NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 Disaggregated Commitments of Traders - Futures Only, June 14, 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 : 4,601,346: 2,474,962 1,075,239 398,385 2,475,823 206,992 496,333 36,424 241,897 257,267 75,435 474,985: 50,525 14,551 Old : 4,601,346: 2,474,962 1,075,239 398,385 2,475,823 206,992 496,333 36,424 241,897 257,267 75,435 474,985: 50,525 14,551 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : 131,046: 25,500 -10,242 -8,174 94,365 -5,800 57,614 612 15,973 1,648 -8,362 43,815: 470 685 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.8 23.4 8.7 53.8 4.5 10.8 0.8 5.3 5.6 1.6 10.3: 1.1 0.3 Old : 100.0: 53.8 23.4 8.7 53.8 4.5 10.8 0.8 5.3 5.6 1.6 10.3: 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 : 230: 119 101 5 20 22 21 9 25 32 15 34: Old : 230: 119 101 5 20 22 21 9 25 32 15 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 : 24.9 29.6 41.2 44.7 22.4 29.3 34.7 40.6 Old : 24.9 29.6 41.2 44.7 22.4 29.3 34.7 40.6 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 14, 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 : 223,689: 34,768 43,539 46,366 52,574 36,305 28,339 21,854 21,607 31,265 24,859 22,689: 2,350 262 Old : 223,689: 34,768 43,539 46,366 52,574 36,305 28,339 21,854 21,607 31,265 24,859 22,689: 2,350 262 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : -108: 49 -849 -490 -1,830 173 1,200 11,958 -3,270 5,022 -3,258 -2,792: 0 -240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.5 19.5 20.7 23.5 16.2 12.7 9.8 9.7 14.0 11.1 10.1: 1.1 0.1 Old : 100.0: 15.5 19.5 20.7 23.5 16.2 12.7 9.8 9.7 14.0 11.1 10.1: 1.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 64: 14 16 10 8 16 5 4 5 8 9 10: Old : 64: 14 16 10 8 16 5 4 5 8 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 : 40.4 46.1 60.6 67.0 27.2 31.9 38.5 46.2 Old : 40.4 46.1 60.6 67.0 27.2 31.9 38.5 46.2 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 14, 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 : 262,696: 157,818 220,446 19,071 783 23,101 12,937 63 9,387 20,724 48 3,657: 16,001 5,211 Old : 262,696: 157,818 220,446 19,071 783 23,101 12,937 63 9,387 20,724 48 3,657: 16,001 5,211 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : 11,076: 5,204 10,175 -726 -338 145 1,380 -405 2,680 1,683 -1,009 578: 132 -750 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.1 83.9 7.3 0.3 8.8 4.9 0.0 3.6 7.9 0.0 1.4: 6.1 2.0 Old : 100.0: 60.1 83.9 7.3 0.3 8.8 4.9 0.0 3.6 7.9 0.0 1.4: 6.1 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 60: 30 24 6 . 6 4 . 4 8 . 5: Old : 60: 30 24 6 . 6 4 . 4 8 . 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.7 54.2 43.8 72.7 22.1 50.8 32.9 62.7 Old : 27.7 54.2 43.8 72.7 22.1 50.8 32.9 62.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 Disaggregated Commitments of Traders - Futures Only, June 14, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 140,304: 125,414 101,192 0 22,490 3,592 0 1,604 0 287 3,665 2,229: 8,782 5,532 Old : 140,304: 125,414 101,192 0 22,490 3,592 0 1,604 0 287 3,665 2,229: 8,782 5,532 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : 4,987: 2,555 3,205 0 335 -400 0 31 0 -171 279 -293: 3,296 1,830 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.4 72.1 0.0 16.0 2.6 0.0 1.1 0.0 0.2 2.6 1.6: 6.3 3.9 Old : 100.0: 89.4 72.1 0.0 16.0 2.6 0.0 1.1 0.0 0.2 2.6 1.6: 6.3 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 20 26 0 5 4 0 . 0 . 4 4: Old : 40: 20 26 0 5 4 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 : 67.9 46.1 82.0 64.3 55.1 41.8 64.7 54.3 Old : 67.9 46.1 82.0 64.3 55.1 41.8 64.7 54.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 Disaggregated Commitments of Traders - Futures Only, June 14, 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 : 221,419: 183,562 75,234 1,894 113,870 12,604 627 3,752 5,104 1,925 887 465: 15,238 9,503 Old : 221,419: 183,562 75,234 1,894 113,870 12,604 627 3,752 5,104 1,925 887 465: 15,238 9,503 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : 5,593: 5,279 4,405 -730 633 793 -313 -1,820 500 1,264 0 84: -1,284 998 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.9 34.0 0.9 51.4 5.7 0.3 1.7 2.3 0.9 0.4 0.2: 6.9 4.3 Old : 100.0: 82.9 34.0 0.9 51.4 5.7 0.3 1.7 2.3 0.9 0.4 0.2: 6.9 4.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 46: 22 17 . 12 9 . . . . . .: Old : 46: 22 17 . 12 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 : 49.0 45.2 67.4 69.4 45.5 41.9 60.9 60.5 Old : 49.0 45.2 67.4 69.4 45.5 41.9 60.9 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 14, 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 : 809,827: 708,362 188,865 30,509 551,824 36,184 780 4,038 15,198 923 5,989 1,604: 16,267 6,125 Old : 809,827: 708,362 188,865 30,509 551,824 36,184 780 4,038 15,198 923 5,989 1,604: 16,267 6,125 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : 5,584: 1,691 -3,421 188 11,522 1,149 780 -2,433 -27 0 -2,066 0: 1,803 860 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.5 23.3 3.8 68.1 4.5 0.1 0.5 1.9 0.1 0.7 0.2: 2.0 0.8 Old : 100.0: 87.5 23.3 3.8 68.1 4.5 0.1 0.5 1.9 0.1 0.7 0.2: 2.0 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 : 63: 38 22 5 10 13 . . . . 4 .: Old : 63: 38 22 5 10 13 . . . . 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 : 33.9 45.6 55.3 72.9 31.4 44.6 47.9 70.0 Old : 33.9 45.6 55.3 72.9 31.4 44.6 47.9 70.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 Disaggregated Commitments of Traders - Futures Only, June 14, 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 : 348,858: 304,545 219,402 20,903 115,120 768 1,046 2,134 3,105 10,341 0 1,373: 6,777 6,956 Old : 348,858: 304,545 219,402 20,903 115,120 768 1,046 2,134 3,105 10,341 0 1,373: 6,777 6,956 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : -152: 3,377 863 -30 -459 -31 456 62 -258 -3,914 0 62: 186 -391 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.3 62.9 6.0 33.0 0.2 0.3 0.6 0.9 3.0 0.0 0.4: 1.9 2.0 Old : 100.0: 87.3 62.9 6.0 33.0 0.2 0.3 0.6 0.9 3.0 0.0 0.4: 1.9 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 : 60: 31 31 4 9 . . . . . 0 .: Old : 60: 31 31 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 : 50.7 40.5 71.5 57.2 45.9 40.4 66.2 57.0 Old : 50.7 40.5 71.5 57.2 45.9 40.4 66.2 57.0 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 14, 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 : 289,383: 217,414 175,324 18,049 78,603 30,426 3,510 0 2,108 10,030 1,170 638: 7,208 1,114 Old : 289,383: 217,414 175,324 18,049 78,603 30,426 3,510 0 2,108 10,030 1,170 638: 7,208 1,114 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : 4,665: 3,297 3,831 217 -521 1,629 999 -217 34 -1,510 -302 183: -184 28 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.1 60.6 6.2 27.2 10.5 1.2 0.0 0.7 3.5 0.4 0.2: 2.5 0.4 Old : 100.0: 75.1 60.6 6.2 27.2 10.5 1.2 0.0 0.7 3.5 0.4 0.2: 2.5 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 57: 28 33 4 9 10 . 0 . . . .: Old : 57: 28 33 4 9 10 . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.5 39.4 67.7 58.1 48.8 33.7 61.9 48.5 Old : 49.5 39.4 67.7 58.1 48.8 33.7 61.9 48.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 Disaggregated Commitments of Traders - Futures Only, June 14, 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 : 106,218: 95,919 58,026 0 34,024 178 3,650 0 513 2,200 925 60: 3,698 12,492 Old : 106,218: 95,919 58,026 0 34,024 178 3,650 0 513 2,200 925 60: 3,698 12,492 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : 812: 132 175 0 877 0 31 0 0 984 -61 -179: -156 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.3 54.6 0.0 32.0 0.2 3.4 0.0 0.5 2.1 0.9 0.1: 3.5 11.8 Old : 100.0: 90.3 54.6 0.0 32.0 0.2 3.4 0.0 0.5 2.1 0.9 0.1: 3.5 11.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 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 : 62.0 47.0 75.5 65.0 59.5 42.0 71.8 59.7 Old : 62.0 47.0 75.5 65.0 59.5 42.0 71.8 59.7 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 14, 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 : 129,625: 97,426 97,922 16,561 1,968 5,874 345 2,067 492 0 13,807 2,223: 6,704 5,272 Old : 129,625: 97,426 97,922 16,561 1,968 5,874 345 2,067 492 0 13,807 2,223: 6,704 5,272 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : 1,580: 2,138 1,073 605 0 -180 -61 87 61 0 2,026 -1,008: 25 -479 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.2 75.5 12.8 1.5 4.5 0.3 1.6 0.4 0.0 10.7 1.7: 5.2 4.1 Old : 100.0: 75.2 75.5 12.8 1.5 4.5 0.3 1.6 0.4 0.0 10.7 1.7: 5.2 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 26 24 4 . . . . . 0 . .: Old : 42: 26 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 : 54.1 33.5 71.4 58.3 49.9 31.9 64.0 54.7 Old : 54.1 33.5 71.4 58.3 49.9 31.9 64.0 54.7 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 14, 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 : 18,732: 18,274 12,810 0 5,862 0 0 0 0 0 0 0: 458 60 Old : 18,732: 18,274 12,810 0 5,862 0 0 0 0 0 0 0: 458 60 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : 1,302: 1,054 1,302 0 0 0 0 0 0 0 0 0: 248 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 97.6 68.4 0.0 31.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.4 0.3 Old : 100.0: 97.6 68.4 0.0 31.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.4 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 14 9 0 . 0 0 0 0 0 0 0: Old : 21: 14 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 : 65.8 76.4 88.4 95.5 53.8 68.3 69.8 78.5 Old : 65.8 76.4 88.4 95.5 53.8 68.3 69.8 78.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U Disaggregated Commitments of Traders - Futures Only, June 14, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 108,842: 90,395 23,606 1,288 73,874 302 6,667 0 611 0 554 650: 8,929 9,245 Old : 108,842: 90,395 23,606 1,288 73,874 302 6,667 0 611 0 554 650: 8,929 9,245 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : 880: 58 -734 0 1,219 0 1,460 0 0 0 524 -90: -548 -39 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.1 21.7 1.2 67.9 0.3 6.1 0.0 0.6 0.0 0.5 0.6: 8.2 8.5 Old : 100.0: 83.1 21.7 1.2 67.9 0.3 6.1 0.0 0.6 0.0 0.5 0.6: 8.2 8.5 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 : 31: 17 11 . 8 . . 0 . 0 . .: Old : 31: 17 11 . 8 . . 0 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.1 56.2 79.5 74.4 67.2 56.2 77.4 73.0 Old : 68.1 56.2 79.5 74.4 67.2 56.2 77.4 73.0 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 14, 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 : 153,432: 109,230 59,999 31,949 78,385 5,269 0 0 0 0 0 0: 6,984 9,779 Old : 153,432: 109,230 59,999 31,949 78,385 5,269 0 0 0 0 0 0: 6,984 9,779 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : 1,122: 2,143 296 -648 861 292 0 0 0 0 0 0: -665 -327 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.2 39.1 20.8 51.1 3.4 0.0 0.0 0.0 0.0 0.0 0.0: 4.6 6.4 Old : 100.0: 71.2 39.1 20.8 51.1 3.4 0.0 0.0 0.0 0.0 0.0 0.0: 4.6 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 : 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 : 41.8 69.3 62.8 80.7 41.1 67.1 61.8 77.1 Old : 41.8 69.3 62.8 80.7 41.1 67.1 61.8 77.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y Disaggregated Commitments of Traders - Futures Only, June 14, 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 : 74,763: 62,460 41,188 2,483 25,350 428 0 1,478 0 0 0 0: 9,392 6,319 Old : 74,763: 62,460 41,188 2,483 25,350 428 0 1,478 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: June 7, 2016 : : 1,398: 1,398 1,150 0 0 0 0 248 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.5 55.1 3.3 33.9 0.6 0.0 2.0 0.0 0.0 0.0 0.0: 12.6 8.5 Old : 100.0: 83.5 55.1 3.3 33.9 0.6 0.0 2.0 0.0 0.0 0.0 0.0: 12.6 8.5 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: 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 : 54.2 61.7 73.1 83.7 52.7 61.3 67.2 79.4 Old : 54.2 61.7 73.1 83.7 52.7 61.3 67.2 79.4 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 14, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 20,783: 18,570 19,020 0 0 0 0 600 0 360 0 0: 1,853 1,163 Old : 20,783: 18,570 19,020 0 0 0 0 600 0 360 0 0: 1,853 1,163 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : 2,158: 2,614 2,189 0 0 0 0 0 0 0 0 0: -456 -31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.4 91.5 0.0 0.0 0.0 0.0 2.9 0.0 1.7 0.0 0.0: 8.9 5.6 Old : 100.0: 89.4 91.5 0.0 0.0 0.0 0.0 2.9 0.0 1.7 0.0 0.0: 8.9 5.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 9 11 0 0 0 0 . 0 . 0 0: Old : 21: 9 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 : 70.6 65.7 86.7 85.5 70.6 65.7 86.4 84.8 Old : 70.6 65.7 86.7 85.5 70.6 65.7 86.4 84.8 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 14, 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 : 342,928: 248,540 108,926 49,689 190,660 24,715 1,706 113 1,580 973 1,887 4,111: 11,614 10,936 Old : 342,928: 248,540 108,926 49,689 190,660 24,715 1,706 113 1,580 973 1,887 4,111: 11,614 10,936 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : 10,610: 6,739 4,553 -604 2,375 2,715 703 113 557 0 582 -276: 776 -9 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.5 31.8 14.5 55.6 7.2 0.5 0.0 0.5 0.3 0.6 1.2: 3.4 3.2 Old : 100.0: 72.5 31.8 14.5 55.6 7.2 0.5 0.0 0.5 0.3 0.6 1.2: 3.4 3.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 65: 40 28 4 11 7 . . . . . .: Old : 65: 40 28 4 11 7 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.4 53.4 48.1 70.0 27.4 53.0 45.9 67.3 Old : 29.4 53.4 48.1 70.0 27.4 53.0 45.9 67.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 Disaggregated Commitments of Traders - Futures Only, June 14, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 79,083: 67,695 33,958 3,577 33,559 732 662 620 391 0 727 765: 5,261 8,331 Old : 79,083: 67,695 33,958 3,577 33,559 732 662 620 391 0 727 765: 5,261 8,331 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : 803: 1,464 1,028 -126 178 0 -755 0 80 0 -285 295: -155 -493 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.6 42.9 4.5 42.4 0.9 0.8 0.8 0.5 0.0 0.9 1.0: 6.7 10.5 Old : 100.0: 85.6 42.9 4.5 42.4 0.9 0.8 0.8 0.5 0.0 0.9 1.0: 6.7 10.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 16 9 . 6 . . . . 0 . .: Old : 29: 16 9 . 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 : 60.2 56.7 79.7 77.3 59.2 56.2 77.6 76.5 Old : 60.2 56.7 79.7 77.3 59.2 56.2 77.6 76.5 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 14, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 77,380: 29,676 40,117 33,552 14,226 3,277 180 7,644 1,116 3,165 5,153 0: 6,414 5,847 Old : 77,380: 29,676 40,117 33,552 14,226 3,277 180 7,644 1,116 3,165 5,153 0: 6,414 5,847 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : 2,354: 1,465 1,143 0 -730 118 180 726 160 0 847 -181: 612 271 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.4 51.8 43.4 18.4 4.2 0.2 9.9 1.4 4.1 6.7 0.0: 8.3 7.6 Old : 100.0: 38.4 51.8 43.4 18.4 4.2 0.2 9.9 1.4 4.1 6.7 0.0: 8.3 7.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 9 8 5 4 6 . . . . . 0: Old : 26: 9 8 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 : 42.2 57.0 71.0 80.0 39.9 51.5 61.4 66.2 Old : 42.2 57.0 71.0 80.0 39.9 51.5 61.4 66.2 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 14, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 46,899: 24,398 42,600 15,543 12 2,961 3,198 0 0 0 0 0: 799 1,326 Old : 46,899: 24,398 42,600 15,543 12 2,961 3,198 0 0 0 0 0: 799 1,326 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : 2,418: 1,178 2,418 1,976 0 0 0 0 0 0 0 0: -736 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.0 90.8 33.1 0.0 6.3 6.8 0.0 0.0 0.0 0.0 0.0: 1.7 2.8 Old : 100.0: 52.0 90.8 33.1 0.0 6.3 6.8 0.0 0.0 0.0 0.0 0.0: 1.7 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 6 13 8 . . . 0 0 0 0 0: Old : 23: 6 13 8 . . . 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 : 45.3 66.9 72.3 81.5 35.8 65.2 55.2 71.0 Old : 45.3 66.9 72.3 81.5 35.8 65.2 55.2 71.0 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 14, 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 : 102,793: 48,495 83,879 8,766 606 6,184 20,989 8,190 0 17,580 3,030 0: 779 904 Old : 102,793: 48,495 83,879 8,766 606 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: June 7, 2016 : : 2,480: 1,240 2,480 1,240 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.2 81.6 8.5 0.6 6.0 20.4 8.0 0.0 17.1 2.9 0.0: 0.8 0.9 Old : 100.0: 47.2 81.6 8.5 0.6 6.0 20.4 8.0 0.0 17.1 2.9 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 31 5 . . 7 . 0 7 5 0: Old : 69: 21 31 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 : 36.5 46.1 56.6 66.3 35.3 40.6 51.8 52.8 Old : 36.5 46.1 56.6 66.3 35.3 40.6 51.8 52.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM Disaggregated Commitments of Traders - Futures Only, June 14, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 52,607: 50,745 52,367 1,284 0 0 0 0 0 0 0 0: 578 240 Old : 52,607: 50,745 52,367 1,284 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: June 7, 2016 : : 1,364: 1,488 1,364 -124 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 96.5 99.5 2.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.1 0.5 Old : 100.0: 96.5 99.5 2.4 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 : 64.4 55.0 83.9 78.1 39.4 40.0 56.6 55.9 Old : 64.4 55.0 83.9 78.1 39.4 40.0 56.6 55.9 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 14, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 205,875: 158,909 162,953 24,685 21,535 11,489 467 0 1,226 0 0 0: 9,099 8,672 Old : 205,875: 158,909 162,953 24,685 21,535 11,489 467 0 1,226 0 0 0: 9,099 8,672 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : -1,767: -1,248 -1,993 -31 1,404 -424 186 0 -250 0 0 0: 0 -504 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.2 79.2 12.0 10.5 5.6 0.2 0.0 0.6 0.0 0.0 0.0: 4.4 4.2 Old : 100.0: 77.2 79.2 12.0 10.5 5.6 0.2 0.0 0.6 0.0 0.0 0.0: 4.4 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 59.5 53.8 72.8 72.3 57.9 45.9 64.9 57.4 Old : 59.5 53.8 72.8 72.3 57.9 45.9 64.9 57.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW Disaggregated Commitments of Traders - Futures Only, June 14, 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 : 28,509: 25,284 24,775 1,424 0 0 0 210 0 171 0 690: 940 2,834 Old : 28,509: 25,284 24,775 1,424 0 0 0 210 0 171 0 690: 940 2,834 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : 744: 186 740 434 0 0 0 0 0 0 0 0: 124 4 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.7 86.9 5.0 0.0 0.0 0.0 0.7 0.0 0.6 0.0 2.4: 3.3 9.9 Old : 100.0: 88.7 86.9 5.0 0.0 0.0 0.0 0.7 0.0 0.6 0.0 2.4: 3.3 9.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 9 12 . 0 0 0 . 0 . 0 .: Old : 25: 9 12 . 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 : 74.2 66.6 89.8 83.6 74.2 60.5 84.2 76.6 Old : 74.2 66.6 89.8 83.6 74.2 60.5 84.2 76.6 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 14, 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 : 51,611: 35,828 41,677 3,531 1,064 458 0 135 1,190 490 1,782 196: 9,918 5,109 Old : 51,611: 35,828 41,677 3,531 1,064 458 0 135 1,190 490 1,782 196: 9,918 5,109 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : -1,468: -1,854 -1,293 0 0 0 0 135 1,190 -496 0 0: -308 -1,500 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.4 80.8 6.8 2.1 0.9 0.0 0.3 2.3 0.9 3.5 0.4: 19.2 9.9 Old : 100.0: 69.4 80.8 6.8 2.1 0.9 0.0 0.3 2.3 0.9 3.5 0.4: 19.2 9.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 13 17 . . . 0 . . . . .: Old : 25: 13 17 . . . 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.3 49.2 70.1 65.4 46.7 40.5 54.8 51.2 Old : 54.3 49.2 70.1 65.4 46.7 40.5 54.8 51.2 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 14, 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 : 106,333: 89,321 56,400 967 19,458 6,631 0 4,501 742 0 12,144 60: 8,612 6,397 Old : 106,333: 89,321 56,400 967 19,458 6,631 0 4,501 742 0 12,144 60: 8,612 6,397 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : -199: -589 569 -120 0 120 0 -22 -32 0 -794 60: 362 -100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.0 53.0 0.9 18.3 6.2 0.0 4.2 0.7 0.0 11.4 0.1: 8.1 6.0 Old : 100.0: 84.0 53.0 0.9 18.3 6.2 0.0 4.2 0.7 0.0 11.4 0.1: 8.1 6.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 16 19 . 6 4 0 . . 0 . .: Old : 39: 16 19 . 6 4 0 . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.8 43.4 77.8 62.3 59.8 35.9 73.8 53.7 Old : 59.8 43.4 77.8 62.3 59.8 35.9 73.8 53.7 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 14, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 117,025: 81,828 106,780 12,696 0 1,003 0 438 1,116 7,494 0 0: 12,888 7,688 Old : 117,025: 81,828 106,780 12,696 0 1,003 0 438 1,116 7,494 0 0: 12,888 7,688 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : 664: -366 846 4,319 0 0 0 0 0 0 0 0: -3,289 -182 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.9 91.2 10.8 0.0 0.9 0.0 0.4 1.0 6.4 0.0 0.0: 11.0 6.6 Old : 100.0: 69.9 91.2 10.8 0.0 0.9 0.0 0.4 1.0 6.4 0.0 0.0: 11.0 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 : 27: 16 12 . 0 . 0 . . . 0 0: Old : 27: 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 : 46.8 74.8 64.6 86.8 45.8 72.9 61.9 79.9 Old : 46.8 74.8 64.6 86.8 45.8 72.9 61.9 79.9 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 14, 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 : 99,909: 68,606 95,109 25,432 2,473 985 984 0 0 0 0 0: 3,902 1,342 Old : 99,909: 68,606 95,109 25,432 2,473 985 984 0 0 0 0 0: 3,902 1,342 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : 86: -252 415 2,988 0 -337 0 0 0 0 0 0: -2,313 8 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.7 95.2 25.5 2.5 1.0 1.0 0.0 0.0 0.0 0.0 0.0: 3.9 1.3 Old : 100.0: 68.7 95.2 25.5 2.5 1.0 1.0 0.0 0.0 0.0 0.0 0.0: 3.9 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 13 12 6 . 4 . 0 0 0 0 0: Old : 25: 13 12 6 . 4 . 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.8 67.7 80.2 88.9 53.0 59.8 71.6 75.6 Old : 56.8 67.7 80.2 88.9 53.0 59.8 71.6 75.6 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 14, 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 : 107,022: 95,989 101,428 2,049 2,003 1,039 310 0 0 1,459 279 248: 5,928 2,025 Old : 107,022: 95,989 101,428 2,049 2,003 1,039 310 0 0 1,459 279 248: 5,928 2,025 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : 4,805: 3,995 4,619 0 0 0 310 0 0 395 0 -13: 118 199 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.7 94.8 1.9 1.9 1.0 0.3 0.0 0.0 1.4 0.3 0.2: 5.5 1.9 Old : 100.0: 89.7 94.8 1.9 1.9 1.0 0.3 0.0 0.0 1.4 0.3 0.2: 5.5 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 19 16 . . . . 0 0 . . .: Old : 30: 19 16 . . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.2 56.1 77.6 81.0 55.1 51.2 66.1 73.9 Old : 61.2 56.1 77.6 81.0 55.1 51.2 66.1 73.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL Disaggregated Commitments of Traders - Futures Only, June 14, 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 : 121,290: 81,023 64,844 13,859 30,411 5,918 0 1,798 914 2,592 9,362 550: 16,434 7,493 Old : 121,290: 81,023 64,844 13,859 30,411 5,918 0 1,798 914 2,592 9,362 550: 16,434 7,493 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : -3,514: -4,031 1,435 237 -943 640 0 1,487 -54 -272 -2,265 104: -138 -3,918 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.8 53.5 11.4 25.1 4.9 0.0 1.5 0.8 2.1 7.7 0.5: 13.5 6.2 Old : 100.0: 66.8 53.5 11.4 25.1 4.9 0.0 1.5 0.8 2.1 7.7 0.5: 13.5 6.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 43: 22 21 4 6 7 0 . . . . .: Old : 43: 22 21 4 6 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 : 39.6 41.9 57.3 64.0 25.6 31.6 39.2 48.0 Old : 39.6 41.9 57.3 64.0 25.6 31.6 39.2 48.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW Disaggregated Commitments of Traders - Futures Only, June 14, 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 : 45,999: 34,230 42,334 4,936 2,130 270 3,684 0 0 496 449 31: 2,352 785 Old : 45,999: 34,230 42,334 4,936 2,130 270 3,684 0 0 496 449 31: 2,352 785 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : 5,936: 3,233 5,936 0 0 0 2,232 0 0 496 -31 31: -56 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.4 92.0 10.7 4.6 0.6 8.0 0.0 0.0 1.1 1.0 0.1: 5.1 1.7 Old : 100.0: 74.4 92.0 10.7 4.6 0.6 8.0 0.0 0.0 1.1 1.0 0.1: 5.1 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 19 15 . . . . 0 0 . . .: Old : 31: 19 15 . . . . 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 : 48.7 60.3 69.1 80.5 48.1 51.3 64.4 70.9 Old : 48.7 60.3 69.1 80.5 48.1 51.3 64.4 70.9 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 14, 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 : 45,906: 32,550 44,758 11,380 0 488 0 0 0 0 480 0: 1,488 180 Old : 45,906: 32,550 44,758 11,380 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: June 7, 2016 : : -62: 961 -62 -1,023 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.9 97.5 24.8 0.0 1.1 0.0 0.0 0.0 0.0 1.0 0.0: 3.2 0.4 Old : 100.0: 70.9 97.5 24.8 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: 15 13 . 0 . 0 0 0 0 . 0: Old : 25: 15 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 : 55.7 75.5 81.9 93.9 55.0 74.2 79.4 89.5 Old : 55.7 75.5 81.9 93.9 55.0 74.2 79.4 89.5 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 14, 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 : 198,654: 149,452 141,350 17,850 26,526 15,975 1,517 641 894 4,129 4,057 2,408: 6,429 6,803 Old : 198,654: 149,452 141,350 17,850 26,526 15,975 1,517 641 894 4,129 4,057 2,408: 6,429 6,803 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : -623: 3,612 -3,325 -27 5,677 -3,910 -711 403 310 -734 -746 10: 827 958 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.2 71.2 9.0 13.4 8.0 0.8 0.3 0.5 2.1 2.0 1.2: 3.2 3.4 Old : 100.0: 75.2 71.2 9.0 13.4 8.0 0.8 0.3 0.5 2.1 2.0 1.2: 3.2 3.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 58: 32 29 4 5 7 . . . . 4 4: Old : 58: 32 29 4 5 7 . . . . 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 : 33.4 52.1 53.4 64.2 31.1 47.0 47.3 57.8 Old : 33.4 52.1 53.4 64.2 31.1 47.0 47.3 57.8 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 14, 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 : 93,699: 77,015 41,240 2,408 42,238 3,033 0 0 0 0 0 0: 11,243 7,188 Old : 93,699: 77,015 41,240 2,408 42,238 3,033 0 0 0 0 0 0: 11,243 7,188 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : 208: -1,389 148 0 -760 180 0 0 0 -1,735 0 -182: 3,334 822 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.2 44.0 2.6 45.1 3.2 0.0 0.0 0.0 0.0 0.0 0.0: 12.0 7.7 Old : 100.0: 82.2 44.0 2.6 45.1 3.2 0.0 0.0 0.0 0.0 0.0 0.0: 12.0 7.7 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 : 23: 11 8 . 7 5 0 0 0 0 0 0: Old : 23: 11 8 . 7 5 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.1 59.0 77.9 79.8 55.3 57.8 73.0 73.6 Old : 56.1 59.0 77.9 79.8 55.3 57.8 73.0 73.6 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 14, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mm btu : : : Positions : All : 86,276: 46,203 57,918 30,277 19,398 1,045 0 0 0 0 0 0: 8,751 7,915 Old : 86,276: 46,203 57,918 30,277 19,398 1,045 0 0 0 0 0 0: 8,751 7,915 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : 797: 734 306 0 0 0 0 0 0 0 0 0: 63 491 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.6 67.1 35.1 22.5 1.2 0.0 0.0 0.0 0.0 0.0 0.0: 10.1 9.2 Old : 100.0: 53.6 67.1 35.1 22.5 1.2 0.0 0.0 0.0 0.0 0.0 0.0: 10.1 9.2 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 : 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 : 54.0 61.1 75.1 76.6 48.8 55.8 65.5 68.7 Old : 54.0 61.1 75.1 76.6 48.8 55.8 65.5 68.7 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 14, 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 : 85,329: 50,016 50,736 25,069 25,676 3,388 0 0 0 0 2,024 61: 6,795 3,444 Old : 85,329: 50,016 50,736 25,069 25,676 3,388 0 0 0 0 2,024 61: 6,795 3,444 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : 1,869: 2,752 888 677 825 32 0 0 0 0 -31 0: -1,592 155 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.6 59.5 29.4 30.1 4.0 0.0 0.0 0.0 0.0 2.4 0.1: 8.0 4.0 Old : 100.0: 58.6 59.5 29.4 30.1 4.0 0.0 0.0 0.0 0.0 2.4 0.1: 8.0 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 17 13 . . . 0 0 0 0 . .: Old : 28: 17 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 : 66.0 70.4 77.0 87.7 66.0 69.4 75.3 84.1 Old : 66.0 70.4 77.0 87.7 66.0 69.4 75.3 84.1 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 14, 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 : 92,630: 72,411 33,526 6,286 52,442 1,989 0 0 0 2,697 0 0: 9,247 4,673 Old : 92,630: 72,411 33,526 6,286 52,442 1,989 0 0 0 2,697 0 0: 9,247 4,673 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : 582: 186 244 0 276 0 0 0 0 0 0 0: 396 62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.2 36.2 6.8 56.6 2.1 0.0 0.0 0.0 2.9 0.0 0.0: 10.0 5.0 Old : 100.0: 78.2 36.2 6.8 56.6 2.1 0.0 0.0 0.0 2.9 0.0 0.0: 10.0 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 : 58.0 72.7 75.0 88.9 58.0 70.5 75.0 85.9 Old : 58.0 72.7 75.0 88.9 58.0 70.5 75.0 85.9 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 14, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 10,000 MMBTU'S) : : : Positions : All : 1,073,841: 147,584 138,436 152,173 50,187 108,006 228,877 272,428 208,661 36,157 143,258 120,410: 71,973 32,455 Old : 1,073,841: 147,584 138,436 152,173 50,187 108,006 228,877 272,428 208,661 36,157 143,258 120,410: 71,973 32,455 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : 22,722: 876 6,828 -2,057 5,796 20,834 13,761 178 -12,605 -1,074 9,938 675: 2,312 -8,922 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.7 12.9 14.2 4.7 10.1 21.3 25.4 19.4 3.4 13.3 11.2: 6.7 3.0 Old : 100.0: 13.7 12.9 14.2 4.7 10.1 21.3 25.4 19.4 3.4 13.3 11.2: 6.7 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 : 328: 34 31 21 10 26 76 58 79 44 60 76: Old : 328: 34 31 21 10 26 76 58 79 44 60 76: 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 : 14.1 21.3 24.9 33.9 9.2 15.8 15.3 22.7 Old : 14.1 21.3 24.9 33.9 9.2 15.8 15.3 22.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 Disaggregated Commitments of Traders - Futures Only, June 14, 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 : 275,695: 57,034 39,720 29,374 32,879 44,684 66,672 11,287 20,585 18,929 90,728 28,885: 9,532 6,927 Old : 275,695: 57,034 39,720 29,374 32,879 44,684 66,672 11,287 20,585 18,929 90,728 28,885: 9,532 6,927 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : 8,823: -4,029 -1,258 460 825 -607 12,522 7,285 -313 47 1,021 1,598: -855 272 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.7 14.4 10.7 11.9 16.2 24.2 4.1 7.5 6.9 32.9 10.5: 3.5 2.5 Old : 100.0: 20.7 14.4 10.7 11.9 16.2 24.2 4.1 7.5 6.9 32.9 10.5: 3.5 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 10 12 17: Old : 69: 18 20 7 7 14 7 . 10 10 12 17: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.8 42.4 54.7 57.1 33.9 37.4 43.9 44.8 Old : 39.8 42.4 54.7 57.1 33.9 37.4 43.9 44.8 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 14, 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 : 123,199: 14,457 26,234 32,949 24,892 20,926 15,430 7,547 11,400 6,237 13,967 12,555: 9,245 5,678 Old : 123,199: 14,457 26,234 32,949 24,892 20,926 15,430 7,547 11,400 6,237 13,967 12,555: 9,245 5,678 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : 11,092: 4,005 1,253 7,412 4,427 -1,617 -1,867 238 2,783 146 2,547 2,135: -1,905 -674 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.7 21.3 26.7 20.2 17.0 12.5 6.1 9.3 5.1 11.3 10.2: 7.5 4.6 Old : 100.0: 11.7 21.3 26.7 20.2 17.0 12.5 6.1 9.3 5.1 11.3 10.2: 7.5 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 57: 10 12 10 4 13 5 6 9 8 12 17: Old : 57: 10 12 10 4 13 5 6 9 8 12 17: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.0 41.1 36.3 57.2 17.2 28.4 28.8 35.9 Old : 21.0 41.1 36.3 57.2 17.2 28.4 28.8 35.9 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 14, 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 : 25,203: 2,840 5,148 5,767 5,869 7,514 4,284 349 2,838 502 2,027 1,458: 0 0 Old : 25,203: 2,840 5,148 5,767 5,869 7,514 4,284 349 2,838 502 2,027 1,458: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : -273: 0 0 139 -17 -631 -92 162 12 -62 -160 361: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.3 20.4 22.9 23.3 29.8 17.0 1.4 11.3 2.0 8.0 5.8: 0.0 0.0 Old : 100.0: 11.3 20.4 22.9 23.3 29.8 17.0 1.4 11.3 2.0 8.0 5.8: 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 . 8 8: Old : 29: 4 . 4 . 6 5 . 5 . 8 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 : 49.9 69.9 75.9 87.6 30.2 35.4 39.9 40.5 Old : 49.9 69.9 75.9 87.6 30.2 35.4 39.9 40.5 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 14, 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 : 1,384,682: 431,409 201,484 82,755 836,760 175,181 82,366 28,366 66,171 480,798 12,296 32,306: 33,696 32,118 Old : 1,384,682: 431,409 201,484 82,755 836,760 175,181 82,366 28,366 66,171 480,798 12,296 32,306: 33,696 32,118 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : 17,148: 3,190 2,443 -1,012 17,880 -3,686 26 1,704 746 21,286 -608 -2,079: -1,323 748 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.2 14.6 6.0 60.4 12.7 5.9 2.0 4.8 34.7 0.9 2.3: 2.4 2.3 Old : 100.0: 31.2 14.6 6.0 60.4 12.7 5.9 2.0 4.8 34.7 0.9 2.3: 2.4 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 98: 36 30 4 14 14 9 6 10 19 . 18: Old : 98: 36 30 4 14 14 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 : 47.3 37.5 59.8 61.3 43.0 36.1 53.0 56.8 Old : 47.3 37.5 59.8 61.3 43.0 36.1 53.0 56.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C Disaggregated Commitments of Traders - Futures Only, June 14, 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 : 346,295: 60,200 59,166 172,796 125,410 40,807 16,180 30,196 23,162 8,589 39,578 21,023: 3,538 6,953 Old : 346,295: 60,200 59,166 172,796 125,410 40,807 16,180 30,196 23,162 8,589 39,578 21,023: 3,538 6,953 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : 15,114: 2,400 912 -424 -2,292 4,520 3,229 1,635 4,439 -1,477 4,467 1,564: 863 -131 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.4 17.1 49.9 36.2 11.8 4.7 8.7 6.7 2.5 11.4 6.1: 1.0 2.0 Old : 100.0: 17.4 17.1 49.9 36.2 11.8 4.7 8.7 6.7 2.5 11.4 6.1: 1.0 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 : 69: 13 14 13 7 16 6 8 12 8 11 14: Old : 69: 13 14 13 7 16 6 8 12 8 11 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 : 34.7 48.1 51.6 61.9 31.0 40.9 46.5 51.9 Old : 34.7 48.1 51.6 61.9 31.0 40.9 46.5 51.9 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 14, 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 : 28,349: 26,853 19,686 0 6,129 438 0 0 0 163 828 126: 769 1,142 Old : 28,349: 26,853 19,686 0 6,129 438 0 0 0 163 828 126: 769 1,142 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : 541: 551 493 0 0 0 0 0 0 0 10 -10: 0 48 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.7 69.4 0.0 21.6 1.5 0.0 0.0 0.0 0.6 2.9 0.4: 2.7 4.0 Old : 100.0: 94.7 69.4 0.0 21.6 1.5 0.0 0.0 0.0 0.6 2.9 0.4: 2.7 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 53.1 38.5 76.7 59.1 42.2 28.6 57.0 40.8 Old : 53.1 38.5 76.7 59.1 42.2 28.6 57.0 40.8 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 14, 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 : 147,919: 120,869 118,978 9,084 16,340 6,291 6,138 1,253 1,394 2,253 1,928 785: 1,105 950 Old : 147,919: 120,869 118,978 9,084 16,340 6,291 6,138 1,253 1,394 2,253 1,928 785: 1,105 950 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : 6,473: 5,251 5,397 -255 -290 324 271 -60 902 -9 155 210: -221 -165 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.7 80.4 6.1 11.0 4.3 4.1 0.8 0.9 1.5 1.3 0.5: 0.7 0.6 Old : 100.0: 81.7 80.4 6.1 11.0 4.3 4.1 0.8 0.9 1.5 1.3 0.5: 0.7 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 88: 45 45 4 7 7 4 . . 11 11 9: Old : 88: 45 45 4 7 7 4 . . 11 11 9: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.1 44.4 66.9 62.6 17.5 22.7 24.6 27.5 Old : 49.1 44.4 66.9 62.6 17.5 22.7 24.6 27.5 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 14, 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 : 74,141: 46,995 56,383 5,008 3,011 8,198 1,526 4,248 64 12,020 1,049 0: 330 1,188 Old : 74,141: 46,995 56,383 5,008 3,011 8,198 1,526 4,248 64 12,020 1,049 0: 330 1,188 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : 2,567: 2,250 1,953 160 85 7 150 336 0 0 0 0: 0 186 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.4 76.0 6.8 4.1 11.1 2.1 5.7 0.1 16.2 1.4 0.0: 0.4 1.6 Old : 100.0: 63.4 76.0 6.8 4.1 11.1 2.1 5.7 0.1 16.2 1.4 0.0: 0.4 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 19 18 . . 4 . . . 4 . 0: Old : 35: 19 18 . . 4 . . . 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 : 51.0 47.1 76.6 70.4 26.7 21.8 32.7 29.6 Old : 51.0 47.1 76.6 70.4 26.7 21.8 32.7 29.6 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 14, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 30,888: 24,982 23,174 1,553 3,388 1,665 1,085 0 0 190 1,125 1,178: 235 358 Old : 30,888: 24,982 23,174 1,553 3,388 1,665 1,085 0 0 190 1,125 1,178: 235 358 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : -218: 374 6 -280 -40 -266 0 0 0 0 165 -46: 0 -37 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.9 75.0 5.0 11.0 5.4 3.5 0.0 0.0 0.6 3.6 3.8: 0.8 1.2 Old : 100.0: 80.9 75.0 5.0 11.0 5.4 3.5 0.0 0.0 0.6 3.6 3.8: 0.8 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 50: 26 26 . 7 5 . 0 0 . 5 4: Old : 50: 26 26 . 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 : 41.3 40.7 64.7 59.5 25.9 28.7 40.0 36.9 Old : 41.3 40.7 64.7 59.5 25.9 28.7 40.0 36.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R Disaggregated Commitments of Traders - Futures Only, June 14, 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 : 16,948: 6,455 10,354 7,259 3,075 187 0 0 0 2,119 2,599 381: 547 352 Old : 16,948: 6,455 10,354 7,259 3,075 187 0 0 0 2,119 2,599 381: 547 352 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : 410: 198 266 0 0 0 0 0 0 108 143 10: 94 -9 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.1 61.1 42.8 18.1 1.1 0.0 0.0 0.0 12.5 15.3 2.2: 3.2 2.1 Old : 100.0: 38.1 61.1 42.8 18.1 1.1 0.0 0.0 0.0 12.5 15.3 2.2: 3.2 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 : 46: 25 24 5 4 . 0 0 0 . 4 4: Old : 46: 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 : 56.0 49.4 69.3 69.8 51.6 47.4 64.1 65.2 Old : 56.0 49.4 69.3 69.8 51.6 47.4 64.1 65.2 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 14, 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 : 15,574: 13,493 9,889 450 4,877 82 0 0 0 270 126 105: 1,174 495 Old : 15,574: 13,493 9,889 450 4,877 82 0 0 0 270 126 105: 1,174 495 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2016 : : 77: 26 85 90 12 -8 0 0 0 0 0 0: -31 -12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.6 63.5 2.9 31.3 0.5 0.0 0.0 0.0 1.7 0.8 0.7: 7.5 3.2 Old : 100.0: 86.6 63.5 2.9 31.3 0.5 0.0 0.0 0.0 1.7 0.8 0.7: 7.5 3.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 20 14 . 4 . 0 0 0 . . .: Old : 29: 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 : 62.6 64.6 76.9 83.4 50.6 50.6 58.1 63.8 Old : 62.6 64.6 76.9 83.4 50.6 50.6 58.1 63.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 17, 2016