NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                                                               Code-023391
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  : 4,060,945: 2,291,899  1,006,026    337,083  1,568,681    358,241    287,622     74,833    292,472     21,347    310,422    440,461:   31,820     9,809
Old  : 4,060,945: 2,291,899  1,006,026    337,083  1,568,681    358,241    287,622     74,833    292,472     21,347    310,422    440,461:   31,820     9,809
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :    71,279:    29,683     -3,899      6,169      4,985      2,664      1,899     10,432     13,177     -1,267     22,443     21,728:   -2,774      -251
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.4       24.8        8.3       38.6        8.8        7.1        1.8        7.2        0.5        7.6       10.8:      0.8       0.2
Old  :     100.0:      56.4       24.8        8.3       38.6        8.8        7.1        1.8        7.2        0.5        7.6       10.8:      0.8       0.2
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  :       228:       119         95         10         18         22         14         12         20         18         27         39:
Old  :       228:       119         95         10         18         22         14         12         20         18         27         39:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.1       24.7       34.6       41.9       18.1       23.3       27.8       33.6
Old  :                 21.1       24.7       34.6       41.9       18.1       23.3       27.8       33.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                                                                                             Code-023392
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   471,371:    30,004     87,479     62,306    129,380     53,935    128,003     19,017     94,790     17,806     26,108     38,993:   45,534    21,669
Old  :   471,371:    30,004     87,479     62,306    129,380     53,935    128,003     19,017     94,790     17,806     26,108     38,993:   45,534    21,669
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :    73,167:     3,306     18,547    -15,768      5,868     11,359    -42,956    -17,497     64,972      8,095    -30,345     -1,027:   45,186    21,290
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       6.4       18.6       13.2       27.4       11.4       27.2        4.0       20.1        3.8        5.5        8.3:      9.7       4.6
Old  :     100.0:       6.4       18.6       13.2       27.4       11.4       27.2        4.0       20.1        3.8        5.5        8.3:      9.7       4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        79:        19         15         10          9         15          8          8          7         11          9          9:
Old  :        79:        19         15         10          9         15          8          8          7         11          9          9:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.8       38.5       65.0       61.5       28.8       26.0       36.3       36.7
Old  :                 50.8       38.5       65.0       61.5       28.8       26.0       36.3       36.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                  Code-023393
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   237,413:   180,867    191,318     21,486     12,944     14,794      5,107      2,109      2,097      1,719      8,644          0:   11,343     5,507
Old  :   237,413:   180,867    191,318     21,486     12,944     14,794      5,107      2,109      2,097      1,719      8,644          0:   11,343     5,507
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :      -153:       -91     -1,945     -2,287     -4,344      3,607     -1,649      1,925         -2        121      1,014          0:      148      -408
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.2       80.6        9.1        5.5        6.2        2.2        0.9        0.9        0.7        3.6        0.0:      4.8       2.3
Old  :     100.0:      76.2       80.6        9.1        5.5        6.2        2.2        0.9        0.9        0.7        3.6        0.0:      4.8       2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        53:        28         24          6          5          8          .          .          .          .          4          0:
Old  :        53:        28         24          6          5          8          .          .          .          .          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  :                 46.0       45.3       61.2       70.4       40.3       40.8       53.9       58.5
Old  :                 46.0       45.3       61.2       70.4       40.3       40.8       53.9       58.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                 Code-023394
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   111,659:    98,010     83,716          0     20,391      1,100      1,401          0      1,573      1,796          0      1,641:    6,138     3,238
Old  :   111,659:    98,010     83,716          0     20,391      1,100      1,401          0      1,573      1,796          0      1,641:    6,138     3,238
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :     4,008:     4,709      3,462          0       -128        186     -1,375          0        366        671          0       -428:     -121       550
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.8       75.0        0.0       18.3        1.0        1.3        0.0        1.4        1.6        0.0        1.5:      5.5       2.9
Old  :     100.0:      87.8       75.0        0.0       18.3        1.0        1.3        0.0        1.4        1.6        0.0        1.5:      5.5       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  :        38:        24         26          0          5          4          .          0          .          .          0          .:
Old  :        38:        24         26          0          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  :                 54.0       48.1       74.2       70.2       52.4       45.5       69.0       64.9
Old  :                 54.0       48.1       74.2       70.2       52.4       45.5       69.0       64.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                   Code-023395
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   215,918:   183,583     56,472      1,212    132,719     10,182      3,465      4,280      3,613        527        372          0:   13,336     8,280
Old  :   215,918:   183,583     56,472      1,212    132,719     10,182      3,465      4,280      3,613        527        372          0:   13,336     8,280
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :     6,857:     5,737     -1,739       -321      8,547         34      1,808          0        293        248          0          0:     -942      -278
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.0       26.2        0.6       61.5        4.7        1.6        2.0        1.7        0.2        0.2        0.0:      6.2       3.8
Old  :     100.0:      85.0       26.2        0.6       61.5        4.7        1.6        2.0        1.7        0.2        0.2        0.0:      6.2       3.8
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  :        46:        22         17          .         14          8          4          .          4          .          .          0:
Old  :        46:        22         17          .         14          8          4          .          4          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.7       51.7       67.8       69.5       47.1       50.9       63.3       68.0
Old  :                 49.7       51.7       67.8       69.5       47.1       50.9       63.3       68.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023396
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   630,612:   542,287    218,651     22,011    346,548     49,564      1,660      2,180      5,015      1,835      4,996          0:    8,240     3,658
Old  :   630,612:   542,287    218,651     22,011    346,548     49,564      1,660      2,180      5,015      1,835      4,996          0:    8,240     3,658
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :     5,367:     3,307      3,929       -276     -3,419      1,804      1,660        973       -546         92      4,068     -1,070:      396      -372
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.0       34.7        3.5       55.0        7.9        0.3        0.3        0.8        0.3        0.8        0.0:      1.3       0.6
Old  :     100.0:      86.0       34.7        3.5       55.0        7.9        0.3        0.3        0.8        0.3        0.8        0.0:      1.3       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  :        59:        37         27          4         10         13          .          .          .          .          .          0:
Old  :        59:        37         27          4         10         13          .          .          .          .          .          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  :                 32.9       42.6       55.3       71.0       32.0       38.0       50.7       61.9
Old  :                 32.9       42.6       55.3       71.0       32.0       38.0       50.7       61.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                       Code-023397
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   318,743:   282,176    169,682     12,952    129,962        735        855      2,112      5,815      8,480      1,009      2,687:    5,043     6,741
Old  :   318,743:   282,176    169,682     12,952    129,962        735        855      2,112      5,815      8,480      1,009      2,687:    5,043     6,741
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :     5,599:     6,547      5,262      2,318       -916       -398        245        679       -649     -3,575        692        673:      438       256
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.5       53.2        4.1       40.8        0.2        0.3        0.7        1.8        2.7        0.3        0.8:      1.6       2.1
Old  :     100.0:      88.5       53.2        4.1       40.8        0.2        0.3        0.7        1.8        2.7        0.3        0.8:      1.6       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  :        66:        34         30          .          9          .          .          .          4          .          .          .:
Old  :        66:        34         30          .          9          .          .          .          4          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.6       42.9       61.7       62.5       45.1       42.3       56.3       59.4
Old  :                 45.6       42.9       61.7       62.5       45.1       42.3       56.3       59.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                           Code-023398
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   246,593:   207,283    160,928     19,465     66,438     10,184      1,963      2,583      1,636        992      1,201        362:    4,708     3,261
Old  :   246,593:   207,283    160,928     19,465     66,438     10,184      1,963      2,583      1,636        992      1,201        362:    4,708     3,261
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :    14,947:    13,443     12,330         55      1,242        157        411      1,001        -81        992        309       -260:      230       249
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.1       65.3        7.9       26.9        4.1        0.8        1.0        0.7        0.4        0.5        0.1:      1.9       1.3
Old  :     100.0:      84.1       65.3        7.9       26.9        4.1        0.8        1.0        0.7        0.4        0.5        0.1:      1.9       1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        57:        31         32          .          9         10          .          .          .          .          .          .:
Old  :        57:        31         32          .          9         10          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.2       27.6       78.7       48.0       59.2       25.8       75.4       45.2
Old  :                 59.2       27.6       78.7       48.0       59.2       25.8       75.4       45.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023399
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   107,316:    95,430     56,739      2,750     33,061      1,195          0      6,132      2,022          0        744          0:    5,919     7,423
Old  :   107,316:    95,430     56,739      2,750     33,061      1,195          0      6,132      2,022          0        744          0:    5,919     7,423
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :     3,874:     3,434         53          0         31         -6          0      2,763         70          0        744          0:      376       219
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.9       52.9        2.6       30.8        1.1        0.0        5.7        1.9        0.0        0.7        0.0:      5.5       6.9
Old  :     100.0:      88.9       52.9        2.6       30.8        1.1        0.0        5.7        1.9        0.0        0.7        0.0:      5.5       6.9
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:        17         16          .          6          4          0          .          .          0          .          0:
Old  :        35:        17         16          .          6          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  :                 75.1       49.9       85.9       70.1       75.1       49.2       85.1       68.1
Old  :                 75.1       49.9       85.9       70.1       75.1       49.2       85.1       68.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV                                                                                    Code-02339E
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   108,908:    87,447     88,429     10,888      5,381      2,062        360        398          0          0      4,367      1,630:    6,521     6,641
Old  :   108,908:    87,447     88,429     10,888      5,381      2,062        360        398          0          0      4,367      1,630:    6,521     6,641
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :     1,804:       129      2,218      2,004       -217       -570        360       -193          0          0        -28        -64:      -55       658
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.3       81.2       10.0        4.9        1.9        0.3        0.4        0.0        0.0        4.0        1.5:      6.0       6.1
Old  :     100.0:      80.3       81.2       10.0        4.9        1.9        0.3        0.4        0.0        0.0        4.0        1.5:      6.0       6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        28         22          5          .          5          .          .          0          0          .          .:
Old  :        43:        28         22          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  :                 50.8       44.6       64.8       69.0       49.7       42.5       62.2       62.5
Old  :                 50.8       44.6       64.8       69.0       49.7       42.5       62.2       62.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                                                                                                Code-02339Q
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    26,238:    22,098     16,786          0      6,146          0          0      1,530          0      3,714        737          0:      426     1,039
Old  :    26,238:    22,098     16,786          0      6,146          0          0      1,530          0      3,714        737          0:      426     1,039
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.2       64.0        0.0       23.4        0.0        0.0        5.8        0.0       14.2        2.8        0.0:      1.6       4.0
Old  :     100.0:      84.2       64.0        0.0       23.4        0.0        0.0        5.8        0.0       14.2        2.8        0.0:      1.6       4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        12          7          0          .          0          0          .          0          .          .          0:
Old  :        20:        12          7          0          .          0          0          .          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.9       73.9       88.8       93.9       59.9       72.5       84.1       87.6
Old  :                 59.9       73.9       88.8       93.9       59.9       72.5       84.1       87.6
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 - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    77,408:    62,933     29,485      2,909     30,337         31        174      3,311      1,935          0          0          0:    9,426    12,309
Old  :    77,408:    62,933     29,485      2,909     30,337         31        174      3,311      1,935          0          0          0:    9,426    12,309
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :     3,414:     3,723         59         62      1,940       -146       -800      1,719        427          0          0          0:      148      -585
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.3       38.1        3.8       39.2        0.0        0.2        4.3        2.5        0.0        0.0        0.0:     12.2      15.9
Old  :     100.0:      81.3       38.1        3.8       39.2        0.0        0.2        4.3        2.5        0.0        0.0        0.0:     12.2      15.9
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  :        27:        17         10          .          6          .          .          .          .          0          0          0:
Old  :        27:        17         10          .          6          .          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.0       43.8       66.0       64.9       45.8       40.4       61.3       60.7
Old  :                 50.0       43.8       66.0       64.9       45.8       40.4       61.3       60.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV                                                                        Code-02339W
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   178,160:   133,173     83,414     34,866     81,866      4,763          0      2,996          0          0          0          0:    5,358     5,121
Old  :   178,160:   133,173     83,414     34,866     81,866      4,763          0      2,996          0          0          0          0:    5,358     5,121
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :       962:       793        809        170        153          0          0          0          0          0          0          0:       -1         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.7       46.8       19.6       46.0        2.7        0.0        1.7        0.0        0.0        0.0        0.0:      3.0       2.9
Old  :     100.0:      74.7       46.8       19.6       46.0        2.7        0.0        1.7        0.0        0.0        0.0        0.0:      3.0       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  :        37:        21         14          4          8          7          0          .          0          0          0          0:
Old  :        37:        21         14          4          8          7          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.8       65.2       64.7       79.8       38.6       65.2       60.2       77.4
Old  :                 40.8       65.2       64.7       79.8       38.6       65.2       60.2       77.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV                                                                         Code-02339Y
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    95,394:    75,429     58,168     11,345     34,117        530          0          0          0          0          0          0:    8,090     2,579
Old  :    95,394:    75,429     58,168     11,345     34,117        530          0          0          0          0          0          0:    8,090     2,579
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :     1,933:     2,421      2,954       -217       -683          0          0          0          0          0          0          0:     -271      -338
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.1       61.0       11.9       35.8        0.6        0.0        0.0        0.0        0.0        0.0        0.0:      8.5       2.7
Old  :     100.0:      79.1       61.0       11.9       35.8        0.6        0.0        0.0        0.0        0.0        0.0        0.0:      8.5       2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        17         16          .          .          .          0          0          0          0          0          0:
Old  :        28:        17         16          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.9       60.3       68.0       85.1       43.5       59.1       61.1       79.7
Old  :                 47.9       60.3       68.0       85.1       43.5       59.1       61.1       79.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV                                                                                          Code-0233A3
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   355,613:   266,895    160,164     65,408    173,358      6,615      1,392        217        310      4,315      2,788      3,728:    6,950     8,433
Old  :   355,613:   266,895    160,164     65,408    173,358      6,615      1,392        217        310      4,315      2,788      3,728:    6,950     8,433
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :     7,985:     8,189      2,691       -371      4,961        532      1,392         97       -180      1,146         62       -193:   -2,530        15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.1       45.0       18.4       48.7        1.9        0.4        0.1        0.1        1.2        0.8        1.0:      2.0       2.4
Old  :     100.0:      75.1       45.0       18.4       48.7        1.9        0.4        0.1        0.1        1.2        0.8        1.0:      2.0       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  :        64:        41         29          4         10          6          .          .          .          .          .          .:
Old  :        64:        41         29          4         10          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  :                 33.8       55.2       52.6       72.0       31.9       51.6       50.2       67.3
Old  :                 33.8       55.2       52.6       72.0       31.9       51.6       50.2       67.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                         Code-0233A5
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    62,211:    44,573     36,317        366     10,431      5,616      2,231        760      1,242          0          0          0:    8,183     7,845
Old  :    62,211:    44,573     36,317        366     10,431      5,616      2,231        760      1,242          0          0          0:    8,183     7,845
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :       815:      -124        593       -180        418       -306       -841        377         88          0          0          0:    2,178      -355
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.6       58.4        0.6       16.8        9.0        3.6        1.2        2.0        0.0        0.0        0.0:     13.2      12.6
Old  :     100.0:      71.6       58.4        0.6       16.8        9.0        3.6        1.2        2.0        0.0        0.0        0.0:     13.2      12.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        14         16          .          6          7          .          .          .          0          0          0:
Old  :        30:        14         16          .          6          7          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.7       49.4       70.9       67.3       52.0       43.9       62.4       55.1
Old  :                 57.7       49.4       70.9       67.3       52.0       43.9       62.4       55.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV                                                                   Code-0233A8
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    68,735:    29,517     37,582     28,782     19,225      4,418        258          0      1,212          0          0          0:    4,548     6,298
Old  :    68,735:    29,517     37,582     28,782     19,225      4,418        258          0      1,212          0          0          0:    4,548     6,298
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :     2,246:       829       -186          0      2,959          0        258     -2,430        357          0          0          0:      802     1,546
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      42.9       54.7       41.9       28.0        6.4        0.4        0.0        1.8        0.0        0.0        0.0:      6.6       9.2
Old  :     100.0:      42.9       54.7       41.9       28.0        6.4        0.4        0.0        1.8        0.0        0.0        0.0:      6.6       9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:         7          9          6          5          7          .          0          .          0          0          0:
Old  :        23:         7          9          6          5          7          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.0       62.0       77.7       79.2       48.1       56.3       70.0       69.5
Old  :                 50.0       62.0       77.7       79.2       48.1       56.3       70.0       69.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV                                                                                 Code-0233AG
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    94,956:    54,688     70,461     11,287      6,086      4,831     19,847      3,844          0      2,976      8,866          0:    1,327       868
Old  :    94,956:    54,688     70,461     11,287      6,086      4,831     19,847      3,844          0      2,976      8,866          0:    1,327       868
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :    25,036:     5,971      9,412      1,433        310      2,387     13,588      3,844          0      2,573      8,866          0:     -916       217
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.6       74.2       11.9        6.4        5.1       20.9        4.0        0.0        3.1        9.3        0.0:      1.4       0.9
Old  :     100.0:      57.6       74.2       11.9        6.4        5.1       20.9        4.0        0.0        3.1        9.3        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  :        53:        18         22          7          .          5          4          .          0          .          5          0:
Old  :        53:        18         22          7          .          5          4          .          0          .          5          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.0       49.6       69.7       67.9       42.7       46.4       58.3       60.5
Old  :                 52.0       49.6       69.7       67.9       42.7       46.4       58.3       60.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV                                                                                 Code-0233AH
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   139,876:    91,614    110,242     14,167        774      3,467     17,820      4,457      2,027      7,727     16,550      1,267:    1,787     1,092
Old  :   139,876:    91,614    110,242     14,167        774      3,467     17,820      4,457      2,027      7,727     16,550      1,267:    1,787     1,092
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :    29,748:     9,001     13,750      1,797        774      2,078     13,248      3,347        527      1,984      7,998      1,147:      -34       127
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.5       78.8       10.1        0.6        2.5       12.7        3.2        1.4        5.5       11.8        0.9:      1.3       0.8
Old  :     100.0:      65.5       78.8       10.1        0.6        2.5       12.7        3.2        1.4        5.5       11.8        0.9:      1.3       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        69:        32         29          8          .          .          .          .          .          7          6          .:
Old  :        69:        32         29          8          .          .          .          .          .          7          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  :                 37.8       52.3       60.6       69.0       31.8       51.4       51.1       61.6
Old  :                 37.8       52.3       60.6       69.0       31.8       51.4       51.1       61.6
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 - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    83,389:    80,588     81,273          0        958          0      2,046        124        240        455          0          0:       60       794
Old  :    83,389:    80,588     81,273          0        958          0      2,046        124        240        455          0          0:       60       794
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :     7,719:     5,730      6,876          0        496          0      2,046        124          0        155          0          0:     -212       223
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      96.6       97.5        0.0        1.1        0.0        2.5        0.1        0.3        0.5        0.0        0.0:      0.1       1.0
Old  :     100.0:      96.6       97.5        0.0        1.1        0.0        2.5        0.1        0.3        0.5        0.0        0.0:      0.1       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        15         24          0          .          0          .          .          .          .          0          0:
Old  :        38:        15         24          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  :                 82.4       60.9       92.3       76.4       81.4       58.5       88.4       73.6
Old  :                 82.4       60.9       92.3       76.4       81.4       58.5       88.4       73.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV                                                                        Code-0233AQ
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   213,081:   174,887    154,455     12,798     35,067     11,951      5,718          0      1,468          0      1,736          0:    6,259     8,404
Old  :   213,081:   174,887    154,455     12,798     35,067     11,951      5,718          0      1,468          0      1,736          0:    6,259     8,404
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :     1,071:     1,849        -57       -856     -1,008        453        137          0         11          0      1,736          0:     -523       -64
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.1       72.5        6.0       16.5        5.6        2.7        0.0        0.7        0.0        0.8        0.0:      2.9       3.9
Old  :     100.0:      82.1       72.5        6.0       16.5        5.6        2.7        0.0        0.7        0.0        0.8        0.0:      2.9       3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        32         29          .          4          .          .          0          .          0          .          0:
Old  :        45:        32         29          .          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  :                 48.9       42.6       66.8       63.1       45.5       31.4       54.3       45.2
Old  :                 48.9       42.6       66.8       63.1       45.5       31.4       54.3       45.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV                                                                                 Code-0233AW
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    20,482:    18,744     14,317          0        295        433          0        240          0          0      2,202        120:    1,185     2,875
Old  :    20,482:    18,744     14,317          0        295        433          0        240          0          0      2,202        120:    1,185     2,875
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :     1,457:     1,173        434          0       -217        217          0          0          0          0        682          0:       67       341
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.5       69.9        0.0        1.4        2.1        0.0        1.2        0.0        0.0       10.8        0.6:      5.8      14.0
Old  :     100.0:      91.5       69.9        0.0        1.4        2.1        0.0        1.2        0.0        0.0       10.8        0.6:      5.8      14.0
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  :        23:        11         10          0          .          .          0          .          0          0          .          .:
Old  :        23:        11         10          0          .          .          0          .          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.4       50.9       88.4       71.3       75.4       47.7       87.8       68.0
Old  :                 75.4       50.9       88.4       71.3       75.4       47.7       87.8       68.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV                                                                                     Code-0233B1
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   105,758:    80,106     50,721      4,312     16,765     12,980          0      6,639      2,119          0      5,328          0:    6,241    11,206
Old  :   105,758:    80,106     50,721      4,312     16,765     12,980          0      6,639      2,119          0      5,328          0:    6,241    11,206
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :     3,488:     2,651        -65        806        147          0          0      1,262          0          0        620          0:       31     1,524
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.7       48.0        4.1       15.9       12.3        0.0        6.3        2.0        0.0        5.0        0.0:      5.9      10.6
Old  :     100.0:      75.7       48.0        4.1       15.9       12.3        0.0        6.3        2.0        0.0        5.0        0.0:      5.9      10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        17         17          4          4          7          0          .          .          0          .          0:
Old  :        35:        17         17          4          4          7          0          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.9       37.4       74.2       57.6       52.8       28.3       63.5       44.4
Old  :                 52.9       37.4       74.2       57.6       52.8       28.3       63.5       44.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-0233BB
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   107,418:    75,180     99,281     11,036        164      5,296      1,851          0         31      2,117          0          0:   11,907     2,646
Old  :   107,418:    75,180     99,281     11,036        164      5,296      1,851          0         31      2,117          0          0:   11,907     2,646
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :     1,248:        38      3,678      1,201       -356       -355     -1,225          0       -671         20          0          0:    2,240    -1,048
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.0       92.4       10.3        0.2        4.9        1.7        0.0        0.0        2.0        0.0        0.0:     11.1       2.5
Old  :     100.0:      70.0       92.4       10.3        0.2        4.9        1.7        0.0        0.0        2.0        0.0        0.0:     11.1       2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        17         16          .          .          .          .          0          .          .          0          0:
Old  :        29:        17         16          .          .          .          .          0          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.6       64.8       70.8       83.0       42.8       55.8       56.3       69.7
Old  :                 53.6       64.8       70.8       83.0       42.8       55.8       56.3       69.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV                                                                            Code-0233BC
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   115,581:    83,934    107,212     24,457      3,850        206        961        403          0      2,996          0          0:    3,027     3,910
Old  :   115,581:    83,934    107,212     24,457      3,850        206        961        403          0      2,996          0          0:    3,027     3,910
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :     2,275:     2,124      1,928       -241          0          0        961        403          0          0          0          0:     -569       -56
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.6       92.8       21.2        3.3        0.2        0.8        0.3        0.0        2.6        0.0        0.0:      2.6       3.4
Old  :     100.0:      72.6       92.8       21.2        3.3        0.2        0.8        0.3        0.0        2.6        0.0        0.0:      2.6       3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        16         14          7          .          .          .          .          0          .          0          0:
Old  :        31:        16         14          7          .          .          .          .          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.9       68.1       76.1       88.8       43.1       50.6       54.8       66.6
Old  :                 58.9       68.1       76.1       88.8       43.1       50.6       54.8       66.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                Code-0233BH
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   113,424:   102,876    108,679      3,378          0          0         89      1,321        793          0          0          0:    6,288     2,631
Old  :   113,424:   102,876    108,679      3,378          0          0         89      1,321        793          0          0          0:    6,288     2,631
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :     2,397:     1,737      2,902        214          0          0         89     -1,076        233          0          0          0:      124       338
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.7       95.8        3.0        0.0        0.0        0.1        1.2        0.7        0.0        0.0        0.0:      5.5       2.3
Old  :     100.0:      90.7       95.8        3.0        0.0        0.0        0.1        1.2        0.7        0.0        0.0        0.0:      5.5       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  :        24:        17         16          .          0          0          .          .          .          0          0          0:
Old  :        24:        17         16          .          0          0          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.0       64.7       81.9       84.1       60.3       62.4       73.9       80.7
Old  :                 65.0       64.7       81.9       84.1       60.3       62.4       73.9       80.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV                                                                                     Code-0233BL
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   160,569:   125,320     43,515     13,751     83,614      4,889          0     13,137      1,583          0      4,494          0:   15,026     9,337
Old  :   160,569:   125,320     43,515     13,751     83,614      4,889          0     13,137      1,583          0      4,494          0:   15,026     9,337
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :    -2,067:    -2,564     -2,824        123         65        -30          0       -349       -197          0        428          0:      601       840
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.0       27.1        8.6       52.1        3.0        0.0        8.2        1.0        0.0        2.8        0.0:      9.4       5.8
Old  :     100.0:      78.0       27.1        8.6       52.1        3.0        0.0        8.2        1.0        0.0        2.8        0.0:      9.4       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  :        39:        19         16          .          8          9          0          .          .          0          .          0:
Old  :        39:        19         16          .          8          9          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  :                 45.7       47.0       63.5       64.0       42.1       46.7       57.5       61.8
Old  :                 45.7       47.0       63.5       64.0       42.1       46.7       57.5       61.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                                                                                                 Code-0233BQ
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    14,708:    13,174     12,287        436      1,534        184          0          0          0          0          0          0:      914       703
Old  :    14,708:    13,174     12,287        436      1,534        184          0          0          0          0          0          0:      914       703
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.6       83.5        3.0       10.4        1.3        0.0        0.0        0.0        0.0        0.0        0.0:      6.2       4.8
Old  :     100.0:      89.6       83.5        3.0       10.4        1.3        0.0        0.0        0.0        0.0        0.0        0.0:      6.2       4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        12         10          .          .          .          0          0          0          0          0          0:
Old  :        20:        12         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  :                 58.3       80.7       81.2       91.9       58.3       80.7       80.4       89.6
Old  :                 58.3       80.7       81.2       91.9       58.3       80.7       80.4       89.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                                                                                                           Code-0233BW
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    25,011:    23,440     20,129        491        276        744          0        496          0          0      2,848          0:      336       518
Old  :    25,011:    23,440     20,129        491        276        744          0        496          0          0      2,848          0:      336       518
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :     3,782:     3,063      1,798        491       -744        744          0        496          0          0      1,360          0:     -516       128
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      93.7       80.5        2.0        1.1        3.0        0.0        2.0        0.0        0.0       11.4        0.0:      1.3       2.1
Old  :     100.0:      93.7       80.5        2.0        1.1        3.0        0.0        2.0        0.0        0.0       11.4        0.0:      1.3       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  :        27:        13         15          .          .          .          0          .          0          0          4          0:
Old  :        27:        13         15          .          .          .          0          .          0          0          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  :                 69.0       51.3       92.6       70.6       63.6       50.8       82.1       67.1
Old  :                 69.0       51.3       92.6       70.6       63.6       50.8       82.1       67.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV                                                                                      Code-0233CG
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    47,593:    28,445     43,563     14,184          0      1,922          0          0          0        360        796          0:    2,682     1,312
Old  :    47,593:    28,445     43,563     14,184          0      1,922          0          0          0        360        796          0:    2,682     1,312
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :     6,518:     4,713      5,991      1,588          0       -186          0          0          0          0        496          0:      403       217
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.8       91.5       29.8        0.0        4.0        0.0        0.0        0.0        0.8        1.7        0.0:      5.6       2.8
Old  :     100.0:      59.8       91.5       29.8        0.0        4.0        0.0        0.0        0.0        0.8        1.7        0.0:      5.6       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  :        28:        10         18          .          0          .          0          0          0          .          .          0:
Old  :        28:        10         18          .          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  :                 50.1       69.0       82.9       83.7       47.2       69.0       73.1       77.3
Old  :                 50.1       69.0       82.9       83.7       47.2       69.0       73.1       77.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV                                                                              Code-0233CH
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   193,267:   146,435    122,256     30,643     48,774      8,047          0        379        578         92      5,234        788:    6,684     7,211
Old  :   193,267:   146,435    122,256     30,643     48,774      8,047          0        379        578         92      5,234        788:    6,684     7,211
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :     1,702:       694      1,389       -214     -1,928      1,161        -82       -235         24         92       -270       -616:      643     2,177
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.8       63.3       15.9       25.2        4.2        0.0        0.2        0.3        0.0        2.7        0.4:      3.5       3.7
Old  :     100.0:      75.8       63.3       15.9       25.2        4.2        0.0        0.2        0.3        0.0        2.7        0.4:      3.5       3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        56:        35         28          .          6          4          0          .          .          .          4          .:
Old  :        56:        35         28          .          6          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  :                 46.4       50.2       65.2       65.2       45.9       46.4       63.5       59.8
Old  :                 46.4       50.2       65.2       65.2       45.9       46.4       63.5       59.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                                                                                                    Code-0233CU
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   100,419:    83,047     53,280      5,311     37,083      5,018          0          0          0        310          0          0:    6,733     5,038
Old  :   100,419:    83,047     53,280      5,311     37,083      5,018          0          0          0        310          0          0:    6,733     5,038
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :     1,688:     1,482      1,377       -222        190        244          0          0          0        310          0          0:     -126      -123
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.7       53.1        5.3       36.9        5.0        0.0        0.0        0.0        0.3        0.0        0.0:      6.7       5.0
Old  :     100.0:      82.7       53.1        5.3       36.9        5.0        0.0        0.0        0.0        0.3        0.0        0.0:      6.7       5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        15         11          .          5          5          0          0          0          .          0          0:
Old  :        26:        15         11          .          5          5          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.9       58.3       73.8       78.4       52.1       52.9       66.7       66.7
Old  :                 54.9       58.3       73.8       78.4       52.1       52.9       66.7       66.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV                                                                               Code-0233CW
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    75,004:    37,782     46,633     24,033     17,660      2,381          0          0          0          0          0          0:   10,808     8,330
Old  :    75,004:    37,782     46,633     24,033     17,660      2,381          0          0          0          0          0          0:   10,808     8,330
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :     1,154:       735      1,356        730       -620        707          0          0          0          0          0          0:   -1,018      -289
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      50.4       62.2       32.0       23.5        3.2        0.0        0.0        0.0        0.0        0.0        0.0:     14.4      11.1
Old  :     100.0:      50.4       62.2       32.0       23.5        3.2        0.0        0.0        0.0        0.0        0.0        0.0:     14.4      11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:         8         14          5          .          .          0          0          0          0          0          0:
Old  :        24:         8         14          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  :                 51.2       61.3       74.3       78.2       47.4       59.7       65.0       72.3
Old  :                 51.2       61.3       74.3       78.2       47.4       59.7       65.0       72.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV                                                                              Code-0233CZ
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    75,078:    57,522     37,158      2,004     24,110      8,686          0          0          0        217          0          0:    6,649     5,124
Old  :    75,078:    57,522     37,158      2,004     24,110      8,686          0          0          0        217          0          0:    6,649     5,124
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :     2,632:     2,463      1,349        -89       -436        834          0          0          0        217          0          0:     -793       885
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.6       49.5        2.7       32.1       11.6        0.0        0.0        0.0        0.3        0.0        0.0:      8.9       6.8
Old  :     100.0:      76.6       49.5        2.7       32.1       11.6        0.0        0.0        0.0        0.3        0.0        0.0:      8.9       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  :        26:        17         12          .          .          .          0          0          0          .          0          0:
Old  :        26:        17         12          .          .          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.2       66.3       71.2       80.6       52.9       63.0       64.8       73.1
Old  :                 53.2       66.3       71.2       80.6       52.9       63.0       64.8       73.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV                                                                           Code-0233D4
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    19,742:    17,346     17,150          0      1,704          0      1,237          0        123          0          0          0:    1,036       765
Old  :    19,742:    17,346     17,150          0      1,704          0      1,237          0        123          0          0          0:    1,036       765
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.9       86.9        0.0        8.6        0.0        6.3        0.0        0.6        0.0        0.0        0.0:      5.2       3.9
Old  :     100.0:      87.9       86.9        0.0        8.6        0.0        6.3        0.0        0.6        0.0        0.0        0.0:      5.2       3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         6         13          0          .          0          .          0          .          0          0          0:
Old  :        20:         6         13          0          .          0          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.0       57.0       94.8       81.6       80.9       49.7       86.8       74.2
Old  :                 82.0       57.0       94.8       81.6       80.9       49.7       86.8       74.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                                                                                               Code-0233DR
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 MM Btus                                                                                                            :
     :          :    Positions                                                                                                           :
All  :    91,700:    77,811     42,892      3,315     41,292      2,215          0          0          0      4,082          0          0:    4,277     5,301
Old  :    91,700:    77,811     42,892      3,315     41,292      2,215          0          0          0      4,082          0          0:    4,277     5,301
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :       383:     3,315      3,083        365     -1,621        604          0          0          0         62          0          0:   -3,963    -1,683
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.9       46.8        3.6       45.0        2.4        0.0        0.0        0.0        4.5        0.0        0.0:      4.7       5.8
Old  :     100.0:      84.9       46.8        3.6       45.0        2.4        0.0        0.0        0.0        4.5        0.0        0.0:      4.7       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  :        25:        13          7          .          5          .          0          0          0          .          0          0:
Old  :        25:        13          7          .          5          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.0       70.2       76.5       88.2       60.0       68.8       76.5       85.4
Old  :                 60.0       70.2       76.5       88.2       60.0       68.8       76.5       85.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   990,097:   123,306    143,548    223,959     17,616     40,227    186,336    368,004    179,826     54,701     85,776    111,745:   69,997    43,355
Old  :   990,097:   123,306    143,548    223,959     17,616     40,227    186,336    368,004    179,826     54,701     85,776    111,745:   69,997    43,355
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :   -13,983:    -6,978     -1,277     -2,493     -1,099        -23      4,732    -15,699      2,780    -13,937      1,491       -515:    2,451       359
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.5       14.5       22.6        1.8        4.1       18.8       37.2       18.2        5.5        8.7       11.3:      7.1       4.4
Old  :     100.0:      12.5       14.5       22.6        1.8        4.1       18.8       37.2       18.2        5.5        8.7       11.3:      7.1       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  :       313:        36         26         26          5         26         51         92         73         40         50         55:
Old  :       313:        36         26         26          5         26         51         92         73         40         50         55:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.3       17.7       28.8       31.0       11.4       12.3       19.2       20.4
Old  :                 17.3       17.7       28.8       31.0       11.4       12.3       19.2       20.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-023A55
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   338,845:   110,795     65,058     21,840     34,073     53,165     54,635      9,598     19,468     38,911    119,945     33,766:    6,265     3,772
Old  :   338,845:   110,795     65,058     21,840     34,073     53,165     54,635      9,598     19,468     38,911    119,945     33,766:    6,265     3,772
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :    -3,035:     4,349        941      5,402        480       -198    -13,516      1,162        457     -1,315     -6,701      1,051:      735      -227
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.7       19.2        6.4       10.1       15.7       16.1        2.8        5.7       11.5       35.4       10.0:      1.8       1.1
Old  :     100.0:      32.7       19.2        6.4       10.1       15.7       16.1        2.8        5.7       11.5       35.4       10.0:      1.8       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  :        82:        29         22          7         10         14         10          5         11         10          9         16:
Old  :        82:        29         22          7         10         14         10          5         11         10          9         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  :                 33.1       46.6       48.8       58.9       28.5       38.3       40.6       44.0
Old  :                 33.1       46.6       48.8       58.9       28.5       38.3       40.6       44.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE                                                                                         Code-023A56
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   116,736:    13,649     22,091     27,021     14,791     30,581      7,717      9,305     13,592      6,964     10,106     10,739:    6,473     5,531
Old  :   116,736:    13,649     22,091     27,021     14,791     30,581      7,717      9,305     13,592      6,964     10,106     10,739:    6,473     5,531
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :     8,870:     1,943         39      1,057        991      2,612       -145      5,715        926      3,581       -712        409:   -1,513    -1,110
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.7       18.9       23.1       12.7       26.2        6.6        8.0       11.6        6.0        8.7        9.2:      5.5       4.7
Old  :     100.0:      11.7       18.9       23.1       12.7       26.2        6.6        8.0       11.6        6.0        8.7        9.2:      5.5       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  :        58:         9         11          9          6         15          5          6          8         10         11         17:
Old  :        58:         9         11          9          6         15          5          6          8         10         11         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  :                 36.0       30.2       55.3       49.6       22.6       13.5       28.4       22.2
Old  :                 36.0       30.2       55.3       49.6       22.6       13.5       28.4       22.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES                                                                                                  Code-023P02
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :     7,883:       313        730      3,830      2,707        513        641        232      1,421        100      1,215      1,065:        0         0
Old  :     7,883:       313        730      3,830      2,707        513        641        232      1,421        100      1,215      1,065:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :    -1,128:         0        -92      1,012      1,465     -1,324       -711        215          4         42     -1,245       -105:      -46       -46
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       4.0        9.3       48.6       34.3        6.5        8.1        2.9       18.0        1.3       15.4       13.5:      0.0       0.0
Old  :     100.0:       4.0        9.3       48.6       34.3        6.5        8.1        2.9       18.0        1.3       15.4       13.5:      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  :        21:         .          .          .          .          .          .          .          .          .          7          8:
Old  :        21:         .          .          .          .          .          .          .          .          .          7          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  :                 75.3       69.8       92.4       87.7       54.8       44.5       57.9       55.3
Old  :                 75.3       69.8       92.4       87.7       54.8       44.5       57.9       55.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  : 1,571,648:   555,735    269,289     22,869    871,503    222,814     73,076     22,545     78,920    536,445     34,662     41,428:   40,361    30,487
Old  : 1,571,648:   555,735    269,289     22,869    871,503    222,814     73,076     22,545     78,920    536,445     34,662     41,428:   40,361    30,487
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :     5,019:     4,794      2,231        151     11,013     -5,659      4,981     -2,316     -6,786      3,266     -1,116      3,776:      496     3,876
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.4       17.1        1.5       55.5       14.2        4.6        1.4        5.0       34.1        2.2        2.6:      2.6       1.9
Old  :     100.0:      35.4       17.1        1.5       55.5       14.2        4.6        1.4        5.0       34.1        2.2        2.6:      2.6       1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       110:        40         37          .         19         19         10          6         12         17          6         15:
Old  :       110:        40         37          .         19         19         10          6         12         17          6         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.5       35.3       62.6       56.1       47.7       34.3       54.1       51.3
Old  :                 50.5       35.3       62.6       56.1       47.7       34.3       54.1       51.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   395,083:    85,755     95,291    170,275    130,712     53,189     17,002     15,316     18,889     13,046     44,783     34,534:    2,393     2,369
Old  :   395,083:    85,755     95,291    170,275    130,712     53,189     17,002     15,316     18,889     13,046     44,783     34,534:    2,393     2,369
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :    -1,646:       886        -22       -388     -1,956       -592      3,994      1,252       -702     -4,153        682       -832:      141       524
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.7       24.1       43.1       33.1       13.5        4.3        3.9        4.8        3.3       11.3        8.7:      0.6       0.6
Old  :     100.0:      21.7       24.1       43.1       33.1       13.5        4.3        3.9        4.8        3.3       11.3        8.7:      0.6       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  :        76:        21         17         11         10         16          7          5          9          9         13         16:
Old  :        76:        21         17         11         10         16          7          5          9          9         13         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  :                 35.4       45.5       55.6       67.5       29.9       30.7       41.2       41.0
Old  :                 35.4       45.5       55.6       67.5       29.9       30.7       41.2       41.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06665G
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    25,397:    22,423     17,919      1,044      5,812      1,163          0          0          0        565          0         62:      140       441
Old  :    25,397:    22,423     17,919      1,044      5,812      1,163          0          0          0        565          0         62:      140       441
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :     1,247:     1,089        852       -430          0        410          0          0          0        170          0          0:        8       -15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.3       70.6        4.1       22.9        4.6        0.0        0.0        0.0        2.2        0.0        0.2:      0.6       1.7
Old  :     100.0:      88.3       70.6        4.1       22.9        4.6        0.0        0.0        0.0        2.2        0.0        0.2:      0.6       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  :        37:        23         21          4          .          .          0          0          0          .          0          .:
Old  :        37:        23         21          4          .          .          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.1       46.6       75.1       68.4       42.7       32.5       49.1       46.4
Old  :                 60.1       46.6       75.1       68.4       42.7       32.5       49.1       46.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665O
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    89,498:    69,468     65,611      7,899      5,484      8,443        301      2,230          0      1,579      6,583        820:      988       327
Old  :    89,498:    69,468     65,611      7,899      5,484      8,443        301      2,230          0      1,579      6,583        820:      988       327
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :     1,693:     1,839      2,028         75         35          0         25         60          0        303        135       -549:        0       -16
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.6       73.3        8.8        6.1        9.4        0.3        2.5        0.0        1.8        7.4        0.9:      1.1       0.4
Old  :     100.0:      77.6       73.3        8.8        6.1        9.4        0.3        2.5        0.0        1.8        7.4        0.9:      1.1       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        79:        48         46          4          6          9          .          .          0          5          6          5:
Old  :        79:        48         46          4          6          9          .          .          0          5          6          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  :                 47.5       34.9       65.7       56.2       22.8       25.0       27.9       34.7
Old  :                 47.5       34.9       65.7       56.2       22.8       25.0       27.9       34.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06665P
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    22,764:    16,937     16,839      2,419      2,747      2,543          0          0          0          0        480          0:      865       155
Old  :    22,764:    16,937     16,839      2,419      2,747      2,543          0          0          0          0        480          0:      865       155
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :      -115:      -270       -145       -175       -300        330          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.4       74.0       10.6       12.1       11.2        0.0        0.0        0.0        0.0        2.1        0.0:      3.8       0.7
Old  :     100.0:      74.4       74.0       10.6       12.1       11.2        0.0        0.0        0.0        0.0        2.1        0.0:      3.8       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        13         14          .          4          .          0          0          0          0          .          0:
Old  :        21:        13         14          .          4          .          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.1       55.1       92.1       78.2       41.5       30.1       42.4       40.3
Old  :                 68.1       55.1       92.1       78.2       41.5       30.1       42.4       40.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665Q
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    32,425:    24,355     22,888      3,558      1,342      1,233      1,860          0          0        559      6,124        247:      613       591
Old  :    32,425:    24,355     22,888      3,558      1,342      1,233      1,860          0          0        559      6,124        247:      613       591
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :      -150:      -292       -146        -34          0        -58          0          0          0         38         30         24:      172         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.1       70.6       11.0        4.1        3.8        5.7        0.0        0.0        1.7       18.9        0.8:      1.9       1.8
Old  :     100.0:      75.1       70.6       11.0        4.1        3.8        5.7        0.0        0.0        1.7       18.9        0.8:      1.9       1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        25         25          6          .          6          .          0          0          .          4          .:
Old  :        45:        25         25          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  :                 43.8       48.9       63.4       65.8       20.4       27.8       34.0       37.9
Old  :                 43.8       48.9       63.4       65.8       20.4       27.8       34.0       37.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :     8,737:     7,107      3,222        425      3,555        168          0          0          0        200      1,037        449:      388       306
Old  :     8,737:     7,107      3,222        425      3,555        168          0          0          0        200      1,037        449:      388       306
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :       298:        99         24          0        124         66          0          0          0       -100       -139        223:       10         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.3       36.9        4.9       40.7        1.9        0.0        0.0        0.0        2.3       11.9        5.1:      4.4       3.5
Old  :     100.0:      81.3       36.9        4.9       40.7        1.9        0.0        0.0        0.0        2.3       11.9        5.1:      4.4       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  :        35:        19         16          .          5          4          0          0          0          .          4          5:
Old  :        35:        19         16          .          5          4          0          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  :                 49.1       40.4       62.7       65.5       43.9       38.8       56.6       55.3
Old  :                 49.1       40.4       62.7       65.5       43.9       38.8       56.6       55.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-06665T
Disaggregated Commitments of Traders - Futures Only, November 24, 2015                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    12,923:    10,938      6,532        655      4,687        193          0        138          0        116      1,040         73:      948       260
Old  :    12,923:    10,938      6,532        655      4,687        193          0        138          0        116      1,040         73:      948       260
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 17, 2015                                                                :
     :       320:       147        123        -15         95         95          0          0          0        116          9          9:      -32       -11
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.6       50.5        5.1       36.3        1.5        0.0        1.1        0.0        0.9        8.0        0.6:      7.3       2.0
Old  :     100.0:      84.6       50.5        5.1       36.3        1.5        0.0        1.1        0.0        0.9        8.0        0.6:      7.3       2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        16         13          .          6          .          0          .          0          .          .          .:
Old  :        30:        16         13          .          6          .          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  :                 45.8       47.3       71.1       69.7       35.7       38.3       51.5       55.7
Old  :                 45.8       47.3       71.1       69.7       35.7       38.3       51.5       55.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated November 30, 2015