NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 Disaggregated Commitments of Traders - Futures Only, July 19, 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 : 4,597,232: 2,368,774 991,505 488,851 2,590,041 172,673 554,949 63,499 260,466 250,079 55,671 445,264: 56,176 18,113 Old : 4,597,232: 2,368,774 991,505 488,851 2,590,041 172,673 554,949 63,499 260,466 250,079 55,671 445,264: 56,176 18,113 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : 27,090: 36,317 -10,333 25,937 31,169 -14,079 -12,407 -2,199 14,166 -27,680 4,032 15,206: -10,370 -10,872 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.5 21.6 10.6 56.3 3.8 12.1 1.4 5.7 5.4 1.2 9.7: 1.2 0.4 Old : 100.0: 51.5 21.6 10.6 56.3 3.8 12.1 1.4 5.7 5.4 1.2 9.7: 1.2 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 : 230: 120 98 7 20 22 22 6 24 38 11 37: Old : 230: 120 98 7 20 22 22 6 24 38 11 37: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.5 29.8 41.5 45.2 22.8 29.4 35.2 41.6 Old : 25.5 29.8 41.5 45.2 22.8 29.4 35.2 41.6 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, July 19, 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 : 209,182: 50,858 40,954 44,902 52,182 32,557 19,128 21,263 11,965 25,804 28,524 21,582: 2,386 155 Old : 209,182: 50,858 40,954 44,902 52,182 32,557 19,128 21,263 11,965 25,804 28,524 21,582: 2,386 155 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : 2,850: 1,208 194 0 1,008 -688 2,582 100 -804 -326 2,224 816: 62 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.3 19.6 21.5 24.9 15.6 9.1 10.2 5.7 12.3 13.6 10.3: 1.1 0.1 Old : 100.0: 24.3 19.6 21.5 24.9 15.6 9.1 10.2 5.7 12.3 13.6 10.3: 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 : 65: 15 16 11 7 16 4 4 4 7 12 12: Old : 65: 15 16 11 7 16 4 4 4 7 12 12: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.9 47.1 58.3 69.8 27.2 34.4 39.9 50.6 Old : 38.9 47.1 58.3 69.8 27.2 34.4 39.9 50.6 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, July 19, 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 : 242,099: 151,933 208,246 21,811 1,866 22,693 6,007 0 2,932 17,501 0 1,688: 17,534 4,674 Old : 242,099: 151,933 208,246 21,811 1,866 22,693 6,007 0 2,932 17,501 0 1,688: 17,534 4,674 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : -190: 467 -185 1,402 967 -723 1,529 0 10 -2,037 0 -230: -608 -29 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.8 86.0 9.0 0.8 9.4 2.5 0.0 1.2 7.2 0.0 0.7: 7.2 1.9 Old : 100.0: 62.8 86.0 9.0 0.8 9.4 2.5 0.0 1.2 7.2 0.0 0.7: 7.2 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 58: 33 25 5 . 5 . 0 . 9 0 .: Old : 58: 33 25 5 . 5 . 0 . 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 : 32.6 48.8 46.8 68.2 27.1 45.4 38.4 55.2 Old : 32.6 48.8 46.8 68.2 27.1 45.4 38.4 55.2 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, July 19, 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 : 128,954: 116,579 91,308 0 20,107 3,957 0 147 93 740 5,147 1,162: 6,423 7,033 Old : 128,954: 116,579 91,308 0 20,107 3,957 0 147 93 740 5,147 1,162: 6,423 7,033 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : -1,162: -1,288 916 0 -728 31 -8 147 -147 -341 -2,476 341: 250 754 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.4 70.8 0.0 15.6 3.1 0.0 0.1 0.1 0.6 4.0 0.9: 5.0 5.5 Old : 100.0: 90.4 70.8 0.0 15.6 3.1 0.0 0.1 0.1 0.6 4.0 0.9: 5.0 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 20 24 0 5 4 0 . . . . 4: Old : 36: 20 24 0 5 4 0 . . . . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.0 42.3 81.3 62.6 53.5 37.4 63.0 49.4 Old : 66.0 42.3 81.3 62.6 53.5 37.4 63.0 49.4 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, July 19, 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 : 210,969: 177,444 81,230 2,144 107,338 11,885 154 834 1,723 1,878 608 101: 15,640 7,250 Old : 210,969: 177,444 81,230 2,144 107,338 11,885 154 834 1,723 1,878 608 101: 15,640 7,250 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : 2,737: 1,819 3,619 428 -582 -247 0 397 -83 882 0 -211: 149 -156 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.1 38.5 1.0 50.9 5.6 0.1 0.4 0.8 0.9 0.3 0.0: 7.4 3.4 Old : 100.0: 84.1 38.5 1.0 50.9 5.6 0.1 0.4 0.8 0.9 0.3 0.0: 7.4 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 : 45: 23 18 . 12 9 . . . . . .: Old : 45: 23 18 . 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 : 48.2 45.3 66.8 69.4 42.7 40.8 57.1 58.4 Old : 48.2 45.3 66.8 69.4 42.7 40.8 57.1 58.4 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, July 19, 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 : 793,927: 708,139 182,312 29,238 562,782 33,703 912 21 3,821 427 1,998 3,152: 14,535 6,138 Old : 793,927: 708,139 182,312 29,238 562,782 33,703 912 21 3,821 427 1,998 3,152: 14,535 6,138 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : 4,659: 2,762 2,437 -310 1,752 1,340 628 21 504 -248 -2,309 1,116: -1,133 -202 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.2 23.0 3.7 70.9 4.2 0.1 0.0 0.5 0.1 0.3 0.4: 1.8 0.8 Old : 100.0: 89.2 23.0 3.7 70.9 4.2 0.1 0.0 0.5 0.1 0.3 0.4: 1.8 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 : 61: 38 20 5 10 13 . . . . . .: Old : 61: 38 20 5 10 13 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.0 46.3 54.9 76.8 31.7 45.1 49.2 71.7 Old : 33.0 46.3 54.9 76.8 31.7 45.1 49.2 71.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 Disaggregated Commitments of Traders - Futures Only, July 19, 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 : 329,689: 301,737 215,040 18,384 103,185 2,017 0 371 1,183 273 0 203: 5,892 7,690 Old : 329,689: 301,737 215,040 18,384 103,185 2,017 0 371 1,183 273 0 203: 5,892 7,690 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : 1,094: 179 1,317 155 -1,136 1,199 0 371 1,183 -552 -217 -857: -213 -766 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.5 65.2 5.6 31.3 0.6 0.0 0.1 0.4 0.1 0.0 0.1: 1.8 2.3 Old : 100.0: 91.5 65.2 5.6 31.3 0.6 0.0 0.1 0.4 0.1 0.0 0.1: 1.8 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 : 60: 35 33 4 9 4 0 . . . 0 .: Old : 60: 35 33 4 9 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 : 52.9 38.8 73.7 56.6 49.6 38.2 69.8 55.7 Old : 52.9 38.8 73.7 56.6 49.6 38.2 69.8 55.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 Disaggregated Commitments of Traders - Futures Only, July 19, 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 : 276,863: 219,056 151,586 17,825 88,987 30,615 0 726 994 0 2,142 332: 8,041 1,481 Old : 276,863: 219,056 151,586 17,825 88,987 30,615 0 726 994 0 2,142 332: 8,041 1,481 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : 1,981: 1,088 -2,686 1,460 3,547 750 -227 62 -427 0 1,065 -433: -230 103 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.1 54.8 6.4 32.1 11.1 0.0 0.3 0.4 0.0 0.8 0.1: 2.9 0.5 Old : 100.0: 79.1 54.8 6.4 32.1 11.1 0.0 0.3 0.4 0.0 0.8 0.1: 2.9 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 : 55: 33 34 4 9 9 0 . . 0 . .: Old : 55: 33 34 4 9 9 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 : 55.2 37.4 69.0 56.8 54.5 29.2 62.3 45.6 Old : 55.2 37.4 69.0 56.8 54.5 29.2 62.3 45.6 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, July 19, 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 : 91,366: 81,618 44,087 0 34,237 133 2,428 0 540 2,073 256 240: 4,334 11,873 Old : 91,366: 81,618 44,087 0 34,237 133 2,428 0 540 2,073 256 240: 4,334 11,873 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : -2,556: -2,209 -3,145 0 -209 0 -360 0 58 -285 256 240: 0 244 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.3 48.3 0.0 37.5 0.1 2.7 0.0 0.6 2.3 0.3 0.3: 4.7 13.0 Old : 100.0: 89.3 48.3 0.0 37.5 0.1 2.7 0.0 0.6 2.3 0.3 0.3: 4.7 13.0 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 : 33: 22 16 0 7 . . 0 . . . .: Old : 33: 22 16 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 : 58.8 43.5 72.3 63.4 57.1 40.6 69.7 58.6 Old : 58.8 43.5 72.3 63.4 57.1 40.6 69.7 58.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E Disaggregated Commitments of Traders - Futures Only, July 19, 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 : 121,852: 95,739 89,399 6,680 3,000 9,652 405 0 918 0 10,896 1,242: 7,216 6,745 Old : 121,852: 95,739 89,399 6,680 3,000 9,652 405 0 918 0 10,896 1,242: 7,216 6,745 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : 2,581: 5,681 1,501 -2,378 1,528 -847 339 -1,090 705 0 85 -1,432: 513 2,131 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.6 73.4 5.5 2.5 7.9 0.3 0.0 0.8 0.0 8.9 1.0: 5.9 5.5 Old : 100.0: 78.6 73.4 5.5 2.5 7.9 0.3 0.0 0.8 0.0 8.9 1.0: 5.9 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 28 23 . . . . 0 . 0 . .: Old : 41: 28 23 . . . . 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 : 55.0 32.5 72.3 56.8 50.1 31.2 61.5 52.5 Old : 55.0 32.5 72.3 56.8 50.1 31.2 61.5 52.5 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, July 19, 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 : 20,698: 19,799 13,158 0 7,354 0 0 0 0 0 0 0: 899 186 Old : 20,698: 19,799 13,158 0 7,354 0 0 0 0 0 0 0: 899 186 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : 2,635: 2,511 1,891 0 744 0 0 0 0 0 0 0: 124 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 95.7 63.6 0.0 35.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.3 0.9 Old : 100.0: 95.7 63.6 0.0 35.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.3 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 15 8 0 . 0 0 0 0 0 0 0: Old : 22: 15 8 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 : 61.7 85.0 82.3 98.1 58.6 77.4 76.5 90.3 Old : 61.7 85.0 82.3 98.1 58.6 77.4 76.5 90.3 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, July 19, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 103,200: 90,148 20,375 1,071 73,453 302 984 0 648 0 817 257: 9,790 7,348 Old : 103,200: 90,148 20,375 1,071 73,453 302 984 0 648 0 817 257: 9,790 7,348 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : 1,600: 1,688 467 0 795 0 306 0 -242 -190 817 -297: 335 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.4 19.7 1.0 71.2 0.3 1.0 0.0 0.6 0.0 0.8 0.2: 9.5 7.1 Old : 100.0: 87.4 19.7 1.0 71.2 0.3 1.0 0.0 0.6 0.0 0.8 0.2: 9.5 7.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 17 12 . 8 . . 0 . 0 . .: Old : 29: 17 12 . 8 . . 0 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.5 58.5 78.2 75.4 63.3 58.5 74.0 73.6 Old : 64.5 58.5 78.2 75.4 63.3 58.5 74.0 73.6 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, July 19, 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 : 149,242: 109,102 58,692 29,972 78,183 3,984 0 0 0 0 0 0: 6,184 8,383 Old : 149,242: 109,102 58,692 29,972 78,183 3,984 0 0 0 0 0 0: 6,184 8,383 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : 1,103: 1,465 38 -822 787 93 0 0 0 0 0 0: 367 185 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.1 39.3 20.1 52.4 2.7 0.0 0.0 0.0 0.0 0.0 0.0: 4.1 5.6 Old : 100.0: 73.1 39.3 20.1 52.4 2.7 0.0 0.0 0.0 0.0 0.0 0.0: 4.1 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 : 35: 20 14 5 8 5 0 0 0 0 0 0: Old : 35: 20 14 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 : 44.1 69.1 65.1 81.8 43.6 67.0 63.8 78.8 Old : 44.1 69.1 65.1 81.8 43.6 67.0 63.8 78.8 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, July 19, 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 : 68,977: 56,466 37,532 3,361 26,197 428 0 0 0 0 0 0: 8,722 4,820 Old : 68,977: 56,466 37,532 3,361 26,197 428 0 0 0 0 0 0: 8,722 4,820 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : 27: 178 782 0 0 0 0 0 0 0 0 0: -151 -755 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.9 54.4 4.9 38.0 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 12.6 7.0 Old : 100.0: 81.9 54.4 4.9 38.0 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 12.6 7.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 16 13 . . . 0 0 0 0 0 0: Old : 26: 16 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 : 53.3 62.7 72.2 84.1 52.3 62.7 67.1 79.0 Old : 53.3 62.7 72.2 84.1 52.3 62.7 67.1 79.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 Disaggregated Commitments of Traders - Futures Only, July 19, 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 : 337,243: 248,580 106,919 45,675 182,221 30,271 1,684 3,700 454 237 920 2,790: 7,552 9,968 Old : 337,243: 248,580 106,919 45,675 182,221 30,271 1,684 3,700 454 237 920 2,790: 7,552 9,968 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : -316: -2,089 1,734 -317 -6,705 2,816 -1 2,996 0 237 -1,337 -419: -543 599 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.7 31.7 13.5 54.0 9.0 0.5 1.1 0.1 0.1 0.3 0.8: 2.2 3.0 Old : 100.0: 73.7 31.7 13.5 54.0 9.0 0.5 1.1 0.1 0.1 0.3 0.8: 2.2 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 : 66: 43 32 4 11 8 . . . . . .: Old : 66: 43 32 4 11 8 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.0 53.8 47.9 69.9 29.3 53.3 44.6 66.2 Old : 31.0 53.8 47.9 69.9 29.3 53.3 44.6 66.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 Disaggregated Commitments of Traders - Futures Only, July 19, 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 : 74,762: 64,830 32,120 4,134 32,867 518 0 938 459 0 1,055 334: 4,487 6,471 Old : 74,762: 64,830 32,120 4,134 32,867 518 0 938 459 0 1,055 334: 4,487 6,471 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : 758: 909 994 0 2 0 0 372 0 0 368 -120: -31 -858 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.7 43.0 5.5 44.0 0.7 0.0 1.3 0.6 0.0 1.4 0.4: 6.0 8.7 Old : 100.0: 86.7 43.0 5.5 44.0 0.7 0.0 1.3 0.6 0.0 1.4 0.4: 6.0 8.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 16 9 . 6 . 0 . . 0 . .: Old : 28: 16 9 . 6 . 0 . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.2 57.2 82.9 78.0 64.1 56.5 80.1 77.2 Old : 65.2 57.2 82.9 78.0 64.1 56.5 80.1 77.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 Disaggregated Commitments of Traders - Futures Only, July 19, 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 : 14,872: 11,022 10,332 1,538 1,602 0 930 0 0 0 0 0: 1,382 2,938 Old : 14,872: 11,022 10,332 1,538 1,602 0 930 0 0 0 0 0: 1,382 2,938 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.1 69.5 10.3 10.8 0.0 6.3 0.0 0.0 0.0 0.0 0.0: 9.3 19.8 Old : 100.0: 74.1 69.5 10.3 10.8 0.0 6.3 0.0 0.0 0.0 0.0 0.0: 9.3 19.8 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 : 20: 7 8 . . 0 . 0 0 0 0 0: Old : 20: 7 8 . . 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 : 68.0 53.9 83.4 74.6 67.2 53.4 79.9 70.6 Old : 68.0 53.9 83.4 74.6 67.2 53.4 79.9 70.6 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, July 19, 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 : 70,643: 25,728 44,278 31,654 13,121 3,290 1,591 248 285 2,673 3,843 364: 5,058 5,214 Old : 70,643: 25,728 44,278 31,654 13,121 3,290 1,591 248 285 2,673 3,843 364: 5,058 5,214 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : -163: 465 -360 0 0 0 454 248 -174 0 155 0: -908 -32 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.4 62.7 44.8 18.6 4.7 2.3 0.4 0.4 3.8 5.4 0.5: 7.2 7.4 Old : 100.0: 36.4 62.7 44.8 18.6 4.7 2.3 0.4 0.4 3.8 5.4 0.5: 7.2 7.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 10 7 6 . 8 . . . . . .: Old : 26: 10 7 6 . 8 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.2 58.6 69.9 82.5 38.4 51.1 59.9 67.5 Old : 43.2 58.6 69.9 82.5 38.4 51.1 59.9 67.5 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, July 19, 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 : 46,803: 26,939 41,395 12,534 0 2,446 3,012 0 0 372 1,612 0: 1,500 1,350 Old : 46,803: 26,939 41,395 12,534 0 2,446 3,012 0 0 372 1,612 0: 1,500 1,350 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : 4,472: 4,069 2,705 -713 0 124 620 0 0 372 1,612 0: 0 31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.6 88.4 26.8 0.0 5.2 6.4 0.0 0.0 0.8 3.4 0.0: 3.2 2.9 Old : 100.0: 57.6 88.4 26.8 0.0 5.2 6.4 0.0 0.0 0.8 3.4 0.0: 3.2 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 11 12 8 0 4 . 0 0 . . 0: Old : 27: 11 12 8 0 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 : 44.6 66.5 67.9 81.6 37.0 62.4 53.8 72.6 Old : 44.6 66.5 67.9 81.6 37.0 62.4 53.8 72.6 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, July 19, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 83,581: 43,381 74,051 15,942 2,232 976 12,436 744 0 7,378 2,697 1,612: 1,856 1,269 Old : 83,581: 43,381 74,051 15,942 2,232 976 12,436 744 0 7,378 2,697 1,612: 1,856 1,269 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : 3,782: 3,627 2,108 0 744 0 620 0 0 -1,240 0 1,612: -837 -682 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.9 88.6 19.1 2.7 1.2 14.9 0.9 0.0 8.8 3.2 1.9: 2.2 1.5 Old : 100.0: 51.9 88.6 19.1 2.7 1.2 14.9 0.9 0.0 8.8 3.2 1.9: 2.2 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 50: 17 25 6 . . . . 0 4 . .: Old : 50: 17 25 6 . . . . 0 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.4 46.7 66.4 63.5 40.3 44.1 57.1 58.2 Old : 43.4 46.7 66.4 63.5 40.3 44.1 57.1 58.2 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, July 19, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 54,865: 53,439 53,343 806 0 0 0 0 0 0 0 0: 620 1,522 Old : 54,865: 53,439 53,343 806 0 0 0 0 0 0 0 0: 620 1,522 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : 2,055: 2,055 2,055 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 97.4 97.2 1.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.1 2.8 Old : 100.0: 97.4 97.2 1.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.1 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 : 33: 21 19 . 0 0 0 0 0 0 0 0: Old : 33: 21 19 . 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 : 58.8 57.4 84.0 79.4 39.3 42.0 59.9 58.4 Old : 58.8 57.4 84.0 79.4 39.3 42.0 59.9 58.4 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, July 19, 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 : 203,933: 157,917 160,209 23,658 20,337 13,492 0 183 1,152 0 0 0: 7,714 8,560 Old : 203,933: 157,917 160,209 23,658 20,337 13,492 0 183 1,152 0 0 0: 7,714 8,560 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : 293: 1,743 262 -31 -124 124 -447 183 277 0 0 0: -1,373 -429 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.4 78.6 11.6 10.0 6.6 0.0 0.1 0.6 0.0 0.0 0.0: 3.8 4.2 Old : 100.0: 77.4 78.6 11.6 10.0 6.6 0.0 0.1 0.6 0.0 0.0 0.0: 3.8 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 . 4 4 0 . . 0 0 0: Old : 39: 30 28 . 4 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 : 54.6 56.6 70.2 75.2 51.2 42.8 60.1 55.2 Old : 54.6 56.6 70.2 75.2 51.2 42.8 60.1 55.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW Disaggregated Commitments of Traders - Futures Only, July 19, 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 : 29,198: 25,828 25,613 2,170 0 0 0 372 0 0 1,059 367: 833 1,787 Old : 29,198: 25,828 25,613 2,170 0 0 0 372 0 0 1,059 367: 833 1,787 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : 2,155: 1,503 1,256 558 0 0 0 0 0 -179 1,059 119: 154 -279 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.5 87.7 7.4 0.0 0.0 0.0 1.3 0.0 0.0 3.6 1.3: 2.9 6.1 Old : 100.0: 88.5 87.7 7.4 0.0 0.0 0.0 1.3 0.0 0.0 3.6 1.3: 2.9 6.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 16 17 . 0 0 0 . 0 0 . .: Old : 30: 16 17 . 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 : 70.7 57.0 83.9 79.7 70.7 53.0 80.6 72.4 Old : 70.7 57.0 83.9 79.7 70.7 53.0 80.6 72.4 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, July 19, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 47,865: 31,690 38,592 8,399 649 634 0 871 647 1,312 1,100 217: 4,966 5,155 Old : 47,865: 31,690 38,592 8,399 649 634 0 871 647 1,312 1,100 217: 4,966 5,155 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : -64: 552 -180 0 0 0 0 0 0 507 -124 127: -1,250 113 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.2 80.6 17.5 1.4 1.3 0.0 1.8 1.4 2.7 2.3 0.5: 10.4 10.8 Old : 100.0: 66.2 80.6 17.5 1.4 1.3 0.0 1.8 1.4 2.7 2.3 0.5: 10.4 10.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 14 17 . . . 0 . . . . .: Old : 27: 14 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 : 59.5 48.6 74.1 64.6 56.3 43.9 67.0 55.1 Old : 59.5 48.6 74.1 64.6 56.3 43.9 67.0 55.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 Disaggregated Commitments of Traders - Futures Only, July 19, 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 : 99,744: 84,164 64,650 923 19,117 5,750 0 2,216 742 0 253 184: 7,981 6,832 Old : 99,744: 84,164 64,650 923 19,117 5,750 0 2,216 742 0 253 184: 7,981 6,832 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : 2,183: 1,775 4,477 -31 0 18 0 -240 0 0 -1,954 0: 421 -118 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.4 64.8 0.9 19.2 5.8 0.0 2.2 0.7 0.0 0.3 0.2: 8.0 6.8 Old : 100.0: 84.4 64.8 0.9 19.2 5.8 0.0 2.2 0.7 0.0 0.3 0.2: 8.0 6.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 18 23 . 6 4 0 . . 0 . .: Old : 40: 18 23 . 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 : 57.2 45.7 77.2 65.5 55.3 39.2 69.9 55.8 Old : 57.2 45.7 77.2 65.5 55.3 39.2 69.9 55.8 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, July 19, 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 : 115,731: 86,870 105,752 10,269 0 1,049 1,169 0 1,554 6,005 0 28: 8,787 7,348 Old : 115,731: 86,870 105,752 10,269 0 1,049 1,169 0 1,554 6,005 0 28: 8,787 7,348 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : -32: -307 -33 151 0 0 -30 0 0 29 0 0: 125 1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.1 91.4 8.9 0.0 0.9 1.0 0.0 1.3 5.2 0.0 0.0: 7.6 6.3 Old : 100.0: 75.1 91.4 8.9 0.0 0.9 1.0 0.0 1.3 5.2 0.0 0.0: 7.6 6.3 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 : 30: 18 14 . 0 . . 0 . . 0 .: Old : 30: 18 14 . 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 : 46.1 73.9 64.2 85.7 45.2 72.0 62.2 79.9 Old : 46.1 73.9 64.2 85.7 45.2 72.0 62.2 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, July 19, 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 : 98,265: 66,432 94,027 28,482 1,867 276 0 0 0 0 0 0: 3,075 2,095 Old : 98,265: 66,432 94,027 28,482 1,867 276 0 0 0 0 0 0: 3,075 2,095 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : -61: -286 544 275 0 0 0 0 0 0 0 0: -50 -605 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.6 95.7 29.0 1.9 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 3.1 2.1 Old : 100.0: 67.6 95.7 29.0 1.9 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 3.1 2.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 14 12 8 . . 0 0 0 0 0 0: Old : 26: 14 12 8 . . 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 : 55.5 69.4 78.6 89.7 52.2 61.8 71.5 76.6 Old : 55.5 69.4 78.6 89.7 52.2 61.8 71.5 76.6 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, July 19, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 103,328: 93,253 94,986 1,440 3,340 2,409 0 0 0 1,021 0 55: 5,150 2,538 Old : 103,328: 93,253 94,986 1,440 3,340 2,409 0 0 0 1,021 0 55: 5,150 2,538 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : 2,777: 3,174 1,875 -547 759 367 0 0 0 -93 -248 0: -124 24 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.2 91.9 1.4 3.2 2.3 0.0 0.0 0.0 1.0 0.0 0.1: 5.0 2.5 Old : 100.0: 90.2 91.9 1.4 3.2 2.3 0.0 0.0 0.0 1.0 0.0 0.1: 5.0 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 : 29: 19 16 . . . 0 0 0 . 0 .: Old : 29: 19 16 . . . 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.9 54.5 77.1 80.0 48.4 49.4 60.8 69.0 Old : 61.9 54.5 77.1 80.0 48.4 49.4 60.8 69.0 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, July 19, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 110,530: 71,172 61,895 13,123 28,565 7,364 0 1,831 849 1,286 0 971: 15,765 9,055 Old : 110,530: 71,172 61,895 13,123 28,565 7,364 0 1,831 849 1,286 0 971: 15,765 9,055 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : 3,574: 3,342 3,243 302 -184 428 0 0 0 -798 0 184: 116 -97 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.4 56.0 11.9 25.8 6.7 0.0 1.7 0.8 1.2 0.0 0.9: 14.3 8.2 Old : 100.0: 64.4 56.0 11.9 25.8 6.7 0.0 1.7 0.8 1.2 0.0 0.9: 14.3 8.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 19 20 4 6 7 0 . . . 0 .: Old : 39: 19 20 4 6 7 0 . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.6 45.6 53.6 64.5 23.7 31.3 40.2 44.9 Old : 31.6 45.6 53.6 64.5 23.7 31.3 40.2 44.9 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, July 19, 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 : 45,885: 34,960 44,471 5,609 736 0 0 434 0 3,596 0 0: 1,720 244 Old : 45,885: 34,960 44,471 5,609 736 0 0 434 0 3,596 0 0: 1,720 244 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : 5,115: 4,464 5,239 217 0 0 0 0 0 403 0 0: 31 -124 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.2 96.9 12.2 1.6 0.0 0.0 0.9 0.0 7.8 0.0 0.0: 3.7 0.5 Old : 100.0: 76.2 96.9 12.2 1.6 0.0 0.0 0.9 0.0 7.8 0.0 0.0: 3.7 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 : 29: 17 15 . . 0 0 . 0 . 0 0: Old : 29: 17 15 . . 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 : 45.6 61.4 68.7 86.1 44.9 52.6 63.2 72.6 Old : 45.6 61.4 68.7 86.1 44.9 52.6 63.2 72.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG Disaggregated Commitments of Traders - Futures Only, July 19, 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 : 39,629: 28,946 37,653 8,407 0 488 0 1,240 0 217 0 0: 1,571 248 Old : 39,629: 28,946 37,653 8,407 0 488 0 1,240 0 217 0 0: 1,571 248 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : 124: 465 124 -465 0 0 0 0 0 0 0 0: 124 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.0 95.0 21.2 0.0 1.2 0.0 3.1 0.0 0.5 0.0 0.0: 4.0 0.6 Old : 100.0: 73.0 95.0 21.2 0.0 1.2 0.0 3.1 0.0 0.5 0.0 0.0: 4.0 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 : 28: 16 14 . 0 . 0 . 0 . 0 0: Old : 28: 16 14 . 0 . 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.7 68.3 82.0 88.5 55.5 66.8 78.8 85.4 Old : 56.7 68.3 82.0 88.5 55.5 66.8 78.8 85.4 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, July 19, 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 : 181,822: 132,941 130,029 21,188 26,484 14,033 904 1,326 519 4,983 3,031 2,010: 5,244 4,390 Old : 181,822: 132,941 130,029 21,188 26,484 14,033 904 1,326 519 4,983 3,031 2,010: 5,244 4,390 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : -10,629: -7,031 -11,156 -1,333 1,172 -755 -182 62 31 -914 -248 186: -631 79 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.1 71.5 11.7 14.6 7.7 0.5 0.7 0.3 2.7 1.7 1.1: 2.9 2.4 Old : 100.0: 73.1 71.5 11.7 14.6 7.7 0.5 0.7 0.3 2.7 1.7 1.1: 2.9 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 60: 35 30 . 6 7 . . . 4 . 4: Old : 60: 35 30 . 6 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 : 30.4 53.4 48.5 65.6 26.7 46.8 41.9 57.6 Old : 30.4 53.4 48.5 65.6 26.7 46.8 41.9 57.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU Disaggregated Commitments of Traders - Futures Only, July 19, 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 : 103,583: 88,890 54,796 4,472 39,502 1,823 0 0 0 0 0 0: 8,398 7,462 Old : 103,583: 88,890 54,796 4,472 39,502 1,823 0 0 0 0 0 0: 8,398 7,462 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : 156: 5 339 33 -214 0 0 0 0 0 0 0: 118 31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.8 52.9 4.3 38.1 1.8 0.0 0.0 0.0 0.0 0.0 0.0: 8.1 7.2 Old : 100.0: 85.8 52.9 4.3 38.1 1.8 0.0 0.0 0.0 0.0 0.0 0.0: 8.1 7.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 12 11 . 6 4 0 0 0 0 0 0: Old : 25: 12 11 . 6 4 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.5 59.5 81.1 78.7 55.3 58.8 74.8 74.6 Old : 61.5 59.5 81.1 78.7 55.3 58.8 74.8 74.6 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, July 19, 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 : 78,865: 44,038 52,239 27,399 18,689 982 0 0 0 0 0 0: 6,446 6,955 Old : 78,865: 44,038 52,239 27,399 18,689 982 0 0 0 0 0 0: 6,446 6,955 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : 490: 1,192 490 124 0 0 0 0 0 0 0 0: -826 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.8 66.2 34.7 23.7 1.2 0.0 0.0 0.0 0.0 0.0 0.0: 8.2 8.8 Old : 100.0: 55.8 66.2 34.7 23.7 1.2 0.0 0.0 0.0 0.0 0.0 0.0: 8.2 8.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 13 15 6 . . 0 0 0 0 0 0: Old : 30: 13 15 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 : 51.3 65.5 71.4 79.5 46.5 59.2 63.3 71.2 Old : 51.3 65.5 71.4 79.5 46.5 59.2 63.3 71.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ Disaggregated Commitments of Traders - Futures Only, July 19, 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 : 81,820: 44,368 46,761 25,524 25,708 3,112 629 0 428 0 0 0: 7,759 5,811 Old : 81,820: 44,368 46,761 25,524 25,708 3,112 629 0 428 0 0 0: 7,759 5,811 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : 1,039: 309 1,410 666 154 0 -361 0 0 0 0 0: 425 -525 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.2 57.2 31.2 31.4 3.8 0.8 0.0 0.5 0.0 0.0 0.0: 9.5 7.1 Old : 100.0: 54.2 57.2 31.2 31.4 3.8 0.8 0.0 0.5 0.0 0.0 0.0: 9.5 7.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 16 14 . . 4 . 0 . 0 0 0: Old : 27: 16 14 . . 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 : 64.3 69.3 76.0 85.3 64.2 68.4 74.8 81.2 Old : 64.3 69.3 76.0 85.3 64.2 68.4 74.8 81.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR Disaggregated Commitments of Traders - Futures Only, July 19, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 MM Btus : : : Positions : All : 96,520: 74,196 30,937 7,284 60,992 552 0 0 0 2,294 0 0: 12,194 4,039 Old : 96,520: 74,196 30,937 7,284 60,992 552 0 0 0 2,294 0 0: 12,194 4,039 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : 3,877: 2,965 1,640 427 3,857 -1,251 0 0 0 0 0 0: 1,736 -369 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.9 32.1 7.5 63.2 0.6 0.0 0.0 0.0 2.4 0.0 0.0: 12.6 4.2 Old : 100.0: 76.9 32.1 7.5 63.2 0.6 0.0 0.0 0.0 2.4 0.0 0.0: 12.6 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 : 29: 16 8 . 6 . 0 0 0 . 0 0: Old : 29: 16 8 . 6 . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.5 76.7 74.1 90.8 59.5 75.6 74.1 89.6 Old : 59.5 76.7 74.1 90.8 59.5 75.6 74.1 89.6 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, July 19, 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 : 1,007,203: 160,571 139,653 142,966 68,027 68,503 214,629 256,923 182,562 38,138 132,379 126,600: 73,234 32,556 Old : 1,007,203: 160,571 139,653 142,966 68,027 68,503 214,629 256,923 182,562 38,138 132,379 126,600: 73,234 32,556 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : -15,302: -1,208 -6,941 -3,269 1,628 -10,821 -1,614 10,429 1,195 1,724 -12,652 1,624: -2,933 236 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.9 13.9 14.2 6.8 6.8 21.3 25.5 18.1 3.8 13.1 12.6: 7.3 3.2 Old : 100.0: 15.9 13.9 14.2 6.8 6.8 21.3 25.5 18.1 3.8 13.1 12.6: 7.3 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 : 311: 35 31 24 9 25 69 53 74 45 52 64: Old : 311: 35 31 24 9 25 69 53 74 45 52 64: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 13.5 23.6 24.1 34.7 10.0 16.7 16.5 23.6 Old : 13.5 23.6 24.1 34.7 10.0 16.7 16.5 23.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 Disaggregated Commitments of Traders - Futures Only, July 19, 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 : 296,530: 56,133 46,206 34,411 32,995 44,460 82,668 12,156 17,767 22,634 108,510 28,644: 9,813 5,792 Old : 296,530: 56,133 46,206 34,411 32,995 44,460 82,668 12,156 17,767 22,634 108,510 28,644: 9,813 5,792 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : 6,231: 2,803 3,363 266 650 226 3,120 -248 401 1,932 1,684 78: -2,595 77 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.9 15.6 11.6 11.1 15.0 27.9 4.1 6.0 7.6 36.6 9.7: 3.3 2.0 Old : 100.0: 18.9 15.6 11.6 11.1 15.0 27.9 4.1 6.0 7.6 36.6 9.7: 3.3 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 72: 20 22 6 7 13 10 . 9 11 12 17: Old : 72: 20 22 6 7 13 10 . 9 11 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 : 42.4 40.6 56.8 55.7 37.3 35.9 45.2 44.8 Old : 42.4 40.6 56.8 55.7 37.3 35.9 45.2 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, July 19, 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 : 134,206: 21,848 32,673 41,464 34,583 18,149 19,364 7,818 4,341 5,576 17,863 13,731: 9,733 5,048 Old : 134,206: 21,848 32,673 41,464 34,583 18,149 19,364 7,818 4,341 5,576 17,863 13,731: 9,733 5,048 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : 12,124: 2,487 1,248 3,444 2,943 402 -530 1,762 774 4,158 3,776 1,070: 319 149 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.3 24.3 30.9 25.8 13.5 14.4 5.8 3.2 4.2 13.3 10.2: 7.3 3.8 Old : 100.0: 16.3 24.3 30.9 25.8 13.5 14.4 5.8 3.2 4.2 13.3 10.2: 7.3 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 60: 13 13 11 . 13 6 5 9 6 15 19: Old : 60: 13 13 11 . 13 6 5 9 6 15 19: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.9 42.8 40.1 59.2 20.4 31.6 33.3 41.9 Old : 23.9 42.8 40.1 59.2 20.4 31.6 33.3 41.9 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, July 19, 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 : 29,651: 2,224 5,148 5,673 8,240 9,795 5,547 348 2,941 1,280 988 2,191: 0 0 Old : 29,651: 2,224 5,148 5,673 8,240 9,795 5,547 348 2,941 1,280 988 2,191: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : 817: -476 0 191 34 302 -97 -56 194 124 -236 623: -44 -44 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.5 17.4 19.1 27.8 33.0 18.7 1.2 9.9 4.3 3.3 7.4: 0.0 0.0 Old : 100.0: 7.5 17.4 19.1 27.8 33.0 18.7 1.2 9.9 4.3 3.3 7.4: 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 : 30: 4 . . 4 6 5 . 5 5 7 7: Old : 30: 4 . . 4 6 5 . 5 5 7 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 : 50.5 69.5 75.3 87.4 27.9 36.7 38.6 40.7 Old : 50.5 69.5 75.3 87.4 27.9 36.7 38.6 40.7 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, July 19, 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 : 1,412,459: 412,674 210,213 81,083 836,619 179,600 97,910 35,202 71,372 505,111 15,023 34,283: 30,426 30,147 Old : 1,412,459: 412,674 210,213 81,083 836,619 179,600 97,910 35,202 71,372 505,111 15,023 34,283: 30,426 30,147 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : 11,683: 124 -98 -1,966 6,517 729 4,355 -278 604 2,521 -75 4,395: 921 -111 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.2 14.9 5.7 59.2 12.7 6.9 2.5 5.1 35.8 1.1 2.4: 2.2 2.1 Old : 100.0: 29.2 14.9 5.7 59.2 12.7 6.9 2.5 5.1 35.8 1.1 2.4: 2.2 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 : 97: 34 31 4 14 13 9 6 10 19 . 17: Old : 97: 34 31 4 14 13 9 6 10 19 . 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 : 46.5 36.5 58.7 59.7 42.5 35.1 51.2 55.0 Old : 46.5 36.5 58.7 59.7 42.5 35.1 51.2 55.0 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, July 19, 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 : 334,455: 66,157 68,670 166,635 118,594 42,291 10,135 29,587 17,648 10,978 34,997 17,242: 3,369 5,426 Old : 334,455: 66,157 68,670 166,635 118,594 42,291 10,135 29,587 17,648 10,978 34,997 17,242: 3,369 5,426 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : -186: 21 653 -381 -362 664 220 -212 -160 600 423 -1,216: 66 24 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.8 20.5 49.8 35.5 12.6 3.0 8.8 5.3 3.3 10.5 5.2: 1.0 1.6 Old : 100.0: 19.8 20.5 49.8 35.5 12.6 3.0 8.8 5.3 3.3 10.5 5.2: 1.0 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 : 68: 14 15 14 6 16 4 10 10 10 8 17: Old : 68: 14 15 14 6 16 4 10 10 10 8 17: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.4 47.5 51.3 63.6 29.1 39.7 45.6 51.4 Old : 33.4 47.5 51.3 63.6 29.1 39.7 45.6 51.4 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, July 19, 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 : 25,378: 24,099 17,233 0 5,741 105 0 0 0 82 829 323: 769 1,147 Old : 25,378: 24,099 17,233 0 5,741 105 0 0 0 82 829 323: 769 1,147 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : 73: 45 40 0 25 0 0 0 0 20 0 8: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 95.0 67.9 0.0 22.6 0.4 0.0 0.0 0.0 0.3 3.3 1.3: 3.0 4.5 Old : 100.0: 95.0 67.9 0.0 22.6 0.4 0.0 0.0 0.0 0.3 3.3 1.3: 3.0 4.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 22 23 0 6 . 0 0 0 . . .: Old : 40: 22 23 0 6 . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.8 42.1 78.6 63.9 48.2 33.1 61.2 46.7 Old : 58.8 42.1 78.6 63.9 48.2 33.1 61.2 46.7 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, July 19, 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 : 138,655: 109,954 107,961 10,265 17,767 6,134 5,465 961 2,631 2,528 1,715 839: 839 647 Old : 138,655: 109,954 107,961 10,265 17,767 6,134 5,465 961 2,631 2,528 1,715 839: 839 647 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : 1,422: 1,043 327 15 480 0 0 -70 599 -10 146 86: -311 -146 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.3 77.9 7.4 12.8 4.4 3.9 0.7 1.9 1.8 1.2 0.6: 0.6 0.5 Old : 100.0: 79.3 77.9 7.4 12.8 4.4 3.9 0.7 1.9 1.8 1.2 0.6: 0.6 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 : 85: 44 42 4 6 5 . . . 9 13 8: Old : 85: 44 42 4 6 5 . . . 9 13 8: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.5 39.7 65.0 59.3 27.9 26.2 36.9 34.6 Old : 44.5 39.7 65.0 59.3 27.9 26.2 36.9 34.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P Disaggregated Commitments of Traders - Futures Only, July 19, 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 : 75,011: 47,914 58,005 5,282 3,068 7,587 1,608 4,272 0 12,420 834 1: 199 1,244 Old : 75,011: 47,914 58,005 5,282 3,068 7,587 1,608 4,272 0 12,420 834 1: 199 1,244 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : 121: -361 339 450 0 -218 0 0 0 240 0 0: 10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.9 77.3 7.0 4.1 10.1 2.1 5.7 0.0 16.6 1.1 0.0: 0.3 1.7 Old : 100.0: 63.9 77.3 7.0 4.1 10.1 2.1 5.7 0.0 16.6 1.1 0.0: 0.3 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 18 21 . . 4 . . 0 . . .: Old : 34: 18 21 . . 4 . . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.5 49.2 75.7 71.7 27.2 26.2 35.0 34.5 Old : 52.5 49.2 75.7 71.7 27.2 26.2 35.0 34.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q Disaggregated Commitments of Traders - Futures Only, July 19, 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 : 30,550: 26,075 23,950 1,295 2,973 1,253 930 0 0 195 1,426 601: 201 347 Old : 30,550: 26,075 23,950 1,295 2,973 1,253 930 0 0 195 1,426 601: 201 347 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : 1,405: 1,431 1,314 -26 29 172 0 0 0 -70 -8 -102: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.4 78.4 4.2 9.7 4.1 3.0 0.0 0.0 0.6 4.7 2.0: 0.7 1.1 Old : 100.0: 85.4 78.4 4.2 9.7 4.1 3.0 0.0 0.0 0.6 4.7 2.0: 0.7 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 50: 27 27 . 8 6 . 0 0 . . 5: Old : 50: 27 27 . 8 6 . 0 0 . . 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.1 44.3 70.0 62.3 35.9 39.0 49.1 46.4 Old : 50.1 44.3 70.0 62.3 35.9 39.0 49.1 46.4 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, July 19, 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 : 17,104: 6,405 10,543 6,890 2,559 328 0 0 0 2,448 2,591 545: 488 538 Old : 17,104: 6,405 10,543 6,890 2,559 328 0 0 0 2,448 2,591 545: 488 538 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : 263: -78 361 65 30 0 0 0 0 298 -106 -22: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.4 61.6 40.3 15.0 1.9 0.0 0.0 0.0 14.3 15.1 3.2: 2.9 3.1 Old : 100.0: 37.4 61.6 40.3 15.0 1.9 0.0 0.0 0.0 14.3 15.1 3.2: 2.9 3.1 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 : 43: 23 23 5 . . 0 0 0 5 . 4: Old : 43: 23 23 5 . . 0 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 : 55.4 52.7 68.5 72.2 53.7 50.2 64.6 67.5 Old : 55.4 52.7 68.5 72.2 53.7 50.2 64.6 67.5 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, July 19, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 14,811: 12,633 9,763 505 4,008 19 124 0 0 239 116 282: 1,009 623 Old : 14,811: 12,633 9,763 505 4,008 19 124 0 0 239 116 282: 1,009 623 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2016 : : 104: -6 174 30 -92 -3 0 0 0 40 -15 131: -88 -91 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.3 65.9 3.4 27.1 0.1 0.8 0.0 0.0 1.6 0.8 1.9: 6.8 4.2 Old : 100.0: 85.3 65.9 3.4 27.1 0.1 0.8 0.0 0.0 1.6 0.8 1.9: 6.8 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 : 30: 20 13 . . . . 0 0 . . .: Old : 30: 20 13 . . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.7 57.0 74.9 78.0 45.3 44.5 53.4 60.7 Old : 59.7 57.0 74.9 78.0 45.3 44.5 53.4 60.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 22, 2016