NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 Disaggregated Commitments of Traders - Futures Only, March 29, 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 : 4,405,442: 2,578,728 947,743 307,838 2,329,350 240,565 391,241 57,526 244,504 178,421 134,498 395,389: 68,756 55,867 Old : 4,405,442: 2,578,728 947,743 307,838 2,329,350 240,565 391,241 57,526 244,504 178,421 134,498 395,389: 68,756 55,867 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 142,615: 83,739 67,950 -11,162 43,922 4,175 18,492 17,569 -43,934 52,954 -3,562 16,084: 22,267 40,411 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.5 21.5 7.0 52.9 5.5 8.9 1.3 5.6 4.1 3.1 9.0: 1.6 1.3 Old : 100.0: 58.5 21.5 7.0 52.9 5.5 8.9 1.3 5.6 4.1 3.1 9.0: 1.6 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 226: 116 98 4 20 22 19 9 21 26 24 33: Old : 226: 116 98 4 20 22 19 9 21 26 24 33: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.9 31.0 40.8 44.6 20.7 30.9 33.5 42.4 Old : 22.9 31.0 40.8 44.6 20.7 30.9 33.5 42.4 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 29, 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 : 270,105: 27,785 52,106 34,943 74,537 26,580 104,369 7,554 32,024 18,598 53,174 23,394: 2,412 736 Old : 270,105: 27,785 52,106 34,943 74,537 26,580 104,369 7,554 32,024 18,598 53,174 23,394: 2,412 736 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : -51,458: -1,213 -1,589 -3,478 -16,128 -4,919 -33,830 -4,409 -3,308 -4,333 -18,650 -2,783: 2,406 328 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.3 19.3 12.9 27.6 9.8 38.6 2.8 11.9 6.9 19.7 8.7: 0.9 0.3 Old : 100.0: 10.3 19.3 12.9 27.6 9.8 38.6 2.8 11.9 6.9 19.7 8.7: 0.9 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 62: 12 15 9 8 16 7 4 7 7 9 11: Old : 62: 12 15 9 8 16 7 4 7 7 9 11: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.1 37.1 73.7 59.4 42.4 33.4 51.4 49.8 Old : 60.1 37.1 73.7 59.4 42.4 33.4 51.4 49.8 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 29, 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 : 285,379: 204,774 227,694 12,702 9,806 20,126 11,418 1,454 2,144 8,485 7,731 6,996: 18,734 9,428 Old : 285,379: 204,774 227,694 12,702 9,806 20,126 11,418 1,454 2,144 8,485 7,731 6,996: 18,734 9,428 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 4,286: 2,825 5,311 1,006 1,676 154 2,015 -431 47 565 465 -1,744: -582 -1,192 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.8 79.8 4.5 3.4 7.1 4.0 0.5 0.8 3.0 2.7 2.5: 6.6 3.3 Old : 100.0: 71.8 79.8 4.5 3.4 7.1 4.0 0.5 0.8 3.0 2.7 2.5: 6.6 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 56: 31 26 . 5 6 . . . 4 6 8: Old : 56: 31 26 . 5 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 : 31.0 47.5 47.8 71.6 20.4 30.6 30.5 44.5 Old : 31.0 47.5 47.8 71.6 20.4 30.6 30.5 44.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 Disaggregated Commitments of Traders - Futures Only, March 29, 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 : 154,348: 130,020 114,459 3,276 15,795 5,296 1,190 736 1,459 2,380 8,974 2,708: 8,019 4,921 Old : 154,348: 130,020 114,459 3,276 15,795 5,296 1,190 736 1,459 2,380 8,974 2,708: 8,019 4,921 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : -2,865: -1,783 -3,810 120 -142 549 -601 0 -163 -568 424 54: -473 223 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.2 74.2 2.1 10.2 3.4 0.8 0.5 0.9 1.5 5.8 1.8: 5.2 3.2 Old : 100.0: 84.2 74.2 2.1 10.2 3.4 0.8 0.5 0.9 1.5 5.8 1.8: 5.2 3.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 43: 27 27 . . . . . . . . .: Old : 43: 27 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 : 50.7 35.9 67.1 58.8 38.9 25.7 45.9 41.6 Old : 50.7 35.9 67.1 58.8 38.9 25.7 45.9 41.6 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 29, 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 : 232,129: 196,385 59,638 6,809 144,772 7,600 645 3,513 5,564 901 767 1,226: 12,999 9,049 Old : 232,129: 196,385 59,638 6,809 144,772 7,600 645 3,513 5,564 901 767 1,226: 12,999 9,049 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 4,765: 2,587 2,062 2,425 3,566 253 181 299 -303 -9 0 703: -1,072 -1,815 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.6 25.7 2.9 62.4 3.3 0.3 1.5 2.4 0.4 0.3 0.5: 5.6 3.9 Old : 100.0: 84.6 25.7 2.9 62.4 3.3 0.3 1.5 2.4 0.4 0.3 0.5: 5.6 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 : 46: 22 17 . 13 7 . . . . . .: Old : 46: 22 17 . 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 : 46.7 43.7 66.2 69.0 42.3 43.4 61.8 67.7 Old : 46.7 43.7 66.2 69.0 42.3 43.4 61.8 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 29, 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 : 708,954: 613,555 191,307 25,849 450,991 40,623 2,107 5,320 7,599 2,472 4,599 4,467: 12,282 4,048 Old : 708,954: 613,555 191,307 25,849 450,991 40,623 2,107 5,320 7,599 2,472 4,599 4,467: 12,282 4,048 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 17,254: 18,123 10,335 428 6,268 880 -447 646 -1,484 -913 -61 -276: 943 946 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.5 27.0 3.6 63.6 5.7 0.3 0.8 1.1 0.3 0.6 0.6: 1.7 0.6 Old : 100.0: 86.5 27.0 3.6 63.6 5.7 0.3 0.8 1.1 0.3 0.6 0.6: 1.7 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 62: 39 27 4 10 13 . . . . . .: Old : 62: 39 27 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 : 32.7 42.9 54.7 70.0 28.8 41.0 49.8 67.1 Old : 32.7 42.9 54.7 70.0 28.8 41.0 49.8 67.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 Disaggregated Commitments of Traders - Futures Only, March 29, 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 : 311,708: 260,712 173,394 19,523 124,945 246 2,378 1,057 2,576 18,057 2,313 939: 7,277 6,238 Old : 311,708: 260,712 173,394 19,523 124,945 246 2,378 1,057 2,576 18,057 2,313 939: 7,277 6,238 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 1,005: 1,074 -538 427 893 0 -519 1,057 351 -440 30 0: 112 -788 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.6 55.6 6.3 40.1 0.1 0.8 0.3 0.8 5.8 0.7 0.3: 2.3 2.0 Old : 100.0: 83.6 55.6 6.3 40.1 0.1 0.8 0.3 0.8 5.8 0.7 0.3: 2.3 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 62: 26 34 5 8 . . . . . . .: Old : 62: 26 34 5 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 : 44.9 41.5 67.2 60.8 43.4 41.4 65.3 60.7 Old : 44.9 41.5 67.2 60.8 43.4 41.4 65.3 60.7 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 29, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 296,469: 227,089 190,736 15,229 66,516 30,271 4,093 0 1,331 11,998 1,353 689: 5,769 5,573 Old : 296,469: 227,089 190,736 15,229 66,516 30,271 4,093 0 1,331 11,998 1,353 689: 5,769 5,573 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 6,012: 2,105 5,729 150 -957 1,015 80 0 -113 739 -56 315: 1,721 79 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.6 64.3 5.1 22.4 10.2 1.4 0.0 0.4 4.0 0.5 0.2: 1.9 1.9 Old : 100.0: 76.6 64.3 5.1 22.4 10.2 1.4 0.0 0.4 4.0 0.5 0.2: 1.9 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 : 61: 32 33 4 8 10 . 0 . . . .: Old : 61: 32 33 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 : 50.0 32.8 67.5 52.3 49.2 29.0 62.6 44.8 Old : 50.0 32.8 67.5 52.3 49.2 29.0 62.6 44.8 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 29, 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 : 139,313: 129,110 90,109 356 29,069 585 1,765 240 1,051 0 7,002 1,384: 5,062 9,873 Old : 139,313: 129,110 90,109 356 29,069 585 1,765 240 1,051 0 7,002 1,384: 5,062 9,873 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 8,213: 8,113 3,212 184 -31 -112 -290 240 -152 0 4,656 2: 468 398 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.7 64.7 0.3 20.9 0.4 1.3 0.2 0.8 0.0 5.0 1.0: 3.6 7.1 Old : 100.0: 92.7 64.7 0.3 20.9 0.4 1.3 0.2 0.8 0.0 5.0 1.0: 3.6 7.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 21 17 . 6 . . . . 0 4 .: Old : 38: 21 17 . 6 . . . . 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 : 64.5 56.3 78.0 70.8 64.5 54.4 76.8 67.1 Old : 64.5 56.3 78.0 70.8 64.5 54.4 76.8 67.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E Disaggregated Commitments of Traders - Futures Only, March 29, 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 : 125,111: 89,187 100,045 14,547 4,479 6,106 0 3,687 58 6,574 0 1,244: 7,395 9,492 Old : 125,111: 89,187 100,045 14,547 4,479 6,106 0 3,687 58 6,574 0 1,244: 7,395 9,492 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 1,328: 619 2,708 -151 214 119 0 -94 0 1,543 0 -1,015: 213 -604 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.3 80.0 11.6 3.6 4.9 0.0 2.9 0.0 5.3 0.0 1.0: 5.9 7.6 Old : 100.0: 71.3 80.0 11.6 3.6 4.9 0.0 2.9 0.0 5.3 0.0 1.0: 5.9 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 : 37: 25 20 . . . 0 . . . 0 .: Old : 37: 25 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 : 45.1 40.6 62.9 63.1 42.9 40.2 58.6 58.7 Old : 45.1 40.6 62.9 63.1 42.9 40.2 58.6 58.7 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 29, 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 : 109,849: 93,503 38,528 1,925 56,255 570 313 0 1,047 0 3,588 424: 12,067 9,437 Old : 109,849: 93,503 38,528 1,925 56,255 570 313 0 1,047 0 3,588 424: 12,067 9,437 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 1,538: 1,975 1,635 0 -90 0 -127 0 88 0 57 62: -460 -214 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.1 35.1 1.8 51.2 0.5 0.3 0.0 1.0 0.0 3.3 0.4: 11.0 8.6 Old : 100.0: 85.1 35.1 1.8 51.2 0.5 0.3 0.0 1.0 0.0 3.3 0.4: 11.0 8.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 14 13 . 8 . . 0 . 0 . .: Old : 28: 14 13 . 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 : 73.6 43.2 81.5 67.9 72.4 42.8 79.1 67.5 Old : 73.6 43.2 81.5 67.9 72.4 42.8 79.1 67.5 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 29, 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 : 172,587: 119,385 70,380 40,341 84,975 5,317 0 0 0 0 0 0: 7,544 11,915 Old : 172,587: 119,385 70,380 40,341 84,975 5,317 0 0 0 0 0 0: 7,544 11,915 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 2,479: 2,227 293 100 1,667 61 0 0 0 0 0 0: 91 458 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.2 40.8 23.4 49.2 3.1 0.0 0.0 0.0 0.0 0.0 0.0: 4.4 6.9 Old : 100.0: 69.2 40.8 23.4 49.2 3.1 0.0 0.0 0.0 0.0 0.0 0.0: 4.4 6.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 38.8 67.6 59.9 80.8 38.5 67.6 56.9 79.0 Old : 38.8 67.6 59.9 80.8 38.5 67.6 56.9 79.0 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 29, 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 : 93,484: 77,885 53,333 4,121 33,293 428 0 0 0 0 0 0: 11,050 6,430 Old : 93,484: 77,885 53,333 4,121 33,293 428 0 0 0 0 0 0: 11,050 6,430 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 394: 180 720 0 -446 0 0 0 0 0 0 0: 214 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.3 57.1 4.4 35.6 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 11.8 6.9 Old : 100.0: 83.3 57.1 4.4 35.6 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 11.8 6.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 15 12 . . . 0 0 0 0 0 0: Old : 25: 15 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 : 52.6 61.3 70.4 85.8 52.6 61.3 67.2 82.6 Old : 52.6 61.3 70.4 85.8 52.6 61.3 67.2 82.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 Disaggregated Commitments of Traders - Futures Only, March 29, 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 : 26,636: 23,790 20,629 1,073 2,268 1,050 0 0 0 0 0 0: 723 2,689 Old : 26,636: 23,790 20,629 1,073 2,268 1,050 0 0 0 0 0 0: 723 2,689 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : -510: 750 -1,476 -564 1,896 -1,056 0 0 0 0 0 0: 360 126 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.3 77.4 4.0 8.5 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 2.7 10.1 Old : 100.0: 89.3 77.4 4.0 8.5 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 2.7 10.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 12 12 . . . 0 0 0 0 0 0: Old : 24: 12 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 : 79.7 53.6 90.0 76.7 79.3 52.0 86.9 69.7 Old : 79.7 53.6 90.0 76.7 79.3 52.0 86.9 69.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 Disaggregated Commitments of Traders - Futures Only, March 29, 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 : 327,858: 245,350 132,423 50,147 164,051 13,528 420 34 1,051 39 2,866 5,319: 12,004 8,586 Old : 327,858: 245,350 132,423 50,147 164,051 13,528 420 34 1,051 39 2,866 5,319: 12,004 8,586 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 1,961: -276 -1,532 -143 1,691 1,213 93 34 245 39 -597 -252: 1,042 1,159 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.8 40.4 15.3 50.0 4.1 0.1 0.0 0.3 0.0 0.9 1.6: 3.7 2.6 Old : 100.0: 74.8 40.4 15.3 50.0 4.1 0.1 0.0 0.3 0.0 0.9 1.6: 3.7 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 57: 34 24 4 11 8 . . . . 4 .: Old : 57: 34 24 4 11 8 . . . . 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 : 28.0 49.9 47.4 69.0 26.0 49.9 41.9 66.0 Old : 28.0 49.9 47.4 69.0 26.0 49.9 41.9 66.0 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 29, 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 : 86,428: 71,006 45,626 0 26,729 2,349 22 854 1,348 0 1,704 1,394: 10,309 6,424 Old : 86,428: 71,006 45,626 0 26,729 2,349 22 854 1,348 0 1,704 1,394: 10,309 6,424 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 1,305: 857 -483 0 906 -183 22 -1,062 308 -385 1,704 144: 542 -29 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.2 52.8 0.0 30.9 2.7 0.0 1.0 1.6 0.0 2.0 1.6: 11.9 7.4 Old : 100.0: 82.2 52.8 0.0 30.9 2.7 0.0 1.0 1.6 0.0 2.0 1.6: 11.9 7.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 15 14 0 6 5 . . . 0 . .: Old : 29: 15 14 0 6 5 . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.4 42.9 71.8 65.8 47.9 34.6 62.0 53.1 Old : 51.4 42.9 71.8 65.8 47.9 34.6 62.0 53.1 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 29, 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 : 20,936: 16,355 18,552 1,593 240 0 240 0 0 0 0 0: 2,748 2,144 Old : 20,936: 16,355 18,552 1,593 240 0 240 0 0 0 0 0: 2,748 2,144 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 4,056: 3,358 4,356 -30 0 0 0 0 0 0 0 0: 728 -300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.1 88.6 7.6 1.1 0.0 1.1 0.0 0.0 0.0 0.0 0.0: 13.1 10.2 Old : 100.0: 78.1 88.6 7.6 1.1 0.0 1.1 0.0 0.0 0.0 0.0 0.0: 13.1 10.2 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 : 24: 11 13 . . 0 . 0 0 0 0 0: Old : 24: 11 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 : 60.1 44.3 80.6 75.1 59.6 43.5 78.6 71.8 Old : 60.1 44.3 80.6 75.1 59.6 43.5 78.6 71.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV Code-0233A8 Disaggregated Commitments of Traders - Futures Only, March 29, 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 : 79,540: 33,235 47,170 31,706 16,043 2,448 135 6,598 1,177 2,274 1,064 1,210: 7,355 3,830 Old : 79,540: 33,235 47,170 31,706 16,043 2,448 135 6,598 1,177 2,274 1,064 1,210: 7,355 3,830 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 2,510: 1,101 368 -210 -30 0 -63 1,319 46 2,274 314 675: -1,313 -182 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.8 59.3 39.9 20.2 3.1 0.2 8.3 1.5 2.9 1.3 1.5: 9.2 4.8 Old : 100.0: 41.8 59.3 39.9 20.2 3.1 0.2 8.3 1.5 2.9 1.3 1.5: 9.2 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 : 25: 8 8 5 4 7 . . . . . .: Old : 25: 8 8 5 4 7 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.5 59.6 71.9 80.8 39.9 52.3 63.6 67.6 Old : 42.5 59.6 71.9 80.8 39.9 52.3 63.6 67.6 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 29, 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 : 110,651: 67,767 94,997 20,515 0 4,466 13,082 4,260 0 2,340 4,800 360: 2,121 1,768 Old : 110,651: 67,767 94,997 20,515 0 4,466 13,082 4,260 0 2,340 4,800 360: 2,121 1,768 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 29,250: 19,770 18,630 2,398 -140 586 2,970 4,260 0 1,380 4,020 360: 1,786 1,534 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.2 85.9 18.5 0.0 4.0 11.8 3.8 0.0 2.1 4.3 0.3: 1.9 1.6 Old : 100.0: 61.2 85.9 18.5 0.0 4.0 11.8 3.8 0.0 2.1 4.3 0.3: 1.9 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 : 64: 25 23 10 0 4 5 . 0 . . .: Old : 64: 25 23 10 0 4 5 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.5 58.0 52.9 73.1 29.0 52.1 44.2 63.7 Old : 32.5 58.0 52.9 73.1 29.0 52.1 44.2 63.7 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 29, 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 : 141,203: 88,373 126,243 16,569 0 2,383 19,001 3,888 522 10,277 4,120 2,085: 1,993 1,962 Old : 141,203: 88,373 126,243 16,569 0 2,383 19,001 3,888 522 10,277 4,120 2,085: 1,993 1,962 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 30,930: 21,744 20,534 3,270 0 1,200 2,448 3,888 522 420 3,030 1,620: -294 136 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.6 89.4 11.7 0.0 1.7 13.5 2.8 0.4 7.3 2.9 1.5: 1.4 1.4 Old : 100.0: 62.6 89.4 11.7 0.0 1.7 13.5 2.8 0.4 7.3 2.9 1.5: 1.4 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 : 78: 34 31 9 0 4 9 . . 8 . 5: Old : 78: 34 31 9 0 4 9 . . 8 . 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.7 61.2 44.1 74.4 28.9 55.4 39.3 67.8 Old : 31.7 61.2 44.1 74.4 28.9 55.4 39.3 67.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM Disaggregated Commitments of Traders - Futures Only, March 29, 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 : 72,309: 69,836 70,993 1,550 0 0 0 372 0 248 0 0: 675 944 Old : 72,309: 69,836 70,993 1,550 0 0 0 372 0 248 0 0: 675 944 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 832: 1,021 502 60 0 0 0 0 0 0 0 0: -249 330 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 96.6 98.2 2.1 0.0 0.0 0.0 0.5 0.0 0.3 0.0 0.0: 0.9 1.3 Old : 100.0: 96.6 98.2 2.1 0.0 0.0 0.0 0.5 0.0 0.3 0.0 0.0: 0.9 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 18 21 . 0 0 0 . 0 . 0 0: Old : 35: 18 21 . 0 0 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.2 51.5 88.4 74.8 63.5 41.7 75.4 62.7 Old : 72.2 51.5 88.4 74.8 63.5 41.7 75.4 62.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ Disaggregated Commitments of Traders - Futures Only, March 29, 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 : 215,166: 180,713 164,575 16,406 30,504 10,432 0 481 1,107 0 0 0: 6,508 8,067 Old : 215,166: 180,713 164,575 16,406 30,504 10,432 0 481 1,107 0 0 0: 6,508 8,067 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 582: -1,541 34 2,341 1,522 -756 0 150 -94 0 0 0: 632 -274 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.0 76.5 7.6 14.2 4.8 0.0 0.2 0.5 0.0 0.0 0.0: 3.0 3.7 Old : 100.0: 84.0 76.5 7.6 14.2 4.8 0.0 0.2 0.5 0.0 0.0 0.0: 3.0 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 63.0 41.0 75.9 65.5 59.1 33.1 65.0 48.8 Old : 63.0 41.0 75.9 65.5 59.1 33.1 65.0 48.8 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 29, 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 : 25,854: 22,905 21,864 0 86 1,116 0 308 0 727 0 403: 703 2,077 Old : 25,854: 22,905 21,864 0 86 1,116 0 308 0 727 0 403: 703 2,077 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 3,381: 4,605 4,687 0 -660 0 0 -150 0 -30 0 0: -1,194 -496 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.6 84.6 0.0 0.3 4.3 0.0 1.2 0.0 2.8 0.0 1.6: 2.7 8.0 Old : 100.0: 88.6 84.6 0.0 0.3 4.3 0.0 1.2 0.0 2.8 0.0 1.6: 2.7 8.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 14 14 0 . . 0 . 0 . 0 .: Old : 27: 14 14 0 . . 0 . 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.6 60.6 83.5 77.3 59.6 53.1 78.2 67.7 Old : 59.6 60.6 83.5 77.3 59.6 53.1 78.2 67.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233AY Disaggregated Commitments of Traders - Futures Only, March 29, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 55,744: 35,542 39,628 3,714 2,379 214 0 1,708 577 0 4,996 627: 15,070 5,615 Old : 55,744: 35,542 39,628 3,714 2,379 214 0 1,708 577 0 4,996 627: 15,070 5,615 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 1,367: 1,375 -832 0 -26 214 0 -244 109 0 1,622 -31: -300 555 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.8 71.1 6.7 4.3 0.4 0.0 3.1 1.0 0.0 9.0 1.1: 27.0 10.1 Old : 100.0: 63.8 71.1 6.7 4.3 0.4 0.0 3.1 1.0 0.0 9.0 1.1: 27.0 10.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 13 14 . . . 0 . . 0 . .: Old : 24: 13 14 . . . 0 . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.2 45.0 62.5 64.2 34.7 32.2 42.3 48.0 Old : 46.2 45.0 62.5 64.2 34.7 32.2 42.3 48.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 Disaggregated Commitments of Traders - Futures Only, March 29, 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 : 124,481: 103,943 65,964 3,031 21,430 7,819 0 5,908 523 0 17,074 0: 9,165 5,763 Old : 124,481: 103,943 65,964 3,031 21,430 7,819 0 5,908 523 0 17,074 0: 9,165 5,763 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 1,374: 1,156 1,854 0 -856 90 0 -342 -82 0 830 0: 210 -120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.5 53.0 2.4 17.2 6.3 0.0 4.7 0.4 0.0 13.7 0.0: 7.4 4.6 Old : 100.0: 83.5 53.0 2.4 17.2 6.3 0.0 4.7 0.4 0.0 13.7 0.0: 7.4 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 16 21 . 5 4 0 . . 0 . 0: Old : 41: 16 21 . 5 4 0 . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.6 43.1 78.6 60.6 62.6 36.8 74.0 53.2 Old : 62.6 43.1 78.6 60.6 62.6 36.8 74.0 53.2 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 29, 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 : 118,673: 82,053 108,587 7,569 0 3,603 5,654 0 636 7,769 0 190: 11,199 5,657 Old : 118,673: 82,053 108,587 7,569 0 3,603 5,654 0 636 7,769 0 190: 11,199 5,657 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 1,781: 1,042 1,127 -153 0 153 401 0 0 -57 0 90: 305 411 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.1 91.5 6.4 0.0 3.0 4.8 0.0 0.5 6.5 0.0 0.2: 9.4 4.8 Old : 100.0: 69.1 91.5 6.4 0.0 3.0 4.8 0.0 0.5 6.5 0.0 0.2: 9.4 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 : 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 : 49.5 71.5 66.1 86.8 47.8 66.9 60.4 80.0 Old : 49.5 71.5 66.1 86.8 47.8 66.9 60.4 80.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC Disaggregated Commitments of Traders - Futures Only, March 29, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 112,131: 85,022 103,576 16,723 3,484 2,628 1,712 0 0 930 0 0: 5,116 2,443 Old : 112,131: 85,022 103,576 16,723 3,484 2,628 1,712 0 0 930 0 0: 5,116 2,443 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 3,009: 578 2,428 518 0 360 0 0 0 930 0 0: 623 221 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.8 92.4 14.9 3.1 2.3 1.5 0.0 0.0 0.8 0.0 0.0: 4.6 2.2 Old : 100.0: 75.8 92.4 14.9 3.1 2.3 1.5 0.0 0.0 0.8 0.0 0.0: 4.6 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 13 14 5 . 4 . 0 0 . 0 0: Old : 25: 13 14 5 . 4 . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.9 66.8 82.5 86.9 50.8 53.6 63.4 69.9 Old : 60.9 66.8 82.5 86.9 50.8 53.6 63.4 69.9 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 29, 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 : 130,019: 114,683 123,450 3,905 0 182 271 0 968 1,594 1,920 709: 7,707 2,790 Old : 130,019: 114,683 123,450 3,905 0 182 271 0 968 1,594 1,920 709: 7,707 2,790 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 1,681: 2,113 1,099 0 0 0 -337 0 0 -369 30 246: 28 306 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.2 94.9 3.0 0.0 0.1 0.2 0.0 0.7 1.2 1.5 0.5: 5.9 2.1 Old : 100.0: 88.2 94.9 3.0 0.0 0.1 0.2 0.0 0.7 1.2 1.5 0.5: 5.9 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 : 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 : 70.0 68.7 82.4 88.1 68.7 65.2 80.0 84.6 Old : 70.0 68.7 82.4 88.1 68.7 65.2 80.0 84.6 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 29, 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 : 154,525: 118,771 60,200 10,035 62,114 4,049 1,466 0 797 0 16,757 1,394: 18,013 9,214 Old : 154,525: 118,771 60,200 10,035 62,114 4,049 1,466 0 797 0 16,757 1,394: 18,013 9,214 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 6,215: 6,119 4,068 1,023 -1,826 533 -612 0 299 0 2,574 419: -1,566 148 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.9 39.0 6.5 40.2 2.6 0.9 0.0 0.5 0.0 10.8 0.9: 11.7 6.0 Old : 100.0: 76.9 39.0 6.5 40.2 2.6 0.9 0.0 0.5 0.0 10.8 0.9: 11.7 6.0 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 : 40: 22 21 . 7 5 . 0 . 0 . .: Old : 40: 22 21 . 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 : 42.0 50.7 60.6 70.1 24.2 42.3 37.4 54.0 Old : 42.0 50.7 60.6 70.1 24.2 42.3 37.4 54.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ Disaggregated Commitments of Traders - Futures Only, March 29, 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 : 25,867: 19,675 20,274 1,718 0 0 300 0 0 2,400 5,006 0: 1,774 587 Old : 25,867: 19,675 20,274 1,718 0 0 300 0 0 2,400 5,006 0: 1,774 587 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 1,140: 330 480 990 0 0 0 0 0 0 660 0: -180 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.1 78.4 6.6 0.0 0.0 1.2 0.0 0.0 9.3 19.4 0.0: 6.9 2.3 Old : 100.0: 76.1 78.4 6.6 0.0 0.0 1.2 0.0 0.0 9.3 19.4 0.0: 6.9 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 : 26: 14 11 . 0 0 . 0 0 . . 0: Old : 26: 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 : 64.5 64.3 79.7 86.5 64.5 62.0 77.3 78.3 Old : 64.5 64.3 79.7 86.5 64.5 62.0 77.3 78.3 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 29, 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 : 43,937: 42,107 35,458 0 5,953 155 0 0 0 0 1,794 0: 1,675 577 Old : 43,937: 42,107 35,458 0 5,953 155 0 0 0 0 1,794 0: 1,675 577 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 2,490: 2,099 568 0 1,800 0 0 0 0 0 -150 0: 391 272 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 95.8 80.7 0.0 13.5 0.4 0.0 0.0 0.0 0.0 4.1 0.0: 3.8 1.3 Old : 100.0: 95.8 80.7 0.0 13.5 0.4 0.0 0.0 0.0 0.0 4.1 0.0: 3.8 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 11 13 0 . . 0 0 0 0 . 0: Old : 24: 11 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 : 81.6 51.1 93.4 82.7 77.7 51.1 87.6 80.6 Old : 81.6 51.1 93.4 82.7 77.7 51.1 87.6 80.6 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 29, 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 : 65,920: 42,495 63,462 20,366 0 488 0 480 0 0 480 0: 2,571 1,010 Old : 65,920: 42,495 63,462 20,366 0 488 0 480 0 0 480 0: 2,571 1,010 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 4,886: 3,626 3,746 1,054 0 0 0 480 0 0 480 0: 206 180 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.5 96.3 30.9 0.0 0.7 0.0 0.7 0.0 0.0 0.7 0.0: 3.9 1.5 Old : 100.0: 64.5 96.3 30.9 0.0 0.7 0.0 0.7 0.0 0.0 0.7 0.0: 3.9 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 15 14 . 0 . 0 . 0 0 . 0: Old : 27: 15 14 . 0 . 0 . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.6 77.5 85.0 93.5 58.8 77.5 83.7 92.8 Old : 59.6 77.5 85.0 93.5 58.8 77.5 83.7 92.8 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 29, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mm btu : : : Positions : All : 206,758: 148,527 149,976 27,553 18,217 20,525 1,322 0 278 29 7,671 955: 7,569 9,136 Old : 206,758: 148,527 149,976 27,553 18,217 20,525 1,322 0 278 29 7,671 955: 7,569 9,136 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 3,113: 5,187 581 -297 2,643 -1,352 0 0 0 -418 600 -319: 312 960 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.8 72.5 13.3 8.8 9.9 0.6 0.0 0.1 0.0 3.7 0.5: 3.7 4.4 Old : 100.0: 71.8 72.5 13.3 8.8 9.9 0.6 0.0 0.1 0.0 3.7 0.5: 3.7 4.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 51: 30 24 4 5 7 . 0 . . 6 .: Old : 51: 30 24 4 5 7 . 0 . . 6 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.1 48.8 59.9 67.1 38.3 46.2 53.7 55.8 Old : 39.1 48.8 59.9 67.1 38.3 46.2 53.7 55.8 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 29, 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 : 93,299: 45,151 62,660 37,940 18,433 1,038 0 0 0 0 0 0: 9,170 11,168 Old : 93,299: 45,151 62,660 37,940 18,433 1,038 0 0 0 0 0 0: 9,170 11,168 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 2,368: 2,641 3,442 1,767 0 422 0 0 0 0 0 0: -2,462 -1,496 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.4 67.2 40.7 19.8 1.1 0.0 0.0 0.0 0.0 0.0 0.0: 9.8 12.0 Old : 100.0: 48.4 67.2 40.7 19.8 1.1 0.0 0.0 0.0 0.0 0.0 0.0: 9.8 12.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 7 14 8 . 4 0 0 0 0 0 0: Old : 26: 7 14 8 . 4 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.2 61.0 80.3 75.8 51.3 56.8 70.3 69.4 Old : 56.2 61.0 80.3 75.8 51.3 56.8 70.3 69.4 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 29, 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 : 96,136: 55,140 60,034 27,910 27,720 3,658 0 0 0 0 1,165 394: 9,034 3,165 Old : 96,136: 55,140 60,034 27,910 27,720 3,658 0 0 0 0 1,165 394: 9,034 3,165 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 3,538: -553 3,055 3,784 91 0 0 0 0 0 -94 -59: 366 545 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.4 62.4 29.0 28.8 3.8 0.0 0.0 0.0 0.0 1.2 0.4: 9.4 3.3 Old : 100.0: 57.4 62.4 29.0 28.8 3.8 0.0 0.0 0.0 0.0 1.2 0.4: 9.4 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 15 14 . . . 0 0 0 0 . .: Old : 28: 15 14 . . . 0 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.6 69.5 76.8 86.7 62.6 68.7 73.9 83.8 Old : 62.6 69.5 76.8 86.7 62.6 68.7 73.9 83.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV Code-0233D4 Disaggregated Commitments of Traders - Futures Only, March 29, 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 : 44,680: 44,110 42,504 0 766 0 0 0 0 0 716 90: 480 604 Old : 44,680: 44,110 42,504 0 766 0 0 0 0 0 716 90: 480 604 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 98.7 95.1 0.0 1.7 0.0 0.0 0.0 0.0 0.0 1.6 0.2: 1.1 1.4 Old : 100.0: 98.7 95.1 0.0 1.7 0.0 0.0 0.0 0.0 0.0 1.6 0.2: 1.1 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 : 21: 8 11 0 . 0 0 0 0 0 . .: Old : 21: 8 11 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 : 95.5 81.4 98.8 91.9 95.5 81.4 98.6 91.9 Old : 95.5 81.4 98.8 91.9 95.5 81.4 98.6 91.9 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 29, 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 : 97,286: 82,132 38,984 5,705 51,850 1,021 0 0 0 2,712 0 0: 5,716 5,431 Old : 97,286: 82,132 38,984 5,705 51,850 1,021 0 0 0 2,712 0 0: 5,716 5,431 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 1,807: 622 1,731 1,216 46 -30 0 0 0 0 0 0: -1 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.4 40.1 5.9 53.3 1.0 0.0 0.0 0.0 2.8 0.0 0.0: 5.9 5.6 Old : 100.0: 84.4 40.1 5.9 53.3 1.0 0.0 0.0 0.0 2.8 0.0 0.0: 5.9 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 6 . 6 . 0 0 0 . 0 0: Old : 26: 14 6 . 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 : 60.8 71.9 77.8 86.6 60.8 71.0 77.8 85.1 Old : 60.8 71.9 77.8 86.6 60.8 71.0 77.8 85.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 Disaggregated Commitments of Traders - Futures Only, March 29, 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 : 1,073,459: 163,459 162,256 179,387 34,790 71,324 209,898 301,140 214,856 37,991 114,442 130,121: 66,423 44,530 Old : 1,073,459: 163,459 162,256 179,387 34,790 71,324 209,898 301,140 214,856 37,991 114,442 130,121: 66,423 44,530 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 2,641: 12,828 17,375 -5,291 1,801 -1,973 7,206 -24,352 3,371 -14,405 4,969 1,490: -585 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.2 15.1 16.7 3.2 6.6 19.6 28.1 20.0 3.5 10.7 12.1: 6.2 4.1 Old : 100.0: 15.2 15.1 16.7 3.2 6.6 19.6 28.1 20.0 3.5 10.7 12.1: 6.2 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 310: 34 30 24 9 23 61 74 68 39 56 64: Old : 310: 34 30 24 9 23 61 74 68 39 56 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 : 15.7 18.6 24.9 29.2 9.3 10.8 15.9 18.6 Old : 15.7 18.6 24.9 29.2 9.3 10.8 15.9 18.6 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 29, 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 : 297,181: 80,191 53,101 32,613 29,941 48,380 41,503 2,579 28,231 20,719 92,874 36,220: 9,324 5,855 Old : 297,181: 80,191 53,101 32,613 29,941 48,380 41,503 2,579 28,231 20,719 92,874 36,220: 9,324 5,855 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : -541: 674 1,911 12 -653 -196 -1,752 2,329 -70 247 -4,245 -635: 1,179 1,018 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.0 17.9 11.0 10.1 16.3 14.0 0.9 9.5 7.0 31.3 12.2: 3.1 2.0 Old : 100.0: 27.0 17.9 11.0 10.1 16.3 14.0 0.9 9.5 7.0 31.3 12.2: 3.1 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 : 78: 25 23 7 7 14 10 . 10 10 10 19: Old : 78: 25 23 7 7 14 10 . 10 10 10 19: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.6 41.9 47.9 54.8 26.5 34.2 36.2 38.9 Old : 31.6 41.9 47.9 54.8 26.5 34.2 36.2 38.9 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 29, 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 : 101,605: 11,691 24,976 27,869 18,186 20,349 9,694 8,228 8,563 6,349 7,171 8,925: 8,165 5,207 Old : 101,605: 11,691 24,976 27,869 18,186 20,349 9,694 8,228 8,563 6,349 7,171 8,925: 8,165 5,207 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : -18,652: -3,762 -2,151 -2,763 4,173 -7,108 -701 -9,578 -1,789 554 1,169 -4,363: 1,280 995 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.5 24.6 27.4 17.9 20.0 9.5 8.1 8.4 6.2 7.1 8.8: 8.0 5.1 Old : 100.0: 11.5 24.6 27.4 17.9 20.0 9.5 8.1 8.4 6.2 7.1 8.8: 8.0 5.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 54: 10 10 12 . 14 7 5 9 10 7 13: Old : 54: 10 10 12 . 14 7 5 9 10 7 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 : 27.0 39.1 39.6 55.1 17.6 29.4 27.9 38.7 Old : 27.0 39.1 39.6 55.1 17.6 29.4 27.9 38.7 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 29, 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 : 18,538: 1,257 4,092 6,830 2,818 5,927 1,512 978 1,762 156 1,783 1,043: 51 135 Old : 18,538: 1,257 4,092 6,830 2,818 5,927 1,512 978 1,762 156 1,783 1,043: 51 135 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : -3,989: 0 -65 -1,644 1,120 -201 -880 -4,337 -253 -735 -13 -134: -142 -106 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.8 22.1 36.8 15.2 32.0 8.2 5.3 9.5 0.8 9.6 5.6: 0.3 0.7 Old : 100.0: 6.8 22.1 36.8 15.2 32.0 8.2 5.3 9.5 0.8 9.6 5.6: 0.3 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 : 26: . . 4 . 6 . . 5 . 8 7: Old : 26: . . 4 . 6 . . 5 . 8 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 : 68.4 64.0 85.6 81.9 41.7 36.6 46.6 44.2 Old : 68.4 64.0 85.6 81.9 41.7 36.6 46.6 44.2 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 29, 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 : 1,495,378: 506,197 206,075 66,095 881,291 199,890 60,912 18,454 85,221 501,939 42,061 37,108: 38,016 25,278 Old : 1,495,378: 506,197 206,075 66,095 881,291 199,890 60,912 18,454 85,221 501,939 42,061 37,108: 38,016 25,278 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 13,010: 3,698 4,001 1,083 7,381 1,295 3,434 2,704 -2,110 3,453 2,083 -1,620: 3,777 -724 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.9 13.8 4.4 58.9 13.4 4.1 1.2 5.7 33.6 2.8 2.5: 2.5 1.7 Old : 100.0: 33.9 13.8 4.4 58.9 13.4 4.1 1.2 5.7 33.6 2.8 2.5: 2.5 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 102: 39 32 4 16 17 8 7 12 14 8 17: Old : 102: 39 32 4 16 17 8 7 12 14 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 : 47.4 37.7 60.5 60.1 44.8 36.4 52.9 54.5 Old : 47.4 37.7 60.5 60.1 44.8 36.4 52.9 54.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C Disaggregated Commitments of Traders - Futures Only, March 29, 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 : 306,452: 62,419 59,828 159,511 115,027 33,409 11,020 31,117 11,873 10,397 32,708 15,155: 2,668 7,335 Old : 306,452: 62,419 59,828 159,511 115,027 33,409 11,020 31,117 11,873 10,397 32,708 15,155: 2,668 7,335 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : -34,243: -1,935 -12,691 -2,667 17,249 -18,763 -2,441 -6,775 -1,507 2,165 -2,829 -9,159: 64 232 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.4 19.5 52.1 37.5 10.9 3.6 10.2 3.9 3.4 10.7 4.9: 0.9 2.4 Old : 100.0: 20.4 19.5 52.1 37.5 10.9 3.6 10.2 3.9 3.4 10.7 4.9: 0.9 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 : 66: 13 15 12 7 15 6 9 11 8 7 13: Old : 66: 13 15 12 7 15 6 9 11 8 7 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 : 35.9 47.3 55.8 63.7 32.4 41.4 50.0 54.2 Old : 35.9 47.3 55.8 63.7 32.4 41.4 50.0 54.2 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 29, 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 : 22,911: 22,002 15,380 0 6,746 320 0 0 0 362 123 112: 115 230 Old : 22,911: 22,002 15,380 0 6,746 320 0 0 0 362 123 112: 115 230 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 557: 540 498 0 10 0 0 0 0 -32 0 49: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 96.0 67.1 0.0 29.4 1.4 0.0 0.0 0.0 1.6 0.5 0.5: 0.5 1.0 Old : 100.0: 96.0 67.1 0.0 29.4 1.4 0.0 0.0 0.0 1.6 0.5 0.5: 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 : 38: 22 24 0 6 . 0 0 0 . . .: Old : 38: 22 24 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 : 61.8 45.6 79.4 69.9 48.6 31.8 60.8 51.5 Old : 61.8 45.6 79.4 69.9 48.6 31.8 60.8 51.5 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 29, 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 : 121,284: 98,257 93,174 10,295 17,343 6,894 2,740 1,750 0 1,802 1,198 437: 859 488 Old : 121,284: 98,257 93,174 10,295 17,343 6,894 2,740 1,750 0 1,802 1,198 437: 859 488 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 158: -1,930 -434 -470 115 517 1,794 0 0 189 -2 -38: 96 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.0 76.8 8.5 14.3 5.7 2.3 1.4 0.0 1.5 1.0 0.4: 0.7 0.4 Old : 100.0: 81.0 76.8 8.5 14.3 5.7 2.3 1.4 0.0 1.5 1.0 0.4: 0.7 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 : 78: 45 43 5 7 10 . . 0 6 5 4: Old : 78: 45 43 5 7 10 . . 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 : 46.9 43.7 66.3 64.0 24.9 25.6 30.8 31.7 Old : 46.9 43.7 66.3 64.0 24.9 25.6 30.8 31.7 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 29, 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 : 52,196: 32,840 43,169 8,120 2,040 4,880 54 1,404 102 5,400 480 0: 800 121 Old : 52,196: 32,840 43,169 8,120 2,040 4,880 54 1,404 102 5,400 480 0: 800 121 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 1,702: -140 535 1,075 -20 -288 0 1,404 0 1,080 0 0: -25 71 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.9 82.7 15.6 3.9 9.3 0.1 2.7 0.2 10.3 0.9 0.0: 1.5 0.2 Old : 100.0: 62.9 82.7 15.6 3.9 9.3 0.1 2.7 0.2 10.3 0.9 0.0: 1.5 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 14 15 . . 5 . . . . . 0: Old : 24: 14 15 . . 5 . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.1 52.5 88.1 72.8 41.2 28.2 46.0 40.3 Old : 59.1 52.5 88.1 72.8 41.2 28.2 46.0 40.3 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 29, 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 : 31,201: 25,381 26,157 2,775 3,329 955 1,550 0 0 43 241 229: 268 290 Old : 31,201: 25,381 26,157 2,775 3,329 955 1,550 0 0 43 241 229: 268 290 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : -129: -437 -179 235 -48 -30 0 0 0 11 -16 79: 13 65 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.3 83.8 8.9 10.7 3.1 5.0 0.0 0.0 0.1 0.8 0.7: 0.9 0.9 Old : 100.0: 81.3 83.8 8.9 10.7 3.1 5.0 0.0 0.0 0.1 0.8 0.7: 0.9 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 : 48: 29 26 . 7 5 . 0 0 . 4 .: Old : 48: 29 26 . 7 5 . 0 0 . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.0 48.8 66.6 66.8 28.5 30.3 41.3 38.9 Old : 45.0 48.8 66.6 66.8 28.5 30.3 41.3 38.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R Disaggregated Commitments of Traders - Futures Only, March 29, 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 : 15,686: 6,188 9,477 7,460 3,389 264 0 0 0 628 1,420 777: 369 359 Old : 15,686: 6,188 9,477 7,460 3,389 264 0 0 0 628 1,420 777: 369 359 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 730: 347 -28 0 692 -135 0 0 0 492 186 9: 17 6 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.4 60.4 47.6 21.6 1.7 0.0 0.0 0.0 4.0 9.1 5.0: 2.4 2.3 Old : 100.0: 39.4 60.4 47.6 21.6 1.7 0.0 0.0 0.0 4.0 9.1 5.0: 2.4 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 : 47: 24 24 5 4 . 0 0 0 . 4 4: Old : 47: 24 24 5 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 : 56.5 52.0 70.7 68.7 55.0 47.2 64.3 62.1 Old : 56.5 52.0 70.7 68.7 55.0 47.2 64.3 62.1 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 29, 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 : 14,543: 12,679 8,869 400 4,658 372 0 46 0 176 179 104: 812 315 Old : 14,543: 12,679 8,869 400 4,658 372 0 46 0 176 179 104: 812 315 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : -139: -172 -17 0 -150 0 0 0 0 1 -39 2: 30 65 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.2 61.0 2.8 32.0 2.6 0.0 0.3 0.0 1.2 1.2 0.7: 5.6 2.2 Old : 100.0: 87.2 61.0 2.8 32.0 2.6 0.0 0.3 0.0 1.2 1.2 0.7: 5.6 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 19 14 . 5 5 0 . 0 . . .: Old : 31: 19 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 : 54.8 59.2 73.4 77.5 44.2 55.7 54.3 66.8 Old : 54.8 59.2 73.4 77.5 44.2 55.7 54.3 66.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 1, 2016