NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                                                               Code-023391
Disaggregated Commitments of Traders - Futures Only, June 07, 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  : 4,470,300: 2,449,462  1,085,481    406,559  2,381,458    212,792    438,719     35,812    225,924    255,619     83,797    431,170:   50,055    13,866
Old  : 4,470,300: 2,449,462  1,085,481    406,559  2,381,458    212,792    438,719     35,812    225,924    255,619     83,797    431,170:   50,055    13,866
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :    37,762:   -62,646     40,592     18,546     39,939      1,202     26,990      1,380     -7,311     78,826    -19,269    -18,703:      858       -68
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.8       24.3        9.1       53.3        4.8        9.8        0.8        5.1        5.7        1.9        9.6:      1.1       0.3
Old  :     100.0:      54.8       24.3        9.1       53.3        4.8        9.8        0.8        5.1        5.7        1.9        9.6:      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  :       229:       117         98          5         20         22         21          8         24         34         17         34:
Old  :       229:       117         98          5         20         22         21          8         24         34         17         34:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       29.9       42.6       44.7       22.8       29.5       34.5       41.1
Old  :                 25.7       29.9       42.6       44.7       22.8       29.5       34.5       41.1
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, June 07, 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  :   223,797:    34,719     44,388     46,856     54,404     36,132     27,139      9,896     24,877     26,243     28,117     25,481:    2,350       502
Old  :   223,797:    34,719     44,388     46,856     54,404     36,132     27,139      9,896     24,877     26,243     28,117     25,481:    2,350       502
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :     8,684:     2,320        306      6,492      1,646      2,919     -1,989      5,729     -2,836      1,694        944         84:        0      -108
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.5       19.8       20.9       24.3       16.1       12.1        4.4       11.1       11.7       12.6       11.4:      1.1       0.2
Old  :     100.0:      15.5       19.8       20.9       24.3       16.1       12.1        4.4       11.1       11.7       12.6       11.4:      1.1       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        62:        14         15         10          8         16          5          4          5          9          7          9:
Old  :        62:        14         15         10          8         16          5          4          5          9          7          9:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.7       43.1       61.9       66.4       25.1       28.1       36.3       43.3
Old  :                 41.7       43.1       61.9       66.4       25.1       28.1       36.3       43.3
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, June 07, 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  :   251,620:   152,614    210,271     19,797      1,121     22,956     11,557        468      6,707     19,041      1,057      3,079:   15,869     5,961
Old  :   251,620:   152,614    210,271     19,797      1,121     22,956     11,557        468      6,707     19,041      1,057      3,079:   15,869     5,961
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :   -22,067:   -18,332    -19,008        895       -641     -1,875     -1,351        468       -286     -1,290        441        313:     -141    -1,479
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.7       83.6        7.9        0.4        9.1        4.6        0.2        2.7        7.6        0.4        1.2:      6.3       2.4
Old  :     100.0:      60.7       83.6        7.9        0.4        9.1        4.6        0.2        2.7        7.6        0.4        1.2:      6.3       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  :        60:        30         26          7          .          7          .          .          5          8          .          5:
Old  :        60:        30         26          7          .          7          .          .          5          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  :                 29.2       54.0       45.7       72.9       23.2       50.3       34.9       62.3
Old  :                 29.2       54.0       45.7       72.9       23.2       50.3       34.9       62.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                 Code-023394
Disaggregated Commitments of Traders - Futures Only, June 07, 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  :   135,317:   122,859     97,987          0     22,155      3,992          0      1,573          0        458      3,386      2,522:    5,486     3,702
Old  :   135,317:   122,859     97,987          0     22,155      3,992          0      1,573          0        458      3,386      2,522:    5,486     3,702
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :   -12,898:    -8,764    -11,144        -64        903     -1,592       -732       -318       -754     -1,206       -495       -296:      510       798
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.8       72.4        0.0       16.4        3.0        0.0        1.2        0.0        0.3        2.5        1.9:      4.1       2.7
Old  :     100.0:      90.8       72.4        0.0       16.4        3.0        0.0        1.2        0.0        0.3        2.5        1.9:      4.1       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  :        42:        24         27          0          5          4          0          .          0          .          .          4:
Old  :        42:        24         27          0          5          4          0          .          0          .          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.8       45.4       81.3       65.0       52.8       40.1       63.2       53.1
Old  :                 65.8       45.4       81.3       65.0       52.8       40.1       63.2       53.1
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, June 07, 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  :   215,826:   178,283     70,829      2,624    113,237     11,811        940      5,572      4,604        661        887        381:   16,522     8,505
Old  :   215,826:   178,283     70,829      2,624    113,237     11,811        940      5,572      4,604        661        887        381:   16,522     8,505
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :   -18,065:   -16,798     -7,373     -1,270     -9,796     -1,108     -1,223     -1,450        663     -2,883        390         -9:    4,563       618
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.6       32.8        1.2       52.5        5.5        0.4        2.6        2.1        0.3        0.4        0.2:      7.7       3.9
Old  :     100.0:      82.6       32.8        1.2       52.5        5.5        0.4        2.6        2.1        0.3        0.4        0.2:      7.7       3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        21         14          .         12          8          .          .          .          .          .          .:
Old  :        44:        21         14          .         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  :                 48.3       45.5       66.5       70.5       44.7       43.2       60.3       60.5
Old  :                 48.3       45.5       66.5       70.5       44.7       43.2       60.3       60.5
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, June 07, 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  :   804,243:   706,671    192,286     30,321    540,302     35,035          0      6,471     15,225        923      8,055      1,604:   14,464     5,265
Old  :   804,243:   706,671    192,286     30,321    540,302     35,035          0      6,471     15,225        923      8,055      1,604:   14,464     5,265
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :   -26,195:   -21,828    -15,053     -1,123     -8,846     -1,847          0     -2,468      1,265     -1,838      1,024       -861:       37       591
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.9       23.9        3.8       67.2        4.4        0.0        0.8        1.9        0.1        1.0        0.2:      1.8       0.7
Old  :     100.0:      87.9       23.9        3.8       67.2        4.4        0.0        0.8        1.9        0.1        1.0        0.2:      1.8       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        65:        39         24          5         10         13          0          4          4          .          4          .:
Old  :        65:        39         24          5         10         13          0          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  :                 35.8       44.8       56.4       71.8       31.3       43.8       50.3       68.6
Old  :                 35.8       44.8       56.4       71.8       31.3       43.8       50.3       68.6
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, June 07, 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  :   349,010:   301,168    218,539     20,933    115,579        799        590      2,072      3,363     14,255          0      1,311:    6,591     7,347
Old  :   349,010:   301,168    218,539     20,933    115,579        799        590      2,072      3,363     14,255          0      1,311:    6,591     7,347
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :    -7,858:    -3,494       -791       -976     -5,901       -299       -127          0         11     -2,743          0        -42:     -188      -836
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.3       62.6        6.0       33.1        0.2        0.2        0.6        1.0        4.1        0.0        0.4:      1.9       2.1
Old  :     100.0:      86.3       62.6        6.0       33.1        0.2        0.2        0.6        1.0        4.1        0.0        0.4:      1.9       2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        60:        32         32          4          9          .          .          .          .          .          0          .:
Old  :        60:        32         32          4          9          .          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.3       40.2       70.5       57.4       43.6       40.2       63.5       56.7
Old  :                 50.3       40.2       70.5       57.4       43.6       40.2       63.5       56.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                           Code-023398
Disaggregated Commitments of Traders - Futures Only, June 07, 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  :   284,718:   214,117    171,493     17,832     79,124     28,797      2,511        217      2,074     11,540      1,472        455:    7,392     1,086
Old  :   284,718:   214,117    171,493     17,832     79,124     28,797      2,511        217      2,074     11,540      1,472        455:    7,392     1,086
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :   -20,072:   -17,166    -21,506     -1,911      1,833       -642       -482       -150        -37     -1,176        -25        -93:    1,435       548
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.2       60.2        6.3       27.8       10.1        0.9        0.1        0.7        4.1        0.5        0.2:      2.6       0.4
Old  :     100.0:      75.2       60.2        6.3       27.8       10.1        0.9        0.1        0.7        4.1        0.5        0.2:      2.6       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        57:        28         32          4          9         10          .          .          .          .          .          .:
Old  :        57:        28         32          4          9         10          .          .          .          .          .          .:
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  :                 49.1       39.6       68.4       58.6       48.4       34.8       62.8       49.8
Old  :                 49.1       39.6       68.4       58.6       48.4       34.8       62.8       49.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023399
Disaggregated Commitments of Traders - Futures Only, June 07, 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  :   105,406:    95,787     57,851          0     33,147        178      3,619          0        513      1,216        986        239:    3,854    12,492
Old  :   105,406:    95,787     57,851          0     33,147        178      3,619          0        513      1,216        986        239:    3,854    12,492
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :   -18,016:   -19,094    -16,281          0     -1,442        -42      3,353          0     -1,004      1,216     -1,437     -1,650:     -795     3,840
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.9       54.9        0.0       31.4        0.2        3.4        0.0        0.5        1.2        0.9        0.2:      3.7      11.9
Old  :     100.0:      90.9       54.9        0.0       31.4        0.2        3.4        0.0        0.5        1.2        0.9        0.2:      3.7      11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        20         15          0          7          .          .          0          .          .          .          .:
Old  :        32:        20         15          0          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  :                 62.6       46.8       76.5       64.9       60.0       41.4       72.4       59.2
Old  :                 62.6       46.8       76.5       64.9       60.0       41.4       72.4       59.2
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, June 07, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   128,045:    95,288     96,849     15,956      1,968      6,054        406      1,980        431          0     11,781      3,231:    6,679     5,751
Old  :   128,045:    95,288     96,849     15,956      1,968      6,054        406      1,980        431          0     11,781      3,231:    6,679     5,751
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :   -12,057:    -5,548    -10,185     -2,526       -480       -400        244       -543       -120          0      3,656     -3,077:     -630      -908
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.4       75.6       12.5        1.5        4.7        0.3        1.5        0.3        0.0        9.2        2.5:      5.2       4.5
Old  :     100.0:      74.4       75.6       12.5        1.5        4.7        0.3        1.5        0.3        0.0        9.2        2.5:      5.2       4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        27         24          4          .          .          .          .          .          0          .          .:
Old  :        42:        27         24          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  :                 52.9       32.7       70.5       57.3       49.0       30.1       62.8       52.2
Old  :                 52.9       32.7       70.5       57.3       49.0       30.1       62.8       52.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                                                                                                Code-02339Q
Disaggregated Commitments of Traders - Futures Only, June 07, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    17,430:    17,220     11,508          0      5,862          0          0          0          0          0          0          0:      210        60
Old  :    17,430:    17,220     11,508          0      5,862          0          0          0          0          0          0          0:      210        60
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :    -6,212:    -5,220     -3,048          0     -2,976          0          0          0          0       -620          0          0:     -372      -188
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      98.8       66.0        0.0       33.6        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      1.2       0.3
Old  :     100.0:      98.8       66.0        0.0       33.6        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      1.2       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  :        20:        13          9          0          .          0          0          0          0          0          0          0:
Old  :        20:        13          9          0          .          0          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.2       76.0       90.5       95.4       52.7       67.4       69.8       76.2
Old  :                 66.2       76.0       90.5       95.4       52.7       67.4       69.8       76.2
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, June 07, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   107,962:    90,337     24,340      1,288     72,655        302      5,207          0        611          0         30        740:    9,477     9,284
Old  :   107,962:    90,337     24,340      1,288     72,655        302      5,207          0        611          0         30        740:    9,477     9,284
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :    -8,533:    -7,652     -3,809       -210     -1,706          0       -143          0          0          0     -1,291        441:     -969    -2,168
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.7       22.5        1.2       67.3        0.3        4.8        0.0        0.6        0.0        0.0        0.7:      8.8       8.6
Old  :     100.0:      83.7       22.5        1.2       67.3        0.3        4.8        0.0        0.6        0.0        0.0        0.7:      8.8       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  :        30:        16         12          .          8          .          .          0          .          0          .          .:
Old  :        30:        16         12          .          8          .          .          0          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.8       55.6       79.8       74.0       67.8       55.6       77.1       72.5
Old  :                 68.8       55.6       79.8       74.0       67.8       55.6       77.1       72.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV                                                                        Code-02339W
Disaggregated Commitments of Traders - Futures Only, June 07, 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  :   152,310:   107,087     59,703     32,597     77,524      4,977          0          0          0          0          0          0:    7,649    10,106
Old  :   152,310:   107,087     59,703     32,597     77,524      4,977          0          0          0          0          0          0:    7,649    10,106
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :   -11,850:    -8,248     -5,188     -2,295     -6,466       -345          0          0          0          0          0          0:     -962       149
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.3       39.2       21.4       50.9        3.3        0.0        0.0        0.0        0.0        0.0        0.0:      5.0       6.6
Old  :     100.0:      70.3       39.2       21.4       50.9        3.3        0.0        0.0        0.0        0.0        0.0        0.0:      5.0       6.6
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  :        34:        20         13          5          8          5          0          0          0          0          0          0:
Old  :        34:        20         13          5          8          5          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.6       69.9       62.6       81.4       40.9       67.6       61.7       77.5
Old  :                 41.6       69.9       62.6       81.4       40.9       67.6       61.7       77.5
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, June 07, 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  :    73,365:    61,062     40,038      2,483     25,350        428          0      1,230          0          0          0          0:    9,392     6,319
Old  :    73,365:    61,062     40,038      2,483     25,350        428          0      1,230          0          0          0          0:    9,392     6,319
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :    -7,831:    -6,327     -6,544       -540       -876          0          0       -360          0          0          0          0:     -964       -51
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.2       54.6        3.4       34.6        0.6        0.0        1.7        0.0        0.0        0.0        0.0:     12.8       8.6
Old  :     100.0:      83.2       54.6        3.4       34.6        0.6        0.0        1.7        0.0        0.0        0.0        0.0:     12.8       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  :                 53.3       62.3       72.5       83.5       53.1       62.3       66.5       79.0
Old  :                 53.3       62.3       72.5       83.5       53.1       62.3       66.5       79.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                                                                                                  Code-0233A2
Disaggregated Commitments of Traders - Futures Only, June 07, 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  :    18,625:    15,956     16,831          0          0          0          0        600          0        360          0          0:    2,309     1,194
Old  :    18,625:    15,956     16,831          0          0          0          0        600          0        360          0          0:    2,309     1,194
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :    -5,487:    -4,960     -4,898       -367          0       -123          0          0          0          0          0          0:      -37      -466
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.7       90.4        0.0        0.0        0.0        0.0        3.2        0.0        1.9        0.0        0.0:     12.4       6.4
Old  :     100.0:      85.7       90.4        0.0        0.0        0.0        0.0        3.2        0.0        1.9        0.0        0.0:     12.4       6.4
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  :        20:         8         11          0          0          0          0          .          0          .          0          0:
Old  :        20:         8         11          0          0          0          0          .          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.4       61.6       85.7       83.6       74.4       61.6       85.7       81.7
Old  :                 74.4       61.6       85.7       83.6       74.4       61.6       85.7       81.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV                                                                                          Code-0233A3
Disaggregated Commitments of Traders - Futures Only, June 07, 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  :   332,318:   241,801    104,373     50,293    188,285     22,000      1,003          0      1,023        973      1,305      4,387:   10,838    10,945
Old  :   332,318:   241,801    104,373     50,293    188,285     22,000      1,003          0      1,023        973      1,305      4,387:   10,838    10,945
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :   -14,151:   -11,428     -7,728     -2,054     -5,556     -1,181        420       -665       -573       -606     -2,004        460:      811     3,096
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.8       31.4       15.1       56.7        6.6        0.3        0.0        0.3        0.3        0.4        1.3:      3.3       3.3
Old  :     100.0:      72.8       31.4       15.1       56.7        6.6        0.3        0.0        0.3        0.3        0.4        1.3:      3.3       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  :        63:        40         27          .         12          6          .          0          .          .          .          .:
Old  :        63:        40         27          .         12          6          .          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  :                 28.5       54.2       47.6       71.1       26.4       53.9       44.8       68.2
Old  :                 28.5       54.2       47.6       71.1       26.4       53.9       44.8       68.2
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, June 07, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    78,280:    66,231     32,930      3,703     33,381        732      1,417        620        311          0      1,012        470:    5,416     8,824
Old  :    78,280:    66,231     32,930      3,703     33,381        732      1,417        620        311          0      1,012        470:    5,416     8,824
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :    -6,565:    -6,072     -4,598         20     -2,010        -20         86        -60         91          0        588       -305:     -365      -251
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.6       42.1        4.7       42.6        0.9        1.8        0.8        0.4        0.0        1.3        0.6:      6.9      11.3
Old  :     100.0:      84.6       42.1        4.7       42.6        0.9        1.8        0.8        0.4        0.0        1.3        0.6:      6.9      11.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        15         10          .          6          .          .          .          .          0          .          .:
Old  :        28:        15         10          .          6          .          .          .          .          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       55.3       77.8       76.2       52.9       55.2       75.8       75.3
Old  :                 54.1       55.3       77.8       76.2       52.9       55.2       75.8       75.3
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, June 07, 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  :    75,026:    28,211     38,974     33,552     14,956      3,159          0      6,918        956      3,165      4,306        181:    5,802     5,576
Old  :    75,026:    28,211     38,974     33,552     14,956      3,159          0      6,918        956      3,165      4,306        181:    5,802     5,576
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :    -3,161:    -1,178     -3,272       -451     -1,020        -18          0        830        270       -480     -1,016          0:   -1,304     1,065
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.6       51.9       44.7       19.9        4.2        0.0        9.2        1.3        4.2        5.7        0.2:      7.7       7.4
Old  :     100.0:      37.6       51.9       44.7       19.9        4.2        0.0        9.2        1.3        4.2        5.7        0.2:      7.7       7.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:         9          6          5          4          6          0          .          .          .          .          .:
Old  :        24:         9          6          5          4          6          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  :                 43.4       60.2       72.7       82.0       40.7       53.3       63.0       68.2
Old  :                 43.4       60.2       72.7       82.0       40.7       53.3       63.0       68.2
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, June 07, 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  :    44,481:    23,220     40,182     13,567         12      2,961      3,198          0          0          0          0          0:    1,535     1,326
Old  :    44,481:    23,220     40,182     13,567         12      2,961      3,198          0          0          0          0          0:    1,535     1,326
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :   -65,516:   -20,644    -48,390     -4,965       -480     -5,588    -17,791     -8,190          0    -17,280     -3,030          0:      752       162
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.2       90.3       30.5        0.0        6.7        7.2        0.0        0.0        0.0        0.0        0.0:      3.5       3.0
Old  :     100.0:      52.2       90.3       30.5        0.0        6.7        7.2        0.0        0.0        0.0        0.0        0.0:      3.5       3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         6         11          7          .          .          .          0          0          0          0          0:
Old  :        20:         6         11          7          .          .          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.4       67.9       76.4       83.3       39.1       66.0       60.9       72.8
Old  :                 50.4       67.9       76.4       83.3       39.1       66.0       60.9       72.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV                                                                                 Code-0233AH
Disaggregated Commitments of Traders - Futures Only, June 07, 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  :   100,313:    47,255     81,399      7,526        606      6,184     20,989      8,190          0     17,580      3,030          0:      779       904
Old  :   100,313:    47,255     81,399      7,526        606      6,184     20,989      8,190          0     17,580      3,030          0:      779       904
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :   -72,783:   -62,106    -43,978     -1,333        244     -1,732     -3,239     -7,938     -2,635     11,749     -2,170    -12,958:     -529    -1,616
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      47.1       81.1        7.5        0.6        6.2       20.9        8.2        0.0       17.5        3.0        0.0:      0.8       0.9
Old  :     100.0:      47.1       81.1        7.5        0.6        6.2       20.9        8.2        0.0       17.5        3.0        0.0:      0.8       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  :        69:        21         29          5          .          .          7          .          0          7          5          0:
Old  :        69:        21         29          5          .          .          7          .          0          7          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  :                 37.4       46.0       57.9       66.7       36.2       40.3       51.8       54.3
Old  :                 37.4       46.0       57.9       66.7       36.2       40.3       51.8       54.3
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, June 07, 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  :    51,243:    49,257     51,003      1,408          0          0          0          0          0          0          0          0:      578       240
Old  :    51,243:    49,257     51,003      1,408          0          0          0          0          0          0          0          0:      578       240
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :   -12,212:   -11,621    -11,902          0          0          0       -368          0          0       -528          0        -30:      335      -280
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      96.1       99.5        2.7        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      1.1       0.5
Old  :     100.0:      96.1       99.5        2.7        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      1.1       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        18         20          .          0          0          0          0          0          0          0          0:
Old  :        32:        18         20          .          0          0          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.9       55.2       84.7       77.9       39.2       39.0       56.6       55.1
Old  :                 64.9       55.2       84.7       77.9       39.2       39.0       56.6       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, June 07, 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  :   207,642:   160,157    164,946     24,716     20,131     11,913        281          0      1,476          0          0          0:    9,099     9,176
Old  :   207,642:   160,157    164,946     24,716     20,131     11,913        281          0      1,476          0          0          0:    9,099     9,176
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :    -2,315:    -1,871       -918       -800       -109       -552        281     -1,008        660          0          0          0:      -33      -388
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.1       79.4       11.9        9.7        5.7        0.1        0.0        0.7        0.0        0.0        0.0:      4.4       4.4
Old  :     100.0:      77.1       79.4       11.9        9.7        5.7        0.1        0.0        0.7        0.0        0.0        0.0:      4.4       4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        30         28          .          5          4          .          0          .          0          0          0:
Old  :        39:        30         28          .          5          4          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.6       52.8       73.3       70.9       58.4       44.9       65.4       56.1
Old  :                 59.6       52.8       73.3       70.9       58.4       44.9       65.4       56.1
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, June 07, 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  :    27,765:    25,098     24,035        990          0          0          0        210          0        171          0        690:      816     2,830
Old  :    27,765:    25,098     24,035        990          0          0          0        210          0        171          0        690:      816     2,830
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :    -7,006:    -5,199     -5,069       -379     -1,371       -210          0       -496          0     -1,085          0          0:     -133       140
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.4       86.6        3.6        0.0        0.0        0.0        0.8        0.0        0.6        0.0        2.5:      2.9      10.2
Old  :     100.0:      90.4       86.6        3.6        0.0        0.0        0.0        0.8        0.0        0.6        0.0        2.5:      2.9      10.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:         9         11          .          0          0          0          .          0          .          0          .:
Old  :        24:         9         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  :                 75.9       68.4       90.7       84.9       75.9       62.1       84.2       77.7
Old  :                 75.9       68.4       90.7       84.9       75.9       62.1       84.2       77.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV                                                                     Code-0233AY
Disaggregated Commitments of Traders - Futures Only, June 07, 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  :    53,079:    37,682     42,970      3,531      1,064        458          0          0          0        986      1,782        196:   10,226     6,609
Old  :    53,079:    37,682     42,970      3,531      1,064        458          0          0          0        986      1,782        196:   10,226     6,609
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :    -3,552:    -2,955     -2,862          0       -894        244          0          0          0        118       -546       -118:     -841       624
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.0       81.0        6.7        2.0        0.9        0.0        0.0        0.0        1.9        3.4        0.4:     19.3      12.5
Old  :     100.0:      71.0       81.0        6.7        2.0        0.9        0.0        0.0        0.0        1.9        3.4        0.4:     19.3      12.5
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  :        24:        13         17          .          .          .          0          0          0          .          .          .:
Old  :        24:        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  :                 54.2       50.3       71.9       66.0       45.4       40.6       54.2       51.0
Old  :                 54.2       50.3       71.9       66.0       45.4       40.6       54.2       51.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV                                                                                     Code-0233B1
Disaggregated Commitments of Traders - Futures Only, June 07, 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  :   106,532:    89,910     55,831      1,087     19,458      6,511          0      4,523        774          0     12,938          0:    8,250     6,497
Old  :   106,532:    89,910     55,831      1,087     19,458      6,511          0      4,523        774          0     12,938          0:    8,250     6,497
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :    -8,059:    -6,790     -5,564       -536       -330     -1,276          0       -256        137          0       -142       -210:      616      -418
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.4       52.4        1.0       18.3        6.1        0.0        4.2        0.7        0.0       12.1        0.0:      7.7       6.1
Old  :     100.0:      84.4       52.4        1.0       18.3        6.1        0.0        4.2        0.7        0.0       12.1        0.0:      7.7       6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        16         19          .          6          4          0          .          .          0          .          0:
Old  :        39:        16         19          .          6          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  :                 60.3       43.6       78.2       61.7       60.2       36.2       74.2       53.3
Old  :                 60.3       43.6       78.2       61.7       60.2       36.2       74.2       53.3
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, June 07, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   116,361:    82,194    105,934      8,377          0      1,003          0        438      1,116      7,494          0          0:   16,177     7,870
Old  :   116,361:    82,194    105,934      8,377          0      1,003          0        438      1,116      7,494          0          0:   16,177     7,870
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :    -5,974:    -5,109     -6,259         36          0        -36       -539        438       -255       -437          0          0:      366       138
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.6       91.0        7.2        0.0        0.9        0.0        0.4        1.0        6.4        0.0        0.0:     13.9       6.8
Old  :     100.0:      70.6       91.0        7.2        0.0        0.9        0.0        0.4        1.0        6.4        0.0        0.0:     13.9       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  :        26:        16         12          .          0          .          0          .          .          .          0          0:
Old  :        26:        16         12          .          0          .          0          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.5       74.4       64.6       86.6       46.5       72.6       61.4       79.6
Old  :                 47.5       74.4       64.6       86.6       46.5       72.6       61.4       79.6
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, June 07, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    99,823:    68,858     94,694     22,444      2,473      1,322        984          0          0          0          0          0:    6,215     1,334
Old  :    99,823:    68,858     94,694     22,444      2,473      1,322        984          0          0          0          0          0:    6,215     1,334
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :    -5,757:    -4,164     -5,042     -1,189       -218         43          0       -273       -696          0          0          0:      249       429
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.0       94.9       22.5        2.5        1.3        1.0        0.0        0.0        0.0        0.0        0.0:      6.2       1.3
Old  :     100.0:      69.0       94.9       22.5        2.5        1.3        1.0        0.0        0.0        0.0        0.0        0.0:      6.2       1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        13         12          5          .          .          .          0          0          0          0          0:
Old  :        24:        13         12          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  :                 56.7       67.2       79.5       88.8       53.1       59.7       71.3       76.0
Old  :                 56.7       67.2       79.5       88.8       53.1       59.7       71.3       76.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                Code-0233BH
Disaggregated Commitments of Traders - Futures Only, June 07, 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  :   102,217:    91,994     96,809      2,049      2,003      1,039          0          0          0      1,064        279        261:    5,810     1,826
Old  :   102,217:    91,994     96,809      2,049      2,003      1,039          0          0          0      1,064        279        261:    5,810     1,826
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :   -10,778:    -9,274     -9,134         60          0        -60          0          0          0       -987       -797       -181:     -336      -606
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.0       94.7        2.0        2.0        1.0        0.0        0.0        0.0        1.0        0.3        0.3:      5.7       1.8
Old  :     100.0:      90.0       94.7        2.0        2.0        1.0        0.0        0.0        0.0        1.0        0.3        0.3:      5.7       1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        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  :                 59.9       58.8       77.7       82.0       55.3       53.7       67.6       76.3
Old  :                 59.9       58.8       77.7       82.0       55.3       53.7       67.6       76.3
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, June 07, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   124,804:    85,054     63,409     13,622     31,354      5,278          0        311        968      2,864     11,627        446:   16,572    11,411
Old  :   124,804:    85,054     63,409     13,622     31,354      5,278          0        311        968      2,864     11,627        446:   16,572    11,411
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :   -12,342:   -10,930     -5,335     -1,015       -684       -814          0        142       -142      2,864     -3,507     -2,496:      191       494
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.2       50.8       10.9       25.1        4.2        0.0        0.2        0.8        2.3        9.3        0.4:     13.3       9.1
Old  :     100.0:      68.2       50.8       10.9       25.1        4.2        0.0        0.2        0.8        2.3        9.3        0.4:     13.3       9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        20         18          4          6          6          0          .          .          .          .          .:
Old  :        38:        20         18          4          6          6          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.6       43.6       56.4       66.7       25.2       32.2       39.5       49.5
Old  :                 38.6       43.6       56.4       66.7       25.2       32.2       39.5       49.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                                                                                                           Code-0233BW
Disaggregated Commitments of Traders - Futures Only, June 07, 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  :    40,063:    30,997     36,398      4,936      2,130        270      1,452          0          0          0        480          0:    2,408       785
Old  :    40,063:    30,997     36,398      4,936      2,130        270      1,452          0          0          0        480          0:    2,408       785
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :   -11,714:   -11,766     -8,722        558     -2,604       -248        740          0       -248       -831       -278          0:       81       386
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.4       90.9       12.3        5.3        0.7        3.6        0.0        0.0        0.0        1.2        0.0:      6.0       2.0
Old  :     100.0:      77.4       90.9       12.3        5.3        0.7        3.6        0.0        0.0        0.0        1.2        0.0:      6.0       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  :        29:        18         15          .          .          .          .          0          0          0          .          0:
Old  :        29:        18         15          .          .          .          .          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  :                 50.4       56.7       72.2       78.8       49.1       45.8       63.6       67.2
Old  :                 50.4       56.7       72.2       78.8       49.1       45.8       63.6       67.2
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, June 07, 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  :    45,968:    31,589     44,820     12,403          0        488          0          0          0          0        480          0:    1,488       180
Old  :    45,968:    31,589     44,820     12,403          0        488          0          0          0          0        480          0:    1,488       180
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :   -10,277:    -5,782     -9,781     -3,906          0          0          0       -338          0          0          0          0:     -589      -158
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.7       97.5       27.0        0.0        1.1        0.0        0.0        0.0        0.0        1.0        0.0:      3.2       0.4
Old  :     100.0:      68.7       97.5       27.0        0.0        1.1        0.0        0.0        0.0        0.0        1.0        0.0:      3.2       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  :        25:        14         13          .          0          .          0          0          0          0          .          0:
Old  :        25:        14         13          .          0          .          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.8       75.3       84.1       94.2       57.2       73.9       81.8       90.8
Old  :                 57.8       75.3       84.1       94.2       57.2       73.9       81.8       90.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV                                                                              Code-0233CH
Disaggregated Commitments of Traders - Futures Only, June 07, 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  :   199,277:   145,840    144,675     17,877     20,849     19,885      2,228        238        584      4,863      4,803      2,398:    5,602     5,845
Old  :   199,277:   145,840    144,675     17,877     20,849     19,885      2,228        238        584      4,863      4,803      2,398:    5,602     5,845
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :   -12,759:   -11,547     -9,828         -4       -968     -1,139       -270        -90          0        553       -887        207:     -559       -54
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.2       72.6        9.0       10.5       10.0        1.1        0.1        0.3        2.4        2.4        1.2:      2.8       2.9
Old  :     100.0:      73.2       72.6        9.0       10.5       10.0        1.1        0.1        0.3        2.4        2.4        1.2:      2.8       2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        58:        31         29          4          5          7          .          .          .          .          5          5:
Old  :        58:        31         29          4          5          7          .          .          .          .          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  :                 32.7       52.6       53.9       64.6       31.9       46.4       47.3       56.8
Old  :                 32.7       52.6       53.9       64.6       31.9       46.4       47.3       56.8
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, June 07, 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  :    93,491:    78,404     41,092      2,408     42,998      2,853          0          0          0      1,735          0        182:    7,909     6,366
Old  :    93,491:    78,404     41,092      2,408     42,998      2,853          0          0          0      1,735          0        182:    7,909     6,366
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :    -4,215:    -3,506     -1,400         90       -341       -957          0          0          0        121          0        -61:       98    -1,456
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.9       44.0        2.6       46.0        3.1        0.0        0.0        0.0        1.9        0.0        0.2:      8.5       6.8
Old  :     100.0:      83.9       44.0        2.6       46.0        3.1        0.0        0.0        0.0        1.9        0.0        0.2:      8.5       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  :        25:        12          9          .          7          5          0          0          0          .          0          .:
Old  :        25:        12          9          .          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  :                 57.4       59.6       78.8       80.0       56.7       58.0       73.9       74.5
Old  :                 57.4       59.6       78.8       80.0       56.7       58.0       73.9       74.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV                                                                               Code-0233CW
Disaggregated Commitments of Traders - Futures Only, June 07, 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  :    85,479:    45,469     57,612     30,277     19,398      1,045          0          0          0          0          0          0:    8,688     7,424
Old  :    85,479:    45,469     57,612     30,277     19,398      1,045          0          0          0          0          0          0:    8,688     7,424
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :    -5,548:    -2,648     -4,560     -2,670         82        797          0          0          0          0          0          0:   -1,027    -1,867
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.2       67.4       35.4       22.7        1.2        0.0        0.0        0.0        0.0        0.0        0.0:     10.2       8.7
Old  :     100.0:      53.2       67.4       35.4       22.7        1.2        0.0        0.0        0.0        0.0        0.0        0.0:     10.2       8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:         9         14          6          .          .          0          0          0          0          0          0:
Old  :        26:         9         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  :                 54.5       60.6       74.9       76.2       49.2       54.5       66.1       68.9
Old  :                 54.5       60.6       74.9       76.2       49.2       54.5       66.1       68.9
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, June 07, 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  :    83,460:    47,264     49,848     24,392     24,851      3,356          0          0          0          0      2,055         61:    8,387     3,289
Old  :    83,460:    47,264     49,848     24,392     24,851      3,356          0          0          0          0      2,055         61:    8,387     3,289
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :    -8,746:    -5,907     -7,409     -2,625       -977       -151       -210          0          0          0         93        -31:      178      -271
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.6       59.7       29.2       29.8        4.0        0.0        0.0        0.0        0.0        2.5        0.1:     10.0       3.9
Old  :     100.0:      56.6       59.7       29.2       29.8        4.0        0.0        0.0        0.0        0.0        2.5        0.1:     10.0       3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        16         13          .          .          .          0          0          0          0          .          .:
Old  :        27:        16         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  :                 65.8       70.0       76.8       88.0       65.8       69.0       74.8       84.2
Old  :                 65.8       70.0       76.8       88.0       65.8       69.0       74.8       84.2
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, June 07, 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  :    92,048:    72,225     33,282      6,286     52,166      1,989          0          0          0      2,697          0          0:    8,851     4,611
Old  :    92,048:    72,225     33,282      6,286     52,166      1,989          0          0          0      2,697          0          0:    8,851     4,611
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :    -6,469:    -7,557     -2,568       -205     -2,893       -180          0          0          0       -179          0          0:    1,652      -828
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.5       36.2        6.8       56.7        2.2        0.0        0.0        0.0        2.9        0.0        0.0:      9.6       5.0
Old  :     100.0:      78.5       36.2        6.8       56.7        2.2        0.0        0.0        0.0        2.9        0.0        0.0:      9.6       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  :        27:        14          7          .          6          .          0          0          0          .          0          0:
Old  :        27:        14          7          .          6          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.4       72.7       75.4       88.9       58.4       70.7       75.4       86.1
Old  :                 58.4       72.7       75.4       88.9       58.4       70.7       75.4       86.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, June 07, 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  : 1,051,119:   146,708    131,608    154,230     44,391     87,172    215,116    272,250    221,266     37,231    133,320    119,735:   69,661    41,377
Old  : 1,051,119:   146,708    131,608    154,230     44,391     87,172    215,116    272,250    221,266     37,231    133,320    119,735:   69,661    41,377
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :   -24,295:    -3,249    -12,384    -14,563      6,525       -847    -15,041    -58,043     25,821     -9,266     24,582    -11,376:    4,226     1,427
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.0       12.5       14.7        4.2        8.3       20.5       25.9       21.1        3.5       12.7       11.4:      6.6       3.9
Old  :     100.0:      14.0       12.5       14.7        4.2        8.3       20.5       25.9       21.1        3.5       12.7       11.4:      6.6       3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       325:        33         30         19         13         23         67         65         79         49         60         73:
Old  :       325:        33         30         19         13         23         67         65         79         49         60         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  :                 14.4       19.5       24.6       32.6        9.3       13.8       15.9       20.6
Old  :                 14.4       19.5       24.6       32.6        9.3       13.8       15.9       20.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-023A55
Disaggregated Commitments of Traders - Futures Only, June 07, 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  :   266,872:    61,063     40,978     28,914     32,054     45,291     54,150      4,002     20,898     18,882     89,707     27,287:   10,387     6,655
Old  :   266,872:    61,063     40,978     28,914     32,054     45,291     54,150      4,002     20,898     18,882     89,707     27,287:   10,387     6,655
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :     3,029:     1,155       -985       -892      2,661      1,619      4,615       -144       -755       -716      2,055     -1,738:     -259       316
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.9       15.4       10.8       12.0       17.0       20.3        1.5        7.8        7.1       33.6       10.2:      3.9       2.5
Old  :     100.0:      22.9       15.4       10.8       12.0       17.0       20.3        1.5        7.8        7.1       33.6       10.2:      3.9       2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        69:        18         20          7          7         14          7          .         10         11         11         16:
Old  :        69:        18         20          7          7         14          7          .         10         11         11         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.2       43.4       52.9       56.9       30.8       37.2       41.3       43.9
Old  :                 37.2       43.4       52.9       56.9       30.8       37.2       41.3       43.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE                                                                                         Code-023A56
Disaggregated Commitments of Traders - Futures Only, June 07, 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  :   112,107:    10,452     24,981     25,537     20,465     22,543     17,297      7,309      8,617      6,091     11,420     10,420:   11,150     6,352
Old  :   112,107:    10,452     24,981     25,537     20,465     22,543     17,297      7,309      8,617      6,091     11,420     10,420:   11,150     6,352
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :     2,901:       978        483     -1,066        145        335     -1,457      3,055        606      1,904     -2,516        902:      699      -109
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       9.3       22.3       22.8       18.3       20.1       15.4        6.5        7.7        5.4       10.2        9.3:      9.9       5.7
Old  :     100.0:       9.3       22.3       22.8       18.3       20.1       15.4        6.5        7.7        5.4       10.2        9.3:      9.9       5.7
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  :        53:         9         11         10          4         13          6          4          8          5         13         15:
Old  :        53:         9         11         10          4         13          6          4          8          5         13         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       42.3       38.3       58.8       16.0       30.7       27.3       37.9
Old  :                 22.3       42.3       38.3       58.8       16.0       30.7       27.3       37.9
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, June 07, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    25,476:     2,840      5,148      5,628      5,886      8,145      4,376        187      2,826        564      2,187      1,097:        0         0
Old  :    25,476:     2,840      5,148      5,628      5,886      8,145      4,376        187      2,826        564      2,187      1,097:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :     3,720:     1,318          0       -205      2,060      1,317      1,114         49         25         34        152        117:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.1       20.2       22.1       23.1       32.0       17.2        0.7       11.1        2.2        8.6        4.3:      0.0       0.0
Old  :     100.0:      11.1       20.2       22.1       23.1       32.0       17.2        0.7       11.1        2.2        8.6        4.3:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:         4          .          .          4          6          5          .          5          .          7          8:
Old  :        29:         4          .          .          4          6          5          .          5          .          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  :                 52.2       71.2       77.7       88.8       30.1       35.2       39.4       40.4
Old  :                 52.2       71.2       77.7       88.8       30.1       35.2       39.4       40.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Futures Only, June 07, 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  : 1,367,534:   428,219    199,041     83,767    818,880    178,867     82,340     26,662     65,425    459,512     12,904     34,385:   35,019    31,370
Old  : 1,367,534:   428,219    199,041     83,767    818,880    178,867     82,340     26,662     65,425    459,512     12,904     34,385:   35,019    31,370
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :     7,744:       396        910        409      3,612      1,084      2,797      2,949       -523      6,925     -2,101     -4,811:    1,467     6,624
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.3       14.6        6.1       59.9       13.1        6.0        1.9        4.8       33.6        0.9        2.5:      2.6       2.3
Old  :     100.0:      31.3       14.6        6.1       59.9       13.1        6.0        1.9        4.8       33.6        0.9        2.5:      2.6       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  :        95:        34         30          4         14         15          9          6         10         19          .         18:
Old  :        95:        34         30          4         14         15          9          6         10         19          .         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.8       38.0       59.5       61.5       42.4       36.4       52.6       56.9
Old  :                 46.8       38.0       59.5       61.5       42.4       36.4       52.6       56.9
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, June 07, 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  :   331,181:    57,800     58,254    173,220    127,702     36,287     12,951     28,561     18,723     10,066     35,111     19,459:    2,675     7,084
Old  :   331,181:    57,800     58,254    173,220    127,702     36,287     12,951     28,561     18,723     10,066     35,111     19,459:    2,675     7,084
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :    14,316:       595        262      2,912        843      3,573     -2,847     -1,464      6,295        -76        417      4,046:     -182       344
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.5       17.6       52.3       38.6       11.0        3.9        8.6        5.7        3.0       10.6        5.9:      0.8       2.1
Old  :     100.0:      17.5       17.6       52.3       38.6       11.0        3.9        8.6        5.7        3.0       10.6        5.9:      0.8       2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        68:        13         14         13          7         16          6          8         11          9          9         14:
Old  :        68:        13         14         13          7         16          6          8         11          9          9         14:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.2       48.9       54.0       63.2       32.5       42.6       48.9       54.1
Old  :                 36.2       48.9       54.0       63.2       32.5       42.6       48.9       54.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06665G
Disaggregated Commitments of Traders - Futures Only, June 07, 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  :    27,808:    26,302     19,193          0      6,129        438          0          0          0        163        818        136:      769     1,094
Old  :    27,808:    26,302     19,193          0      6,129        438          0          0          0        163        818        136:      769     1,094
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :    -4,799:    -4,735     -3,696          0       -919          0          0          0          0         24        -86       -264:      176       166
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.6       69.0        0.0       22.0        1.6        0.0        0.0        0.0        0.6        2.9        0.5:      2.8       3.9
Old  :     100.0:      94.6       69.0        0.0       22.0        1.6        0.0        0.0        0.0        0.6        2.9        0.5:      2.8       3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        24         24          0          6          .          0          0          0          .          4          4:
Old  :        42:        24         24          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  :                 52.6       38.2       75.8       59.2       42.1       30.1       57.3       42.8
Old  :                 52.6       38.2       75.8       59.2       42.1       30.1       57.3       42.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665O
Disaggregated Commitments of Traders - Futures Only, June 07, 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  :   141,446:   115,618    113,581      9,339     16,630      5,967      5,867      1,313        492      2,262      1,773        575:    1,326     1,115
Old  :   141,446:   115,618    113,581      9,339     16,630      5,967      5,867      1,313        492      2,262      1,773        575:    1,326     1,115
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :      -624:      -875       -358       -397       -413       -339      1,198       -184        455       -224        462        -87:     -355      -160
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.7       80.3        6.6       11.8        4.2        4.1        0.9        0.3        1.6        1.3        0.4:      0.9       0.8
Old  :     100.0:      81.7       80.3        6.6       11.8        4.2        4.1        0.9        0.3        1.6        1.3        0.4:      0.9       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  :        87:        45         45          4          7          7          4          .          .         12          8          9:
Old  :        87:        45         45          4          7          7          4          .          .         12          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  :                 49.3       45.0       67.2       63.1       17.1       22.8       24.2       27.4
Old  :                 49.3       45.0       67.2       63.1       17.1       22.8       24.2       27.4
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, June 07, 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  :    71,574:    44,745     54,430      4,848      2,926      8,191      1,376      3,912         64     12,020      1,049          0:      330     1,002
Old  :    71,574:    44,745     54,430      4,848      2,926      8,191      1,376      3,912         64     12,020      1,049          0:      330     1,002
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :    -2,794:    -2,729     -4,097        223        -98       -138         19        924        -19          0        354          0:     -150       280
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.5       76.0        6.8        4.1       11.4        1.9        5.5        0.1       16.8        1.5        0.0:      0.5       1.4
Old  :     100.0:      62.5       76.0        6.8        4.1       11.4        1.9        5.5        0.1       16.8        1.5        0.0:      0.5       1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        19         18          .          .          5          .          .          .          4          .          0:
Old  :        35:        19         18          .          .          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  :                 51.5       46.6       77.0       70.0       27.8       21.8       33.6       30.1
Old  :                 51.5       46.6       77.0       70.0       27.8       21.8       33.6       30.1
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, June 07, 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  :    31,106:    24,608     23,168      1,833      3,428      1,931      1,085          0          0        190        960      1,224:      235       395
Old  :    31,106:    24,608     23,168      1,833      3,428      1,931      1,085          0          0        190        960      1,224:      235       395
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :    -3,350:    -2,576     -2,408       -110       -647        -70       -155          0          0          0        277       -428:      -11       -74
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.1       74.5        5.9       11.0        6.2        3.5        0.0        0.0        0.6        3.1        3.9:      0.8       1.3
Old  :     100.0:      79.1       74.5        5.9       11.0        6.2        3.5        0.0        0.0        0.6        3.1        3.9:      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  :        48:        26         24          .          7          5          .          0          0          .          5          4:
Old  :        48:        26         24          .          7          5          .          0          0          .          5          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.1       41.6       65.8       60.8       25.4       28.0       38.7       36.3
Old  :                 41.1       41.6       65.8       60.8       25.4       28.0       38.7       36.3
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, June 07, 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  :    16,538:     6,257     10,088      7,259      3,075        187          0          0          0      2,011      2,456        371:      453       361
Old  :    16,538:     6,257     10,088      7,259      3,075        187          0          0          0      2,011      2,456        371:      453       361
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :    -1,603:      -902       -491       -319       -124          0          0          0          0       -250       -881        -69:      -63       -38
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.8       61.0       43.9       18.6        1.1        0.0        0.0        0.0       12.2       14.9        2.2:      2.7       2.2
Old  :     100.0:      37.8       61.0       43.9       18.6        1.1        0.0        0.0        0.0       12.2       14.9        2.2:      2.7       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  :        45:        25         24          5          4          .          0          0          0          .          4          4:
Old  :        45:        25         24          5          4          .          0          0          0          .          4          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.7       49.2       70.9       70.1       52.9       47.4       65.6       65.0
Old  :                 57.7       49.2       70.9       70.1       52.9       47.4       65.6       65.0
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, June 07, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    15,497:    13,467      9,804        360      4,865         90          0          0          0        270        126        105:    1,205       507
Old  :    15,497:    13,467      9,804        360      4,865         90          0          0          0        270        126        105:    1,205       507
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 31, 2016                                                                     :
     :    -1,523:    -1,533       -945         10       -513        -35          0          0          0         53          0        -15:       -3       -15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.9       63.3        2.3       31.4        0.6        0.0        0.0        0.0        1.7        0.8        0.7:      7.8       3.3
Old  :     100.0:      86.9       63.3        2.3       31.4        0.6        0.0        0.0        0.0        1.7        0.8        0.7:      7.8       3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        20         14          .          4          .          0          0          0          .          .          .:
Old  :        28:        20         14          .          4          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.9       64.9       77.1       82.7       51.0       50.8       58.6       63.9
Old  :                 63.9       64.9       77.1       82.7       51.0       50.8       58.6       63.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 10, 2016