NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 MMBtus : : : Positions : All : 4,409,083: 2,515,708 883,542 262,901 2,242,171 226,923 398,034 40,496 345,155 133,284 171,658 486,238: 40,840 12,900 Old : 4,409,083: 2,515,708 883,542 262,901 2,242,171 226,923 398,034 40,496 345,155 133,284 171,658 486,238: 40,840 12,900 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 129,562: 106,835 -3,086 -18,293 76,235 -12,817 -1,577 -227 27,193 -24,834 -10,028 55,359: -2,304 -3,067 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.1 20.0 6.0 50.9 5.1 9.0 0.9 7.8 3.0 3.9 11.0: 0.9 0.3 Old : 100.0: 57.1 20.0 6.0 50.9 5.1 9.0 0.9 7.8 3.0 3.9 11.0: 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 : 232: 119 98 6 19 20 23 6 22 15 34 37: Old : 232: 119 98 6 19 20 23 6 22 15 34 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 : 24.8 30.7 41.0 45.5 20.0 30.4 32.3 41.3 Old : 24.8 30.7 41.0 45.5 20.0 30.4 32.3 41.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 370,105: 36,165 58,695 57,955 132,528 24,684 156,243 13,426 41,775 32,930 78,601 19,944: 409 452 Old : 370,105: 36,165 58,695 57,955 132,528 24,684 156,243 13,426 41,775 32,930 78,601 19,944: 409 452 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 61,821: 9,510 2,218 -371 15,031 4,521 17,089 4,884 22,423 6,220 10,571 2,361: 68 -188 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.8 15.9 15.7 35.8 6.7 42.2 3.6 11.3 8.9 21.2 5.4: 0.1 0.1 Old : 100.0: 9.8 15.9 15.7 35.8 6.7 42.2 3.6 11.3 8.9 21.2 5.4: 0.1 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 : 77: 20 15 13 6 15 7 7 8 11 11 9: Old : 77: 20 15 13 6 15 7 7 8 11 11 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 : 62.2 38.0 72.6 61.5 50.8 36.6 56.7 58.0 Old : 62.2 38.0 72.6 61.5 50.8 36.6 56.7 58.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 296,370: 208,413 230,138 12,763 7,542 20,670 11,708 462 4,694 6,050 11,522 11,087: 20,985 10,255 Old : 296,370: 208,413 230,138 12,763 7,542 20,670 11,708 462 4,694 6,050 11,522 11,087: 20,985 10,255 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 5,444: 5,406 4,876 -531 -399 279 -496 -698 1,200 -150 -37 598: -862 -375 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.3 77.7 4.3 2.5 7.0 4.0 0.2 1.6 2.0 3.9 3.7: 7.1 3.5 Old : 100.0: 70.3 77.7 4.3 2.5 7.0 4.0 0.2 1.6 2.0 3.9 3.7: 7.1 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 : 54: 31 25 . 4 6 . . . 4 6 8: Old : 54: 31 25 . 4 6 . . . 4 6 8: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.4 44.3 49.5 68.5 17.9 29.1 27.0 42.3 Old : 33.4 44.3 49.5 68.5 17.9 29.1 27.0 42.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 153,103: 128,931 119,079 2,602 15,086 2,966 946 736 981 5,217 7,222 2,138: 9,322 4,895 Old : 153,103: 128,931 119,079 2,602 15,086 2,966 946 736 981 5,217 7,222 2,138: 9,322 4,895 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 5,283: 2,868 4,056 126 426 -1 734 736 22 2,527 9 -882: -111 917 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.2 77.8 1.7 9.9 1.9 0.6 0.5 0.6 3.4 4.7 1.4: 6.1 3.2 Old : 100.0: 84.2 77.8 1.7 9.9 1.9 0.6 0.5 0.6 3.4 4.7 1.4: 6.1 3.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 45: 27 28 . . . . . . 4 . 4: Old : 45: 27 28 . . . . . . 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 : 52.9 42.0 70.1 62.9 47.3 33.2 53.9 52.3 Old : 52.9 42.0 70.1 62.9 47.3 33.2 53.9 52.3 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 - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 241,280: 211,409 58,112 883 149,551 7,280 1,922 4,280 7,902 0 3,991 369: 11,515 9,795 Old : 241,280: 211,409 58,112 883 149,551 7,280 1,922 4,280 7,902 0 3,991 369: 11,515 9,795 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 36: 945 116 0 1,925 -128 396 0 -134 0 -240 245: -1,288 -1,748 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.6 24.1 0.4 62.0 3.0 0.8 1.8 3.3 0.0 1.7 0.2: 4.8 4.1 Old : 100.0: 87.6 24.1 0.4 62.0 3.0 0.8 1.8 3.3 0.0 1.7 0.2: 4.8 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 51: 26 19 . 14 7 . . . 0 . .: Old : 51: 26 19 . 14 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 : 47.5 43.5 67.5 66.4 44.7 43.4 63.6 66.1 Old : 47.5 43.5 67.5 66.4 44.7 43.4 63.6 66.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 676,256: 579,246 194,887 23,242 402,296 39,938 0 11,272 11,368 4,237 3,741 6,159: 12,066 6,595 Old : 676,256: 579,246 194,887 23,242 402,296 39,938 0 11,272 11,368 4,237 3,741 6,159: 12,066 6,595 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 18,714: 12,907 3,735 519 14,156 340 0 658 1,850 3,183 -446 -808: 723 -771 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.7 28.8 3.4 59.5 5.9 0.0 1.7 1.7 0.6 0.6 0.9: 1.8 1.0 Old : 100.0: 85.7 28.8 3.4 59.5 5.9 0.0 1.7 1.7 0.6 0.6 0.9: 1.8 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 62: 36 29 5 9 13 0 . . . . 4: Old : 62: 36 29 5 9 13 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 : 35.6 39.7 57.4 67.1 30.7 38.0 51.2 63.9 Old : 35.6 39.7 57.4 67.1 30.7 38.0 51.2 63.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 310,697: 270,657 168,661 14,538 121,953 179 3,543 0 2,446 5,583 2,251 6,389: 7,362 8,818 Old : 310,697: 270,657 168,661 14,538 121,953 179 3,543 0 2,446 5,583 2,251 6,389: 7,362 8,818 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 2,734: -186 3,667 5,865 -1,530 -714 1,330 -456 -398 -3,906 2,034 1,694: -951 -1,563 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.1 54.3 4.7 39.3 0.1 1.1 0.0 0.8 1.8 0.7 2.1: 2.4 2.8 Old : 100.0: 87.1 54.3 4.7 39.3 0.1 1.1 0.0 0.8 1.8 0.7 2.1: 2.4 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 : 58: 31 29 . 8 . . 0 . . . .: Old : 58: 31 29 . 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 : 46.9 38.4 66.2 58.5 44.8 38.4 62.5 57.8 Old : 46.9 38.4 66.2 58.5 44.8 38.4 62.5 57.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 298,051: 234,644 190,956 17,977 70,492 26,158 708 0 2,146 9,245 2,364 951: 6,222 4,984 Old : 298,051: 234,644 190,956 17,977 70,492 26,158 708 0 2,146 9,245 2,364 951: 6,222 4,984 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 5,428: 6,784 2,461 520 3,245 -284 -517 -6 -249 -520 633 -428: 122 56 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.7 64.1 6.0 23.7 8.8 0.2 0.0 0.7 3.1 0.8 0.3: 2.1 1.7 Old : 100.0: 78.7 64.1 6.0 23.7 8.8 0.2 0.0 0.7 3.1 0.8 0.3: 2.1 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 : 59: 32 32 4 8 10 . 0 . . . .: Old : 59: 32 32 4 8 10 . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.1 37.0 69.3 54.9 50.3 32.3 63.5 46.5 Old : 52.1 37.0 69.3 54.9 50.3 32.3 63.5 46.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 136,132: 125,172 90,148 906 31,340 608 2,902 0 561 0 5,583 949: 5,034 6,943 Old : 136,132: 125,172 90,148 906 31,340 608 2,902 0 561 0 5,583 949: 5,034 6,943 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 10,425: 10,488 11,048 214 31 -214 1,326 0 -560 0 749 366: -1,195 -995 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.9 66.2 0.7 23.0 0.4 2.1 0.0 0.4 0.0 4.1 0.7: 3.7 5.1 Old : 100.0: 91.9 66.2 0.7 23.0 0.4 2.1 0.0 0.4 0.0 4.1 0.7: 3.7 5.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 22 18 . 6 . . 0 . 0 4 .: Old : 40: 22 18 . 6 . . 0 . 0 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.6 55.5 78.5 71.7 65.6 53.5 77.7 69.3 Old : 65.6 55.5 78.5 71.7 65.6 53.5 77.7 69.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 120,074: 89,564 91,231 9,372 5,140 6,304 0 5,167 0 6,055 1,660 1,403: 7,376 9,169 Old : 120,074: 89,564 91,231 9,372 5,140 6,304 0 5,167 0 6,055 1,660 1,403: 7,376 9,169 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 2,290: -805 3,601 183 -1,043 603 0 310 0 1,897 -1,014 -377: 789 210 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.6 76.0 7.8 4.3 5.3 0.0 4.3 0.0 5.0 1.4 1.2: 6.1 7.6 Old : 100.0: 74.6 76.0 7.8 4.3 5.3 0.0 4.3 0.0 5.0 1.4 1.2: 6.1 7.6 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 : 41: 24 20 . . . 0 . 0 . . .: Old : 41: 24 20 . . . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.0 39.1 61.6 64.2 43.7 37.1 56.7 57.4 Old : 46.0 39.1 61.6 64.2 43.7 37.1 56.7 57.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 111,814: 96,561 36,822 2,252 58,487 398 0 482 1,241 0 2,886 1,057: 10,305 10,441 Old : 111,814: 96,561 36,822 2,252 58,487 398 0 482 1,241 0 2,886 1,057: 10,305 10,441 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 593: 1,709 -1,596 0 926 0 -834 482 236 0 833 255: -773 -543 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.4 32.9 2.0 52.3 0.4 0.0 0.4 1.1 0.0 2.6 0.9: 9.2 9.3 Old : 100.0: 86.4 32.9 2.0 52.3 0.4 0.0 0.4 1.1 0.0 2.6 0.9: 9.2 9.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 15 10 . 9 . 0 . . 0 . .: Old : 29: 15 10 . 9 . 0 . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.2 41.8 84.1 66.9 74.0 41.5 81.9 66.2 Old : 75.2 41.8 84.1 66.9 74.0 41.5 81.9 66.2 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 - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mm btu : : : Positions : All : 167,232: 113,379 71,241 41,492 82,430 5,045 0 0 0 0 0 0: 7,316 8,516 Old : 167,232: 113,379 71,241 41,492 82,430 5,045 0 0 0 0 0 0: 7,316 8,516 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 22: 23 -310 -186 85 186 0 0 0 0 0 0: -1 61 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.8 42.6 24.8 49.3 3.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.4 5.1 Old : 100.0: 67.8 42.6 24.8 49.3 3.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.4 5.1 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 : 35: 22 11 4 8 5 0 0 0 0 0 0: Old : 35: 22 11 4 8 5 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.3 68.8 62.3 82.3 36.7 68.8 60.0 81.2 Old : 37.3 68.8 62.3 82.3 36.7 68.8 60.0 81.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 85,715: 68,959 49,656 7,262 33,022 499 0 0 0 0 0 0: 8,995 2,538 Old : 85,715: 68,959 49,656 7,262 33,022 499 0 0 0 0 0 0: 8,995 2,538 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 3,012: 3,686 1,306 62 1,647 -31 0 0 0 0 0 0: -705 90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.5 57.9 8.5 38.5 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 10.5 3.0 Old : 100.0: 80.5 57.9 8.5 38.5 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 10.5 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 : 28: 15 16 . . . 0 0 0 0 0 0: Old : 28: 15 16 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.3 63.4 71.6 84.5 51.3 63.2 67.0 81.6 Old : 53.3 63.4 71.6 84.5 51.3 63.2 67.0 81.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 325,591: 240,205 145,928 53,622 149,295 15,264 2,315 0 339 393 4,217 4,599: 8,854 5,949 Old : 325,591: 240,205 145,928 53,622 149,295 15,264 2,315 0 339 393 4,217 4,599: 8,854 5,949 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 12,494: 9,335 5,677 176 5,952 377 -29 0 339 393 -1,725 1,751: 152 123 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.8 44.8 16.5 45.9 4.7 0.7 0.0 0.1 0.1 1.3 1.4: 2.7 1.8 Old : 100.0: 73.8 44.8 16.5 45.9 4.7 0.7 0.0 0.1 0.1 1.3 1.4: 2.7 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 : 66: 40 27 4 11 7 . 0 . . 4 .: Old : 66: 40 27 4 11 7 . 0 . . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.5 50.0 49.1 68.8 28.2 49.0 45.5 64.7 Old : 29.5 50.0 49.1 68.8 28.2 49.0 45.5 64.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 90,158: 76,040 47,413 0 26,801 3,060 0 2,672 1,168 0 1,713 1,027: 8,863 6,304 Old : 90,158: 76,040 47,413 0 26,801 3,060 0 2,672 1,168 0 1,713 1,027: 8,863 6,304 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 2,780: 2,748 2,896 0 -31 102 0 -1,088 399 0 -13 269: -738 246 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.3 52.6 0.0 29.7 3.4 0.0 3.0 1.3 0.0 1.9 1.1: 9.8 7.0 Old : 100.0: 84.3 52.6 0.0 29.7 3.4 0.0 3.0 1.3 0.0 1.9 1.1: 9.8 7.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 17 17 0 6 6 0 . . 0 . .: Old : 31: 17 17 0 6 6 0 . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.1 40.7 74.1 61.3 50.2 34.9 66.6 51.4 Old : 53.1 40.7 74.1 61.3 50.2 34.9 66.6 51.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 17,009: 12,558 13,819 1,768 232 0 0 0 0 737 0 0: 1,946 2,958 Old : 17,009: 12,558 13,819 1,768 232 0 0 0 0 737 0 0: 1,946 2,958 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.8 81.2 10.4 1.4 0.0 0.0 0.0 0.0 4.3 0.0 0.0: 11.4 17.4 Old : 100.0: 73.8 81.2 10.4 1.4 0.0 0.0 0.0 0.0 4.3 0.0 0.0: 11.4 17.4 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: 8 12 . . 0 0 0 0 . 0 0: Old : 21: 8 12 . . 0 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.3 45.0 83.0 72.0 62.3 43.7 78.8 70.7 Old : 62.3 45.0 83.0 72.0 62.3 43.7 78.8 70.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV Code-0233A8 Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 78,732: 35,200 47,842 31,782 16,817 3,132 0 5,026 1,236 182 0 824: 6,376 3,855 Old : 78,732: 35,200 47,842 31,782 16,817 3,132 0 5,026 1,236 182 0 824: 6,376 3,855 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 498: 702 -292 -4 63 -186 -502 191 186 -265 0 600: -33 -64 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.7 60.8 40.4 21.4 4.0 0.0 6.4 1.6 0.2 0.0 1.0: 8.1 4.9 Old : 100.0: 44.7 60.8 40.4 21.4 4.0 0.0 6.4 1.6 0.2 0.0 1.0: 8.1 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 : 22: 7 9 5 4 8 0 . . . 0 .: Old : 22: 7 9 5 4 8 0 . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.5 61.2 80.9 79.4 44.3 49.8 65.5 64.0 Old : 49.5 61.2 80.9 79.4 44.3 49.8 65.5 64.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 83,916: 43,742 78,115 25,056 616 2,777 2,455 148 1,712 6,386 0 0: 1,788 548 Old : 83,916: 43,742 78,115 25,056 616 2,777 2,455 148 1,712 6,386 0 0: 1,788 548 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 21,483: 9,641 19,344 5,812 -372 341 743 148 1,712 3,286 0 0: -52 310 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.1 93.1 29.9 0.7 3.3 2.9 0.2 2.0 7.6 0.0 0.0: 2.1 0.7 Old : 100.0: 52.1 93.1 29.9 0.7 3.3 2.9 0.2 2.0 7.6 0.0 0.0: 2.1 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 45: 18 18 9 . . . . . . 0 0: Old : 45: 18 18 9 . . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.7 65.6 56.6 80.8 26.7 65.0 44.1 72.8 Old : 33.7 65.6 56.6 80.8 26.7 65.0 44.1 72.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 99,967: 72,063 92,703 10,965 959 1,392 1,877 525 2,290 9,273 835 93: 2,014 1,170 Old : 99,967: 72,063 92,703 10,965 959 1,392 1,877 525 2,290 9,273 835 93: 2,014 1,170 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 21,061: 8,785 19,104 3,723 -1,361 1,392 542 -53 1,913 3,824 -93 93: 789 66 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.1 92.7 11.0 1.0 1.4 1.9 0.5 2.3 9.3 0.8 0.1: 2.0 1.2 Old : 100.0: 72.1 92.7 11.0 1.0 1.4 1.9 0.5 2.3 9.3 0.8 0.1: 2.0 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 60: 29 24 7 . . . . . 6 . .: Old : 60: 29 24 7 . . . . . 6 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.3 65.8 55.1 78.5 32.3 58.6 45.9 66.8 Old : 35.3 65.8 55.1 78.5 32.3 58.6 45.9 66.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 61,276: 58,824 59,286 811 0 0 0 372 0 509 393 87: 1,045 1,138 Old : 61,276: 58,824 59,286 811 0 0 0 372 0 509 393 87: 1,045 1,138 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 7,940: 6,685 7,072 492 0 0 0 372 0 161 393 87: 515 16 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 96.0 96.8 1.3 0.0 0.0 0.0 0.6 0.0 0.8 0.6 0.1: 1.7 1.9 Old : 100.0: 96.0 96.8 1.3 0.0 0.0 0.0 0.6 0.0 0.8 0.6 0.1: 1.7 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 : 32: 12 18 . 0 0 0 . 0 . . .: Old : 32: 12 18 . 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 : 71.6 58.0 87.9 78.8 58.7 47.1 73.3 63.5 Old : 71.6 58.0 87.9 78.8 58.7 47.1 73.3 63.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 217,976: 187,978 166,841 12,070 29,453 13,538 0 1,055 707 0 0 0: 3,683 6,382 Old : 217,976: 187,978 166,841 12,070 29,453 13,538 0 1,055 707 0 0 0: 3,683 6,382 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 6,761: 6,446 6,144 -311 -491 2,903 0 113 -66 0 0 0: -2,211 -1,842 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.2 76.5 5.5 13.5 6.2 0.0 0.5 0.3 0.0 0.0 0.0: 1.7 2.9 Old : 100.0: 86.2 76.5 5.5 13.5 6.2 0.0 0.5 0.3 0.0 0.0 0.0: 1.7 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 : 48: 37 31 . 6 4 0 . . 0 0 0: Old : 48: 37 31 . 6 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 : 58.4 39.0 73.0 63.1 53.8 30.4 61.2 45.1 Old : 58.4 39.0 73.0 63.1 53.8 30.4 61.2 45.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233AY Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 52,794: 33,758 39,498 4,049 3,163 1,494 0 1,359 729 0 893 890: 11,874 4,768 Old : 52,794: 33,758 39,498 4,049 3,163 1,494 0 1,359 729 0 893 890: 11,874 4,768 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 1,639: 135 956 856 496 -124 0 -786 166 0 705 -77: 683 303 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.9 74.8 7.7 6.0 2.8 0.0 2.6 1.4 0.0 1.7 1.7: 22.5 9.0 Old : 100.0: 63.9 74.8 7.7 6.0 2.8 0.0 2.6 1.4 0.0 1.7 1.7: 22.5 9.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 14 14 . . . 0 . . 0 . .: Old : 23: 14 14 . . . 0 . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.5 49.1 62.3 66.3 40.1 41.5 50.5 54.3 Old : 46.5 49.1 62.3 66.3 40.1 41.5 50.5 54.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 120,469: 101,167 64,156 1,295 22,186 8,031 0 8,042 875 0 8,702 0: 9,101 8,477 Old : 120,469: 101,167 64,156 1,295 22,186 8,031 0 8,042 875 0 8,702 0: 9,101 8,477 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 7,449: 6,842 5,534 2 3,162 -186 0 212 34 0 927 0: 757 -2,234 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.0 53.3 1.1 18.4 6.7 0.0 6.7 0.7 0.0 7.2 0.0: 7.6 7.0 Old : 100.0: 84.0 53.3 1.1 18.4 6.7 0.0 6.7 0.7 0.0 7.2 0.0: 7.6 7.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 18 18 . 5 4 0 . . 0 . 0: Old : 38: 18 18 . 5 4 0 . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.7 39.6 79.1 60.1 62.7 32.7 72.5 52.6 Old : 62.7 39.6 79.1 60.1 62.7 32.7 72.5 52.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 112,151: 71,252 103,406 14,990 736 2,265 9,031 0 646 7,195 0 0: 6,772 5,098 Old : 112,151: 71,252 103,406 14,990 736 2,265 9,031 0 646 7,195 0 0: 6,772 5,098 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 1,799: 2,217 438 -1,374 0 151 -428 0 -16 885 0 0: 364 1,226 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.5 92.2 13.4 0.7 2.0 8.1 0.0 0.6 6.4 0.0 0.0: 6.0 4.5 Old : 100.0: 63.5 92.2 13.4 0.7 2.0 8.1 0.0 0.6 6.4 0.0 0.0: 6.0 4.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 18 14 . . . . 0 . 4 0 0: Old : 33: 18 14 . . . . 0 . 4 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.5 69.6 67.3 84.0 41.9 60.7 56.4 73.0 Old : 49.5 69.6 67.3 84.0 41.9 60.7 56.4 73.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 107,134: 84,504 99,817 15,145 3,783 1,967 0 0 0 310 0 0: 5,208 1,567 Old : 107,134: 84,504 99,817 15,145 3,783 1,967 0 0 0 310 0 0: 5,208 1,567 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 801: 2,757 1,543 276 0 -297 0 0 0 310 0 0: -2,245 -445 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.9 93.2 14.1 3.5 1.8 0.0 0.0 0.0 0.3 0.0 0.0: 4.9 1.5 Old : 100.0: 78.9 93.2 14.1 3.5 1.8 0.0 0.0 0.0 0.3 0.0 0.0: 4.9 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: 13 14 4 . 5 0 0 0 . 0 0: Old : 25: 13 14 4 . 5 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.2 65.6 84.2 86.5 49.9 50.1 62.5 67.1 Old : 64.2 65.6 84.2 86.5 49.9 50.1 62.5 67.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 131,657: 119,119 125,846 5,588 0 395 0 362 943 217 955 598: 4,797 2,558 Old : 131,657: 119,119 125,846 5,588 0 395 0 362 943 217 955 598: 4,797 2,558 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 623: 1,816 1,307 1,987 0 -91 0 124 118 -1,515 194 598: -2,290 -1,627 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.5 95.6 4.2 0.0 0.3 0.0 0.3 0.7 0.2 0.7 0.5: 3.6 1.9 Old : 100.0: 90.5 95.6 4.2 0.0 0.3 0.0 0.3 0.7 0.2 0.7 0.5: 3.6 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 17 17 . 0 . 0 . . . . .: Old : 28: 17 17 . 0 . 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.0 67.6 83.4 87.6 69.0 64.1 80.3 83.9 Old : 71.0 67.6 83.4 87.6 69.0 64.1 80.3 83.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 138,653: 103,425 48,187 9,304 61,673 4,428 2,925 0 641 0 11,688 2,581: 15,349 9,455 Old : 138,653: 103,425 48,187 9,304 61,673 4,428 2,925 0 641 0 11,688 2,581: 15,349 9,455 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 461: 4,726 8,302 -1,132 -4,761 -391 1,052 0 -226 0 1,177 -1,819: -1,749 -1,821 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.6 34.8 6.7 44.5 3.2 2.1 0.0 0.5 0.0 8.4 1.9: 11.1 6.8 Old : 100.0: 74.6 34.8 6.7 44.5 3.2 2.1 0.0 0.5 0.0 8.4 1.9: 11.1 6.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 44: 26 22 . 7 6 . 0 . 0 4 .: Old : 44: 26 22 . 7 6 . 0 . 0 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.6 48.3 53.0 67.5 24.1 43.0 38.2 56.4 Old : 34.6 48.3 53.0 67.5 24.1 43.0 38.2 56.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 19,644: 18,486 15,562 0 783 0 0 0 0 0 2,666 0: 1,158 633 Old : 19,644: 18,486 15,562 0 783 0 0 0 0 0 2,666 0: 1,158 633 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.1 79.2 0.0 4.0 0.0 0.0 0.0 0.0 0.0 13.6 0.0: 5.9 3.2 Old : 100.0: 94.1 79.2 0.0 4.0 0.0 0.0 0.0 0.0 0.0 13.6 0.0: 5.9 3.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 10 10 0 . 0 0 0 0 0 . 0: Old : 20: 10 10 0 . 0 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.5 75.8 92.2 88.4 76.5 72.3 89.2 85.0 Old : 76.5 75.8 92.2 88.4 76.5 72.3 89.2 85.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 46,986: 44,463 41,286 0 3,696 155 1,015 0 0 0 1,226 29: 1,324 594 Old : 46,986: 44,463 41,286 0 3,696 155 1,015 0 0 0 1,226 29: 1,324 594 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 4,374: 3,816 3,243 0 31 155 0 0 0 0 883 0: 403 62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.6 87.9 0.0 7.9 0.3 2.2 0.0 0.0 0.0 2.6 0.1: 2.8 1.3 Old : 100.0: 94.6 87.9 0.0 7.9 0.3 2.2 0.0 0.0 0.0 2.6 0.1: 2.8 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 : 24: 12 14 0 . . . 0 0 0 . .: Old : 24: 12 14 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 : 79.6 50.7 92.7 80.4 64.4 45.5 72.6 70.8 Old : 79.6 50.7 92.7 80.4 64.4 45.5 72.6 70.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 49,091: 28,251 46,888 18,345 0 62 0 0 0 0 1,276 0: 2,433 865 Old : 49,091: 28,251 46,888 18,345 0 62 0 0 0 0 1,276 0: 2,433 865 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 6,000: 2,632 5,905 2,940 0 -248 0 0 0 0 0 0: 676 343 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.5 95.5 37.4 0.0 0.1 0.0 0.0 0.0 0.0 2.6 0.0: 5.0 1.8 Old : 100.0: 57.5 95.5 37.4 0.0 0.1 0.0 0.0 0.0 0.0 2.6 0.0: 5.0 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 : 26: 13 12 . 0 . 0 0 0 0 . 0: Old : 26: 13 12 . 0 . 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.4 78.0 85.4 94.2 67.0 77.4 84.4 93.6 Old : 67.4 78.0 85.4 94.2 67.0 77.4 84.4 93.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mm btu : : : Positions : All : 206,123: 147,799 147,161 26,998 21,930 20,296 1,926 0 124 0 8,333 1,440: 7,540 6,839 Old : 206,123: 147,799 147,161 26,998 21,930 20,296 1,926 0 124 0 8,333 1,440: 7,540 6,839 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 6,466: 4,234 4,084 123 991 -67 -270 0 -368 0 -21 1,077: 1,737 770 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.7 71.4 13.1 10.6 9.8 0.9 0.0 0.1 0.0 4.0 0.7: 3.7 3.3 Old : 100.0: 71.7 71.4 13.1 10.6 9.8 0.9 0.0 0.1 0.0 4.0 0.7: 3.7 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 : 53: 31 23 4 5 7 . 0 . 0 7 .: Old : 53: 31 23 4 5 7 . 0 . 0 7 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.4 51.3 61.5 68.2 42.0 47.5 56.0 58.9 Old : 42.4 51.3 61.5 68.2 42.0 47.5 56.0 58.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :mmbtu : : : Positions : All : 89,175: 80,194 39,829 3,460 43,136 2,184 0 0 0 0 0 0: 3,337 4,026 Old : 89,175: 80,194 39,829 3,460 43,136 2,184 0 0 0 0 0 0: 3,337 4,026 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 787: 2,892 1,766 217 -457 0 0 0 0 0 0 0: -2,322 -522 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.9 44.7 3.9 48.4 2.4 0.0 0.0 0.0 0.0 0.0 0.0: 3.7 4.5 Old : 100.0: 89.9 44.7 3.9 48.4 2.4 0.0 0.0 0.0 0.0 0.0 0.0: 3.7 4.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 15 14 . 4 . 0 0 0 0 0 0: Old : 26: 15 14 . 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 : 64.8 69.7 84.9 83.9 63.2 67.1 78.5 75.5 Old : 64.8 69.7 84.9 83.9 63.2 67.1 78.5 75.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mm btu : : : Positions : All : 88,173: 42,048 59,185 35,445 19,181 550 0 0 0 0 0 0: 10,130 9,257 Old : 88,173: 42,048 59,185 35,445 19,181 550 0 0 0 0 0 0: 10,130 9,257 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 2,200: 2,317 2,170 -64 124 -62 0 0 0 0 0 0: 9 -32 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.7 67.1 40.2 21.8 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 11.5 10.5 Old : 100.0: 47.7 67.1 40.2 21.8 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 11.5 10.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 8 13 7 . . 0 0 0 0 0 0: Old : 23: 8 13 7 . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.0 63.1 80.4 77.9 52.6 61.3 70.7 73.6 Old : 57.0 63.1 80.4 77.9 52.6 61.3 70.7 73.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mm btu : : : Positions : All : 86,378: 53,929 52,583 20,413 26,602 4,226 0 0 0 0 0 0: 7,810 2,967 Old : 86,378: 53,929 52,583 20,413 26,602 4,226 0 0 0 0 0 0: 7,810 2,967 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 2,202: 827 2,787 1,284 0 0 0 0 0 0 0 0: 91 -585 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.4 60.9 23.6 30.8 4.9 0.0 0.0 0.0 0.0 0.0 0.0: 9.0 3.4 Old : 100.0: 62.4 60.9 23.6 30.8 4.9 0.0 0.0 0.0 0.0 0.0 0.0: 9.0 3.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 18 15 . . . 0 0 0 0 0 0: Old : 27: 18 15 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.3 71.1 74.3 90.0 57.3 69.8 70.1 85.4 Old : 57.3 71.1 74.3 90.0 57.3 69.8 70.1 85.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 MM Btus : : : Positions : All : 90,679: 73,821 37,514 4,044 46,925 3,023 0 0 0 3,072 0 0: 6,719 3,217 Old : 90,679: 73,821 37,514 4,044 46,925 3,023 0 0 0 3,072 0 0: 6,719 3,217 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 1,721: -301 409 642 84 769 0 0 0 0 0 0: 611 459 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.4 41.4 4.5 51.7 3.3 0.0 0.0 0.0 3.4 0.0 0.0: 7.4 3.5 Old : 100.0: 81.4 41.4 4.5 51.7 3.3 0.0 0.0 0.0 3.4 0.0 0.0: 7.4 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 13 5 . 7 . 0 0 0 . 0 0: Old : 26: 13 5 . 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 : 61.6 72.7 78.3 88.7 61.6 71.5 78.3 87.1 Old : 61.6 72.7 78.3 88.7 61.6 71.5 78.3 87.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 10,000 MMBTU'S) : : : Positions : All : 1,034,296: 136,788 124,132 178,141 24,849 80,635 184,333 351,816 186,662 65,493 86,618 136,212: 66,032 43,372 Old : 1,034,296: 136,788 124,132 178,141 24,849 80,635 184,333 351,816 186,662 65,493 86,618 136,212: 66,032 43,372 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 23,237: 1,117 -1,901 7,883 -2,891 -1,687 523 14,404 6,094 7,179 3,808 3,876: -1,748 1,534 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.2 12.0 17.2 2.4 7.8 17.8 34.0 18.0 6.3 8.4 13.2: 6.4 4.2 Old : 100.0: 13.2 12.0 17.2 2.4 7.8 17.8 34.0 18.0 6.3 8.4 13.2: 6.4 4.2 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 : 327: 36 30 26 6 23 56 85 65 59 49 64: Old : 327: 36 30 26 6 23 56 85 65 59 49 64: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 14.9 17.4 25.1 28.9 9.4 12.8 15.7 20.1 Old : 14.9 17.4 25.1 28.9 9.4 12.8 15.7 20.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 10,000 MMBTU'S) : : : Positions : All : 309,038: 89,004 64,783 29,062 36,353 50,948 47,145 5,363 25,331 23,381 84,806 36,424: 7,743 5,030 Old : 309,038: 89,004 64,783 29,062 36,353 50,948 47,145 5,363 25,331 23,381 84,806 36,424: 7,743 5,030 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 6,080: 1,604 6,470 1,478 3,305 2,022 3,126 2,000 -168 -3,835 -8,109 585: 1,268 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.8 21.0 9.4 11.8 16.5 15.3 1.7 8.2 7.6 27.4 11.8: 2.5 1.6 Old : 100.0: 28.8 21.0 9.4 11.8 16.5 15.3 1.7 8.2 7.6 27.4 11.8: 2.5 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 74: 22 22 8 7 15 8 . 11 10 9 16: Old : 74: 22 22 8 7 15 8 . 11 10 9 16: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.6 40.7 49.0 51.5 27.0 32.8 36.3 38.4 Old : 33.6 40.7 49.0 51.5 27.0 32.8 36.3 38.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 10,000 MMBTU'S) : : : Positions : All : 126,792: 13,942 22,458 28,226 14,412 30,122 10,162 11,873 17,914 10,382 15,340 10,792: 5,252 3,881 Old : 126,792: 13,942 22,458 28,226 14,412 30,122 10,162 11,873 17,914 10,382 15,340 10,792: 5,252 3,881 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 16,102: 1,581 1,114 -2,555 695 4,081 4,358 -635 5,858 3,079 4,264 1,284: -1,584 -559 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.0 17.7 22.3 11.4 23.8 8.0 9.4 14.1 8.2 12.1 8.5: 4.1 3.1 Old : 100.0: 11.0 17.7 22.3 11.4 23.8 8.0 9.4 14.1 8.2 12.1 8.5: 4.1 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 66: 10 10 10 5 14 9 10 11 8 13 15: Old : 66: 10 10 10 5 14 9 10 11 8 13 15: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.4 32.1 47.7 49.1 14.3 19.4 23.7 26.8 Old : 32.4 32.1 47.7 49.1 14.3 19.4 23.7 26.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES Code-023P02 Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 10,000 MMBTU'S) : : : Positions : All : 25,791: 1,632 3,942 7,925 1,180 8,135 1,474 6,999 1,820 3,493 1,787 1,312: 0 616 Old : 25,791: 1,632 3,942 7,925 1,180 8,135 1,474 6,999 1,820 3,493 1,787 1,312: 0 616 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 2,962: 0 2,205 1,868 -1,131 674 21 771 93 165 209 141: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.3 15.3 30.7 4.6 31.5 5.7 27.1 7.1 13.5 6.9 5.1: 0.0 2.4 Old : 100.0: 6.3 15.3 30.7 4.6 31.5 5.7 27.1 7.1 13.5 6.9 5.1: 0.0 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: . . 4 . 5 4 . . 5 7 9: Old : 27: . . 4 . 5 4 . . 5 7 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 : 64.2 72.0 83.7 84.9 39.6 44.0 49.3 48.6 Old : 64.2 72.0 83.7 84.9 39.6 44.0 49.3 48.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HHUB NAT GAS PENULT FINL-2500 - NASDAQ FUTURES Code-023P03 Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 37,902: 4,107 9,894 8,904 4,634 7,983 9,187 6,369 3,882 799 2,748 2,165: 875 227 Old : 37,902: 4,107 9,894 8,904 4,634 7,983 9,187 6,369 3,882 799 2,748 2,165: 875 227 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.8 26.1 23.5 12.2 21.1 24.2 16.8 10.2 2.1 7.3 5.7: 2.3 0.6 Old : 100.0: 10.8 26.1 23.5 12.2 21.1 24.2 16.8 10.2 2.1 7.3 5.7: 2.3 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: . . . . . . 4 6 . . 5: Old : 20: . . . . . . 4 6 . . 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.3 71.5 89.3 87.4 51.6 52.3 59.3 60.0 Old : 73.3 71.5 89.3 87.4 51.6 52.3 59.3 60.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 1,487,446: 506,928 211,984 42,519 852,197 221,285 58,688 16,903 83,974 503,079 37,414 34,834: 36,139 28,855 Old : 1,487,446: 506,928 211,984 42,519 852,197 221,285 58,688 16,903 83,974 503,079 37,414 34,834: 36,139 28,855 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 10,429: -814 -1,194 -2,411 11,607 -2,137 1,674 695 1,468 15,328 2,130 -2,883: 204 743 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.1 14.3 2.9 57.3 14.9 3.9 1.1 5.6 33.8 2.5 2.3: 2.4 1.9 Old : 100.0: 34.1 14.3 2.9 57.3 14.9 3.9 1.1 5.6 33.8 2.5 2.3: 2.4 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 99: 37 30 4 16 18 9 5 11 15 7 18: Old : 99: 37 30 4 16 18 9 5 11 15 7 18: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.4 36.9 60.4 60.0 45.1 35.7 52.5 53.8 Old : 47.4 36.9 60.4 60.0 45.1 35.7 52.5 53.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 351,257: 75,483 75,979 169,415 122,049 36,184 24,392 38,861 9,739 5,516 37,627 29,036: 1,492 1,782 Old : 351,257: 75,483 75,979 169,415 122,049 36,184 24,392 38,861 9,739 5,516 37,627 29,036: 1,492 1,782 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 20,183: 9,461 6,459 1,181 1,777 1,693 5,472 -155 328 196 8,660 1,869: -17 -448 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.5 21.6 48.2 34.7 10.3 6.9 11.1 2.8 1.6 10.7 8.3: 0.4 0.5 Old : 100.0: 21.5 21.6 48.2 34.7 10.3 6.9 11.1 2.8 1.6 10.7 8.3: 0.4 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 80: 20 16 12 8 13 8 9 11 7 15 16: Old : 80: 20 16 12 8 13 8 9 11 7 15 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 : 34.8 42.9 54.2 63.3 31.4 32.9 46.1 46.0 Old : 34.8 42.9 54.2 63.3 31.4 32.9 46.1 46.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 20,865: 19,941 14,089 0 6,404 0 0 0 0 752 62 62: 110 248 Old : 20,865: 19,941 14,089 0 6,404 0 0 0 0 752 62 62: 110 248 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 318: 263 163 0 147 0 0 0 0 55 0 0: 0 8 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 95.6 67.5 0.0 30.7 0.0 0.0 0.0 0.0 3.6 0.3 0.3: 0.5 1.2 Old : 100.0: 95.6 67.5 0.0 30.7 0.0 0.0 0.0 0.0 3.6 0.3 0.3: 0.5 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 20 21 0 4 0 0 0 0 . . .: Old : 33: 20 21 0 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 : 62.4 44.6 82.8 74.6 48.7 33.6 57.8 48.9 Old : 62.4 44.6 82.8 74.6 48.7 33.6 57.8 48.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 113,077: 94,300 80,036 9,035 17,057 6,609 385 2,005 0 1,016 6,134 797: 935 439 Old : 113,077: 94,300 80,036 9,035 17,057 6,609 385 2,005 0 1,016 6,134 797: 935 439 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 3,372: 3,669 2,713 -510 115 458 0 80 0 -159 36 -115: 29 85 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.4 70.8 8.0 15.1 5.8 0.3 1.8 0.0 0.9 5.4 0.7: 0.8 0.4 Old : 100.0: 83.4 70.8 8.0 15.1 5.8 0.3 1.8 0.0 0.9 5.4 0.7: 0.8 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 79: 43 42 7 6 8 . . 0 4 9 4: Old : 79: 43 42 7 6 8 . . 0 4 9 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.4 42.8 69.3 61.7 24.4 26.1 32.2 33.1 Old : 50.4 42.8 69.3 61.7 24.4 26.1 32.2 33.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 39,834: 29,116 34,064 6,253 1,808 3,370 243 0 57 0 480 0: 795 55 Old : 39,834: 29,116 34,064 6,253 1,808 3,370 243 0 57 0 480 0: 795 55 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 2,373: 2,133 2,263 275 155 -35 0 0 0 0 0 0: 0 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.1 85.5 15.7 4.5 8.5 0.6 0.0 0.1 0.0 1.2 0.0: 2.0 0.1 Old : 100.0: 73.1 85.5 15.7 4.5 8.5 0.6 0.0 0.1 0.0 1.2 0.0: 2.0 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 : 21: 12 14 . . 5 . 0 . 0 . 0: Old : 21: 12 14 . . 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 : 71.2 56.7 91.5 80.5 43.7 36.9 46.9 47.8 Old : 71.2 56.7 91.5 80.5 43.7 36.9 46.9 47.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 31,095: 25,102 23,959 2,584 2,253 899 1,705 0 0 175 3,091 285: 345 608 Old : 31,095: 25,102 23,959 2,584 2,253 899 1,705 0 0 175 3,091 285: 345 608 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 2,602: 2,565 1,210 -25 625 229 0 0 0 -190 315 45: -22 178 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.7 77.1 8.3 7.2 2.9 5.5 0.0 0.0 0.6 9.9 0.9: 1.1 2.0 Old : 100.0: 80.7 77.1 8.3 7.2 2.9 5.5 0.0 0.0 0.6 9.9 0.9: 1.1 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 48: 27 25 . 5 6 . 0 0 4 5 4: Old : 48: 27 25 . 5 6 . 0 0 4 5 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.2 56.5 66.3 71.2 19.4 35.4 33.7 41.2 Old : 42.2 56.5 66.3 71.2 19.4 35.4 33.7 41.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 12,669: 5,482 7,188 5,992 2,813 358 0 0 0 60 1,677 361: 416 272 Old : 12,669: 5,482 7,188 5,992 2,813 358 0 0 0 60 1,677 361: 416 272 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 2,864: -619 2,860 3,306 -314 90 0 0 0 0 41 73: 14 114 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.3 56.7 47.3 22.2 2.8 0.0 0.0 0.0 0.5 13.2 2.8: 3.3 2.1 Old : 100.0: 43.3 56.7 47.3 22.2 2.8 0.0 0.0 0.0 0.5 13.2 2.8: 3.3 2.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 22 22 4 . . 0 0 0 . 5 4: Old : 41: 22 22 4 . . 0 0 0 . 5 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.1 44.4 72.4 63.8 55.5 41.6 64.7 60.8 Old : 59.1 44.4 72.4 63.8 55.5 41.6 64.7 60.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T Disaggregated Commitments of Traders - Futures Only, February 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 12,943: 11,088 7,707 414 3,980 486 0 67 0 233 366 137: 585 200 Old : 12,943: 11,088 7,707 414 3,980 486 0 67 0 233 366 137: 585 200 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 16, 2016 : : 586: 641 3 0 680 -110 0 0 0 58 0 79: -82 -66 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.7 59.5 3.2 30.8 3.8 0.0 0.5 0.0 1.8 2.8 1.1: 4.5 1.5 Old : 100.0: 85.7 59.5 3.2 30.8 3.8 0.0 0.5 0.0 1.8 2.8 1.1: 4.5 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 : 32: 18 14 . 6 6 0 . 0 . . .: Old : 32: 18 14 . 6 6 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.0 56.4 72.3 77.0 43.7 50.1 55.6 65.4 Old : 54.0 56.4 72.3 77.0 43.7 50.1 55.6 65.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 26, 2016