NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                                                               Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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  : 4,021,359: 2,321,749  1,147,787    354,434  1,482,916    336,772    268,084     72,653    282,362     33,212    296,552    390,081:   34,665    12,236
Old  : 4,021,359: 2,321,749  1,147,787    354,434  1,482,916    336,772    268,084     72,653    282,362     33,212    296,552    390,081:   34,665    12,236
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :    43,868:    38,112       -632    -10,141     29,885      3,228     -2,343       -743     -5,559      2,564       -172     17,673:      334       188
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.7       28.5        8.8       36.9        8.4        6.7        1.8        7.0        0.8        7.4        9.7:      0.9       0.3
Old  :     100.0:      57.7       28.5        8.8       36.9        8.4        6.7        1.8        7.0        0.8        7.4        9.7:      0.9       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       227:       115         92         11         15         23         17         11         23         21         28         37:
Old  :       227:       115         92         11         15         23         17         11         23         21         28         37:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.3       24.5       34.5       41.1       17.7       21.7       28.0       31.2
Old  :                 20.3       24.5       34.5       41.1       17.7       21.7       28.0       31.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                                                                                             Code-023392
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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  : 2,450,814:   303,598    262,010     99,595    138,349    781,060     25,731    129,974    608,122    107,181      5,747    524,931:      598       621
Old  : 2,450,814:   303,598    262,010     99,595    138,349    781,060     25,731    129,974    608,122    107,181      5,747    524,931:      598       621
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :   208,663:     6,263      9,104      8,379      2,416     56,224      2,946     22,243     80,445      6,933     -9,180     47,362:      110        49
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.4       10.7        4.1        5.6       31.9        1.0        5.3       24.8        4.4        0.2       21.4:      0.0       0.0
Old  :     100.0:      12.4       10.7        4.1        5.6       31.9        1.0        5.3       24.8        4.4        0.2       21.4:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        95:        34         33          9         10         18          6         10         16         13         10         22:
Old  :        95:        34         33          9         10         18          6         10         16         13         10         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.4       41.3       66.3       62.5        7.6        6.9        9.4       10.4
Old  :                 44.4       41.3       66.3       62.5        7.6        6.9        9.4       10.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                  Code-023393
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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  :   227,924:   165,497    188,775     24,420     15,533     10,731      7,746        306      1,282      1,687      4,933          0:   16,561     6,364
Old  :   227,924:   165,497    188,775     24,420     15,533     10,731      7,746        306      1,282      1,687      4,933          0:   16,561     6,364
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :    11,241:     8,101     11,366        550       -750        530        661        124       -783          0      1,121        -58:    2,240      -309
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.6       82.8       10.7        6.8        4.7        3.4        0.1        0.6        0.7        2.2        0.0:      7.3       2.8
Old  :     100.0:      72.6       82.8       10.7        6.8        4.7        3.4        0.1        0.6        0.7        2.2        0.0:      7.3       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  :        49:        26         23          5          .          5          4          .          .          .          4          0:
Old  :        49:        26         23          5          .          5          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  :                 41.2       52.9       58.5       76.0       34.1       45.9       49.4       61.8
Old  :                 41.2       52.9       58.5       76.0       34.1       45.9       49.4       61.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                 Code-023394
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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  :   109,100:    95,476     83,675        985     19,046        878      4,341          0      1,163          0        111      1,100:    5,157     3,127
Old  :   109,100:    95,476     83,675        985     19,046        878      4,341          0      1,163          0        111      1,100:    5,157     3,127
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :     4,503:     6,824      6,473       -589         77       -366        674          0       -776          0         91        -31:   -1,233      -965
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.5       76.7        0.9       17.5        0.8        4.0        0.0        1.1        0.0        0.1        1.0:      4.7       2.9
Old  :     100.0:      87.5       76.7        0.9       17.5        0.8        4.0        0.0        1.1        0.0        0.1        1.0:      4.7       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:        20         24          .          5          .          .          0          .          0          .          .:
Old  :        38:        20         24          .          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  :                 55.3       54.4       76.7       75.8       52.4       48.3       71.0       68.3
Old  :                 55.3       54.4       76.7       75.8       52.4       48.3       71.0       68.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                   Code-023395
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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  :   207,032:   182,485     66,271      1,664    108,429     11,468        215      8,155      2,187          0        372          0:    9,013    10,150
Old  :   207,032:   182,485     66,271      1,664    108,429     11,468        215      8,155      2,187          0        372          0:    9,013    10,150
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :     2,270:     1,901      1,262          0      1,691       -402          0       -543        338          0          0          0:      433       -76
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.1       32.0        0.8       52.4        5.5        0.1        3.9        1.1        0.0        0.2        0.0:      4.4       4.9
Old  :     100.0:      88.1       32.0        0.8       52.4        5.5        0.1        3.9        1.1        0.0        0.2        0.0:      4.4       4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        20         16          .         12          9          .          .          4          0          .          0:
Old  :        42:        20         16          .         12          9          .          .          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  :                 52.2       45.6       70.1       63.4       46.1       43.4       62.6       59.4
Old  :                 52.2       45.6       70.1       63.4       46.1       43.4       62.6       59.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023396
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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  :   625,085:   530,122    205,280     23,598    356,470     51,763      2,054        664      5,264      4,914        993      1,410:    5,960     3,241
Old  :   625,085:   530,122    205,280     23,598    356,470     51,763      2,054        664      5,264      4,914        993      1,410:    5,960     3,241
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :    13,426:    13,738     11,009        731      1,229      1,326       -119        -75      1,289     -2,643         63       -285:     -611    -1,130
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.8       32.8        3.8       57.0        8.3        0.3        0.1        0.8        0.8        0.2        0.2:      1.0       0.5
Old  :     100.0:      84.8       32.8        3.8       57.0        8.3        0.3        0.1        0.8        0.8        0.2        0.2:      1.0       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        62:        38         27          4         10         13          .          .          4          .          .          .:
Old  :        62:        38         27          4         10         13          .          .          4          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.8       43.7       56.5       69.3       32.2       39.7       50.0       60.0
Old  :                 33.8       43.7       56.5       69.3       32.2       39.7       50.0       60.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                       Code-023397
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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  :   335,847:   304,421    187,115      6,883    132,111      3,511          0      2,203      3,925      8,470      1,884        124:    8,513     4,974
Old  :   335,847:   304,421    187,115      6,883    132,111      3,511          0      2,203      3,925      8,470      1,884        124:    8,513     4,974
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :     7,945:     3,721      5,311        336      2,285       -213       -495        293        855      4,024        424       -214:      -69      -796
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.6       55.7        2.0       39.3        1.0        0.0        0.7        1.2        2.5        0.6        0.0:      2.5       1.5
Old  :     100.0:      90.6       55.7        2.0       39.3        1.0        0.0        0.7        1.2        2.5        0.6        0.0:      2.5       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        61:        30         29          .          9          4          0          4          .          .          .          .:
Old  :        61:        30         29          .          9          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  :                 42.3       45.0       63.7       64.5       40.9       43.3       57.1       58.9
Old  :                 42.3       45.0       63.7       64.5       40.9       43.3       57.1       58.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                           Code-023398
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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  :   223,495:   183,294    135,212     19,887     68,911      9,592      1,976        659      2,374          0      1,066      1,606:    4,766     4,075
Old  :   223,495:   183,294    135,212     19,887     68,911      9,592      1,976        659      2,374          0      1,066      1,606:    4,766     4,075
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :     5,033:     5,508      5,042          0        213          0          0       -601        321          0          0          0:     -796        58
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.0       60.5        8.9       30.8        4.3        0.9        0.3        1.1        0.0        0.5        0.7:      2.1       1.8
Old  :     100.0:      82.0       60.5        8.9       30.8        4.3        0.9        0.3        1.1        0.0        0.5        0.7:      2.1       1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        52:        28         30          .          9          9          .          .          .          0          .          .:
Old  :        52:        28         30          .          9          9          .          .          .          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  :                 57.5       26.6       76.4       48.3       56.5       24.0       73.0       45.2
Old  :                 57.5       26.6       76.4       48.3       56.5       24.0       73.0       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 - Options and Futures Combined, October 20, 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  :   106,911:    92,949     61,404      2,806     32,003      1,036          0      3,142      2,356          0          0          0:    7,764     6,970
Old  :   106,911:    92,949     61,404      2,806     32,003      1,036          0      3,142      2,356          0          0          0:    7,764     6,970
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :    10,143:    10,901      7,566        605       -184       -362       -436      3,142     -1,084          0          0          0:      519     1,065
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.9       57.4        2.6       29.9        1.0        0.0        2.9        2.2        0.0        0.0        0.0:      7.3       6.5
Old  :     100.0:      86.9       57.4        2.6       29.9        1.0        0.0        2.9        2.2        0.0        0.0        0.0:      7.3       6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        14         18          .          5          4          0          .          .          0          0          0:
Old  :        32:        14         18          .          5          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  :                 70.9       48.6       84.3       71.4       70.6       47.9       82.4       70.7
Old  :                 70.9       48.6       84.3       71.4       70.6       47.9       82.4       70.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV                                                                                    Code-02339E
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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  :    98,126:    74,561     73,597      7,484      5,809      5,041          0        591          0        799      1,627      4,403:    5,838     7,058
Old  :    98,126:    74,561     73,597      7,484      5,809      5,041          0        591          0        799      1,627      4,403:    5,838     7,058
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :     2,682:     2,793        785       -395        337        150          0          0          0       -249        163        668:     -285       579
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.0       75.0        7.6        5.9        5.1        0.0        0.6        0.0        0.8        1.7        4.5:      5.9       7.2
Old  :     100.0:      76.0       75.0        7.6        5.9        5.1        0.0        0.6        0.0        0.8        1.7        4.5:      5.9       7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        22         20          4          .          .          0          .          0          .          .          4:
Old  :        37:        22         20          4          .          .          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  :                 50.4       41.1       65.6       63.7       49.7       40.2       61.4       58.9
Old  :                 50.4       41.1       65.6       63.7       49.7       40.2       61.4       58.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                                                                                                Code-02339Q
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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  :    21,202:    17,687     11,109          0      7,788      1,464          0        600          0      1,590        210          0:      461        31
Old  :    21,202:    17,687     11,109          0      7,788      1,464          0        600          0      1,590        210          0:      461        31
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.4       52.4        0.0       36.7        6.9        0.0        2.8        0.0        7.5        1.0        0.0:      2.2       0.1
Old  :     100.0:      83.4       52.4        0.0       36.7        6.9        0.0        2.8        0.0        7.5        1.0        0.0:      2.2       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        11          7          0          .          .          0          .          0          .          .          0:
Old  :        20:        11          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  :                 61.6       79.9       87.3       95.1       51.9       59.3       67.7       71.0
Old  :                 61.6       79.9       87.3       95.1       51.9       59.3       67.7       71.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-02339U
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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  :    74,161:    61,034     29,478      2,924     27,682        146      2,236      2,779        651          0          0          0:    7,170    13,425
Old  :    74,161:    61,034     29,478      2,924     27,682        146      2,236      2,779        651          0          0          0:    7,170    13,425
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :     3,499:     3,017      2,968          0       -333          0        488        880       -229          0          0          0:      223       213
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.3       39.7        3.9       37.3        0.2        3.0        3.7        0.9        0.0        0.0        0.0:      9.7      18.1
Old  :     100.0:      82.3       39.7        3.9       37.3        0.2        3.0        3.7        0.9        0.0        0.0        0.0:      9.7      18.1
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  :        25:        16          9          .          6          .          .          .          .          0          0          0:
Old  :        25:        16          9          .          6          .          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.3       42.7       68.8       65.9       47.6       39.4       62.2       60.2
Old  :                 51.3       42.7       68.8       65.9       47.6       39.4       62.2       60.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV                                                                        Code-02339W
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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  :   178,212:   131,587     79,575     36,549     85,766      4,570          0      2,996          0          0          0          0:    5,506     5,305
Old  :   178,212:   131,587     79,575     36,549     85,766      4,570          0      2,996          0          0          0          0:    5,506     5,305
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :     3,532:     2,676      3,470          0       -794        856          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.8       44.7       20.5       48.1        2.6        0.0        1.7        0.0        0.0        0.0        0.0:      3.1       3.0
Old  :     100.0:      73.8       44.7       20.5       48.1        2.6        0.0        1.7        0.0        0.0        0.0        0.0:      3.1       3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        20         13          4          8          7          0          .          0          0          0          0:
Old  :        36:        20         13          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  :                 42.8       63.1       66.8       80.3       38.7       62.9       61.6       77.9
Old  :                 42.8       63.1       66.8       80.3       38.7       62.9       61.6       77.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV                                                                         Code-02339Y
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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  :    94,357:    72,976     56,048     12,769     35,219        302          0          0          0          0          0          0:    8,310     2,788
Old  :    94,357:    72,976     56,048     12,769     35,219        302          0          0          0          0          0          0:    8,310     2,788
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :     4,201:     5,420      2,834          0      1,460          0          0          0          0          0          0          0:   -1,219       -93
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.3       59.4       13.5       37.3        0.3        0.0        0.0        0.0        0.0        0.0        0.0:      8.8       3.0
Old  :     100.0:      77.3       59.4       13.5       37.3        0.3        0.0        0.0        0.0        0.0        0.0        0.0:      8.8       3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        16         14          .          .          .          0          0          0          0          0          0:
Old  :        27:        16         14          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.8       63.8       68.7       86.9       44.2       60.4       64.1       82.2
Old  :                 47.8       63.8       68.7       86.9       44.2       60.4       64.1       82.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                                                                                                  Code-0233A2
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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  :    17,019:    15,447     12,553        527      3,970          0        270          0          0        248          0          0:      527       496
Old  :    17,019:    15,447     12,553        527      3,970          0        270          0          0        248          0          0:      527       496
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :     4,576:     4,576      4,824          0          0          0          0          0          0          0          0          0:        0      -248
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.8       73.8        3.1       23.3        0.0        1.6        0.0        0.0        1.5        0.0        0.0:      3.1       2.9
Old  :     100.0:      90.8       73.8        3.1       23.3        0.0        1.6        0.0        0.0        1.5        0.0        0.0:      3.1       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  :        26:        11         14          .          .          0          .          0          0          .          0          0:
Old  :        26:        11         14          .          .          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  :                 74.4       68.9       85.8       86.8       72.4       65.6       82.4       83.5
Old  :                 74.4       68.9       85.8       86.8       72.4       65.6       82.4       83.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV                                                                                          Code-0233A3
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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  :   355,782:   265,274    175,923     66,449    152,310      9,867          0         82        720        420      1,370      3,894:    9,158    11,616
Old  :   355,782:   265,274    175,923     66,449    152,310      9,867          0         82        720        420      1,370      3,894:    9,158    11,616
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :     5,818:     4,905      5,004         93     -1,032      1,290          0       -155       -300        120        148        356:     -646       507
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.6       49.4       18.7       42.8        2.8        0.0        0.0        0.2        0.1        0.4        1.1:      2.6       3.3
Old  :     100.0:      74.6       49.4       18.7       42.8        2.8        0.0        0.0        0.2        0.1        0.4        1.1:      2.6       3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        57:        37         26          4         10          7          0          .          .          .          .          .:
Old  :        57:        37         26          4         10          7          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.4       56.8       54.1       72.7       32.5       50.7       50.3       65.1
Old  :                 33.4       56.8       54.1       72.7       32.5       50.7       50.3       65.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                         Code-0233A5
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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  :    68,195:    52,264     38,465          0     11,336      4,201      2,941      1,354      1,499          0          0          0:    7,290    11,340
Old  :    68,195:    52,264     38,465          0     11,336      4,201      2,941      1,354      1,499          0          0          0:    7,290    11,340
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :       815:     3,132     -2,405          0        142       -360     -1,863      1,354        219          0          0          0:     -313     1,865
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.6       56.4        0.0       16.6        6.2        4.3        2.0        2.2        0.0        0.0        0.0:     10.7      16.6
Old  :     100.0:      76.6       56.4        0.0       16.6        6.2        4.3        2.0        2.2        0.0        0.0        0.0:     10.7      16.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        13         11          0          6          6          .          .          .          0          0          0:
Old  :        23:        13         11          0          6          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  :                 57.4       52.0       77.1       68.8       52.3       48.3       70.3       58.8
Old  :                 57.4       52.0       77.1       68.8       52.3       48.3       70.3       58.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV                                                                   Code-0233A8
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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  :    59,897:    23,615     33,894     25,459     12,582      5,826          0        680        662          0          0          0:    4,335     6,253
Old  :    59,897:    23,615     33,894     25,459     12,582      5,826          0        680        662          0          0          0:    4,335     6,253
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :     1,407:     1,068      1,034        334          0          0          0        181        -90          0          0          0:       95       282
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      39.4       56.6       42.5       21.0        9.7        0.0        1.1        1.1        0.0        0.0        0.0:      7.2      10.4
Old  :     100.0:      39.4       56.6       42.5       21.0        9.7        0.0        1.1        1.1        0.0        0.0        0.0:      7.2      10.4
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  :        21:         6          8          5          6          6          0          .          .          0          0          0:
Old  :        21:         6          8          5          6          6          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.8       56.7       79.9       77.3       50.8       50.4       71.8       66.8
Old  :                 53.8       56.7       79.9       77.3       50.8       50.4       71.8       66.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV                                                                                 Code-0233AG
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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  :    65,360:    50,186     52,665      7,097      7,207      2,984        522          0      1,500        360          0          0:    2,711     1,004
Old  :    65,360:    50,186     52,665      7,097      7,207      2,984        522          0      1,500        360          0          0:    2,711     1,004
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :     5,053:     3,359      3,463      2,400          0          0     -1,800          0      1,500        360          0          0:     -766        90
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.8       80.6       10.9       11.0        4.6        0.8        0.0        2.3        0.6        0.0        0.0:      4.1       1.5
Old  :     100.0:      76.8       80.6       10.9       11.0        4.6        0.8        0.0        2.3        0.6        0.0        0.0:      4.1       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        10         16          .          .          .          .          0          .          .          0          0:
Old  :        25:        10         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  :                 63.2       64.4       82.7       80.3       59.5       59.0       70.0       71.1
Old  :                 63.2       64.4       82.7       80.3       59.5       59.0       70.0       71.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV                                                                                 Code-0233AH
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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  :    99,408:    86,073     88,368      3,640          0      1,116        984      5,517      1,836      4,790      1,302          0:      969     1,269
Old  :    99,408:    86,073     88,368      3,640          0      1,116        984      5,517      1,836      4,790      1,302          0:      969     1,269
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :     9,808:     7,934      8,068      1,284     -1,116      1,116          0      1,800       -120        450          0          0:     -856        60
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.6       88.9        3.7        0.0        1.1        1.0        5.5        1.8        4.8        1.3        0.0:      1.0       1.3
Old  :     100.0:      86.6       88.9        3.7        0.0        1.1        1.0        5.5        1.8        4.8        1.3        0.0:      1.0       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  :        56:        22         26          6          0          .          .          .          .          8          .          0:
Old  :        56:        22         26          6          0          .          .          .          .          8          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.0       59.7       70.3       77.9       37.8       53.9       49.4       60.4
Old  :                 46.0       59.7       70.3       77.9       37.8       53.9       49.4       60.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                                                                                            Code-0233AM
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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  :    79,940:    79,450     77,965          0        302          0          0          0          0          0        868          0:      490       805
Old  :    79,940:    79,450     77,965          0        302          0          0          0          0          0        868          0:      490       805
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :     8,386:     8,570      8,326          0        302          0          0          0          0          0          0          0:     -184      -242
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      99.4       97.5        0.0        0.4        0.0        0.0        0.0        0.0        0.0        1.1        0.0:      0.6       1.0
Old  :     100.0:      99.4       97.5        0.0        0.4        0.0        0.0        0.0        0.0        0.0        1.1        0.0:      0.6       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  :        32:        13         21          0          .          0          0          0          0          0          .          0:
Old  :        32:        13         21          0          .          0          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 90.0       61.0       96.4       77.1       89.2       57.0       93.5       72.7
Old  :                 90.0       61.0       96.4       77.1       89.2       57.0       93.5       72.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV                                                                        Code-0233AQ
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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  :   213,652:   172,274    159,287     13,248     32,506     12,739      4,312          0      1,402          0        120        248:    9,429     7,350
Old  :   213,652:   172,274    159,287     13,248     32,506     12,739      4,312          0      1,402          0        120        248:    9,429     7,350
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :     9,169:    11,078      3,250     -2,533      7,660       -428        548     -2,537        606          0          0         31:     -133       587
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.6       74.6        6.2       15.2        6.0        2.0        0.0        0.7        0.0        0.1        0.1:      4.4       3.4
Old  :     100.0:      80.6       74.6        6.2       15.2        6.0        2.0        0.0        0.7        0.0        0.1        0.1:      4.4       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  :        44:        33         28          .          4          .          .          0          .          0          .          .:
Old  :        44:        33         28          .          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  :                 47.2       42.1       65.1       63.1       41.7       31.6       50.5       45.0
Old  :                 47.2       42.1       65.1       63.1       41.7       31.6       50.5       45.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV                                                                                 Code-0233AW
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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  :    19,524:    17,838     16,261          0        757        279          0          0          0          0        599         31:    1,376     1,597
Old  :    19,524:    17,838     16,261          0        757        279          0          0          0          0        599         31:    1,376     1,597
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :       303:       153        705          0        120        -60          0          0          0          0        329         31:      179      -822
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.4       83.3        0.0        3.9        1.4        0.0        0.0        0.0        0.0        3.1        0.2:      7.0       8.2
Old  :     100.0:      91.4       83.3        0.0        3.9        1.4        0.0        0.0        0.0        0.0        3.1        0.2:      7.0       8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        11         12          0          .          .          0          0          0          0          .          .:
Old  :        22:        11         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  :                 78.1       54.0       88.0       79.4       76.8       50.6       85.5       74.7
Old  :                 78.1       54.0       88.0       79.4       76.8       50.6       85.5       74.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV                                                                     Code-0233AY
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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  :    59,301:    38,533     44,916        155      4,746      3,814      2,723        483        922          0          0          0:   13,154     4,420
Old  :    59,301:    38,533     44,916        155      4,746      3,814      2,723        483        922          0          0          0:   13,154     4,420
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :    -1,148:      -711     -1,071          0        608       -608        976        150       -377          0          0          0:     -428       150
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.0       75.7        0.3        8.0        6.4        4.6        0.8        1.6        0.0        0.0        0.0:     22.2       7.5
Old  :     100.0:      65.0       75.7        0.3        8.0        6.4        4.6        0.8        1.6        0.0        0.0        0.0:     22.2       7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        12         12          .          .          .          .          .          .          0          0          0:
Old  :        21:        12         12          .          .          .          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.4       55.7       62.5       74.7       38.7       51.3       48.4       62.9
Old  :                 47.4       55.7       62.5       74.7       38.7       51.3       48.4       62.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV                                                                                     Code-0233B1
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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  :    99,149:    72,330     50,154      3,158     17,262     13,343      1,552      2,354      2,663          0      5,992          0:    6,103     7,381
Old  :    99,149:    72,330     50,154      3,158     17,262     13,343      1,552      2,354      2,663          0      5,992          0:    6,103     7,381
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :     1,963:     2,660      1,574        456     -1,196      1,737       -544        214          2          0        856          0:   -2,348    -1,224
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.0       50.6        3.2       17.4       13.5        1.6        2.4        2.7        0.0        6.0        0.0:      6.2       7.4
Old  :     100.0:      73.0       50.6        3.2       17.4       13.5        1.6        2.4        2.7        0.0        6.0        0.0:      6.2       7.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        17         19          .          5          7          .          .          .          0          .          0:
Old  :        36:        17         19          .          5          7          .          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.1       37.7       75.7       59.2       52.1       30.2       62.4       45.9
Old  :                 54.1       37.7       75.7       59.2       52.1       30.2       62.4       45.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-0233BB
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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  :   107,813:    77,151     95,294      9,972        288      5,838      2,178          0      1,107      1,969      2,440         31:    9,567     2,815
Old  :   107,813:    77,151     95,294      9,972        288      5,838      2,178          0      1,107      1,969      2,440         31:    9,567     2,815
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :     1,199:     1,624      3,180     -1,066          0        210       -536          0        109          0        275          0:      858    -2,575
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.6       88.4        9.2        0.3        5.4        2.0        0.0        1.0        1.8        2.3        0.0:      8.9       2.6
Old  :     100.0:      71.6       88.4        9.2        0.3        5.4        2.0        0.0        1.0        1.8        2.3        0.0:      8.9       2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        18         15          .          .          .          .          0          .          .          .          .:
Old  :        30:        18         15          .          .          .          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.3       66.3       72.3       84.4       42.2       59.2       57.2       70.6
Old  :                 53.3       66.3       72.3       84.4       42.2       59.2       57.2       70.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV                                                                            Code-0233BC
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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  :   112,053:    77,111    105,133     25,648      3,940        181          0          0          0      5,564          0          0:    3,549     2,799
Old  :   112,053:    77,111    105,133     25,648      3,940        181          0          0          0      5,564          0          0:    3,549     2,799
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :     1,959:     3,182      2,180        179          0          0          0          0          0       -214          0          0:   -1,188      -221
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.8       93.8       22.9        3.5        0.2        0.0        0.0        0.0        5.0        0.0        0.0:      3.2       2.5
Old  :     100.0:      68.8       93.8       22.9        3.5        0.2        0.0        0.0        0.0        5.0        0.0        0.0:      3.2       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  :        27:        16         16          6          .          .          0          0          0          .          0          0:
Old  :        27:        16         16          6          .          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.4       67.4       76.6       87.6       42.7       50.2       55.3       63.8
Old  :                 58.4       67.4       76.6       87.6       42.7       50.2       55.3       63.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                Code-0233BH
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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  :   108,766:    98,625    103,319      3,224          0          0          0      1,182        490          0          0          0:    6,427     3,775
Old  :   108,766:    98,625    103,319      3,224          0          0          0      1,182        490          0          0          0:    6,427     3,775
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :     1,802:     3,562      1,368          0          0          0          0        630       -364          0          0          0:   -1,396       168
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.7       95.0        3.0        0.0        0.0        0.0        1.1        0.5        0.0        0.0        0.0:      5.9       3.5
Old  :     100.0:      90.7       95.0        3.0        0.0        0.0        0.0        1.1        0.5        0.0        0.0        0.0:      5.9       3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        18         17          .          0          0          0          .          .          0          0          0:
Old  :        25:        18         17          .          0          0          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.4       65.7       85.2       82.0       61.6       64.4       79.5       78.9
Old  :                 67.4       65.7       85.2       82.0       61.6       64.4       79.5       78.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV                                                                                     Code-0233BL
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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  :   168,092:   133,170     52,905     11,818     85,375      6,325      1,022     15,997      1,937          0          0          0:   13,820     5,553
Old  :   168,092:   133,170     52,905     11,818     85,375      6,325      1,022     15,997      1,937          0          0          0:   13,820     5,553
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :       177:    -1,676       -179        152          0        -61        847        -97        543          0          0          0:      372       -29
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.2       31.5        7.0       50.8        3.8        0.6        9.5        1.2        0.0        0.0        0.0:      8.2       3.3
Old  :     100.0:      79.2       31.5        7.0       50.8        3.8        0.6        9.5        1.2        0.0        0.0        0.0:      8.2       3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        20         16          .          8          7          .          .          .          0          0          0:
Old  :        38:        20         16          .          8          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  :                 46.4       51.0       64.0       69.9       43.2       50.2       57.4       68.0
Old  :                 46.4       51.0       64.0       69.9       43.2       50.2       57.4       68.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                                                                                                 Code-0233BQ
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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  :    16,697:    15,623     11,375        954      2,480          0          0        775          0          0      1,674          0:      120       393
Old  :    16,697:    15,623     11,375        954      2,480          0          0        775          0          0      1,674          0:      120       393
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :     2,652:     2,412      3,890        210          0          0          0          0          0          0     -1,200          0:       30       -38
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      93.6       68.1        5.7       14.9        0.0        0.0        4.6        0.0        0.0       10.0        0.0:      0.7       2.4
Old  :     100.0:      93.6       68.1        5.7       14.9        0.0        0.0        4.6        0.0        0.0       10.0        0.0:      0.7       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  :        25:        13         14          .          .          0          0          .          0          0          .          0:
Old  :        25:        13         14          .          .          0          0          .          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.8       60.3       87.6       82.5       61.2       58.8       81.9       78.4
Old  :                 64.8       60.3       87.6       82.5       61.2       58.8       81.9       78.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                                                                                                           Code-0233BW
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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  :    27,894:    23,162     23,864      3,622      2,578          0        310          0          0        248      1,359          0:      552        93
Old  :    27,894:    23,162     23,864      3,622      2,578          0        310          0          0        248      1,359          0:      552        93
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :       578:       248        428        150          0          0          0          0          0          0        150          0:      180         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.0       85.6       13.0        9.2        0.0        1.1        0.0        0.0        0.9        4.9        0.0:      2.0       0.3
Old  :     100.0:      83.0       85.6       13.0        9.2        0.0        1.1        0.0        0.0        0.9        4.9        0.0:      2.0       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        15         12          .          .          0          .          0          0          .          .          0:
Old  :        28:        15         12          .          .          0          .          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.1       60.6       84.1       84.9       54.1       58.9       78.5       81.7
Old  :                 54.1       60.6       84.1       84.9       54.1       58.9       78.5       81.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV                                                                                      Code-0233CG
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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  :    42,586:    26,971     38,193     11,139          0      2,790          0          0          0        496          0          0:    1,190     1,603
Old  :    42,586:    26,971     38,193     11,139          0      2,790          0          0          0        496          0          0:    1,190     1,603
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :     1,510:       813      1,147        420          0        217          0          0          0          0          0          0:       60       146
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.3       89.7       26.2        0.0        6.6        0.0        0.0        0.0        1.2        0.0        0.0:      2.8       3.8
Old  :     100.0:      63.3       89.7       26.2        0.0        6.6        0.0        0.0        0.0        1.2        0.0        0.0:      2.8       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  :        27:        14         12          4          0          .          0          0          0          .          0          0:
Old  :        27:        14         12          4          0          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.0       59.8       84.0       90.4       46.5       59.6       67.8       74.0
Old  :                 53.0       59.8       84.0       90.4       46.5       59.6       67.8       74.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV                                                                              Code-0233CH
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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  :   203,968:   158,298    126,303     31,603     60,279      5,358        146          0        184      1,120      4,731      1,215:    6,044     5,898
Old  :   203,968:   158,298    126,303     31,603     60,279      5,358        146          0        184      1,120      4,731      1,215:    6,044     5,898
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :     1,286:     2,122      3,047        397          2     -1,218        120          0          0        -28       -726       -429:      322       610
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.6       61.9       15.5       29.6        2.6        0.1        0.0        0.1        0.5        2.3        0.6:      3.0       2.9
Old  :     100.0:      77.6       61.9       15.5       29.6        2.6        0.1        0.0        0.1        0.5        2.3        0.6:      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  :        52:        31         25          .          6          5          .          0          .          .          .          .:
Old  :        52:        31         25          .          6          5          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.1       51.1       66.1       68.6       46.7       49.2       64.9       65.1
Old  :                 47.1       51.1       66.1       68.6       46.7       49.2       64.9       65.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                                                                                                    Code-0233CU
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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  :    99,415:    85,589     50,999      3,671     38,032      5,158          0          0          0          0          0          0:    4,997     5,226
Old  :    99,415:    85,589     50,999      3,671     38,032      5,158          0          0          0          0          0          0:    4,997     5,226
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :     3,967:     6,014       -646     -1,365      2,893      1,232          0          0          0          0          0          0:   -1,914       488
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.1       51.3        3.7       38.3        5.2        0.0        0.0        0.0        0.0        0.0        0.0:      5.0       5.3
Old  :     100.0:      86.1       51.3        3.7       38.3        5.2        0.0        0.0        0.0        0.0        0.0        0.0:      5.0       5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        15         11          .          6          5          0          0          0          0          0          0:
Old  :        26:        15         11          .          6          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  :                 53.9       56.4       74.0       77.2       50.8       54.6       65.1       65.7
Old  :                 53.9       56.4       74.0       77.2       50.8       54.6       65.1       65.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV                                                                              Code-0233CZ
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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  :    75,476:    52,977     36,408      3,487     28,357      7,244          0          0          0      1,712          0          0:   10,056     3,467
Old  :    75,476:    52,977     36,408      3,487     28,357      7,244          0          0          0      1,712          0          0:   10,056     3,467
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :     2,439:       847      3,356        486       -798       -606          0          0          0      1,712          0          0:        0       487
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.2       48.2        4.6       37.6        9.6        0.0        0.0        0.0        2.3        0.0        0.0:     13.3       4.6
Old  :     100.0:      70.2       48.2        4.6       37.6        9.6        0.0        0.0        0.0        2.3        0.0        0.0:     13.3       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  :        25:        14         14          .          .          .          0          0          0          .          0          0:
Old  :        25:        14         14          .          .          .          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  :                 53.9       67.4       72.1       83.3       53.3       60.9       66.4       75.0
Old  :                 53.9       67.4       72.1       83.3       53.3       60.9       66.4       75.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                                                                                               Code-0233DR
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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  :    84,250:    70,671     36,667      3,082     42,297        906          0          0          0      3,404          0          0:    6,187     4,380
Old  :    84,250:    70,671     36,667      3,082     42,297        906          0          0          0      3,404          0          0:    6,187     4,380
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :     1,070:       930        428        -92        642          0          0          0          0          0          0          0:      232         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.9       43.5        3.7       50.2        1.1        0.0        0.0        0.0        4.0        0.0        0.0:      7.3       5.2
Old  :     100.0:      83.9       43.5        3.7       50.2        1.1        0.0        0.0        0.0        4.0        0.0        0.0:      7.3       5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        11          5          .          4          .          0          0          0          .          0          0:
Old  :        20:        11          5          .          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  :                 64.9       75.7       81.1       93.7       64.9       74.6       81.1       92.2
Old  :                 64.9       75.7       81.1       93.7       64.9       74.6       81.1       92.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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  : 1,028,235:   116,599    130,384    221,264     14,781     53,335    185,025    396,099    190,332     81,031     88,082    109,869:   70,780    45,354
Old  : 1,028,235:   116,599    130,384    221,264     14,781     53,335    185,025    396,099    190,332     81,031     88,082    109,869:   70,780    45,354
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :    26,053:    -6,724     -2,742     -2,458       -502      2,257     -1,590        579     18,813      7,060      2,079      8,054:      642    -2,486
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.3       12.7       21.5        1.4        5.2       18.0       38.5       18.5        7.9        8.6       10.7:      6.9       4.4
Old  :     100.0:      11.3       12.7       21.5        1.4        5.2       18.0       38.5       18.5        7.9        8.6       10.7:      6.9       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  :       323:        35         26         26          4         23         54         91         81         49         53         71:
Old  :       323:        35         26         26          4         23         54         91         81         49         53         71:
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  :                 15.5       16.2       26.6       28.8       10.4       14.5       18.0       22.8
Old  :                 15.5       16.2       26.6       28.8       10.4       14.5       18.0       22.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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  :   782,763:   135,610    122,363     35,260     42,163    320,958     14,648     21,088     96,328     23,103     23,215    152,558:    4,296     4,091
Old  :   782,763:   135,610    122,363     35,260     42,163    320,958     14,648     21,088     96,328     23,103     23,215    152,558:    4,296     4,091
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :    45,235:     7,785      7,017      2,553       -543     11,388     -4,202      2,409     12,677      3,619        956     11,584:     -170      -254
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.3       15.6        4.5        5.4       41.0        1.9        2.7       12.3        3.0        3.0       19.5:      0.5       0.5
Old  :     100.0:      17.3       15.6        4.5        5.4       41.0        1.9        2.7       12.3        3.0        3.0       19.5:      0.5       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       136:        29         27         10         11         21         20         19         33         28         15         33:
Old  :       136:        29         27         10         11         21         20         19         33         28         15         33:
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  :                 40.1       38.5       55.9       54.5        5.8        6.4        8.7        9.4
Old  :                 40.1       38.5       55.9       54.5        5.8        6.4        8.7        9.4
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 - Options and Futures Combined, October 20, 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  :   363,731:   100,080     66,229     12,407     35,038     54,921     97,049      3,258     24,354     38,744    143,311     30,582:    5,595     6,038
Old  :   363,731:   100,080     66,229     12,407     35,038     54,921     97,049      3,258     24,354     38,744    143,311     30,582:    5,595     6,038
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :    -1,706:    -1,777     -7,681      1,314     -1,526      1,373     -4,497      1,872      2,561     -1,924        193      1,792:     -549      -290
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.5       18.2        3.4        9.6       15.1       26.7        0.9        6.7       10.7       39.4        8.4:      1.5       1.7
Old  :     100.0:      27.5       18.2        3.4        9.6       15.1       26.7        0.9        6.7       10.7       39.4        8.4:      1.5       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  :        76:        25         23          4          9         12         10          .         12         12          9         16:
Old  :        76:        25         23          4          9         12         10          .         12         12          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  :                 41.1       51.1       56.6       62.7       36.0       44.2       45.9       48.4
Old  :                 41.1       51.1       56.6       62.7       36.0       44.2       45.9       48.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE                                                                                         Code-023A56
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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  :    90,956:    11,543     19,677     23,297     17,427     21,674      5,838      3,765      6,351      6,782      9,156      8,116:    7,355     4,790
Old  :    90,956:    11,543     19,677     23,297     17,427     21,674      5,838      3,765      6,351      6,782      9,156      8,116:    7,355     4,790
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :     4,518:     1,185      1,262        720      1,867        421      1,715     -1,319      1,140       -195      2,736        878:   -1,346    -2,467
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.7       21.6       25.6       19.2       23.8        6.4        4.1        7.0        7.5       10.1        8.9:      8.1       5.3
Old  :     100.0:      12.7       21.6       25.6       19.2       23.8        6.4        4.1        7.0        7.5       10.1        8.9:      8.1       5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:         8          8          7          7         14          4          4          5          5         11         14:
Old  :        46:         8          8          7          7         14          4          4          5          5         11         14:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.3       33.7       54.5       52.1       30.5       22.0       36.6       31.1
Old  :                 37.3       33.7       54.5       52.1       30.5       22.0       36.6       31.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES                                                                                                  Code-023P02
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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  :    43,320:     1,282      1,552      1,245      2,296     16,257        378      1,942      9,176      2,921          2     10,515:    1,545     1,579
Old  :    43,320:     1,282      1,552      1,245      2,296     16,257        378      1,942      9,176      2,921          2     10,515:    1,545     1,579
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :    10,377:       452        463         90        210      4,658         15        501      2,039        725          2      2,463:      -64        41
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       3.0        3.6        2.9        5.3       37.5        0.9        4.5       21.2        6.7        0.0       24.3:      3.6       3.6
Old  :     100.0:       3.0        3.6        2.9        5.3       37.5        0.9        4.5       21.2        6.7        0.0       24.3:      3.6       3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:         .          .          .          .          5          .          .          4          9          .          9:
Old  :        22:         .          .          .          .          5          .          .          4          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  :                 49.6       56.7       73.1       78.6        6.9        9.5        9.5       10.4
Old  :                 49.6       56.7       73.1       78.6        6.9        9.5        9.5       10.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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  : 1,629,893:   550,253    283,992     23,144    911,288    223,958     78,586     24,875     89,381    592,355     37,508     34,676:   37,540    24,215
Old  : 1,629,893:   550,253    283,992     23,144    911,288    223,958     78,586     24,875     89,381    592,355     37,508     34,676:   37,540    24,215
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :    15,402:     7,852      1,409     -3,602        861      1,066     -4,847      4,556        323      8,084        762      5,974:      552       451
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.8       17.4        1.4       55.9       13.7        4.8        1.5        5.5       36.3        2.3        2.1:      2.3       1.5
Old  :     100.0:      33.8       17.4        1.4       55.9       13.7        4.8        1.5        5.5       36.3        2.3        2.1:      2.3       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       108:        37         35          .         18         19         11          6         13         16          5         14:
Old  :       108:        37         35          .         18         19         11          6         13         16          5         14:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.8       35.9       63.6       56.0       48.7       35.1       54.7       51.5
Old  :                 51.8       35.9       63.6       56.0       48.7       35.1       54.7       51.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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  :   381,095:    82,169     86,314    176,113    137,393     48,883      5,958     18,663     18,742     15,029     37,939     32,105:    2,096     1,056
Old  :   381,095:    82,169     86,314    176,113    137,393     48,883      5,958     18,663     18,742     15,029     37,939     32,105:    2,096     1,056
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :      -854:      -381      1,096        448       -783        528        570      5,103     -5,330      1,513     -3,168      1,761:       37       -61
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.6       22.6       46.2       36.1       12.8        1.6        4.9        4.9        3.9       10.0        8.4:      0.5       0.3
Old  :     100.0:      21.6       22.6       46.2       36.1       12.8        1.6        4.9        4.9        3.9       10.0        8.4:      0.5       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        81:        19         18         12          9         17          4          9          7         13         14         19:
Old  :        81:        19         18         12          9         17          4          9          7         13         14         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.8       47.5       58.6       67.6       32.2       32.8       44.3       42.4
Old  :                 38.8       47.5       58.6       67.6       32.2       32.8       44.3       42.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06665G
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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  :    23,835:    20,536     16,819      1,823      5,920        753          0          0          0        591          0          0:      132       343
Old  :    23,835:    20,536     16,819      1,823      5,920        753          0          0          0        591          0          0:      132       343
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :       -59:      -120        -60         10          0          0          0          0          0         60          0         -9:        0        10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.2       70.6        7.6       24.8        3.2        0.0        0.0        0.0        2.5        0.0        0.0:      0.6       1.4
Old  :     100.0:      86.2       70.6        7.6       24.8        3.2        0.0        0.0        0.0        2.5        0.0        0.0:      0.6       1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        21         20          4          .          .          0          0          0          .          0          0:
Old  :        36:        21         20          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  :                 64.5       57.6       80.1       76.3       47.5       37.6       55.0       56.0
Old  :                 64.5       57.6       80.1       76.3       47.5       37.6       55.0       56.0
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 - Options and Futures Combined, October 20, 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  :    84,736:    68,080     61,565      5,783      5,430      7,217          0      2,150          0      1,131      6,461      1,449:    1,076       464
Old  :    84,736:    68,080     61,565      5,783      5,430      7,217          0      2,150          0      1,131      6,461      1,449:    1,076       464
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :     1,322:     1,741      1,638         45         45       -534          0         50          0        -49         78         46:       73        -1
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.3       72.7        6.8        6.4        8.5        0.0        2.5        0.0        1.3        7.6        1.7:      1.3       0.5
Old  :     100.0:      80.3       72.7        6.8        6.4        8.5        0.0        2.5        0.0        1.3        7.6        1.7:      1.3       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        76:        48         45          4          6          9          0          .          0          6          .          6:
Old  :        76:        48         45          4          6          9          0          .          0          6          .          6:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.8       39.4       64.4       58.5       20.3       23.6       26.6       32.0
Old  :                 46.8       39.4       64.4       58.5       20.3       23.6       26.6       32.0
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 - Options and Futures Combined, October 20, 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  :    23,368:    17,570     16,853      2,319      3,041      2,774          0          0          0          0        480          0:      705       220
Old  :    23,368:    17,570     16,853      2,319      3,041      2,774          0          0          0          0        480          0:      705       220
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :       514:       184        514        210          0          0          0          0          0          0          0          0:      120         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.2       72.1        9.9       13.0       11.9        0.0        0.0        0.0        0.0        2.1        0.0:      3.0       0.9
Old  :     100.0:      75.2       72.1        9.9       13.0       11.9        0.0        0.0        0.0        0.0        2.1        0.0:      3.0       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  :        20:        13         13          .          4          .          0          0          0          0          .          0:
Old  :        20:        13         13          .          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  :                 67.8       51.2       90.7       77.6       32.9       21.4       35.2       32.8
Old  :                 67.8       51.2       90.7       77.6       32.9       21.4       35.2       32.8
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 - Options and Futures Combined, October 20, 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  :    35,239:    27,897     24,738      3,077      2,073        980      1,860          0          0        918      6,619        156:      351       673
Old  :    35,239:    27,897     24,738      3,077      2,073        980      1,860          0          0        918      6,619        156:      351       673
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :       893:       794        899         65          0         20          0          0          0         25        -30        -11:        0        15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.2       70.2        8.7        5.9        2.8        5.3        0.0        0.0        2.6       18.8        0.4:      1.0       1.9
Old  :     100.0:      79.2       70.2        8.7        5.9        2.8        5.3        0.0        0.0        2.6       18.8        0.4:      1.0       1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        47:        27         25          5          .          5          .          0          0          4          4          .:
Old  :        47:        27         25          5          .          5          .          0          0          4          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.1       46.0       62.3       63.6       20.9       24.5       32.5       33.1
Old  :                 45.1       46.0       62.3       63.6       20.9       24.5       32.5       33.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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  :     8,624:     7,110      3,516        350      3,543         90          0          0          0        380        418        583:      111       474
Old  :     8,624:     7,110      3,516        350      3,543         90          0          0          0        380        418        583:      111       474
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :       290:       111        256        250          0          0          0          0          0          0        106        -82:       11        10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.4       40.8        4.1       41.1        1.0        0.0        0.0        0.0        4.4        4.8        6.8:      1.3       5.5
Old  :     100.0:      82.4       40.8        4.1       41.1        1.0        0.0        0.0        0.0        4.4        4.8        6.8:      1.3       5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        19         13          .          5          .          0          0          0          .          .          .:
Old  :        34:        19         13          .          5          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.4       41.3       65.8       70.3       47.7       38.9       61.7       58.1
Old  :                 49.4       41.3       65.8       70.3       47.7       38.9       61.7       58.1
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 - Options and Futures Combined, October 20, 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  :    12,391:    10,402      6,644        774      4,382         70          0          0          0          0        998        123:    1,022       174
Old  :    12,391:    10,402      6,644        774      4,382         70          0          0          0          0        998        123:    1,022       174
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 13, 2015                                                                 :
     :       877:       851        861         15         10          0          0          0          0          0        -27         11:        0        22
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.9       53.6        6.2       35.4        0.6        0.0        0.0        0.0        0.0        8.1        1.0:      8.2       1.4
Old  :     100.0:      83.9       53.6        6.2       35.4        0.6        0.0        0.0        0.0        0.0        8.1        1.0:      8.2       1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        16         13          .          5          .          0          0          0          0          .          .:
Old  :        27:        16         13          .          5          .          0          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.2       50.9       68.5       73.5       32.8       38.8       45.1       51.5
Old  :                 47.2       50.9       68.5       73.5       32.8       38.8       45.1       51.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated October 23, 2015