NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 Disaggregated Commitments of Traders - Futures Only, May 17, 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 : 4,626,533: 2,700,481 1,114,911 371,857 2,406,761 219,023 396,208 23,786 274,696 177,690 134,395 438,677: 47,901 14,284 Old : 4,626,533: 2,700,481 1,114,911 371,857 2,406,761 219,023 396,208 23,786 274,696 177,690 134,395 438,677: 47,901 14,284 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 56,342: 42,973 2,051 12,302 28,601 1,507 -18,392 -21,548 12,450 4,188 30,387 1,502: -188 1,392 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.4 24.1 8.0 52.0 4.7 8.6 0.5 5.9 3.8 2.9 9.5: 1.0 0.3 Old : 100.0: 58.4 24.1 8.0 52.0 4.7 8.6 0.5 5.9 3.8 2.9 9.5: 1.0 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 228: 114 98 5 20 23 22 8 24 27 20 36: Old : 228: 114 98 5 20 23 22 8 24 27 20 36: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.3 30.7 43.2 45.4 22.1 28.9 33.4 40.1 Old : 24.3 30.7 43.2 45.4 22.1 28.9 33.4 40.1 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, May 17, 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 : 234,239: 35,689 47,577 43,716 54,848 32,470 40,573 7,868 26,246 23,383 34,937 29,652: 2,510 641 Old : 234,239: 35,689 47,577 43,716 54,848 32,470 40,573 7,868 26,246 23,383 34,937 29,652: 2,510 641 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 7,424: 4,830 -1,484 1,461 4,285 241 -3,494 -60 1,524 2,368 2,448 494: 0 -24 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.2 20.3 18.7 23.4 13.9 17.3 3.4 11.2 10.0 14.9 12.7: 1.1 0.3 Old : 100.0: 15.2 20.3 18.7 23.4 13.9 17.3 3.4 11.2 10.0 14.9 12.7: 1.1 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 : 64: 13 17 9 8 15 6 5 5 9 8 9: Old : 64: 13 17 9 8 15 6 5 5 9 8 9: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.1 41.6 60.7 67.6 23.8 31.2 34.5 47.0 Old : 42.1 41.6 60.7 67.6 23.8 31.2 34.5 47.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 Disaggregated Commitments of Traders - Futures Only, May 17, 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 : 269,448: 171,663 229,343 17,975 2,307 23,791 14,838 0 3,911 18,852 1,136 2,407: 16,011 6,553 Old : 269,448: 171,663 229,343 17,975 2,307 23,791 14,838 0 3,911 18,852 1,136 2,407: 16,011 6,553 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 4,311: 1,799 1,047 -2,493 332 2,230 1,075 0 -136 2,840 512 -277: -727 603 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.7 85.1 6.7 0.9 8.8 5.5 0.0 1.5 7.0 0.4 0.9: 5.9 2.4 Old : 100.0: 63.7 85.1 6.7 0.9 8.8 5.5 0.0 1.5 7.0 0.4 0.9: 5.9 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 : 62: 32 26 6 . 7 5 0 4 8 . 5: Old : 62: 32 26 6 . 7 5 0 4 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 : 29.0 50.9 45.7 71.8 23.2 47.3 34.0 58.7 Old : 29.0 50.9 45.7 71.8 23.2 47.3 34.0 58.7 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, May 17, 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 : 140,973: 125,237 100,544 52 20,576 6,256 732 1,498 1,061 0 5,307 2,544: 5,091 3,187 Old : 140,973: 125,237 100,544 52 20,576 6,256 732 1,498 1,061 0 5,307 2,544: 5,091 3,187 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 5,185: 5,601 6,759 -181 412 61 0 -6 166 0 -534 268: -730 -1,941 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.8 71.3 0.0 14.6 4.4 0.5 1.1 0.8 0.0 3.8 1.8: 3.6 2.3 Old : 100.0: 88.8 71.3 0.0 14.6 4.4 0.5 1.1 0.8 0.0 3.8 1.8: 3.6 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 : 46: 24 29 . 4 4 . . . 0 5 .: Old : 46: 24 29 . 4 4 . . . 0 5 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.7 37.0 72.4 58.2 39.7 29.0 49.6 39.5 Old : 54.7 37.0 72.4 58.2 39.7 29.0 49.6 39.5 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, May 17, 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 : 225,993: 189,570 70,555 3,894 122,880 13,316 1,630 6,264 3,227 1,823 497 1,065: 11,468 8,189 Old : 225,993: 189,570 70,555 3,894 122,880 13,316 1,630 6,264 3,227 1,823 497 1,065: 11,468 8,189 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 4,831: 2,577 4,891 2,261 877 1,149 -95 -542 302 -437 124 675: -1,601 -2,645 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.9 31.2 1.7 54.4 5.9 0.7 2.8 1.4 0.8 0.2 0.5: 5.1 3.6 Old : 100.0: 83.9 31.2 1.7 54.4 5.9 0.7 2.8 1.4 0.8 0.2 0.5: 5.1 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 48: 24 18 . 12 8 . . . . . .: Old : 48: 24 18 . 12 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 : 46.8 44.2 64.9 70.2 42.5 44.2 58.6 62.3 Old : 46.8 44.2 64.9 70.2 42.5 44.2 58.6 62.3 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, May 17, 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 : 787,782: 686,173 194,053 30,684 511,300 35,773 130 7,922 13,327 489 12,554 6,205: 15,001 6,648 Old : 787,782: 686,173 194,053 30,684 511,300 35,773 130 7,922 13,327 489 12,554 6,205: 15,001 6,648 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 14,694: 14,037 1,418 93 7,754 1,367 -192 -431 -305 -1,851 1,824 1,547: -2 1,520 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.1 24.6 3.9 64.9 4.5 0.0 1.0 1.7 0.1 1.6 0.8: 1.9 0.8 Old : 100.0: 87.1 24.6 3.9 64.9 4.5 0.0 1.0 1.7 0.1 1.6 0.8: 1.9 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 64: 37 22 5 10 13 . . . . 6 4: Old : 64: 37 22 5 10 13 . . . . 6 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 : 36.0 42.8 56.2 69.4 31.9 41.7 50.0 66.7 Old : 36.0 42.8 56.2 69.4 31.9 41.7 50.0 66.7 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, May 17, 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 : 345,863: 294,682 203,758 21,639 119,453 1,038 1,117 1,467 4,105 13,452 5,960 3,537: 6,293 6,545 Old : 345,863: 294,682 203,758 21,639 119,453 1,038 1,117 1,467 4,105 13,452 5,960 3,537: 6,293 6,545 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 14,457: 8,168 15,615 1,253 -1,066 -33 841 616 -16 5,545 297 -1,091: -210 135 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.2 58.9 6.3 34.5 0.3 0.3 0.4 1.2 3.9 1.7 1.0: 1.8 1.9 Old : 100.0: 85.2 58.9 6.3 34.5 0.3 0.3 0.4 1.2 3.9 1.7 1.0: 1.8 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: 27 29 4 9 . . . . 4 . .: Old : 61: 27 29 4 9 . . . . 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.8 40.2 68.8 57.2 42.1 40.2 61.6 56.9 Old : 48.8 40.2 68.8 57.2 42.1 40.2 61.6 56.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 Disaggregated Commitments of Traders - Futures Only, May 17, 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 : 300,217: 225,931 188,754 19,011 76,505 29,345 3,529 945 1,479 12,899 1,470 517: 7,506 1,202 Old : 300,217: 225,931 188,754 19,011 76,505 29,345 3,529 945 1,479 12,899 1,470 517: 7,506 1,202 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 3,481: 3,999 1,147 -304 2,812 -165 945 206 13 -1,082 -483 75: 0 -124 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.3 62.9 6.3 25.5 9.8 1.2 0.3 0.5 4.3 0.5 0.2: 2.5 0.4 Old : 100.0: 75.3 62.9 6.3 25.5 9.8 1.2 0.3 0.5 4.3 0.5 0.2: 2.5 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 : 57: 29 32 4 9 11 . . . . . .: Old : 57: 29 32 4 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 : 49.2 38.9 69.0 58.1 48.5 34.4 63.9 51.0 Old : 49.2 38.9 69.0 58.1 48.5 34.4 63.9 51.0 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, May 17, 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 : 111,160: 103,676 64,447 0 35,107 180 724 0 1,423 0 1,672 812: 4,345 7,519 Old : 111,160: 103,676 64,447 0 35,107 180 724 0 1,423 0 1,672 812: 4,345 7,519 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 555: 1,584 -942 0 1,510 0 -153 0 -182 0 720 -59: -635 -492 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.3 58.0 0.0 31.6 0.2 0.7 0.0 1.3 0.0 1.5 0.7: 3.9 6.8 Old : 100.0: 93.3 58.0 0.0 31.6 0.2 0.7 0.0 1.3 0.0 1.5 0.7: 3.9 6.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 19 16 0 7 . . 0 . 0 . .: Old : 32: 19 16 0 7 . . 0 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.3 54.4 77.9 69.8 62.5 51.6 76.4 66.9 Old : 63.3 54.4 77.9 69.8 62.5 51.6 76.4 66.9 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, May 17, 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 : 125,705: 85,403 97,518 17,638 2,448 6,484 250 2,059 88 277 1,985 7,324: 8,241 7,799 Old : 125,705: 85,403 97,518 17,638 2,448 6,484 250 2,059 88 277 1,985 7,324: 8,241 7,799 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 5,397: 6,115 1,662 210 0 0 2 -271 60 -4,405 -294 3,809: -394 431 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.9 77.6 14.0 1.9 5.2 0.2 1.6 0.1 0.2 1.6 5.8: 6.6 6.2 Old : 100.0: 67.9 77.6 14.0 1.9 5.2 0.2 1.6 0.1 0.2 1.6 5.8: 6.6 6.2 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 : 39: 24 20 4 . . . . . . 4 4: Old : 39: 24 20 4 . . . . . . 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 : 47.3 35.6 68.3 60.4 43.4 35.1 58.8 56.8 Old : 47.3 35.6 68.3 60.4 43.4 35.1 58.8 56.8 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, May 17, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 111,971: 97,743 29,333 1,498 68,942 577 227 0 1,247 0 1,764 288: 10,391 9,820 Old : 111,971: 97,743 29,333 1,498 68,942 577 227 0 1,247 0 1,764 288: 10,391 9,820 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 2,797: 2,140 -521 0 2,664 0 -111 0 -40 0 488 0: 808 206 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.3 26.2 1.3 61.6 0.5 0.2 0.0 1.1 0.0 1.6 0.3: 9.3 8.8 Old : 100.0: 87.3 26.2 1.3 61.6 0.5 0.2 0.0 1.1 0.0 1.6 0.3: 9.3 8.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 14 11 . 7 . . 0 . 0 . .: Old : 27: 14 11 . 7 . . 0 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.6 52.3 82.1 73.3 71.7 52.3 78.4 71.4 Old : 72.6 52.3 82.1 73.3 71.7 52.3 78.4 71.4 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, May 17, 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 : 161,850: 114,176 65,281 34,295 82,099 5,532 0 0 0 0 0 0: 7,847 8,938 Old : 161,850: 114,176 65,281 34,295 82,099 5,532 0 0 0 0 0 0: 7,847 8,938 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 2,487: 2,227 459 -303 1,430 142 0 0 0 0 0 0: 421 456 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.5 40.3 21.2 50.7 3.4 0.0 0.0 0.0 0.0 0.0 0.0: 4.8 5.5 Old : 100.0: 70.5 40.3 21.2 50.7 3.4 0.0 0.0 0.0 0.0 0.0 0.0: 4.8 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 21 14 5 7 5 0 0 0 0 0 0: Old : 34: 21 14 5 7 5 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.4 70.0 60.6 81.8 38.7 68.7 59.4 78.7 Old : 39.4 70.0 60.6 81.8 38.7 68.7 59.4 78.7 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, May 17, 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 : 80,130: 66,715 46,159 3,023 25,370 428 0 1,254 0 0 0 0: 9,964 6,919 Old : 80,130: 66,715 46,159 3,023 25,370 428 0 1,254 0 0 0 0: 9,964 6,919 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : -187: -337 811 0 -2,192 0 0 1,254 0 0 0 0: 150 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.3 57.6 3.8 31.7 0.5 0.0 1.6 0.0 0.0 0.0 0.0: 12.4 8.6 Old : 100.0: 83.3 57.6 3.8 31.7 0.5 0.0 1.6 0.0 0.0 0.0 0.0: 12.4 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 : 24: 15 11 . . . 0 . 0 0 0 0: Old : 24: 15 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 : 53.2 61.8 71.9 83.7 53.2 61.8 66.8 79.6 Old : 53.2 61.8 71.9 83.7 53.2 61.8 66.8 79.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 Disaggregated Commitments of Traders - Futures Only, May 17, 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 : 339,241: 243,544 110,533 53,315 187,438 22,949 645 975 1,999 64 3,046 4,831: 11,894 7,470 Old : 339,241: 243,544 110,533 53,315 187,438 22,949 645 975 1,999 64 3,046 4,831: 11,894 7,470 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 14,155: 12,012 2,948 -1,120 7,916 4,040 0 93 -31 -119 725 -247: -380 -1,289 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.8 32.6 15.7 55.3 6.8 0.2 0.3 0.6 0.0 0.9 1.4: 3.5 2.2 Old : 100.0: 71.8 32.6 15.7 55.3 6.8 0.2 0.3 0.6 0.0 0.9 1.4: 3.5 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 : 63: 39 25 4 12 7 . . . . . .: Old : 63: 39 25 4 12 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 : 28.6 52.7 47.9 69.7 26.9 52.4 44.3 66.9 Old : 28.6 52.7 47.9 69.7 26.9 52.4 44.3 66.9 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, May 17, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 83,747: 68,349 37,784 3,713 33,708 1,160 889 620 652 700 0 969: 7,315 8,854 Old : 83,747: 68,349 37,784 3,713 33,708 1,160 889 620 652 700 0 969: 7,315 8,854 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 1,205: 286 44 0 -302 0 -4 0 181 463 0 188: 91 1,094 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.6 45.1 4.4 40.2 1.4 1.1 0.7 0.8 0.8 0.0 1.2: 8.7 10.6 Old : 100.0: 81.6 45.1 4.4 40.2 1.4 1.1 0.7 0.8 0.8 0.0 1.2: 8.7 10.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 14 11 . 6 4 . . . . 0 .: Old : 26: 14 11 . 6 4 . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.5 51.0 76.3 72.2 50.1 48.6 67.5 68.3 Old : 52.5 51.0 76.3 72.2 50.1 48.6 67.5 68.3 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, May 17, 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 : 72,797: 26,194 40,803 32,735 14,160 2,555 0 4,660 686 3,465 5,329 59: 7,103 4,545 Old : 72,797: 26,194 40,803 32,735 14,160 2,555 0 4,660 686 3,465 5,329 59: 7,103 4,545 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 1,301: 278 97 244 -360 361 0 116 -88 0 2,432 -224: 730 -1,033 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.0 56.1 45.0 19.5 3.5 0.0 6.4 0.9 4.8 7.3 0.1: 9.8 6.2 Old : 100.0: 36.0 56.1 45.0 19.5 3.5 0.0 6.4 0.9 4.8 7.3 0.1: 9.8 6.2 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: 7 8 5 4 7 0 . . . . .: Old : 24: 7 8 5 4 7 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.6 62.9 72.9 79.0 44.1 52.0 64.7 65.3 Old : 45.6 62.9 72.9 79.0 44.1 52.0 64.7 65.3 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, May 17, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 54,135: 29,194 49,848 13,145 928 2,863 5,538 0 0 1,200 0 0: 2,195 496 Old : 54,135: 29,194 49,848 13,145 928 2,863 5,538 0 0 1,200 0 0: 2,195 496 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 5,400: 2,220 5,768 0 -60 0 1,740 0 0 1,200 0 0: 240 -308 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.9 92.1 24.3 1.7 5.3 10.2 0.0 0.0 2.2 0.0 0.0: 4.1 0.9 Old : 100.0: 53.9 92.1 24.3 1.7 5.3 10.2 0.0 0.0 2.2 0.0 0.0: 4.1 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 : 24: 7 12 6 . . . 0 0 . 0 0: Old : 24: 7 12 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 : 43.1 65.5 68.3 82.9 30.4 58.9 50.8 68.5 Old : 43.1 65.5 68.3 82.9 30.4 58.9 50.8 68.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH Disaggregated Commitments of Traders - Futures Only, May 17, 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 : 117,404: 94,054 84,585 7,865 3,626 0 10,602 9,798 775 1,478 16,036 1,200: 1,430 1,384 Old : 117,404: 94,054 84,585 7,865 3,626 0 10,602 9,798 775 1,478 16,036 1,200: 1,430 1,384 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 5,250: 1,470 5,498 300 0 0 1,740 0 0 300 -1,200 1,200: 240 -248 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.1 72.0 6.7 3.1 0.0 9.0 8.3 0.7 1.3 13.7 1.0: 1.2 1.2 Old : 100.0: 80.1 72.0 6.7 3.1 0.0 9.0 8.3 0.7 1.3 13.7 1.0: 1.2 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 67: 25 25 5 . 0 5 5 . . 5 .: Old : 67: 25 25 5 . 0 5 5 . . 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 : 53.7 52.1 67.9 66.3 50.9 46.7 61.9 60.3 Old : 53.7 52.1 67.9 66.3 50.9 46.7 61.9 60.3 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, May 17, 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 : 57,721: 54,409 57,039 1,228 0 0 488 0 0 558 0 0: 1,038 682 Old : 57,721: 54,409 57,039 1,228 0 0 488 0 0 558 0 0: 1,038 682 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 3,290: 2,442 3,290 608 0 0 240 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.3 98.8 2.1 0.0 0.0 0.8 0.0 0.0 1.0 0.0 0.0: 1.8 1.2 Old : 100.0: 94.3 98.8 2.1 0.0 0.0 0.8 0.0 0.0 1.0 0.0 0.0: 1.8 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 18 19 . 0 0 . 0 0 . 0 0: Old : 33: 18 19 . 0 0 . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.5 48.4 84.2 73.8 45.6 35.6 58.9 55.1 Old : 64.5 48.4 84.2 73.8 45.6 35.6 58.9 55.1 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, May 17, 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 : 205,171: 159,887 159,223 21,408 22,859 10,616 301 0 1,204 4,355 0 31: 7,369 11,238 Old : 205,171: 159,887 159,223 21,408 22,859 10,616 301 0 1,204 4,355 0 31: 7,369 11,238 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 935: -886 386 -981 216 90 -328 0 586 2,699 0 -123: -122 -220 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.9 77.6 10.4 11.1 5.2 0.1 0.0 0.6 2.1 0.0 0.0: 3.6 5.5 Old : 100.0: 77.9 77.6 10.4 11.1 5.2 0.1 0.0 0.6 2.1 0.0 0.0: 3.6 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 31 28 . 5 . . 0 . . 0 .: Old : 41: 31 28 . 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 : 60.5 46.1 74.8 66.4 58.6 38.9 66.9 52.4 Old : 60.5 46.1 74.8 66.4 58.6 38.9 66.9 52.4 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, May 17, 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 : 31,321: 27,286 26,580 676 1,581 0 0 496 0 2,156 384 186: 1,017 2,094 Old : 31,321: 27,286 26,580 676 1,581 0 0 496 0 2,156 384 186: 1,017 2,094 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 1,988: 1,748 1,350 180 0 0 0 0 0 0 330 0: 60 308 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.1 84.9 2.2 5.0 0.0 0.0 1.6 0.0 6.9 1.2 0.6: 3.2 6.7 Old : 100.0: 87.1 84.9 2.2 5.0 0.0 0.0 1.6 0.0 6.9 1.2 0.6: 3.2 6.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 9 13 . . 0 0 . 0 . . .: Old : 25: 9 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 : 72.6 62.6 91.8 84.0 72.6 55.8 87.2 76.8 Old : 72.6 62.6 91.8 84.0 72.6 55.8 87.2 76.8 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, May 17, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 54,650: 38,719 40,586 3,621 1,928 214 0 0 0 135 5,352 708: 11,253 5,862 Old : 54,650: 38,719 40,586 3,621 1,928 214 0 0 0 135 5,352 708: 11,253 5,862 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 1,195: 1,174 775 0 0 0 0 0 0 135 2,939 81: -195 -2,600 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.8 74.3 6.6 3.5 0.4 0.0 0.0 0.0 0.2 9.8 1.3: 20.6 10.7 Old : 100.0: 70.8 74.3 6.6 3.5 0.4 0.0 0.0 0.0 0.2 9.8 1.3: 20.6 10.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 13 17 . . . 0 0 0 . . .: Old : 25: 13 17 . . . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.1 42.6 71.6 62.1 40.9 30.7 47.4 42.5 Old : 54.1 42.6 71.6 62.1 40.9 30.7 47.4 42.5 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, May 17, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 111,158: 92,008 59,683 801 19,848 7,727 0 5,049 697 2,889 12,237 0: 7,036 5,917 Old : 111,158: 92,008 59,683 801 19,848 7,727 0 5,049 697 2,889 12,237 0: 7,036 5,917 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 1,208: 1,208 1,208 0 0 0 0 -120 0 0 0 0: 0 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.8 53.7 0.7 17.9 7.0 0.0 4.5 0.6 2.6 11.0 0.0: 6.3 5.3 Old : 100.0: 82.8 53.7 0.7 17.9 7.0 0.0 4.5 0.6 2.6 11.0 0.0: 6.3 5.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 14 19 . 6 4 0 . . . . 0: Old : 38: 14 19 . 6 4 0 . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.7 44.6 79.4 62.0 61.7 37.5 75.9 54.1 Old : 61.7 44.6 79.4 62.0 61.7 37.5 75.9 54.1 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, May 17, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 120,907: 86,313 110,077 6,781 0 1,909 654 0 1,397 7,622 0 12: 16,219 7,512 Old : 120,907: 86,313 110,077 6,781 0 1,909 654 0 1,397 7,622 0 12: 16,219 7,512 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 4,526: 3,855 3,392 -365 0 151 -856 0 321 574 0 0: 846 662 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.4 91.0 5.6 0.0 1.6 0.5 0.0 1.2 6.3 0.0 0.0: 13.4 6.2 Old : 100.0: 71.4 91.0 5.6 0.0 1.6 0.5 0.0 1.2 6.3 0.0 0.0: 13.4 6.2 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 : 27: 17 12 . 0 . . 0 . . 0 .: Old : 27: 17 12 . 0 . . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.8 71.3 61.9 85.2 43.3 68.5 58.5 76.6 Old : 45.8 71.3 61.9 85.2 43.3 68.5 58.5 76.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC Disaggregated Commitments of Traders - Futures Only, May 17, 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 : 103,424: 72,191 97,826 21,914 2,691 942 984 0 0 0 0 0: 7,393 1,965 Old : 103,424: 72,191 97,826 21,914 2,691 942 984 0 0 0 0 0: 7,393 1,965 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 5,014: -907 4,804 6,007 0 0 -240 0 0 0 0 0: 154 210 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.8 94.6 21.2 2.6 0.9 1.0 0.0 0.0 0.0 0.0 0.0: 7.1 1.9 Old : 100.0: 69.8 94.6 21.2 2.6 0.9 1.0 0.0 0.0 0.0 0.0 0.0: 7.1 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 : 23: 13 13 5 . . . 0 0 0 0 0: Old : 23: 13 13 5 . . . 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.0 65.5 80.0 89.2 52.4 56.4 70.1 74.7 Old : 56.0 65.5 80.0 89.2 52.4 56.4 70.1 74.7 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, May 17, 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 : 110,637: 98,498 102,193 2,473 3,073 1,036 0 0 0 395 1,293 550: 7,685 2,492 Old : 110,637: 98,498 102,193 2,473 3,073 1,036 0 0 0 395 1,293 550: 7,685 2,492 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : -1,377: -696 -1,469 -548 0 120 0 0 0 65 249 -265: -53 -12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.0 92.4 2.2 2.8 0.9 0.0 0.0 0.0 0.4 1.2 0.5: 6.9 2.3 Old : 100.0: 89.0 92.4 2.2 2.8 0.9 0.0 0.0 0.0 0.4 1.2 0.5: 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 : 29: 19 16 . . . 0 0 0 . . .: Old : 29: 19 16 . . . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.5 61.7 77.7 83.6 58.1 56.9 72.0 78.4 Old : 60.5 61.7 77.7 83.6 58.1 56.9 72.0 78.4 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, May 17, 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 : 133,221: 93,782 68,272 15,032 33,686 4,216 0 111 1,230 631 14,829 1,790: 16,540 9,087 Old : 133,221: 93,782 68,272 15,032 33,686 4,216 0 111 1,230 631 14,829 1,790: 16,540 9,087 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 1,321: -12 2,528 -124 -1,865 30 0 -94 66 631 1,315 -321: 1,051 -338 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.4 51.2 11.3 25.3 3.2 0.0 0.1 0.9 0.5 11.1 1.3: 12.4 6.8 Old : 100.0: 70.4 51.2 11.3 25.3 3.2 0.0 0.1 0.9 0.5 11.1 1.3: 12.4 6.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 19 19 4 6 5 0 . . . . .: Old : 40: 19 19 4 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 : 39.7 44.5 57.8 66.6 25.6 33.6 39.6 49.2 Old : 39.7 44.5 57.8 66.6 25.6 33.6 39.6 49.2 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, May 17, 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 : 47,893: 39,535 42,466 4,168 3,444 728 712 0 248 891 608 0: 1,611 399 Old : 47,893: 39,535 42,466 4,168 3,444 728 712 0 248 891 608 0: 1,611 399 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 5,214: 3,410 4,614 -240 0 240 712 -248 248 240 360 0: 604 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.5 88.7 8.7 7.2 1.5 1.5 0.0 0.5 1.9 1.3 0.0: 3.4 0.8 Old : 100.0: 82.5 88.7 8.7 7.2 1.5 1.5 0.0 0.5 1.9 1.3 0.0: 3.4 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 17 16 . . . . 0 . . . 0: Old : 30: 17 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 : 52.0 53.6 74.4 77.5 36.7 32.8 49.9 52.8 Old : 52.0 53.6 74.4 77.5 36.7 32.8 49.9 52.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG Disaggregated Commitments of Traders - Futures Only, May 17, 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 : 53,807: 35,710 52,703 15,889 0 488 0 248 0 0 0 0: 1,720 368 Old : 53,807: 35,710 52,703 15,889 0 488 0 248 0 0 0 0: 1,720 368 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 237: 1,569 667 -960 0 0 0 0 0 0 0 0: -372 -430 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.4 97.9 29.5 0.0 0.9 0.0 0.5 0.0 0.0 0.0 0.0: 3.2 0.7 Old : 100.0: 66.4 97.9 29.5 0.0 0.9 0.0 0.5 0.0 0.0 0.0 0.0: 3.2 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 : 24: 10 14 . 0 . 0 . 0 0 0 0: Old : 24: 10 14 . 0 . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.2 75.6 88.7 94.4 60.3 75.6 86.7 94.2 Old : 61.2 75.6 88.7 94.4 60.3 75.6 86.7 94.2 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, May 17, 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 : 202,236: 150,470 144,463 18,224 22,137 20,381 2,290 328 584 1,200 5,717 1,977: 7,110 6,649 Old : 202,236: 150,470 144,463 18,224 22,137 20,381 2,290 328 584 1,200 5,717 1,977: 7,110 6,649 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : -962: 522 -1,133 183 -129 -270 93 328 398 -118 -363 -95: -1,675 302 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.4 71.4 9.0 10.9 10.1 1.1 0.2 0.3 0.6 2.8 1.0: 3.5 3.3 Old : 100.0: 74.4 71.4 9.0 10.9 10.1 1.1 0.2 0.3 0.6 2.8 1.0: 3.5 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 57: 31 27 4 5 7 . . . . 5 4: Old : 57: 31 27 4 5 7 . . . . 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 : 34.3 51.8 54.6 64.1 33.3 45.3 48.5 55.6 Old : 34.3 51.8 54.6 64.1 33.3 45.3 48.5 55.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU Disaggregated Commitments of Traders - Futures Only, May 17, 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 : 94,248: 78,485 37,272 2,318 43,508 3,602 0 0 0 1,397 0 366: 8,080 9,500 Old : 94,248: 78,485 37,272 2,318 43,508 3,602 0 0 0 1,397 0 366: 8,080 9,500 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 2,618: 1,370 456 0 938 272 0 0 0 1,397 0 366: -787 586 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.3 39.5 2.5 46.2 3.8 0.0 0.0 0.0 1.5 0.0 0.4: 8.6 10.1 Old : 100.0: 83.3 39.5 2.5 46.2 3.8 0.0 0.0 0.0 1.5 0.0 0.4: 8.6 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 : 23: 11 7 . 7 5 0 0 0 . 0 .: Old : 23: 11 7 . 7 5 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.8 60.2 79.5 80.8 57.4 58.2 75.7 75.9 Old : 57.8 60.2 79.5 80.8 57.4 58.2 75.7 75.9 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, May 17, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mm btu : : : Positions : All : 88,515: 45,543 60,870 32,947 18,032 248 0 0 0 0 0 0: 9,777 9,365 Old : 88,515: 45,543 60,870 32,947 18,032 248 0 0 0 0 0 0: 9,777 9,365 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 918: 1,530 399 0 -153 0 0 0 0 0 0 0: -612 672 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.5 68.8 37.2 20.4 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 11.0 10.6 Old : 100.0: 51.5 68.8 37.2 20.4 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 11.0 10.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 8 14 6 . . 0 0 0 0 0 0: Old : 25: 8 14 6 . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.3 59.3 76.0 75.0 49.7 54.0 67.5 68.1 Old : 54.3 59.3 76.0 75.0 49.7 54.0 67.5 68.1 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, May 17, 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 : 89,432: 52,187 54,828 25,653 26,042 3,658 0 0 0 0 1,316 243: 7,691 3,345 Old : 89,432: 52,187 54,828 25,653 26,042 3,658 0 0 0 0 1,316 243: 7,691 3,345 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 1,191: 977 1,005 121 62 0 0 0 0 0 30 -30: 123 124 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.4 61.3 28.7 29.1 4.1 0.0 0.0 0.0 0.0 1.5 0.3: 8.6 3.7 Old : 100.0: 58.4 61.3 28.7 29.1 4.1 0.0 0.0 0.0 0.0 1.5 0.3: 8.6 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 : 28: 18 13 . . . 0 0 0 0 . .: Old : 28: 18 13 . . . 0 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.1 71.0 76.4 89.0 64.1 70.0 74.0 84.9 Old : 64.1 71.0 76.4 89.0 64.1 70.0 74.0 84.9 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, May 17, 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 : 96,810: 77,584 35,635 6,277 53,323 2,169 0 0 0 2,367 0 0: 8,413 5,683 Old : 96,810: 77,584 35,635 6,277 53,323 2,169 0 0 0 2,367 0 0: 8,413 5,683 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 2,190: 730 30 730 -862 0 0 0 0 0 0 0: 730 3,022 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.1 36.8 6.5 55.1 2.2 0.0 0.0 0.0 2.4 0.0 0.0: 8.7 5.9 Old : 100.0: 80.1 36.8 6.5 55.1 2.2 0.0 0.0 0.0 2.4 0.0 0.0: 8.7 5.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 15 8 . 6 . 0 0 0 . 0 0: Old : 28: 15 8 . 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 : 57.1 71.2 74.8 86.6 57.1 69.9 74.3 84.3 Old : 57.1 71.2 74.8 86.6 57.1 69.9 74.3 84.3 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, May 17, 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 : 1,088,763: 136,601 157,686 161,500 42,684 87,816 232,975 309,206 213,432 55,060 111,284 127,134: 74,245 39,521 Old : 1,088,763: 136,601 157,686 161,500 42,684 87,816 232,975 309,206 213,432 55,060 111,284 127,134: 74,245 39,521 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 15,200: -13,339 -3,332 6,464 -2,522 19,765 10,043 19,624 -7,540 7,830 -3,883 -7,105: -918 193 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.5 14.5 14.8 3.9 8.1 21.4 28.4 19.6 5.1 10.2 11.7: 6.8 3.6 Old : 100.0: 12.5 14.5 14.8 3.9 8.1 21.4 28.4 19.6 5.1 10.2 11.7: 6.8 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 333: 34 31 23 10 27 57 82 83 52 55 73: Old : 333: 34 31 23 10 27 57 82 83 52 55 73: 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 : 13.2 17.0 24.3 28.3 8.7 11.2 15.3 17.7 Old : 13.2 17.0 24.3 28.3 8.7 11.2 15.3 17.7 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, May 17, 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 : 276,900: 66,383 43,251 31,472 30,107 46,688 46,586 10 22,640 18,748 95,093 32,340: 12,043 6,771 Old : 276,900: 66,383 43,251 31,472 30,107 46,688 46,586 10 22,640 18,748 95,093 32,340: 12,043 6,771 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 1,970: 856 -2,610 132 1,050 -17 -2,491 -250 2,225 1,377 2,228 -1,126: 1,014 470 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.0 15.6 11.4 10.9 16.9 16.8 0.0 8.2 6.8 34.3 11.7: 4.3 2.4 Old : 100.0: 24.0 15.6 11.4 10.9 16.9 16.8 0.0 8.2 6.8 34.3 11.7: 4.3 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: 15 20 6 6 12 9 . 11 8 13 19: Old : 66: 15 20 6 6 12 9 . 11 8 13 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 : 34.3 44.0 50.9 57.1 27.8 37.8 38.3 43.5 Old : 34.3 44.0 50.9 57.1 27.8 37.8 38.3 43.5 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, May 17, 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 : 116,983: 12,883 25,479 25,364 22,932 25,821 16,909 4,299 10,277 5,107 10,824 11,470: 9,152 5,881 Old : 116,983: 12,883 25,479 25,364 22,932 25,821 16,909 4,299 10,277 5,107 10,824 11,470: 9,152 5,881 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 5,133: 326 859 -581 1,387 1,731 4,004 1,265 -1,478 283 43 703: 145 623 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.0 21.8 21.7 19.6 22.1 14.5 3.7 8.8 4.4 9.3 9.8: 7.8 5.0 Old : 100.0: 11.0 21.8 21.7 19.6 22.1 14.5 3.7 8.8 4.4 9.3 9.8: 7.8 5.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 52: 9 10 12 . 14 6 5 10 5 11 11: Old : 52: 9 10 12 . 14 6 5 10 5 11 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 : 26.0 42.0 40.1 56.6 14.6 28.2 25.2 35.2 Old : 26.0 42.0 40.1 56.6 14.6 28.2 25.2 35.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES Code-023P02 Disaggregated Commitments of Traders - Futures Only, May 17, 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 : 23,058: 1,770 5,095 5,062 3,786 7,408 3,190 131 3,020 806 1,816 1,781: 21 21 Old : 23,058: 1,770 5,095 5,062 3,786 7,408 3,190 131 3,020 806 1,816 1,781: 21 21 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 805: 244 57 -75 -100 225 -123 0 201 210 299 102: 21 21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.7 22.1 22.0 16.4 32.1 13.8 0.6 13.1 3.5 7.9 7.7: 0.1 0.1 Old : 100.0: 7.7 22.1 22.0 16.4 32.1 13.8 0.6 13.1 3.5 7.9 7.7: 0.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 4 . . 4 7 6 . 5 4 7 8: Old : 29: 4 . . 4 7 6 . 5 4 7 8: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.8 67.1 75.6 83.8 29.0 34.1 37.2 38.5 Old : 53.8 67.1 75.6 83.8 29.0 34.1 37.2 38.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HHUB NAT GAS PENULT FINL-2500 - NASDAQ FUTURES Code-023P03 Disaggregated Commitments of Traders - Futures Only, May 17, 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 : 31,394: 5,122 9,717 14,489 3,770 3,725 825 5,805 2,049 1,284 2,382 1,338: 2,562 2,608 Old : 31,394: 5,122 9,717 14,489 3,770 3,725 825 5,805 2,049 1,284 2,382 1,338: 2,562 2,608 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 2,002: 0 90 2,464 1,024 -384 0 -130 0 168 188 -168: -78 1,382 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.3 31.0 46.2 12.0 11.9 2.6 18.5 6.5 4.1 7.6 4.3: 8.2 8.3 Old : 100.0: 16.3 31.0 46.2 12.0 11.9 2.6 18.5 6.5 4.1 7.6 4.3: 8.2 8.3 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 : 21: . . . . 4 . 4 4 . 5 4: Old : 21: . . . . 4 . 4 4 . 5 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.2 65.9 80.8 79.8 56.8 51.5 64.7 61.1 Old : 64.2 65.9 80.8 79.8 56.8 51.5 64.7 61.1 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, May 17, 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 : 1,413,102: 438,189 203,318 78,028 834,240 185,723 87,500 23,653 68,843 472,750 21,747 46,589: 35,480 28,989 Old : 1,413,102: 438,189 203,318 78,028 834,240 185,723 87,500 23,653 68,843 472,750 21,747 46,589: 35,480 28,989 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : -604: -838 -1,447 -600 -124 -75 1,566 481 -1,267 -3,472 588 632: 3,450 608 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.0 14.4 5.5 59.0 13.1 6.2 1.7 4.9 33.5 1.5 3.3: 2.5 2.1 Old : 100.0: 31.0 14.4 5.5 59.0 13.1 6.2 1.7 4.9 33.5 1.5 3.3: 2.5 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 : 97: 36 31 4 14 15 9 6 9 15 6 17: Old : 97: 36 31 4 14 15 9 6 9 15 6 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 : 47.0 37.6 59.9 60.8 43.1 36.2 52.8 55.7 Old : 47.0 37.6 59.9 60.8 43.1 36.2 52.8 55.7 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, May 17, 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 : 327,793: 60,788 62,001 163,493 127,950 35,975 23,527 35,440 10,250 15,133 33,685 16,086: 2,541 6,406 Old : 327,793: 60,788 62,001 163,493 127,950 35,975 23,527 35,440 10,250 15,133 33,685 16,086: 2,541 6,406 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 5,983: -216 285 2,248 3,023 1,577 2,068 -933 559 -762 1,259 485: 24 -272 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.5 18.9 49.9 39.0 11.0 7.2 10.8 3.1 4.6 10.3 4.9: 0.8 2.0 Old : 100.0: 18.5 18.9 49.9 39.0 11.0 7.2 10.8 3.1 4.6 10.3 4.9: 0.8 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 : 68: 13 15 12 8 16 6 8 10 10 8 15: Old : 68: 13 15 12 8 16 6 8 10 10 8 15: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.7 49.4 52.7 65.3 29.9 43.6 46.7 56.2 Old : 33.7 49.4 52.7 65.3 29.9 43.6 46.7 56.2 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, May 17, 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 : 30,746: 29,767 21,454 0 7,203 75 0 0 0 68 788 441: 395 785 Old : 30,746: 29,767 21,454 0 7,203 75 0 0 0 68 788 441: 395 785 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 3,583: 3,545 3,057 0 300 0 0 0 0 -37 -44 100: -25 170 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 96.8 69.8 0.0 23.4 0.2 0.0 0.0 0.0 0.2 2.6 1.4: 1.3 2.6 Old : 100.0: 96.8 69.8 0.0 23.4 0.2 0.0 0.0 0.0 0.2 2.6 1.4: 1.3 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 : 42: 23 26 0 6 . 0 0 0 . 4 4: Old : 42: 23 26 0 6 . 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 : 48.8 37.1 73.8 56.5 35.3 26.1 48.7 38.5 Old : 48.8 37.1 73.8 56.5 35.3 26.1 48.7 38.5 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, May 17, 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 : 127,255: 102,041 99,570 9,601 17,139 6,207 4,604 1,400 0 2,249 933 598: 1,955 1,408 Old : 127,255: 102,041 99,570 9,601 17,139 6,207 4,604 1,400 0 2,249 933 598: 1,955 1,408 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 5,202: 5,348 4,548 -454 318 -473 30 0 0 -95 0 70: 776 739 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.2 78.2 7.5 13.5 4.9 3.6 1.1 0.0 1.8 0.7 0.5: 1.5 1.1 Old : 100.0: 80.2 78.2 7.5 13.5 4.9 3.6 1.1 0.0 1.8 0.7 0.5: 1.5 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 79: 43 47 5 7 7 4 . 0 8 5 5: Old : 79: 43 47 5 7 7 4 . 0 8 5 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.2 44.4 66.5 62.1 21.2 26.9 28.8 31.1 Old : 47.2 44.4 66.5 62.1 21.2 26.9 28.8 31.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P Disaggregated Commitments of Traders - Futures Only, May 17, 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 : 68,369: 42,489 52,917 4,461 3,485 7,479 1,357 2,988 83 12,020 695 0: 480 722 Old : 68,369: 42,489 52,917 4,461 3,485 7,479 1,357 2,988 83 12,020 695 0: 480 722 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 6,138: 3,998 4,118 -780 -720 2,350 0 0 0 780 0 0: -210 390 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.1 77.4 6.5 5.1 10.9 2.0 4.4 0.1 17.6 1.0 0.0: 0.7 1.1 Old : 100.0: 62.1 77.4 6.5 5.1 10.9 2.0 4.4 0.1 17.6 1.0 0.0: 0.7 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 18 17 . 4 5 . . . 4 . 0: Old : 33: 18 17 . 4 5 . . . 4 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.3 50.3 82.2 72.8 28.7 24.2 35.7 33.5 Old : 57.3 50.3 82.2 72.8 28.7 24.2 35.7 33.5 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, May 17, 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 : 31,807: 25,157 23,725 2,133 4,049 1,369 1,240 0 0 185 778 1,472: 251 414 Old : 31,807: 25,157 23,725 2,133 4,049 1,369 1,240 0 0 185 778 1,472: 251 414 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 1,517: 1,366 951 -91 384 158 0 0 0 85 10 -1: 0 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.1 74.6 6.7 12.7 4.3 3.9 0.0 0.0 0.6 2.4 4.6: 0.8 1.3 Old : 100.0: 79.1 74.6 6.7 12.7 4.3 3.9 0.0 0.0 0.6 2.4 4.6: 0.8 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 : 47: 29 25 . 7 5 . 0 0 . . 4: Old : 47: 29 25 . 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 : 41.7 41.8 64.2 60.9 22.4 27.9 35.1 36.9 Old : 41.7 41.8 64.2 60.9 22.4 27.9 35.1 36.9 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, May 17, 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 : 16,100: 5,391 8,963 7,674 3,244 115 0 0 0 1,831 2,769 569: 520 440 Old : 16,100: 5,391 8,963 7,674 3,244 115 0 0 0 1,831 2,769 569: 520 440 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 661: 404 322 81 230 -5 0 0 0 45 -32 116: 20 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.5 55.7 47.7 20.1 0.7 0.0 0.0 0.0 11.4 17.2 3.5: 3.2 2.7 Old : 100.0: 33.5 55.7 47.7 20.1 0.7 0.0 0.0 0.0 11.4 17.2 3.5: 3.2 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 44: 25 21 5 4 . 0 0 0 . . 5: Old : 44: 25 21 5 4 . 0 0 0 . . 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.5 53.1 67.3 74.0 54.5 50.1 65.1 69.3 Old : 55.5 53.1 67.3 74.0 54.5 50.1 65.1 69.3 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, May 17, 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 : 16,801: 14,821 10,555 361 5,403 153 0 0 0 247 126 105: 1,114 459 Old : 16,801: 14,821 10,555 361 5,403 153 0 0 0 247 126 105: 1,114 459 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 163: 70 -40 75 180 10 0 0 0 -40 0 13: 35 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.2 62.8 2.1 32.2 0.9 0.0 0.0 0.0 1.5 0.7 0.6: 6.6 2.7 Old : 100.0: 88.2 62.8 2.1 32.2 0.9 0.0 0.0 0.0 1.5 0.7 0.6: 6.6 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 20 14 . 4 4 0 0 0 . . .: Old : 29: 20 14 . 4 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 : 64.2 64.9 78.1 82.1 51.0 52.6 58.2 63.8 Old : 64.2 64.9 78.1 82.1 51.0 52.6 58.2 63.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 20, 2016