NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 Disaggregated Commitments of Traders - Futures Only, March 22, 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 : 4,262,827: 2,494,989 879,793 319,000 2,285,428 236,390 372,749 39,957 288,438 125,467 138,060 379,305: 46,489 15,456 Old : 4,262,827: 2,494,989 879,793 319,000 2,285,428 236,390 372,749 39,957 288,438 125,467 138,060 379,305: 46,489 15,456 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : -29,015: 4,744 24,496 154 18,100 14,462 17,926 -8,890 -28,280 -29,318 -41,038 -7,772: -931 -93 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.5 20.6 7.5 53.6 5.5 8.7 0.9 6.8 2.9 3.2 8.9: 1.1 0.4 Old : 100.0: 58.5 20.6 7.5 53.6 5.5 8.7 0.9 6.8 2.9 3.2 8.9: 1.1 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 225: 114 99 4 20 22 21 8 22 25 23 34: Old : 225: 114 99 4 20 22 21 8 22 25 23 34: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.8 31.6 40.8 45.5 21.8 31.5 34.1 43.3 Old : 23.8 31.6 40.8 45.5 21.8 31.5 34.1 43.3 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, March 22, 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 : 321,563: 28,998 53,695 38,421 90,665 31,499 138,199 11,963 35,332 22,931 71,824 26,177: 6 408 Old : 321,563: 28,998 53,695 38,421 90,665 31,499 138,199 11,963 35,332 22,931 71,824 26,177: 6 408 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 1,516: 2,518 2,760 5,368 -13,792 4,745 -15,900 -40 7,569 4,832 5,660 -5,386: -2,230 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.0 16.7 11.9 28.2 9.8 43.0 3.7 11.0 7.1 22.3 8.1: 0.0 0.1 Old : 100.0: 9.0 16.7 11.9 28.2 9.8 43.0 3.7 11.0 7.1 22.3 8.1: 0.0 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 : 69: 17 15 10 8 17 8 5 7 6 11 12: Old : 69: 17 15 10 8 17 8 5 7 6 11 12: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.8 32.3 75.3 56.6 48.5 29.4 55.6 49.9 Old : 63.8 32.3 75.3 56.6 48.5 29.4 55.6 49.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 Disaggregated Commitments of Traders - Futures Only, March 22, 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 : 281,093: 201,949 222,383 11,696 8,130 19,972 9,403 1,885 2,097 7,920 7,266 8,740: 19,316 10,620 Old : 281,093: 201,949 222,383 11,696 8,130 19,972 9,403 1,885 2,097 7,920 7,266 8,740: 19,316 10,620 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 2,997: 3,981 1,490 302 2,665 -609 1,568 -61 -1,293 381 1,442 -869: -464 232 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.8 79.1 4.2 2.9 7.1 3.3 0.7 0.7 2.8 2.6 3.1: 6.9 3.8 Old : 100.0: 71.8 79.1 4.2 2.9 7.1 3.3 0.7 0.7 2.8 2.6 3.1: 6.9 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 53: 29 25 . 4 6 . . . 4 6 8: Old : 53: 29 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 : 32.1 47.4 48.3 71.0 20.5 29.8 30.5 44.3 Old : 32.1 47.4 48.3 71.0 20.5 29.8 30.5 44.3 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, March 22, 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 : 157,213: 131,803 118,269 3,156 15,937 4,747 1,791 736 1,622 2,948 8,550 2,654: 8,492 4,698 Old : 157,213: 131,803 118,269 3,156 15,937 4,747 1,791 736 1,622 2,948 8,550 2,654: 8,492 4,698 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 3,629: 4,223 4,818 -60 505 126 1,791 -99 -280 270 -266 -93: -2,348 -1,082 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.8 75.2 2.0 10.1 3.0 1.1 0.5 1.0 1.9 5.4 1.7: 5.4 3.0 Old : 100.0: 83.8 75.2 2.0 10.1 3.0 1.1 0.5 1.0 1.9 5.4 1.7: 5.4 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 43: 26 27 . . . . . . . . .: Old : 43: 26 27 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.8 38.0 68.0 60.8 41.9 26.2 48.4 43.6 Old : 50.8 38.0 68.0 60.8 41.9 26.2 48.4 43.6 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, March 22, 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 : 227,364: 193,798 57,576 4,384 141,206 7,347 464 3,214 5,867 910 767 523: 14,071 10,864 Old : 227,364: 193,798 57,576 4,384 141,206 7,347 464 3,214 5,867 910 767 523: 14,071 10,864 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : -88: 562 654 90 -1,402 1,061 -391 2,139 -1,139 735 -60 -398: -608 -943 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.2 25.3 1.9 62.1 3.2 0.2 1.4 2.6 0.4 0.3 0.2: 6.2 4.8 Old : 100.0: 85.2 25.3 1.9 62.1 3.2 0.2 1.4 2.6 0.4 0.3 0.2: 6.2 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 44: 21 15 . 13 7 . . . . . .: Old : 44: 21 15 . 13 7 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.5 43.5 67.3 69.5 42.6 43.1 62.4 67.7 Old : 47.5 43.5 67.3 69.5 42.6 43.1 62.4 67.7 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, March 22, 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 : 691,700: 595,432 180,972 25,421 444,723 39,743 2,554 4,674 9,083 3,385 4,660 4,743: 11,339 3,102 Old : 691,700: 595,432 180,972 25,421 444,723 39,743 2,554 4,674 9,083 3,385 4,660 4,743: 11,339 3,102 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 17,405: 20,057 4,142 1,126 15,723 315 188 398 -2,620 -706 143 127: -1,082 -823 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.1 26.2 3.7 64.3 5.7 0.4 0.7 1.3 0.5 0.7 0.7: 1.6 0.4 Old : 100.0: 86.1 26.2 3.7 64.3 5.7 0.4 0.7 1.3 0.5 0.7 0.7: 1.6 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 : 64: 39 28 4 10 13 . . . . . .: Old : 64: 39 28 4 10 13 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.0 43.2 54.5 70.9 29.1 41.2 49.5 68.0 Old : 32.0 43.2 54.5 70.9 29.1 41.2 49.5 68.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 Disaggregated Commitments of Traders - Futures Only, March 22, 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 : 310,703: 259,638 173,932 19,096 124,052 246 2,897 0 2,225 18,497 2,283 939: 7,165 7,026 Old : 310,703: 259,638 173,932 19,096 124,052 246 2,897 0 2,225 18,497 2,283 939: 7,165 7,026 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 4,786: 2,556 9,227 1,791 -2,181 124 971 0 -593 3,783 -301 -168: -3,678 -1,322 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.6 56.0 6.1 39.9 0.1 0.9 0.0 0.7 6.0 0.7 0.3: 2.3 2.3 Old : 100.0: 83.6 56.0 6.1 39.9 0.1 0.9 0.0 0.7 6.0 0.7 0.3: 2.3 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 58: 25 32 5 8 . . 0 . . . .: Old : 58: 25 32 5 8 . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.6 41.4 67.5 60.9 43.9 41.4 65.5 60.8 Old : 45.6 41.4 67.5 60.9 43.9 41.4 65.5 60.8 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, March 22, 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 : 290,457: 224,984 185,007 15,079 67,473 29,256 4,013 0 1,444 11,259 1,409 374: 4,048 5,494 Old : 290,457: 224,984 185,007 15,079 67,473 29,256 4,013 0 1,444 11,259 1,409 374: 4,048 5,494 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 3,179: 1,504 3,987 0 -1,317 1,424 2,489 0 -269 350 -2 -458: -1,861 -186 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.5 63.7 5.2 23.2 10.1 1.4 0.0 0.5 3.9 0.5 0.1: 1.4 1.9 Old : 100.0: 77.5 63.7 5.2 23.2 10.1 1.4 0.0 0.5 3.9 0.5 0.1: 1.4 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 : 58: 27 32 4 8 10 . 0 . . . .: Old : 58: 27 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 : 50.7 33.1 68.1 51.9 49.7 29.6 62.4 45.4 Old : 50.7 33.1 68.1 51.9 49.7 29.6 62.4 45.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 Disaggregated Commitments of Traders - Futures Only, March 22, 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 : 131,100: 120,997 86,897 172 29,100 697 2,055 0 1,203 0 2,346 1,382: 4,594 9,475 Old : 131,100: 120,997 86,897 172 29,100 697 2,055 0 1,203 0 2,346 1,382: 4,594 9,475 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 5,084: 5,304 5,164 -428 -126 150 304 0 -99 -338 932 -21: 212 -916 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.3 66.3 0.1 22.2 0.5 1.6 0.0 0.9 0.0 1.8 1.1: 3.5 7.2 Old : 100.0: 92.3 66.3 0.1 22.2 0.5 1.6 0.0 0.9 0.0 1.8 1.1: 3.5 7.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 21 17 . 6 . . 0 . 0 . .: Old : 34: 21 17 . 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 : 63.4 58.8 77.2 72.8 63.2 56.8 75.4 69.6 Old : 63.4 58.8 77.2 72.8 63.2 56.8 75.4 69.6 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, March 22, 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 : 123,783: 88,568 97,337 14,698 4,265 5,987 0 3,781 58 5,031 0 2,259: 7,182 10,096 Old : 123,783: 88,568 97,337 14,698 4,265 5,987 0 3,781 58 5,031 0 2,259: 7,182 10,096 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 146: 1,883 487 -60 20 -330 0 -466 30 -2,359 0 1,173: -191 -768 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.6 78.6 11.9 3.4 4.8 0.0 3.1 0.0 4.1 0.0 1.8: 5.8 8.2 Old : 100.0: 71.6 78.6 11.9 3.4 4.8 0.0 3.1 0.0 4.1 0.0 1.8: 5.8 8.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 24 20 . . . 0 . . . 0 .: Old : 37: 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 : 45.2 41.2 61.5 63.1 42.9 40.4 56.5 57.5 Old : 45.2 41.2 61.5 63.1 42.9 40.4 56.5 57.5 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, March 22, 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 : 108,311: 91,528 36,893 1,925 56,345 570 440 0 959 0 3,531 362: 12,527 9,651 Old : 108,311: 91,528 36,893 1,925 56,345 570 440 0 959 0 3,531 362: 12,527 9,651 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 1,576: 1,949 1,030 0 365 0 0 0 0 0 308 -92: -281 -35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.5 34.1 1.8 52.0 0.5 0.4 0.0 0.9 0.0 3.3 0.3: 11.6 8.9 Old : 100.0: 84.5 34.1 1.8 52.0 0.5 0.4 0.0 0.9 0.0 3.3 0.3: 11.6 8.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 13 11 . 8 . . 0 . 0 . .: Old : 27: 13 11 . 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 : 74.2 43.2 82.3 68.1 72.9 42.8 79.8 67.7 Old : 74.2 43.2 82.3 68.1 72.9 42.8 79.8 67.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W Disaggregated Commitments of Traders - Futures Only, March 22, 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 : 170,108: 117,158 70,087 40,241 83,308 5,256 0 0 0 0 0 0: 7,453 11,457 Old : 170,108: 117,158 70,087 40,241 83,308 5,256 0 0 0 0 0 0: 7,453 11,457 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 6,937: 6,330 1,204 481 5,886 -209 0 0 0 0 0 0: 335 56 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.9 41.2 23.7 49.0 3.1 0.0 0.0 0.0 0.0 0.0 0.0: 4.4 6.7 Old : 100.0: 68.9 41.2 23.7 49.0 3.1 0.0 0.0 0.0 0.0 0.0 0.0: 4.4 6.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 21 10 4 8 5 0 0 0 0 0 0: Old : 34: 21 10 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 : 39.4 67.6 61.2 80.8 39.1 67.6 57.6 79.1 Old : 39.4 67.6 61.2 80.8 39.1 67.6 57.6 79.1 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, March 22, 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 : 93,090: 77,705 52,613 4,121 33,739 428 0 0 0 0 0 0: 10,836 6,310 Old : 93,090: 77,705 52,613 4,121 33,739 428 0 0 0 0 0 0: 10,836 6,310 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 946: 1,528 952 0 -856 0 0 0 0 0 0 0: -582 850 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.5 56.5 4.4 36.2 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 11.6 6.8 Old : 100.0: 83.5 56.5 4.4 36.2 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 11.6 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 : 24: 14 12 . . . 0 0 0 0 0 0: Old : 24: 14 12 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.1 62.0 71.3 86.6 53.1 62.0 68.9 83.9 Old : 53.1 62.0 71.3 86.6 53.1 62.0 68.9 83.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 Disaggregated Commitments of Traders - Futures Only, March 22, 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 : 27,146: 23,040 22,105 1,637 372 2,106 0 0 0 0 0 0: 363 2,563 Old : 27,146: 23,040 22,105 1,637 372 2,106 0 0 0 0 0 0: 363 2,563 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.9 81.4 6.0 1.4 7.8 0.0 0.0 0.0 0.0 0.0 0.0: 1.3 9.4 Old : 100.0: 84.9 81.4 6.0 1.4 7.8 0.0 0.0 0.0 0.0 0.0 0.0: 1.3 9.4 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 : 22: 10 13 . . . 0 0 0 0 0 0: Old : 22: 10 13 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 86.9 54.3 94.6 77.7 79.7 50.8 85.8 68.0 Old : 86.9 54.3 94.6 77.7 79.7 50.8 85.8 68.0 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, March 22, 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 : 325,897: 245,626 133,955 50,290 162,360 12,315 327 0 806 0 3,463 5,571: 10,962 7,427 Old : 325,897: 245,626 133,955 50,290 162,360 12,315 327 0 806 0 3,463 5,571: 10,962 7,427 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 772: 912 -526 407 1,526 -576 -31 0 93 0 -462 215: -248 502 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.4 41.1 15.4 49.8 3.8 0.1 0.0 0.2 0.0 1.1 1.7: 3.4 2.3 Old : 100.0: 75.4 41.1 15.4 49.8 3.8 0.1 0.0 0.2 0.0 1.1 1.7: 3.4 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 58: 36 24 4 11 8 . 0 . 0 4 .: Old : 58: 36 24 4 11 8 . 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 : 28.2 49.7 48.2 69.2 26.5 49.6 42.4 66.3 Old : 28.2 49.7 48.2 69.2 26.5 49.6 42.4 66.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 Disaggregated Commitments of Traders - Futures Only, March 22, 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 : 85,123: 70,149 46,109 0 25,823 2,532 0 1,916 1,040 385 0 1,250: 9,767 6,453 Old : 85,123: 70,149 46,109 0 25,823 2,532 0 1,916 1,040 385 0 1,250: 9,767 6,453 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 1,722: 1,140 988 0 453 0 0 -244 -6 119 0 121: 348 410 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.4 54.2 0.0 30.3 3.0 0.0 2.3 1.2 0.5 0.0 1.5: 11.5 7.6 Old : 100.0: 82.4 54.2 0.0 30.3 3.0 0.0 2.3 1.2 0.5 0.0 1.5: 11.5 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 : 29: 16 15 0 6 5 0 . . . 0 .: Old : 29: 16 15 0 6 5 0 . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.3 42.7 71.2 64.8 46.0 34.2 60.8 51.9 Old : 50.3 42.7 71.2 64.8 46.0 34.2 60.8 51.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 Disaggregated Commitments of Traders - Futures Only, March 22, 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 : 16,880: 12,997 14,196 1,623 240 0 240 0 0 0 0 0: 2,020 2,444 Old : 16,880: 12,997 14,196 1,623 240 0 240 0 0 0 0 0: 2,020 2,444 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.0 84.1 9.6 1.4 0.0 1.4 0.0 0.0 0.0 0.0 0.0: 12.0 14.5 Old : 100.0: 77.0 84.1 9.6 1.4 0.0 1.4 0.0 0.0 0.0 0.0 0.0: 12.0 14.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 9 12 . . 0 . 0 0 0 0 0: Old : 21: 9 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 : 54.9 49.9 83.5 75.7 54.5 48.6 78.1 72.1 Old : 54.9 49.9 83.5 75.7 54.5 48.6 78.1 72.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV Code-0233A8 Disaggregated Commitments of Traders - Futures Only, March 22, 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 : 77,030: 32,134 46,802 31,916 16,073 2,448 198 5,279 1,131 0 750 535: 8,668 4,012 Old : 77,030: 32,134 46,802 31,916 16,073 2,448 198 5,279 1,131 0 750 535: 8,668 4,012 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 52: -850 -364 0 0 0 -123 428 92 0 -92 18: 915 -30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.7 60.8 41.4 20.9 3.2 0.3 6.9 1.5 0.0 1.0 0.7: 11.3 5.2 Old : 100.0: 41.7 60.8 41.4 20.9 3.2 0.3 6.9 1.5 0.0 1.0 0.7: 11.3 5.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 8 8 5 4 7 . . . 0 . .: Old : 23: 8 8 5 4 7 . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.0 61.6 73.8 81.8 41.9 53.0 66.1 68.8 Old : 44.0 61.6 73.8 81.8 41.9 53.0 66.1 68.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG Disaggregated Commitments of Traders - Futures Only, March 22, 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 : 81,401: 47,997 76,367 18,117 140 3,880 10,112 0 0 960 780 0: 335 234 Old : 81,401: 47,997 76,367 18,117 140 3,880 10,112 0 0 960 780 0: 335 234 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 9,938: 12,594 10,178 -364 -600 604 -2,490 0 0 960 120 0: -1,366 -364 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.0 93.8 22.3 0.2 4.8 12.4 0.0 0.0 1.2 1.0 0.0: 0.4 0.3 Old : 100.0: 59.0 93.8 22.3 0.2 4.8 12.4 0.0 0.0 1.2 1.0 0.0: 0.4 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 13 12 9 . 4 . 0 0 . . 0: Old : 33: 13 12 9 . 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 : 41.4 67.8 66.2 85.9 36.8 64.5 54.0 73.8 Old : 41.4 67.8 66.2 85.9 36.8 64.5 54.0 73.8 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, March 22, 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 : 110,273: 66,629 105,709 13,299 0 1,183 16,553 0 0 9,857 1,090 465: 2,287 1,826 Old : 110,273: 66,629 105,709 13,299 0 1,183 16,553 0 0 9,857 1,090 465: 2,287 1,826 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 11,026: 11,645 10,936 960 0 -120 -2,490 0 0 960 120 0: 71 90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.4 95.9 12.1 0.0 1.1 15.0 0.0 0.0 8.9 1.0 0.4: 2.1 1.7 Old : 100.0: 60.4 95.9 12.1 0.0 1.1 15.0 0.0 0.0 8.9 1.0 0.4: 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 : 64: 24 20 9 0 4 8 0 0 7 . .: Old : 64: 24 20 9 0 4 8 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 : 36.4 71.3 53.2 85.7 32.9 65.0 45.5 73.5 Old : 36.4 71.3 53.2 85.7 32.9 65.0 45.5 73.5 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, March 22, 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 : 71,477: 68,815 70,491 1,490 0 0 0 372 0 248 0 0: 924 614 Old : 71,477: 68,815 70,491 1,490 0 0 0 372 0 248 0 0: 924 614 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 6,272: 5,946 6,520 630 0 0 0 0 0 0 0 0: -304 -248 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 96.3 98.6 2.1 0.0 0.0 0.0 0.5 0.0 0.3 0.0 0.0: 1.3 0.9 Old : 100.0: 96.3 98.6 2.1 0.0 0.0 0.0 0.5 0.0 0.3 0.0 0.0: 1.3 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 14 19 . 0 0 0 . 0 . 0 0: Old : 32: 14 19 . 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 : 77.1 54.3 91.6 77.6 69.1 44.9 77.1 65.6 Old : 77.1 54.3 91.6 77.6 69.1 44.9 77.1 65.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ Disaggregated Commitments of Traders - Futures Only, March 22, 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 : 214,584: 182,254 164,541 14,065 28,982 11,188 0 331 1,201 0 0 0: 5,876 8,341 Old : 214,584: 182,254 164,541 14,065 28,982 11,188 0 331 1,201 0 0 0: 5,876 8,341 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : -4,702: -3,179 -6,215 0 657 -781 -175 331 -38 0 0 0: -529 1,344 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.9 76.7 6.6 13.5 5.2 0.0 0.2 0.6 0.0 0.0 0.0: 2.7 3.9 Old : 100.0: 84.9 76.7 6.6 13.5 5.2 0.0 0.2 0.6 0.0 0.0 0.0: 2.7 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 30 26 . 6 . 0 . . 0 0 0: Old : 40: 30 26 . 6 . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.7 40.9 75.6 65.2 57.3 33.0 64.3 48.2 Old : 61.7 40.9 75.6 65.2 57.3 33.0 64.3 48.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW Disaggregated Commitments of Traders - Futures Only, March 22, 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 : 22,473: 18,300 17,177 0 746 1,116 0 458 0 757 0 403: 1,897 2,573 Old : 22,473: 18,300 17,177 0 746 1,116 0 458 0 757 0 403: 1,897 2,573 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.4 76.4 0.0 3.3 5.0 0.0 2.0 0.0 3.4 0.0 1.8: 8.4 11.4 Old : 100.0: 81.4 76.4 0.0 3.3 5.0 0.0 2.0 0.0 3.4 0.0 1.8: 8.4 11.4 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: 11 11 0 . . 0 . 0 . 0 .: Old : 21: 11 11 0 . . 0 . 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.0 61.2 85.6 78.7 65.0 53.3 75.3 65.1 Old : 65.0 61.2 85.6 78.7 65.0 53.3 75.3 65.1 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, March 22, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 54,377: 34,167 40,460 3,714 2,405 0 0 1,952 468 0 3,374 658: 15,370 5,060 Old : 54,377: 34,167 40,460 3,714 2,405 0 0 1,952 468 0 3,374 658: 15,370 5,060 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 1,115: 2,552 1,002 -90 240 0 0 -124 61 0 274 62: -1,470 -400 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.8 74.4 6.8 4.4 0.0 0.0 3.6 0.9 0.0 6.2 1.2: 28.3 9.3 Old : 100.0: 62.8 74.4 6.8 4.4 0.0 0.0 3.6 0.9 0.0 6.2 1.2: 28.3 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 : 23: 13 15 . . 0 0 . . 0 . .: Old : 23: 13 15 . . 0 0 . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.4 46.4 61.9 65.1 33.4 33.9 41.1 49.1 Old : 45.4 46.4 61.9 65.1 33.4 33.9 41.1 49.1 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, March 22, 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 : 123,107: 102,787 64,110 3,031 22,286 7,729 0 6,250 605 0 16,244 0: 8,955 5,883 Old : 123,107: 102,787 64,110 3,031 22,286 7,729 0 6,250 605 0 16,244 0: 8,955 5,883 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 6,360: 6,080 3,480 1,852 -90 416 0 676 -532 0 3,186 0: -1,456 -776 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.5 52.1 2.5 18.1 6.3 0.0 5.1 0.5 0.0 13.2 0.0: 7.3 4.8 Old : 100.0: 83.5 52.1 2.5 18.1 6.3 0.0 5.1 0.5 0.0 13.2 0.0: 7.3 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 16 19 . 5 4 0 . . 0 . 0: Old : 39: 16 19 . 5 4 0 . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.2 42.2 78.9 60.9 63.2 36.0 74.3 54.0 Old : 63.2 42.2 78.9 60.9 63.2 36.0 74.3 54.0 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, March 22, 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 : 116,892: 81,011 107,460 7,722 0 3,450 5,253 0 636 7,826 0 100: 10,894 5,246 Old : 116,892: 81,011 107,460 7,722 0 3,450 5,253 0 636 7,826 0 100: 10,894 5,246 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 1,540: 3,711 721 -3,031 0 459 615 0 0 -892 0 90: 588 270 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.3 91.9 6.6 0.0 3.0 4.5 0.0 0.5 6.7 0.0 0.1: 9.3 4.5 Old : 100.0: 69.3 91.9 6.6 0.0 3.0 4.5 0.0 0.5 6.7 0.0 0.1: 9.3 4.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 15 13 . 0 . . 0 . . 0 .: Old : 28: 15 13 . 0 . . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.9 72.5 66.9 87.2 48.6 67.8 61.5 80.5 Old : 50.9 72.5 66.9 87.2 48.6 67.8 61.5 80.5 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, March 22, 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 : 109,122: 84,444 101,148 16,205 3,484 2,268 1,712 0 0 0 0 0: 4,493 2,222 Old : 109,122: 84,444 101,148 16,205 3,484 2,268 1,712 0 0 0 0 0: 4,493 2,222 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 2,298: 901 1,124 -795 0 449 1,712 0 0 0 0 0: 31 725 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.4 92.7 14.9 3.2 2.1 1.6 0.0 0.0 0.0 0.0 0.0: 4.1 2.0 Old : 100.0: 77.4 92.7 14.9 3.2 2.1 1.6 0.0 0.0 0.0 0.0 0.0: 4.1 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 : 23: 13 13 5 . 4 . 0 0 0 0 0: Old : 23: 13 13 5 . 4 . 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.2 67.7 83.6 87.7 51.8 53.8 64.5 70.0 Old : 62.2 67.7 83.6 87.7 51.8 53.8 64.5 70.0 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, March 22, 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 : 128,338: 112,570 122,351 3,905 0 182 608 0 968 1,963 1,890 463: 7,679 2,484 Old : 128,338: 112,570 122,351 3,905 0 182 608 0 968 1,963 1,890 463: 7,679 2,484 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 2,829: 2,483 3,037 0 0 0 -214 0 106 704 -245 -341: 91 272 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.7 95.3 3.0 0.0 0.1 0.5 0.0 0.8 1.5 1.5 0.4: 6.0 1.9 Old : 100.0: 87.7 95.3 3.0 0.0 0.1 0.5 0.0 0.8 1.5 1.5 0.4: 6.0 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 15 16 . 0 . . 0 . . . .: Old : 26: 15 16 . 0 . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.0 68.0 81.7 88.2 67.8 64.5 79.4 84.7 Old : 69.0 68.0 81.7 88.2 67.8 64.5 79.4 84.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL Disaggregated Commitments of Traders - Futures Only, March 22, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 148,310: 112,652 56,132 9,012 63,940 3,516 2,078 0 498 0 14,183 975: 19,579 9,066 Old : 148,310: 112,652 56,132 9,012 63,940 3,516 2,078 0 498 0 14,183 975: 19,579 9,066 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 4,337: 5,142 3,517 -428 -31 -60 -648 0 48 -578 303 121: 740 439 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.0 37.8 6.1 43.1 2.4 1.4 0.0 0.3 0.0 9.6 0.7: 13.2 6.1 Old : 100.0: 76.0 37.8 6.1 43.1 2.4 1.4 0.0 0.3 0.0 9.6 0.7: 13.2 6.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 20 20 . 7 5 . 0 . 0 . .: Old : 38: 20 20 . 7 5 . 0 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.3 50.3 61.4 70.4 24.6 43.3 38.5 56.2 Old : 42.3 50.3 61.4 70.4 24.6 43.3 38.5 56.2 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, March 22, 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 : 24,727: 19,345 19,794 728 0 0 300 0 0 2,400 4,346 0: 1,954 587 Old : 24,727: 19,345 19,794 728 0 0 300 0 0 2,400 4,346 0: 1,954 587 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 5,445: 1,685 4,750 0 0 0 300 0 0 2,400 480 0: 1,060 215 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.2 80.1 2.9 0.0 0.0 1.2 0.0 0.0 9.7 17.6 0.0: 7.9 2.4 Old : 100.0: 78.2 80.1 2.9 0.0 0.0 1.2 0.0 0.0 9.7 17.6 0.0: 7.9 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 14 11 . 0 0 . 0 0 . . 0: Old : 25: 14 11 . 0 0 . 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.0 66.2 81.4 87.6 67.0 63.5 78.2 78.5 Old : 67.0 66.2 81.4 87.6 67.0 63.5 78.2 78.5 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, March 22, 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 : 41,447: 40,008 34,890 0 4,153 155 0 0 0 0 1,944 0: 1,284 305 Old : 41,447: 40,008 34,890 0 4,153 155 0 0 0 0 1,944 0: 1,284 305 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 1,110: 1,141 753 0 660 0 0 0 0 0 0 0: -31 -303 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 96.5 84.2 0.0 10.0 0.4 0.0 0.0 0.0 0.0 4.7 0.0: 3.1 0.7 Old : 100.0: 96.5 84.2 0.0 10.0 0.4 0.0 0.0 0.0 0.0 4.7 0.0: 3.1 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 : 25: 12 14 0 . . 0 0 0 0 . 0: Old : 25: 12 14 0 . . 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 83.5 51.9 94.5 82.6 79.8 51.0 87.6 80.4 Old : 83.5 51.9 94.5 82.6 79.8 51.0 87.6 80.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG Disaggregated Commitments of Traders - Futures Only, March 22, 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 : 61,034: 38,869 59,716 19,312 0 488 0 0 0 0 0 0: 2,365 830 Old : 61,034: 38,869 59,716 19,312 0 488 0 0 0 0 0 0: 2,365 830 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 11,330: 5,682 11,240 5,158 0 0 0 0 0 0 0 0: 490 90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.7 97.8 31.6 0.0 0.8 0.0 0.0 0.0 0.0 0.0 0.0: 3.9 1.4 Old : 100.0: 63.7 97.8 31.6 0.0 0.8 0.0 0.0 0.0 0.0 0.0 0.0: 3.9 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 13 12 . 0 . 0 0 0 0 0 0: Old : 23: 13 12 . 0 . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.6 78.9 87.3 96.1 62.8 78.9 86.5 95.6 Old : 63.6 78.9 87.3 96.1 62.8 78.9 86.5 95.6 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, March 22, 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 : 203,645: 143,340 149,395 27,850 15,574 21,877 1,322 0 278 447 7,071 1,274: 7,257 8,176 Old : 203,645: 143,340 149,395 27,850 15,574 21,877 1,322 0 278 447 7,071 1,274: 7,257 8,176 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 1,799: -527 1,986 458 -2,596 1,807 60 0 -30 153 694 -273: 151 211 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.4 73.4 13.7 7.6 10.7 0.6 0.0 0.1 0.2 3.5 0.6: 3.6 4.0 Old : 100.0: 70.4 73.4 13.7 7.6 10.7 0.6 0.0 0.1 0.2 3.5 0.6: 3.6 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 49: 28 24 4 5 7 . 0 . . 5 .: Old : 49: 28 24 4 5 7 . 0 . . 5 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.8 49.7 61.1 67.8 38.9 47.5 53.8 56.2 Old : 39.8 49.7 61.1 67.8 38.9 47.5 53.8 56.2 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, March 22, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mm btu : : : Positions : All : 90,931: 42,510 59,218 36,173 18,433 616 0 0 0 0 0 0: 11,632 12,664 Old : 90,931: 42,510 59,218 36,173 18,433 616 0 0 0 0 0 0: 11,632 12,664 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 1,828: 2,012 1,674 -214 0 0 0 0 0 0 0 0: 30 154 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.7 65.1 39.8 20.3 0.7 0.0 0.0 0.0 0.0 0.0 0.0: 12.8 13.9 Old : 100.0: 46.7 65.1 39.8 20.3 0.7 0.0 0.0 0.0 0.0 0.0 0.0: 12.8 13.9 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: 5 12 7 . . 0 0 0 0 0 0: Old : 22: 5 12 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 : 57.6 60.6 80.8 76.0 52.6 58.6 70.6 72.2 Old : 57.6 60.6 80.8 76.0 52.6 58.6 70.6 72.2 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, March 22, 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 : 92,598: 55,693 56,979 24,126 27,629 3,658 0 0 0 0 1,259 453: 8,668 2,620 Old : 92,598: 55,693 56,979 24,126 27,629 3,658 0 0 0 0 1,259 453: 8,668 2,620 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 1,918: 885 1,132 1,800 483 0 0 0 0 0 -184 122: -889 365 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.1 61.5 26.1 29.8 4.0 0.0 0.0 0.0 0.0 1.4 0.5: 9.4 2.8 Old : 100.0: 60.1 61.5 26.1 29.8 4.0 0.0 0.0 0.0 0.0 1.4 0.5: 9.4 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 : 27: 14 13 . . . 0 0 0 0 . .: Old : 27: 14 13 . . . 0 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.7 70.6 76.0 88.6 59.7 69.7 72.7 85.7 Old : 59.7 70.6 76.0 88.6 59.7 69.7 72.7 85.7 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, March 22, 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 : 95,479: 81,510 37,253 4,489 51,804 1,051 0 0 0 2,712 0 0: 5,717 5,371 Old : 95,479: 81,510 37,253 4,489 51,804 1,051 0 0 0 2,712 0 0: 5,717 5,371 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 2,110: 2,458 1,141 151 644 111 0 0 0 0 0 0: -610 214 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.4 39.0 4.7 54.3 1.1 0.0 0.0 0.0 2.8 0.0 0.0: 6.0 5.6 Old : 100.0: 85.4 39.0 4.7 54.3 1.1 0.0 0.0 0.0 2.8 0.0 0.0: 6.0 5.6 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 : 26: 14 5 . 6 . 0 0 0 . 0 0: Old : 26: 14 5 . 6 . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.4 73.0 78.2 87.7 62.4 72.1 78.2 86.2 Old : 62.4 73.0 78.2 87.7 62.4 72.1 78.2 86.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 Disaggregated Commitments of Traders - Futures Only, March 22, 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 : 1,070,818: 150,631 144,881 184,678 32,989 73,297 202,692 325,492 211,485 52,396 109,473 128,631: 67,008 44,570 Old : 1,070,818: 150,631 144,881 184,678 32,989 73,297 202,692 325,492 211,485 52,396 109,473 128,631: 67,008 44,570 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : -38,453: -15,199 -15,538 -18,643 4,263 2,833 839 -32,225 -5,572 -10,740 -1,181 8,034: -5 933 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.1 13.5 17.2 3.1 6.8 18.9 30.4 19.7 4.9 10.2 12.0: 6.3 4.2 Old : 100.0: 14.1 13.5 17.2 3.1 6.8 18.9 30.4 19.7 4.9 10.2 12.0: 6.3 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 : 332: 36 31 26 8 26 64 82 75 49 53 64: Old : 332: 36 31 26 8 26 64 82 75 49 53 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 : 15.3 17.7 24.3 28.7 9.7 11.3 16.3 18.4 Old : 15.3 17.7 24.3 28.7 9.7 11.3 16.3 18.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 Disaggregated Commitments of Traders - Futures Only, March 22, 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 : 297,722: 79,517 51,190 32,601 30,594 48,576 43,255 250 28,301 20,472 97,119 36,855: 8,145 4,837 Old : 297,722: 79,517 51,190 32,601 30,594 48,576 43,255 250 28,301 20,472 97,119 36,855: 8,145 4,837 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : -8,603: -5,335 -332 9,473 2,574 -4,737 224 -2,310 1,551 -4,950 -1,191 -4,436: -393 278 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.7 17.2 11.0 10.3 16.3 14.5 0.1 9.5 6.9 32.6 12.4: 2.7 1.6 Old : 100.0: 26.7 17.2 11.0 10.3 16.3 14.5 0.1 9.5 6.9 32.6 12.4: 2.7 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 : 72: 21 21 7 7 14 11 . 11 8 12 18: Old : 72: 21 21 7 7 14 11 . 11 8 12 18: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.0 42.2 48.4 55.2 25.2 33.6 34.8 38.3 Old : 31.0 42.2 48.4 55.2 25.2 33.6 34.8 38.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 Disaggregated Commitments of Traders - Futures Only, March 22, 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 : 120,257: 15,453 27,127 30,632 14,013 27,457 10,395 17,806 10,352 5,795 6,002 13,288: 6,885 4,212 Old : 120,257: 15,453 27,127 30,632 14,013 27,457 10,395 17,806 10,352 5,795 6,002 13,288: 6,885 4,212 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 4,569: 378 1,036 2,841 305 1,233 -3,921 4,432 1,649 1,593 -4,293 66: 730 141 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.8 22.6 25.5 11.7 22.8 8.6 14.8 8.6 4.8 5.0 11.0: 5.7 3.5 Old : 100.0: 12.8 22.6 25.5 11.7 22.8 8.6 14.8 8.6 4.8 5.0 11.0: 5.7 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 62: 12 11 12 . 15 7 10 15 10 8 17: Old : 62: 12 11 12 . 15 7 10 15 10 8 17: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.1 37.7 40.9 52.7 17.3 25.1 25.1 33.8 Old : 28.1 37.7 40.9 52.7 17.3 25.1 25.1 33.8 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, March 22, 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 : 22,527: 1,257 4,157 8,474 1,698 6,128 2,392 5,315 2,015 891 1,796 1,177: 193 241 Old : 22,527: 1,257 4,157 8,474 1,698 6,128 2,392 5,315 2,015 891 1,796 1,177: 193 241 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 858: -43 215 2,909 -335 -2,072 -471 1,965 399 -108 442 72: 172 172 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.6 18.5 37.6 7.5 27.2 10.6 23.6 8.9 4.0 8.0 5.2: 0.9 1.1 Old : 100.0: 5.6 18.5 37.6 7.5 27.2 10.6 23.6 8.9 4.0 8.0 5.2: 0.9 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: . . 4 . 7 4 . 6 . 7 8: Old : 27: . . 4 . 7 4 . 6 . 7 8: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.9 65.7 81.7 81.3 42.2 42.9 50.6 50.2 Old : 60.9 65.7 81.7 81.3 42.2 42.9 50.6 50.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HHUB NAT GAS PENULT FINL-2500 - NASDAQ FUTURES Code-023P03 Disaggregated Commitments of Traders - Futures Only, March 22, 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 : 38,381: 3,419 9,894 9,154 3,210 9,147 7,760 7,717 2,838 2,576 2,233 2,784: 703 558 Old : 38,381: 3,419 9,894 9,154 3,210 9,147 7,760 7,717 2,838 2,576 2,233 2,784: 703 558 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 423: 0 0 2,790 -381 -1,385 0 2,226 -582 69 1,390 -845: 376 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.9 25.8 23.9 8.4 23.8 20.2 20.1 7.4 6.7 5.8 7.3: 1.8 1.5 Old : 100.0: 8.9 25.8 23.9 8.4 23.8 20.2 20.1 7.4 6.7 5.8 7.3: 1.8 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 : 22: . . 5 . 4 . 4 5 . 4 5: Old : 22: . . 5 . 4 . 4 5 . 4 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.1 67.2 83.2 86.0 44.7 47.2 56.8 55.8 Old : 66.1 67.2 83.2 86.0 44.7 47.2 56.8 55.8 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, March 22, 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 : 1,482,368: 502,499 202,074 65,012 873,910 198,595 57,478 15,750 87,331 498,486 39,978 38,728: 34,239 26,002 Old : 1,482,368: 502,499 202,074 65,012 873,910 198,595 57,478 15,750 87,331 498,486 39,978 38,728: 34,239 26,002 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 16,233: 10,225 2,114 637 9,949 102 2,065 4,751 -1,205 2,309 279 -265: 2,365 508 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.9 13.6 4.4 59.0 13.4 3.9 1.1 5.9 33.6 2.7 2.6: 2.3 1.8 Old : 100.0: 33.9 13.6 4.4 59.0 13.4 3.9 1.1 5.9 33.6 2.7 2.6: 2.3 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 : 99: 38 32 4 16 17 8 6 12 15 6 16: Old : 99: 38 32 4 16 17 8 6 12 15 6 16: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.2 37.7 60.4 60.3 44.7 36.4 52.8 54.8 Old : 47.2 37.7 60.4 60.3 44.7 36.4 52.8 54.8 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, March 22, 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 : 340,695: 64,354 72,519 162,178 97,778 52,172 13,461 37,892 13,380 8,232 35,537 24,314: 2,604 7,103 Old : 340,695: 64,354 72,519 162,178 97,778 52,172 13,461 37,892 13,380 8,232 35,537 24,314: 2,604 7,103 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 5,109: -1,102 2,612 2,462 -4,003 2,684 550 -90 28 -692 966 1,480: -301 1,432 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.9 21.3 47.6 28.7 15.3 4.0 11.1 3.9 2.4 10.4 7.1: 0.8 2.1 Old : 100.0: 18.9 21.3 47.6 28.7 15.3 4.0 11.1 3.9 2.4 10.4 7.1: 0.8 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 : 72: 16 16 11 8 14 6 9 11 9 10 17: Old : 72: 16 16 11 8 14 6 9 11 9 10 17: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.0 41.6 54.3 61.7 27.6 29.3 42.9 43.1 Old : 34.0 41.6 54.3 61.7 27.6 29.3 42.9 43.1 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, March 22, 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 : 22,354: 21,462 14,882 0 6,736 320 0 0 0 394 123 63: 115 230 Old : 22,354: 21,462 14,882 0 6,736 320 0 0 0 394 123 63: 115 230 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 1,095: 1,040 390 0 655 50 0 0 0 5 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 96.0 66.6 0.0 30.1 1.4 0.0 0.0 0.0 1.8 0.6 0.3: 0.5 1.0 Old : 100.0: 96.0 66.6 0.0 30.1 1.4 0.0 0.0 0.0 1.8 0.6 0.3: 0.5 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 22 23 0 6 . 0 0 0 . . .: Old : 37: 22 23 0 6 . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.3 46.7 80.6 71.6 48.7 32.2 58.6 48.8 Old : 64.3 46.7 80.6 71.6 48.7 32.2 58.6 48.8 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, March 22, 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 : 121,126: 100,187 93,608 10,765 17,228 6,377 946 1,750 0 1,613 1,200 475: 763 488 Old : 121,126: 100,187 93,608 10,765 17,228 6,377 946 1,750 0 1,613 1,200 475: 763 488 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 132: -350 -30 196 165 11 0 0 0 429 -20 13: -167 -7 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.7 77.3 8.9 14.2 5.3 0.8 1.4 0.0 1.3 1.0 0.4: 0.6 0.4 Old : 100.0: 82.7 77.3 8.9 14.2 5.3 0.8 1.4 0.0 1.3 1.0 0.4: 0.6 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 : 76: 44 43 5 6 9 . . 0 6 5 4: Old : 76: 44 43 5 6 9 . . 0 6 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 : 51.8 46.5 69.2 64.9 25.0 25.3 30.7 30.6 Old : 51.8 46.5 69.2 64.9 25.0 25.3 30.7 30.6 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, March 22, 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 : 50,494: 32,980 42,634 7,045 2,060 5,168 54 0 102 4,320 480 0: 825 50 Old : 50,494: 32,980 42,634 7,045 2,060 5,168 54 0 102 4,320 480 0: 825 50 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 6,110: 813 4,263 -300 90 1,757 0 0 0 4,320 0 0: -480 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.3 84.4 14.0 4.1 10.2 0.1 0.0 0.2 8.6 1.0 0.0: 1.6 0.1 Old : 100.0: 65.3 84.4 14.0 4.1 10.2 0.1 0.0 0.2 8.6 1.0 0.0: 1.6 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 : 23: 13 15 . . 5 . 0 . . . 0: Old : 23: 13 15 . . 5 . 0 . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.7 56.9 89.1 74.1 44.0 33.1 47.8 44.0 Old : 59.7 56.9 89.1 74.1 44.0 33.1 47.8 44.0 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, March 22, 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 : 31,330: 25,818 26,336 2,540 3,377 985 1,550 0 0 32 257 150: 255 225 Old : 31,330: 25,818 26,336 2,540 3,377 985 1,550 0 0 32 257 150: 255 225 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 1,864: 1,522 1,158 71 296 468 0 0 0 -5 60 -53: -139 -65 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.4 84.1 8.1 10.8 3.1 4.9 0.0 0.0 0.1 0.8 0.5: 0.8 0.7 Old : 100.0: 82.4 84.1 8.1 10.8 3.1 4.9 0.0 0.0 0.1 0.8 0.5: 0.8 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 47: 29 26 . 7 6 . 0 0 . . .: Old : 47: 29 26 . 7 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 : 46.2 51.0 67.6 68.6 28.1 29.3 40.2 37.8 Old : 46.2 51.0 67.6 68.6 28.1 29.3 40.2 37.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R Disaggregated Commitments of Traders - Futures Only, March 22, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 14,956: 5,841 9,505 7,460 2,697 399 0 0 0 136 1,234 768: 352 353 Old : 14,956: 5,841 9,505 7,460 2,697 399 0 0 0 136 1,234 768: 352 353 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 263: 58 89 185 80 10 0 0 0 16 -120 239: -245 -35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.1 63.6 49.9 18.0 2.7 0.0 0.0 0.0 0.9 8.3 5.1: 2.4 2.4 Old : 100.0: 39.1 63.6 49.9 18.0 2.7 0.0 0.0 0.0 0.9 8.3 5.1: 2.4 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 45: 22 23 5 4 4 0 0 0 . 4 4: Old : 45: 22 23 5 4 4 0 0 0 . 4 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.5 50.9 73.5 68.1 58.0 45.7 65.5 61.4 Old : 59.5 50.9 73.5 68.1 58.0 45.7 65.5 61.4 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, March 22, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 14,682: 12,851 8,886 400 4,808 372 0 46 0 175 218 102: 782 250 Old : 14,682: 12,851 8,886 400 4,808 372 0 46 0 175 218 102: 782 250 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 307: 351 368 0 -155 0 0 0 0 -76 59 17: 15 18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.5 60.5 2.7 32.7 2.5 0.0 0.3 0.0 1.2 1.5 0.7: 5.3 1.7 Old : 100.0: 87.5 60.5 2.7 32.7 2.5 0.0 0.3 0.0 1.2 1.5 0.7: 5.3 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 : 31: 18 14 . 5 5 0 . 0 . . .: Old : 31: 18 14 . 5 5 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.4 59.6 74.4 78.5 46.8 56.2 56.9 67.5 Old : 56.4 59.6 74.4 78.5 46.8 56.2 56.9 67.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 25, 2016