NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                                                               Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, May 24, 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  : 4,684,018: 2,706,884  1,093,325    390,790  2,408,752    219,038    404,040     24,996    280,955    138,016    149,017    493,826:   50,469    14,109
Old  : 4,684,018: 2,706,884  1,093,325    390,790  2,408,752    219,038    404,040     24,996    280,955    138,016    149,017    493,826:   50,469    14,109
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :    57,485:     6,403    -21,586     18,933      1,991         15      7,832      1,210      6,259    -39,674     14,622     55,149:    2,568      -175
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.8       23.3        8.3       51.4        4.7        8.6        0.5        6.0        2.9        3.2       10.5:      1.1       0.3
Old  :     100.0:      57.8       23.3        8.3       51.4        4.7        8.6        0.5        6.0        2.9        3.2       10.5:      1.1       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       228:       114         96          5         21         23         23          8         25         26         23         34:
Old  :       228:       114         96          5         21         23         23          8         25         26         23         34:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.4       29.8       42.9       45.0       22.4       28.5       34.0       39.6
Old  :                 24.4       29.8       42.9       45.0       22.4       28.5       34.0       39.6
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, May 24, 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  : 1,846,138:   315,099    273,902     50,172     79,554    584,882     10,078     56,918    429,495     45,297     13,064    407,021:    4,094     1,302
Old  : 1,846,138:   315,099    273,902     50,172     79,554    584,882     10,078     56,918    429,495     45,297     13,064    407,021:    4,094     1,302
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :    71,469:    21,843      6,425     -3,161      8,865     24,178        801     -6,396     17,269        627     11,194     10,043:     -131      -109
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.1       14.8        2.7        4.3       31.7        0.5        3.1       23.3        2.5        0.7       22.0:      0.2       0.1
Old  :     100.0:      17.1       14.8        2.7        4.3       31.7        0.5        3.1       23.3        2.5        0.7       22.0:      0.2       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       102:        34         32          8         12         18          8          9         15         18         12         25:
Old  :       102:        34         32          8         12         18          8          9         15         18         12         25:
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  :                 47.6       48.2       64.6       65.4        4.8        5.3        6.5        7.2
Old  :                 47.6       48.2       64.6       65.4        4.8        5.3        6.5        7.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                  Code-023393
Disaggregated Commitments of Traders - Options and Futures Combined, May 24, 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  :   271,379:   169,610    229,641     18,291      1,762     23,685     14,131          0      6,534     19,723        312      3,027:   16,378     6,418
Old  :   271,379:   169,610    229,641     18,291      1,762     23,685     14,131          0      6,534     19,723        312      3,027:   16,378     6,418
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :     1,931:    -2,053        298        316       -545       -106       -707          0      2,623        871       -824        620:      367      -135
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.5       84.6        6.7        0.6        8.7        5.2        0.0        2.4        7.3        0.1        1.1:      6.0       2.4
Old  :     100.0:      62.5       84.6        6.7        0.6        8.7        5.2        0.0        2.4        7.3        0.1        1.1:      6.0       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  :        61:        32         26          7          .          7          5          0          5          8          .          5:
Old  :        61:        32         26          7          .          7          5          0          5          8          .          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.5       51.5       45.2       71.7       22.3       48.1       32.9       60.0
Old  :                 27.5       51.5       45.2       71.7       22.3       48.1       32.9       60.0
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, May 24, 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  :   147,673:   131,059    108,079         64     21,000      5,772        732      1,209        240      1,089      4,332      3,185:    5,532     3,856
Old  :   147,673:   131,059    108,079         64     21,000      5,772        732      1,209        240      1,089      4,332      3,185:    5,532     3,856
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :     6,700:     5,822      7,535         12        424       -484          0       -289       -821      1,089       -975        641:      441       669
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.7       73.2        0.0       14.2        3.9        0.5        0.8        0.2        0.7        2.9        2.2:      3.7       2.6
Old  :     100.0:      88.7       73.2        0.0       14.2        3.9        0.5        0.8        0.2        0.7        2.9        2.2:      3.7       2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        49:        25         30          .          4          4          .          .          .          4          4          4:
Old  :        49:        25         30          .          4          4          .          .          .          4          4          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.0       40.5       73.9       60.1       43.1       33.0       53.2       44.1
Old  :                 58.0       40.5       73.9       60.1       43.1       33.0       53.2       44.1
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, May 24, 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  :   228,701:   192,211     74,250      3,894    123,061     12,950      1,977      7,048      2,426      2,791        891        432:   12,020     7,643
Old  :   228,701:   192,211     74,250      3,894    123,061     12,950      1,977      7,048      2,426      2,791        891        432:   12,020     7,643
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :     2,708:     2,641      3,695          0        181       -366        347        784       -801        968        394       -633:      552      -546
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.0       32.5        1.7       53.8        5.7        0.9        3.1        1.1        1.2        0.4        0.2:      5.3       3.3
Old  :     100.0:      84.0       32.5        1.7       53.8        5.7        0.9        3.1        1.1        1.2        0.4        0.2:      5.3       3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        49:        23         19          .         12          8          .          .          .          .          .          .:
Old  :        49:        23         19          .         12          8          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.8       44.6       64.8       70.8       43.7       43.8       59.5       61.8
Old  :                 46.8       44.6       64.8       70.8       43.7       43.8       59.5       61.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023396
Disaggregated Commitments of Traders - Options and Futures Combined, May 24, 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  :   806,844:   702,277    195,559     30,714    526,914     35,300        470      8,082     14,131      3,304     14,536      5,740:   14,908     6,582
Old  :   806,844:   702,277    195,559     30,714    526,914     35,300        470      8,082     14,131      3,304     14,536      5,740:   14,908     6,582
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :    19,062:    16,104      1,506         30     15,614       -473        340        160        804      2,815      1,982       -465:      -93       -66
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.0       24.2        3.8       65.3        4.4        0.1        1.0        1.8        0.4        1.8        0.7:      1.8       0.8
Old  :     100.0:      87.0       24.2        3.8       65.3        4.4        0.1        1.0        1.8        0.4        1.8        0.7:      1.8       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  :        66:        37         22          5         10         13          .          .          .          4          6          6:
Old  :        66:        37         22          5         10         13          .          .          .          4          6          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  :                 35.3       42.9       55.8       69.9       31.7       42.0       49.2       67.1
Old  :                 35.3       42.9       55.8       69.9       31.7       42.0       49.2       67.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                       Code-023397
Disaggregated Commitments of Traders - Options and Futures Combined, May 24, 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  :   347,088:   292,679    207,579     21,906    119,258      1,098      1,179      2,072      3,713     18,847      4,286      1,631:    6,035     7,451
Old  :   347,088:   292,679    207,579     21,906    119,258      1,098      1,179      2,072      3,713     18,847      4,286      1,631:    6,035     7,451
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :     1,225:    -2,003      3,821        267       -195         60         62        605       -392      5,395     -1,674     -1,906:     -258       906
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.3       59.8        6.3       34.4        0.3        0.3        0.6        1.1        5.4        1.2        0.5:      1.7       2.1
Old  :     100.0:      84.3       59.8        6.3       34.4        0.3        0.3        0.6        1.1        5.4        1.2        0.5:      1.7       2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        62:        29         29          4          9          .          .          .          .          6          .          .:
Old  :        62:        29         29          4          9          .          .          .          .          6          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.5       40.7       68.6       57.9       41.7       40.7       61.7       57.4
Old  :                 48.5       40.7       68.6       57.9       41.7       40.7       61.7       57.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                           Code-023398
Disaggregated Commitments of Traders - Options and Futures Combined, May 24, 2016                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   302,465:   228,728    190,498     19,743     77,055     29,345      2,903        584      2,091     11,842      1,469        517:    7,296       906
Old  :   302,465:   228,728    190,498     19,743     77,055     29,345      2,903        584      2,091     11,842      1,469        517:    7,296       906
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :     2,248:     2,797      1,744        732        550          0       -626       -361        612     -1,057         -1          0:     -210      -296
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.6       63.0        6.5       25.5        9.7        1.0        0.2        0.7        3.9        0.5        0.2:      2.4       0.3
Old  :     100.0:      75.6       63.0        6.5       25.5        9.7        1.0        0.2        0.7        3.9        0.5        0.2:      2.4       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        60:        32         33          5          9         11          .          .          .          .          .          .:
Old  :        60:        32         33          5          9         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  :                 48.5       38.4       67.9       57.4       47.8       34.6       62.8       50.4
Old  :                 48.5       38.4       67.9       57.4       47.8       34.6       62.8       50.4
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, May 24, 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  :   120,389:   111,833     71,470          0     34,585        180      1,000          0      1,153          0      3,032      1,463:    4,760     8,506
Old  :   120,389:   111,833     71,470          0     34,585        180      1,000          0      1,153          0      3,032      1,463:    4,760     8,506
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :     9,229:     8,157      7,023          0       -522          0        276          0       -270          0      1,360        651:      415       987
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.9       59.4        0.0       28.7        0.1        0.8        0.0        1.0        0.0        2.5        1.2:      4.0       7.1
Old  :     100.0:      92.9       59.4        0.0       28.7        0.1        0.8        0.0        1.0        0.0        2.5        1.2:      4.0       7.1
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  :        34:        19         17          0          7          .          .          0          .          0          4          .:
Old  :        34:        19         17          0          7          .          .          0          .          0          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.5       48.8       78.8       66.7       63.6       44.2       76.0       61.3
Old  :                 65.5       48.8       78.8       66.7       63.6       44.2       76.0       61.3
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, May 24, 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  :   137,061:    98,548    104,040     18,123      2,448      6,454        162      2,086        455          0      7,722      6,733:    6,586     7,123
Old  :   137,061:    98,548    104,040     18,123      2,448      6,454        162      2,086        455          0      7,722      6,733:    6,586     7,123
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :    11,356:    13,145      6,522        485          0        -30        -88         27        367       -277      5,737       -591:   -1,655      -676
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.9       75.9       13.2        1.8        4.7        0.1        1.5        0.3        0.0        5.6        4.9:      4.8       5.2
Old  :     100.0:      71.9       75.9       13.2        1.8        4.7        0.1        1.5        0.3        0.0        5.6        4.9:      4.8       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  :        42:        26         23          4          .          .          .          .          .          0          4          .:
Old  :        42:        26         23          4          .          .          .          .          .          0          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.1       34.4       70.5       59.6       47.2       32.2       61.9       52.8
Old  :                 51.1       34.4       70.5       59.6       47.2       32.2       61.9       52.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                                                                                                Code-02339Q
Disaggregated Commitments of Traders - Options and Futures Combined, May 24, 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  :    23,252:    22,140     13,527          0      9,198          0          0          0          0        620        279          0:      492       248
Old  :    23,252:    22,140     13,527          0      9,198          0          0          0          0        620        279          0:      492       248
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      95.2       58.2        0.0       39.6        0.0        0.0        0.0        0.0        2.7        1.2        0.0:      2.1       1.1
Old  :     100.0:      95.2       58.2        0.0       39.6        0.0        0.0        0.0        0.0        2.7        1.2        0.0:      2.1       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        13         10          0          .          0          0          0          0          .          .          0:
Old  :        23:        13         10          0          .          0          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.9       72.3       87.9       91.2       57.4       72.3       79.3       85.6
Old  :                 64.9       72.3       87.9       91.2       57.4       72.3       79.3       85.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-02339U
Disaggregated Commitments of Traders - Options and Futures Combined, May 24, 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  :   115,360:    98,513     29,813      1,498     71,553        577      3,051          0      1,018          0      2,150        288:   10,415     9,961
Old  :   115,360:    98,513     29,813      1,498     71,553        577      3,051          0      1,018          0      2,150        288:   10,415     9,961
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :     3,389:       770        480          0      2,611          0      2,824          0       -229          0        386          0:       24       141
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.4       25.8        1.3       62.0        0.5        2.6        0.0        0.9        0.0        1.9        0.2:      9.0       8.6
Old  :     100.0:      85.4       25.8        1.3       62.0        0.5        2.6        0.0        0.9        0.0        1.9        0.2:      9.0       8.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        14         11          .          7          .          .          0          .          0          .          .:
Old  :        28:        14         11          .          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  :                 70.0       52.7       79.4       73.3       68.3       52.7       75.7       70.8
Old  :                 70.0       52.7       79.4       73.3       68.3       52.7       75.7       70.8
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, May 24, 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  :   162,931:   114,598     64,426     34,311     83,498      5,351          0          0          0          0          0          0:    8,671     9,656
Old  :   162,931:   114,598     64,426     34,311     83,498      5,351          0          0          0          0          0          0:    8,671     9,656
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :     1,081:       422       -855         16      1,399       -181          0          0          0          0          0          0:      824       718
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.3       39.5       21.1       51.2        3.3        0.0        0.0        0.0        0.0        0.0        0.0:      5.3       5.9
Old  :     100.0:      70.3       39.5       21.1       51.2        3.3        0.0        0.0        0.0        0.0        0.0        0.0:      5.3       5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        20         14          5          8          5          0          0          0          0          0          0:
Old  :        35:        20         14          5          8          5          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.2       69.6       60.6       81.3       38.4       68.2       59.4       78.2
Old  :                 39.2       69.6       60.6       81.3       38.4       68.2       59.4       78.2
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, May 24, 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  :    80,918:    67,389     46,189      3,023     25,798        428          0      1,560          0          0          0          0:   10,078     6,943
Old  :    80,918:    67,389     46,189      3,023     25,798        428          0      1,560          0          0          0          0:   10,078     6,943
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :       788:       674         30          0        428          0          0        306          0          0          0          0:      114        24
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.3       57.1        3.7       31.9        0.5        0.0        1.9        0.0        0.0        0.0        0.0:     12.5       8.6
Old  :     100.0:      83.3       57.1        3.7       31.9        0.5        0.0        1.9        0.0        0.0        0.0        0.0:     12.5       8.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        15         11          .          .          .          0          .          0          0          0          0:
Old  :        24:        15         11          .          .          .          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.7       61.3       71.7       83.3       52.7       61.3       66.8       78.6
Old  :                 52.7       61.3       71.7       83.3       52.7       61.3       66.8       78.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                                                                                                  Code-0233A2
Disaggregated Commitments of Traders - Options and Futures Combined, May 24, 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  :    22,272:    19,196     20,259        367          0        123          0        600          0        240          0          0:    2,346     1,290
Old  :    22,272:    19,196     20,259        367          0        123          0        600          0        240          0          0:    2,346     1,290
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.2       91.0        1.6        0.0        0.6        0.0        2.7        0.0        1.1        0.0        0.0:     10.5       5.8
Old  :     100.0:      86.2       91.0        1.6        0.0        0.6        0.0        2.7        0.0        1.1        0.0        0.0:     10.5       5.8
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:         9         11          .          0          .          0          .          0          .          0          0:
Old  :        22:         9         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  :                 72.7       66.3       85.2       85.7       72.7       66.3       84.7       84.1
Old  :                 72.7       66.3       85.2       85.7       72.7       66.3       84.7       84.1
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, May 24, 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  :   345,945:   248,374    110,933     52,980    193,874     23,866      1,482        975      1,534      2,075      2,874      4,478:   11,156     7,411
Old  :   345,945:   248,374    110,933     52,980    193,874     23,866      1,482        975      1,534      2,075      2,874      4,478:   11,156     7,411
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :     6,704:     4,830        400       -335      6,436        917        837          0       -465      2,011       -172       -353:     -738       -59
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.8       32.1       15.3       56.0        6.9        0.4        0.3        0.4        0.6        0.8        1.3:      3.2       2.1
Old  :     100.0:      71.8       32.1       15.3       56.0        6.9        0.4        0.3        0.4        0.6        0.8        1.3:      3.2       2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        67:        41         27          4         12          7          .          .          .          .          .          .:
Old  :        67:        41         27          4         12          7          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.5       53.0       47.6       70.2       26.6       52.7       43.7       67.4
Old  :                 28.5       53.0       47.6       70.2       26.6       52.7       43.7       67.4
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, May 24, 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  :    84,361:    70,495     36,583      3,713     35,391        732        417        680        603          0        352      1,129:    7,272     8,891
Old  :    84,361:    70,495     36,583      3,713     35,391        732        417        680        603          0        352      1,129:    7,272     8,891
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :       614:     2,146     -1,201          0      1,683       -428       -472         60        -49       -700        352        160:      -43        37
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.6       43.4        4.4       42.0        0.9        0.5        0.8        0.7        0.0        0.4        1.3:      8.6      10.5
Old  :     100.0:      83.6       43.4        4.4       42.0        0.9        0.5        0.8        0.7        0.0        0.4        1.3:      8.6      10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        14         11          .          6          .          .          .          .          0          .          .:
Old  :        26:        14         11          .          6          .          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.6       50.9       77.6       72.8       51.5       49.7       69.6       69.8
Old  :                 53.6       50.9       77.6       72.8       51.5       49.7       69.6       69.8
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, May 24, 2016                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    74,427:    26,524     42,848     33,943     14,160      2,253          0      3,640        686      3,645      5,992         59:    7,317     4,789
Old  :    74,427:    26,524     42,848     33,943     14,160      2,253          0      3,640        686      3,645      5,992         59:    7,317     4,789
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :     1,630:       330      2,045      1,208          0       -302          0     -1,020          0        180        663          0:      214       244
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.6       57.6       45.6       19.0        3.0        0.0        4.9        0.9        4.9        8.1        0.1:      9.8       6.4
Old  :     100.0:      35.6       57.6       45.6       19.0        3.0        0.0        4.9        0.9        4.9        8.1        0.1:      9.8       6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:         7          8          5          4          7          0          .          .          .          .          .:
Old  :        24:         7          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  :                 45.0       62.5       72.8       78.9       43.2       52.5       65.0       64.1
Old  :                 45.0       62.5       72.8       78.9       43.2       52.5       65.0       64.1
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, May 24, 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  :    84,699:    32,674     67,452     13,018        506      7,305     16,451      8,130          0     14,580        420          0:      671       886
Old  :    84,699:    32,674     67,452     13,018        506      7,305     16,451      8,130          0     14,580        420          0:      671       886
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :    30,564:     3,480     17,604       -127       -422      4,442     10,913      8,130          0     13,380        420          0:   -1,524       390
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.6       79.6       15.4        0.6        8.6       19.4        9.6        0.0       17.2        0.5        0.0:      0.8       1.0
Old  :     100.0:      38.6       79.6       15.4        0.6        8.6       19.4        9.6        0.0       17.2        0.5        0.0:      0.8       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        51:        15         20          8          .          5          5          .          0          .          .          0:
Old  :        51:        15         20          8          .          5          5          .          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.6       54.7       63.7       75.2       36.9       54.4       52.7       65.9
Old  :                 42.6       54.7       63.7       75.2       36.9       54.4       52.7       65.9
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, May 24, 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  :   148,733:    98,081    103,959      6,269      2,218      4,470     20,795     17,173      1,530      3,658      5,286     12,400:    1,530     1,697
Old  :   148,733:    98,081    103,959      6,269      2,218      4,470     20,795     17,173      1,530      3,658      5,286     12,400:    1,530     1,697
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :    31,329:     4,027     19,374     -1,596     -1,408      4,470     10,193      7,375        755      2,180    -10,750     11,200:      100       313
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.9       69.9        4.2        1.5        3.0       14.0       11.5        1.0        2.5        3.6        8.3:      1.0       1.1
Old  :     100.0:      65.9       69.9        4.2        1.5        3.0       14.0       11.5        1.0        2.5        3.6        8.3:      1.0       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  :        76:        30         32          5          .          .          5          6          .          5          5          .:
Old  :        76:        30         32          5          .          .          5          6          .          5          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  :                 49.4       44.7       65.1       63.4       42.5       37.2       51.4       49.6
Old  :                 49.4       44.7       65.1       63.4       42.5       37.2       51.4       49.6
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, May 24, 2016                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    60,979:    57,887     60,425      1,408          0          0        248          0          0        558          0          0:      878       554
Old  :    60,979:    57,887     60,425      1,408          0          0        248          0          0        558          0          0:      878       554
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :     3,258:     3,478      3,386        180          0          0       -240          0          0          0          0          0:     -160      -128
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.9       99.1        2.3        0.0        0.0        0.4        0.0        0.0        0.9        0.0        0.0:      1.4       0.9
Old  :     100.0:      94.9       99.1        2.3        0.0        0.0        0.4        0.0        0.0        0.9        0.0        0.0:      1.4       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        20         21          .          0          0          .          0          0          .          0          0:
Old  :        37:        20         21          .          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       46.9       81.4       73.4       41.7       35.9       56.4       55.4
Old  :                 61.2       46.9       81.4       73.4       41.7       35.9       56.4       55.4
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, May 24, 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  :   213,040:   160,620    168,581     24,838     20,145     12,375          0        916        847      4,523          0        642:    9,195     9,534
Old  :   213,040:   160,620    168,581     24,838     20,145     12,375          0        916        847      4,523          0        642:    9,195     9,534
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :     7,869:       733      9,358      3,430     -2,714      1,759       -301        916       -357        168          0        611:    1,826    -1,704
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.4       79.1       11.7        9.5        5.8        0.0        0.4        0.4        2.1        0.0        0.3:      4.3       4.5
Old  :     100.0:      75.4       79.1       11.7        9.5        5.8        0.0        0.4        0.4        2.1        0.0        0.3:      4.3       4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        31         28          .          5          4          0          .          .          .          0          .:
Old  :        40:        31         28          .          5          4          0          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.8       49.7       74.1       68.7       59.7       40.8       66.5       54.6
Old  :                 61.8       49.7       74.1       68.7       59.7       40.8       66.5       54.6
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, May 24, 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  :    33,871:    29,451     28,384      1,249      1,431        150          0        616          0      1,976        804        186:      859     2,300
Old  :    33,871:    29,451     28,384      1,249      1,431        150          0        616          0      1,976        804        186:      859     2,300
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :     2,550:     2,165      1,804        573       -150        150          0        120          0       -180        420          0:     -158       206
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.0       83.8        3.7        4.2        0.4        0.0        1.8        0.0        5.8        2.4        0.5:      2.5       6.8
Old  :     100.0:      87.0       83.8        3.7        4.2        0.4        0.0        1.8        0.0        5.8        2.4        0.5:      2.5       6.8
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  :        28:        11         14          .          .          .          0          .          0          .          .          .:
Old  :        28:        11         14          .          .          .          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.2       59.9       89.4       80.6       71.2       54.5       85.5       73.2
Old  :                 71.2       59.9       89.4       80.6       71.2       54.5       85.5       73.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV                                                                     Code-0233AY
Disaggregated Commitments of Traders - Options and Futures Combined, May 24, 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  :    56,633:    40,517     42,538      3,531      1,958        214          0          0          0        622      5,622        376:   11,373     5,925
Old  :    56,633:    40,517     42,538      3,531      1,958        214          0          0          0        622      5,622        376:   11,373     5,925
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :     1,983:     1,798      1,952        -90         30          0          0          0          0        487        270       -332:      120        63
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.5       75.1        6.2        3.5        0.4        0.0        0.0        0.0        1.1        9.9        0.7:     20.1      10.5
Old  :     100.0:      71.5       75.1        6.2        3.5        0.4        0.0        0.0        0.0        1.1        9.9        0.7:     20.1      10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        14         17          .          .          .          0          0          0          .          .          .:
Old  :        26:        14         17          .          .          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.2       44.0       71.9       62.9       42.4       32.4       49.0       44.3
Old  :                 55.2       44.0       71.9       62.9       42.4       32.4       49.0       44.3
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, May 24, 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  :   114,136:    93,326     61,573      1,623     19,788      7,787          0      4,719        697      2,889     12,537          0:    7,814     7,035
Old  :   114,136:    93,326     61,573      1,623     19,788      7,787          0      4,719        697      2,889     12,537          0:    7,814     7,035
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :     2,978:     1,318      1,890        822        -60         60          0       -330          0          0        300          0:      778     1,118
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.8       53.9        1.4       17.3        6.8        0.0        4.1        0.6        2.5       11.0        0.0:      6.8       6.2
Old  :     100.0:      81.8       53.9        1.4       17.3        6.8        0.0        4.1        0.6        2.5       11.0        0.0:      6.8       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  :        42:        16         21          .          6          4          0          .          .          .          .          0:
Old  :        42:        16         21          .          6          4          0          .          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.6       43.6       77.0       61.4       59.6       36.7       73.6       53.1
Old  :                 59.6       43.6       77.0       61.4       59.6       36.7       73.6       53.1
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, May 24, 2016                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   121,011:    85,986    111,025      8,341          0      1,039        654          0      1,397      7,813          0          0:   15,781     7,550
Old  :   121,011:    85,986    111,025      8,341          0      1,039        654          0      1,397      7,813          0          0:   15,781     7,550
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :       104:      -327        948      1,560          0       -870          0          0          0        191          0        -12:     -438        38
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.1       91.7        6.9        0.0        0.9        0.5        0.0        1.2        6.5        0.0        0.0:     13.0       6.2
Old  :     100.0:      71.1       91.7        6.9        0.0        0.9        0.5        0.0        1.2        6.5        0.0        0.0:     13.0       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  :        28:        18         12          .          0          .          .          0          .          .          0          0:
Old  :        28:        18         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  :                 45.9       72.8       62.0       86.7       44.8       71.0       60.1       78.6
Old  :                 45.9       72.8       62.0       86.7       44.8       71.0       60.1       78.6
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, May 24, 2016                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   105,486:    73,049     99,671     23,633      2,691      1,279        984          0          0          0          0          0:    6,541     1,845
Old  :   105,486:    73,049     99,671     23,633      2,691      1,279        984          0          0          0          0          0:    6,541     1,845
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :     2,062:       858      1,845      1,719          0        337          0          0          0          0          0          0:     -852      -120
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.2       94.5       22.4        2.6        1.2        0.9        0.0        0.0        0.0        0.0        0.0:      6.2       1.7
Old  :     100.0:      69.2       94.5       22.4        2.6        1.2        0.9        0.0        0.0        0.0        0.0        0.0:      6.2       1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        13         14          6          .          .          .          0          0          0          0          0:
Old  :        24:        13         14          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  :                 55.7       65.1       79.2       88.4       52.1       56.3       70.1       74.4
Old  :                 55.7       65.1       79.2       88.4       52.1       56.3       70.1       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, May 24, 2016                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   112,986:   100,735    105,320      1,989      2,003      1,099          0          0          0      1,779      1,477        655:    6,729     2,432
Old  :   112,986:   100,735    105,320      1,989      2,003      1,099          0          0          0      1,779      1,477        655:    6,729     2,432
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :     2,349:     2,237      3,127       -484     -1,070         63          0          0          0      1,384        184        105:     -956       -60
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.2       93.2        1.8        1.8        1.0        0.0        0.0        0.0        1.6        1.3        0.6:      6.0       2.2
Old  :     100.0:      89.2       93.2        1.8        1.8        1.0        0.0        0.0        0.0        1.6        1.3        0.6:      6.0       2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        19         17          .          .          .          0          0          0          .          .          .:
Old  :        29:        19         17          .          .          .          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  :                 61.7       59.4       77.9       81.2       55.8       54.6       69.4       76.0
Old  :                 61.7       59.4       77.9       81.2       55.8       54.6       69.4       76.0
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, May 24, 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  :   136,145:    95,451     66,291     14,634     33,353      4,750          0        231      1,110          0     15,682      2,819:   17,381    11,909
Old  :   136,145:    95,451     66,291     14,634     33,353      4,750          0        231      1,110          0     15,682      2,819:   17,381    11,909
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :     2,924:     1,669     -1,981       -398       -333        534          0        120       -120       -631        853      1,029:      841     2,822
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.1       48.7       10.7       24.5        3.5        0.0        0.2        0.8        0.0       11.5        2.1:     12.8       8.7
Old  :     100.0:      70.1       48.7       10.7       24.5        3.5        0.0        0.2        0.8        0.0       11.5        2.1:     12.8       8.7
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  :        40:        19         18          4          6          6          0          .          .          0          4          .:
Old  :        40:        19         18          4          6          6          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  :                 40.0       43.3       57.3       64.8       24.2       31.8       38.7       47.3
Old  :                 40.0       43.3       57.3       64.8       24.2       31.8       38.7       47.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                                                                                                 Code-0233BQ
Disaggregated Commitments of Traders - Options and Futures Combined, May 24, 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  :    19,654:    15,223     12,067        398          0          0      1,098          0          0      1,289      6,673          0:    1,646       914
Old  :    19,654:    15,223     12,067        398          0          0      1,098          0          0      1,289      6,673          0:    1,646       914
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.5       61.4        2.0        0.0        0.0        5.6        0.0        0.0        6.6       34.0        0.0:      8.4       4.7
Old  :     100.0:      77.5       61.4        2.0        0.0        0.0        5.6        0.0        0.0        6.6       34.0        0.0:      8.4       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  :        23:         9          9          .          0          0          .          0          0          .          .          0:
Old  :        23:         9          9          .          0          0          .          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.0       79.9       81.6       91.3       63.6       79.9       80.2       91.2
Old  :                 65.0       79.9       81.6       91.3       63.6       79.9       80.2       91.2
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, May 24, 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  :    50,323:    40,589     43,816      4,528      4,734        368        712          0        248      1,401        758          0:    2,477       399
Old  :    50,323:    40,589     43,816      4,528      4,734        368        712          0        248      1,401        758          0:    2,477       399
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :     2,430:     1,054      1,350        360      1,290       -360          0          0          0        510        150          0:      866         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.7       87.1        9.0        9.4        0.7        1.4        0.0        0.5        2.8        1.5        0.0:      4.9       0.8
Old  :     100.0:      80.7       87.1        9.0        9.4        0.7        1.4        0.0        0.5        2.8        1.5        0.0:      4.9       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  :        32:        18         16          .          .          .          .          0          .          .          .          0:
Old  :        32:        18         16          .          .          .          .          0          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.9       52.3       70.2       76.1       38.5       35.3       51.1       55.4
Old  :                 48.9       52.3       70.2       76.1       38.5       35.3       51.1       55.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV                                                                                      Code-0233CG
Disaggregated Commitments of Traders - Options and Futures Combined, May 24, 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  :    55,225:    37,116     54,215     16,279          0        488          0        248          0          0          0          0:    1,342       274
Old  :    55,225:    37,116     54,215     16,279          0        488          0        248          0          0          0          0:    1,342       274
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :     1,418:     1,406      1,512        390          0          0          0          0          0          0          0          0:     -378       -94
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.2       98.2       29.5        0.0        0.9        0.0        0.4        0.0        0.0        0.0        0.0:      2.4       0.5
Old  :     100.0:      67.2       98.2       29.5        0.0        0.9        0.0        0.4        0.0        0.0        0.0        0.0:      2.4       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:        12         15          .          0          .          0          .          0          0          0          0:
Old  :        26:        12         15          .          0          .          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.4       73.3       86.9       92.4       58.5       73.3       85.0       92.4
Old  :                 59.4       73.3       86.9       92.4       58.5       73.3       85.0       92.4
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, May 24, 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  :   206,917:   153,076    149,590     17,790     22,151     20,616      2,290        328        584      1,636      5,725      1,810:    9,115     6,113
Old  :   206,917:   153,076    149,590     17,790     22,151     20,616      2,290        328        584      1,636      5,725      1,810:    9,115     6,113
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :     4,681:     2,606      5,127       -434         14        235          0          0          0        436          8       -167:    2,005      -536
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.0       72.3        8.6       10.7       10.0        1.1        0.2        0.3        0.8        2.8        0.9:      4.4       3.0
Old  :     100.0:      74.0       72.3        8.6       10.7       10.0        1.1        0.2        0.3        0.8        2.8        0.9:      4.4       3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        57:        30         28          .          6          7          .          .          .          .          6          4:
Old  :        57:        30         28          .          6          7          .          .          .          .          6          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  :                 34.5       51.8       54.7       64.0       33.9       46.0       49.0       56.6
Old  :                 34.5       51.8       54.7       64.0       33.9       46.0       49.0       56.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                                                                                                    Code-0233CU
Disaggregated Commitments of Traders - Options and Futures Combined, May 24, 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  :    97,586:    81,850     42,492      2,318     43,125      3,750          0          0          0      1,674          0        183:    7,811     8,036
Old  :    97,586:    81,850     42,492      2,318     43,125      3,750          0          0          0      1,674          0        183:    7,811     8,036
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :     3,338:     3,365      5,220          0       -383        148          0          0          0        277          0       -183:     -269    -1,464
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.9       43.5        2.4       44.2        3.8        0.0        0.0        0.0        1.7        0.0        0.2:      8.0       8.2
Old  :     100.0:      83.9       43.5        2.4       44.2        3.8        0.0        0.0        0.0        1.7        0.0        0.2:      8.0       8.2
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  :        25:        12          9          .          7          5          0          0          0          .          0          .:
Old  :        25:        12          9          .          7          5          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.7       58.1       78.7       79.6       56.2       56.0       74.3       73.3
Old  :                 56.7       58.1       78.7       79.6       56.2       56.0       74.3       73.3
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, May 24, 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  :    90,962:    47,690     61,800     32,947     18,674        248          0          0          0          0          0          0:   10,077    10,240
Old  :    90,962:    47,690     61,800     32,947     18,674        248          0          0          0          0          0          0:   10,077    10,240
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :     2,447:     2,147        930          0        642          0          0          0          0          0          0          0:      300       875
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.4       67.9       36.2       20.5        0.3        0.0        0.0        0.0        0.0        0.0        0.0:     11.1      11.3
Old  :     100.0:      52.4       67.9       36.2       20.5        0.3        0.0        0.0        0.0        0.0        0.0        0.0:     11.1      11.3
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  :        26:        10         14          6          .          .          0          0          0          0          0          0:
Old  :        26:        10         14          6          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.1       59.1       74.2       74.4       48.6       53.4       65.9       67.5
Old  :                 53.1       59.1       74.2       74.4       48.6       53.4       65.9       67.5
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, May 24, 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  :    90,797:    52,097     56,188     26,715     25,676      3,658        330          0          0          0      1,931        123:    7,874     3,221
Old  :    90,797:    52,097     56,188     26,715     25,676      3,658        330          0          0          0      1,931        123:    7,874     3,221
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :     1,365:       -90      1,360      1,062       -366          0        330          0          0          0        615       -120:      183      -124
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.4       61.9       29.4       28.3        4.0        0.4        0.0        0.0        0.0        2.1        0.1:      8.7       3.5
Old  :     100.0:      57.4       61.9       29.4       28.3        4.0        0.4        0.0        0.0        0.0        2.1        0.1:      8.7       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  :        30:        18         13          .          .          .          .          0          0          0          .          .:
Old  :        30:        18         13          .          .          .          .          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.3       70.5       76.6       88.7       64.3       69.6       74.3       85.1
Old  :                 64.3       70.5       76.6       88.7       64.3       69.6       74.3       85.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                                                                                               Code-0233DR
Disaggregated Commitments of Traders - Options and Futures Combined, May 24, 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  :    98,035:    79,300     36,706      6,491     53,721      2,169          0          0          0      2,876          0          0:    7,199     5,439
Old  :    98,035:    79,300     36,706      6,491     53,721      2,169          0          0          0      2,876          0          0:    7,199     5,439
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :     1,225:     1,716      1,071        214        398          0          0          0          0        509          0          0:   -1,214      -244
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.9       37.4        6.6       54.8        2.2        0.0        0.0        0.0        2.9        0.0        0.0:      7.3       5.5
Old  :     100.0:      80.9       37.4        6.6       54.8        2.2        0.0        0.0        0.0        2.9        0.0        0.0:      7.3       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  :        29:        16          9          .          6          .          0          0          0          .          0          0:
Old  :        29:        16          9          .          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  :                 56.8       71.1       74.4       86.8       56.8       69.8       74.0       84.5
Old  :                 56.8       71.1       74.4       86.8       56.8       69.8       74.0       84.5
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, May 24, 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  : 1,101,538:   150,318    150,075    164,581     37,847     95,841    216,710    329,552    194,370     60,490    107,290    142,493:   76,737    44,070
Old  : 1,101,538:   150,318    150,075    164,581     37,847     95,841    216,710    329,552    194,370     60,490    107,290    142,493:   76,737    44,070
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :   -10,525:    13,028     -8,519      3,101     -4,145      5,659    -17,145     20,235    -21,349      3,254     -9,142      4,808:   -1,882     1,928
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.6       13.6       14.9        3.4        8.7       19.7       29.9       17.6        5.5        9.7       12.9:      7.0       4.0
Old  :     100.0:      13.6       13.6       14.9        3.4        8.7       19.7       29.9       17.6        5.5        9.7       12.9:      7.0       4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       343:        34         31         25          9         26         54         82         76         66         55         86:
Old  :       343:        34         31         25          9         26         54         82         76         66         55         86:
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       17.2       25.5       28.2        8.5       11.6       15.1       17.8
Old  :                 14.3       17.2       25.5       28.2        8.5       11.6       15.1       17.8
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, May 24, 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  :   786,396:   145,756    131,641     57,101     76,462    270,128     23,494     25,965    116,704     19,687     15,008    145,453:    8,072     5,036
Old  :   786,396:   145,756    131,641     57,101     76,462    270,128     23,494     25,965    116,704     19,687     15,008    145,453:    8,072     5,036
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :    28,662:     4,004      4,955      4,127      5,660      4,538      2,874     -5,009      5,131       -761      4,890      8,379:      369       118
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.5       16.7        7.3        9.7       34.4        3.0        3.3       14.8        2.5        1.9       18.5:      1.0       0.6
Old  :     100.0:      18.5       16.7        7.3        9.7       34.4        3.0        3.3       14.8        2.5        1.9       18.5:      1.0       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       134:        32         32          6         15         21         25         12         29         22         19         35:
Old  :       134:        32         32          6         15         21         25         12         29         22         19         35:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.3       29.5       51.2       45.3        8.6        5.6       11.3        9.7
Old  :                 37.3       29.5       51.2       45.3        8.6        5.6       11.3        9.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-023A55
Disaggregated Commitments of Traders - Options and Futures Combined, May 24, 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  :   286,055:    66,754     46,625     29,861     30,877     46,447     49,790        248     23,778     20,240     95,166     34,768:   14,417     8,146
Old  :   286,055:    66,754     46,625     29,861     30,877     46,447     49,790        248     23,778     20,240     95,166     34,768:   14,417     8,146
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :     6,447:       371      3,374     -1,470        769     -1,117      3,204        238      1,138      1,253       -187      2,325:      744       -93
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.3       16.3       10.4       10.8       16.2       17.4        0.1        8.3        7.1       33.3       12.2:      5.0       2.8
Old  :     100.0:      23.3       16.3       10.4       10.8       16.2       17.4        0.1        8.3        7.1       33.3       12.2:      5.0       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  :        77:        20         21          7          7         13         10          .         11         11         14         19:
Old  :        77:        20         21          7          7         13         10          .         11         11         14         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.1       41.8       47.3       54.2       25.3       35.3       36.1       41.1
Old  :                 32.1       41.8       47.3       54.2       25.3       35.3       36.1       41.1
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, May 24, 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  :   128,680:    16,678     26,817     25,370     23,524     26,850     14,676      5,578     14,638      7,933     12,309     13,318:    9,217     5,646
Old  :   128,680:    16,678     26,817     25,370     23,524     26,850     14,676      5,578     14,638      7,933     12,309     13,318:    9,217     5,646
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :    11,697:     3,795      1,338          6        592      1,029     -2,233      1,279      4,361      2,826      1,485      1,848:       65      -235
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.0       20.8       19.7       18.3       20.9       11.4        4.3       11.4        6.2        9.6       10.3:      7.2       4.4
Old  :     100.0:      13.0       20.8       19.7       18.3       20.9       11.4        4.3       11.4        6.2        9.6       10.3:      7.2       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  :        59:        10         11         12          .         14          6          6         10          8         12         16:
Old  :        59:        10         11         12          .         14          6          6         10          8         12         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  :                 24.2       39.6       38.8       55.1       12.6       26.9       21.8       33.5
Old  :                 24.2       39.6       38.8       55.1       12.6       26.9       21.8       33.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-023A84
Disaggregated Commitments of Traders - Options and Futures Combined, May 24, 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  :    10,676:     4,235      3,194         80          0          0        361        181      1,082        185      1,627      4,524:      208        67
Old  :    10,676:     4,235      3,194         80          0          0        361        181      1,082        185      1,627      4,524:      208        67
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :       423:       -79        125          5          0          0         66        -12        -48       -110       -231        591:       -1        -2
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      39.7       29.9        0.8        0.0        0.0        3.4        1.7       10.1        1.7       15.2       42.4:      1.9       0.6
Old  :     100.0:      39.7       29.9        0.8        0.0        0.0        3.4        1.7       10.1        1.7       15.2       42.4:      1.9       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:         9          9          .          0          0          .          .          .          4          .          5:
Old  :        23:         9          9          .          0          0          .          .          .          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  :                 63.3       75.2       84.8       89.2       18.9       25.7       22.5       27.0
Old  :                 63.3       75.2       84.8       89.2       18.9       25.7       22.5       27.0
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, May 24, 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  :   136,355:    12,264     11,507      6,126      8,180     63,805      1,825      5,704     23,330      8,041      2,879     20,951:       14         0
Old  :   136,355:    12,264     11,507      6,126      8,180     63,805      1,825      5,704     23,330      8,041      2,879     20,951:       14         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :     9,819:       251        368      1,734      2,459      2,128        476      1,752      1,149      2,297        181      1,804:      -20       -21
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       9.0        8.4        4.5        6.0       46.8        1.3        4.2       17.1        5.9        2.1       15.4:      0.0       0.0
Old  :     100.0:       9.0        8.4        4.5        6.0       46.8        1.3        4.2       17.1        5.9        2.1       15.4:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:         5          5          4          .          7          .          5          8         11          .         14:
Old  :        34:         5          5          4          .          7          .          5          8         11          .         14:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.7       52.9       71.2       72.4        7.8        9.2       11.5       12.2
Old  :                 51.7       52.9       71.2       72.4        7.8        9.2       11.5       12.2
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, May 24, 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  :    32,492:     5,122      9,717     14,339      4,920      3,559      2,047      6,021      2,407      1,554      2,262      1,158:    2,306     2,448
Old  :    32,492:     5,122      9,717     14,339      4,920      3,559      2,047      6,021      2,407      1,554      2,262      1,158:    2,306     2,448
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :     1,098:         0          0       -150      1,150       -166      1,222        216        358        270       -120       -180:     -256      -160
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.8       29.9       44.1       15.1       11.0        6.3       18.5        7.4        4.8        7.0        3.6:      7.1       7.5
Old  :     100.0:      15.8       29.9       44.1       15.1       11.0        6.3       18.5        7.4        4.8        7.0        3.6:      7.1       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  :        22:         .          .          .          .          4          .          4          5          .          5          4:
Old  :        22:         .          .          .          .          4          .          4          5          .          5          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.9       64.7       79.8       78.7       54.4       50.7       65.7       61.0
Old  :                 61.9       64.7       79.8       78.7       54.4       50.7       65.7       61.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Options and Futures Combined, May 24, 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  : 1,429,483:   438,120    213,299     84,973    842,233    177,949     92,290     27,351     67,490    486,151     21,234     46,364:   36,146    33,563
Old  : 1,429,483:   438,120    213,299     84,973    842,233    177,949     92,290     27,351     67,490    486,151     21,234     46,364:   36,146    33,563
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :    16,381:       -69      9,981      6,945      7,993     -7,774      4,790      3,698     -1,353     13,401       -513       -225:      666     4,574
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.6       14.9        5.9       58.9       12.4        6.5        1.9        4.7       34.0        1.5        3.2:      2.5       2.3
Old  :     100.0:      30.6       14.9        5.9       58.9       12.4        6.5        1.9        4.7       34.0        1.5        3.2:      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  :        98:        36         31          4         14         15          8          7         10         15          7         17:
Old  :        98:        36         31          4         14         15          8          7         10         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  :                 47.4       37.5       60.2       60.2       43.4       36.0       53.6       55.9
Old  :                 47.4       37.5       60.2       60.2       43.4       36.0       53.6       55.9
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, May 24, 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  :   335,727:    62,038     63,131    166,294    132,688     35,000     23,373     34,768     11,880     18,149     35,370     16,424:    2,569     6,466
Old  :   335,727:    62,038     63,131    166,294    132,688     35,000     23,373     34,768     11,880     18,149     35,370     16,424:    2,569     6,466
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :     7,934:     1,250      1,130      2,801      4,738       -975       -154       -672      1,630      3,016      1,685        338:       28        60
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.5       18.8       49.5       39.5       10.4        7.0       10.4        3.5        5.4       10.5        4.9:      0.8       1.9
Old  :     100.0:      18.5       18.8       49.5       39.5       10.4        7.0       10.4        3.5        5.4       10.5        4.9:      0.8       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  :        70:        14         15         12          8         16          6          8         11         11          8         17:
Old  :        70:        14         15         12          8         16          6          8         11         11          8         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  :                 33.4       49.4       52.2       65.0       29.5       43.9       46.3       56.4
Old  :                 33.4       49.4       52.2       65.0       29.5       43.9       46.3       56.4
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, May 24, 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  :    32,233:    31,006     22,638          0      7,363        105          0          0          0        109        779        420:      593       928
Old  :    32,233:    31,006     22,638          0      7,363        105          0          0          0        109        779        420:      593       928
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :     1,487:     1,239      1,184          0        160         30          0          0          0         41         -9        -21:      198       143
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      96.2       70.2        0.0       22.8        0.3        0.0        0.0        0.0        0.3        2.4        1.3:      1.8       2.9
Old  :     100.0:      96.2       70.2        0.0       22.8        0.3        0.0        0.0        0.0        0.3        2.4        1.3:      1.8       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  :        43:        23         27          0          6          .          0          0          0          .          .          5:
Old  :        43:        23         27          0          6          .          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  :                 47.3       36.5       71.4       54.6       34.8       25.4       47.6       37.6
Old  :                 47.3       36.5       71.4       54.6       34.8       25.4       47.6       37.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665O
Disaggregated Commitments of Traders - Options and Futures Combined, May 24, 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  :   133,805:   108,083    105,609      9,806     17,124      6,269      4,579      1,507         27      2,492      1,154        718:    1,831     1,397
Old  :   133,805:   108,083    105,609      9,806     17,124      6,269      4,579      1,507         27      2,492      1,154        718:    1,831     1,397
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :     6,550:     6,042      6,039        205        -15         62        -25        107         27        243        221        120:     -124       -11
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.8       78.9        7.3       12.8        4.7        3.4        1.1        0.0        1.9        0.9        0.5:      1.4       1.0
Old  :     100.0:      80.8       78.9        7.3       12.8        4.7        3.4        1.1        0.0        1.9        0.9        0.5:      1.4       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  :        83:        44         47          4          7          7          4          .          .         10          6          7:
Old  :        83:        44         47          4          7          7          4          .          .         10          6          7:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.1       45.2       66.3       62.6       20.6       25.7       27.5       29.9
Old  :                 47.1       45.2       66.3       62.6       20.6       25.7       27.5       29.9
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, May 24, 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  :    71,614:    45,042     56,200      4,580      2,874      8,052      1,357      2,988         83     12,020        695          0:      480       722
Old  :    71,614:    45,042     56,200      4,580      2,874      8,052      1,357      2,988         83     12,020        695          0:      480       722
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :     3,245:     2,553      3,283        119       -611        573          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.9       78.5        6.4        4.0       11.2        1.9        4.2        0.1       16.8        1.0        0.0:      0.7       1.0
Old  :     100.0:      62.9       78.5        6.4        4.0       11.2        1.9        4.2        0.1       16.8        1.0        0.0:      0.7       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  :        33:        18         17          .          .          5          .          .          .          4          .          0:
Old  :        33:        18         17          .          .          5          .          .          .          4          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.0       49.3       80.0       72.8       28.0       24.5       34.7       34.1
Old  :                 54.0       49.3       80.0       72.8       28.0       24.5       34.7       34.1
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, May 24, 2016                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    33,362:    26,400     24,673      1,968      4,049      1,817      1,240          0          0        180        803      1,481:      276       539
Old  :    33,362:    26,400     24,673      1,968      4,049      1,817      1,240          0          0        180        803      1,481:      276       539
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :     1,555:     1,243        948       -165          0        448          0          0          0         -5         25          9:       25       125
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.1       74.0        5.9       12.1        5.4        3.7        0.0        0.0        0.5        2.4        4.4:      0.8       1.6
Old  :     100.0:      79.1       74.0        5.9       12.1        5.4        3.7        0.0        0.0        0.5        2.4        4.4:      0.8       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  :        45:        27         23          .          7          5          .          0          0          .          .          4:
Old  :        45:        27         23          .          7          5          .          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  :                 41.4       40.4       64.4       60.9       21.1       27.2       34.8       35.8
Old  :                 41.4       40.4       64.4       60.9       21.1       27.2       34.8       35.8
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, May 24, 2016                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    16,837:     6,255      9,617      7,578      3,249        187          0          0          0      1,806      2,848        495:      516       441
Old  :    16,837:     6,255      9,617      7,578      3,249        187          0          0          0      1,806      2,848        495:      516       441
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :       737:       864        654        -96          5         72          0          0          0        -25         79        -74:       -4         1
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.2       57.1       45.0       19.3        1.1        0.0        0.0        0.0       10.7       16.9        2.9:      3.1       2.6
Old  :     100.0:      37.2       57.1       45.0       19.3        1.1        0.0        0.0        0.0       10.7       16.9        2.9:      3.1       2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        26         23          5          4          .          0          0          0          .          .          4:
Old  :        44:        26         23          5          4          .          0          0          0          .          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.6       52.1       67.7       72.1       52.7       50.0       64.0       68.6
Old  :                 54.6       52.1       67.7       72.1       52.7       50.0       64.0       68.6
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, May 24, 2016                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    16,906:    14,891     10,670        350      5,358        125          0          0          0        247        126        105:    1,188       522
Old  :    16,906:    14,891     10,670        350      5,358        125          0          0          0        247        126        105:    1,188       522
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2016                                                                     :
     :       105:        70        115        -11        -45        -28          0          0          0          0          0          0:       74        63
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.1       63.1        2.1       31.7        0.7        0.0        0.0        0.0        1.5        0.7        0.6:      7.0       3.1
Old  :     100.0:      88.1       63.1        2.1       31.7        0.7        0.0        0.0        0.0        1.5        0.7        0.6:      7.0       3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        20         14          .          4          .          0          0          0          .          .          .:
Old  :        28:        20         14          .          4          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.6       64.4       78.0       81.7       51.2       52.1       58.3       63.1
Old  :                 65.6       64.4       78.0       81.7       51.2       52.1       58.3       63.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 27, 2016