310          0          0          0        314        186         24:      105       200
Old  :    20,610:    19,857     13,903          0      5,987        310          0          0          0        314        186         24:      105       200
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :    -2,301:    -2,145     -1,477          0       -759        -10          0          0          0        -48         63        -88:      -10       -30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      96.3       67.5        0.0       29.0        1.5        0.0        0.0        0.0        1.5        0.9        0.1:      0.5       1.0
Old  :     100.0:      96.3       67.5        0.0       29.0        1.5        0.0        0.0        0.0        1.5        0.9        0.1:      0.5       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        20         21          0          6          .          0          0          0          .          .          .:
Old  :        38:        20         21          0          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  :                 61.6       43.9       82.2       70.1       46.2       30.6       59.6       47.4
Old  :                 61.6       43.9       82.2       70.1       46.2       30.6       59.6       47.4
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 - Options and Futures Combined, April 05, 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  :   113,617:    90,692     86,416      9,558     16,975      6,725      3,561      1,605          0      1,673        952        376:    1,032       568
Old  :   113,617:    90,692     86,416      9,558     16,975      6,725      3,561      1,605          0      1,673        952        376:    1,032       568
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :    -7,667:    -7,565     -6,758       -737       -368       -169        821       -145          0       -129       -246        -61:      173        80
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.8       76.1        8.4       14.9        5.9        3.1        1.4        0.0        1.5        0.8        0.3:      0.9       0.5
Old  :     100.0:      79.8       76.1        8.4       14.9        5.9        3.1        1.4        0.0        1.5        0.8        0.3:      0.9       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  :        74:        41         40          5          6          8          .          .          0          6          4          5:
Old  :        74:        41         40          5          6          8          .          .          0          6          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  :                 48.5       45.3       68.2       63.8       25.0       27.3       31.9       33.5
Old  :                 48.5       45.3       68.2       63.8       25.0       27.3       31.9       33.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-06665P
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 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  :    52,350:    32,036     41,933      6,777      2,347      5,068         42      2,172        102      7,560        480          0:      765       248
Old  :    52,350:    32,036     41,933      6,777      2,347      5,068         42      2,172        102      7,560        480          0:      765       248
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :       154:      -804     -1,236     -1,343        307        188        -12        768          0      2,160          0          0:      -35       127
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.2       80.1       12.9        4.5        9.7        0.1        4.1        0.2       14.4        0.9        0.0:      1.5       0.5
Old  :     100.0:      61.2       80.1       12.9        4.5        9.7        0.1        4.1        0.2       14.4        0.9        0.0:      1.5       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  :        26:        15         15          .          .          5          .          .          .          .          .          0:
Old  :        26:        15         15          .          .          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  :                 56.3       50.9       87.2       71.0       41.4       30.4       46.3       41.1
Old  :                 56.3       50.9       87.2       71.0       41.4       30.4       46.3       41.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE                                                                                          Code-06665Q
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 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  :    29,685:    23,248     23,247      2,029      3,119        823      1,395          0          0          0        164      1,975:      215       357
Old  :    29,685:    23,248     23,247      2,029      3,119        823      1,395          0          0          0        164      1,975:      215       357
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :    -1,516:    -2,133     -2,910       -746       -210       -132       -155          0          0        -43        -77      1,746:      -53        67
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.3       78.3        6.8       10.5        2.8        4.7        0.0        0.0        0.0        0.6        6.7:      0.7       1.2
Old  :     100.0:      78.3       78.3        6.8       10.5        2.8        4.7        0.0        0.0        0.0        0.6        6.7:      0.7       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:        25         24          .          7          .          .          0          0          0          .          4:
Old  :        46:        25         24          .          7          .          .          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  :                 46.0       38.0       65.8       58.5       25.6       20.3       37.9       28.0
Old  :                 46.0       38.0       65.8       58.5       25.6       20.3       37.9       28.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 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  :    14,951:     4,971      8,950      7,589      3,255         89          0          0          0      1,086      1,469        842:      374       346
Old  :    14,951:     4,971      8,950      7,589      3,255         89          0          0          0      1,086      1,469        842:      374       346
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :      -735:    -1,217       -527        129       -134       -175          0          0          0        458         49         65:        5       -13
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.2       59.9       50.8       21.8        0.6        0.0        0.0        0.0        7.3        9.8        5.6:      2.5       2.3
Old  :     100.0:      33.2       59.9       50.8       21.8        0.6        0.0        0.0        0.0        7.3        9.8        5.6:      2.5       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  :        44:        20         25          5          4          .          0          0          0          .          5          .:
Old  :        44:        20         25          5          4          .          0          0          0          .          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  :                 59.5       53.7       75.9       70.4       58.3       47.3       70.6       62.9
Old  :                 59.5       53.7       75.9       70.4       58.3       47.3       70.6       62.9
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 - Options and Futures Combined, April 05, 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  :    14,141:    12,466      8,543        307      4,778        117          0          0          0        183        206         88:      980       409
Old  :    14,141:    12,466      8,543        307      4,778        117          0          0          0        183        206         88:      980       409
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2016                                                                   :
     :      -402:      -213       -326        -93        120       -255          0        -46          0          7         27        -16:      168        94
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.2       60.4        2.2       33.8        0.8        0.0        0.0        0.0        1.3        1.5        0.6:      6.9       2.9
Old  :     100.0:      88.2       60.4        2.2       33.8        0.8        0.0        0.0        0.0        1.3        1.5        0.6:      6.9       2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        18         12          .          4          .          0          0          0          .          .          .:
Old  :        28:        18         12          .          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  :                 60.7       64.4       77.5       81.5       49.0       61.3       60.3       71.3
Old  :                 60.7       64.4       77.5       81.5       49.0       61.3       60.3       71.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated April 8, 2016