NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                                                               Code-023391
Disaggregated Commitments of Traders - Futures Only, August 02, 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  : 4,511,311: 2,251,893  1,002,228    515,603  2,551,412    165,878    556,866     26,979    242,102    288,964     66,807    431,193:   58,812    24,712
Old  : 4,511,311: 2,251,893  1,002,228    515,603  2,551,412    165,878    556,866     26,979    242,102    288,964     66,807    431,193:   58,812    24,712
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :  -144,534:  -172,491    -12,081     18,011    -43,139     -9,026     12,882    -40,682    -22,934     48,878      3,048    -22,931:    3,077     3,211
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.9       22.2       11.4       56.6        3.7       12.3        0.6        5.4        6.4        1.5        9.6:      1.3       0.5
Old  :     100.0:      49.9       22.2       11.4       56.6        3.7       12.3        0.6        5.4        6.4        1.5        9.6:      1.3       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  :       222:       120         98          5         20         24         24          4         21         31         13         32:
Old  :       222:       120         98          5         20         24         24          4         21         31         13         32:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       30.1       42.8       45.8       23.1       29.1       35.4       41.7
Old  :                 27.4       30.1       42.8       45.8       23.1       29.1       35.4       41.7
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, August 02, 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  :   194,508:    46,886     41,568     44,573     49,930     28,921     14,055     28,165      9,291     30,534     18,491     18,018:    2,230       124
Old  :   194,508:    46,886     41,568     44,573     49,930     28,921     14,055     28,165      9,291     30,534     18,491     18,018:    2,230       124
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :   -63,519:    -6,277    -23,557     -8,157    -14,899     -2,169      1,739      8,739    -14,631    -19,203      3,174    -10,609:   -4,212    -9,567
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.1       21.4       22.9       25.7       14.9        7.2       14.5        4.8       15.7        9.5        9.3:      1.1       0.1
Old  :     100.0:      24.1       21.4       22.9       25.7       14.9        7.2       14.5        4.8       15.7        9.5        9.3:      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  :        64:        16         18         12          7         15          4          .          4          5         12          8:
Old  :        64:        16         18         12          7         15          4          .          4          5         12          8:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.9       52.7       55.2       71.4       27.5       40.5       40.2       52.6
Old  :                 39.9       52.7       55.2       71.4       27.5       40.5       40.2       52.6
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, August 02, 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  :   246,143:   154,780    213,671     25,524      1,842     22,344      2,628          0        531     20,817      2,108        604:   18,915     5,043
Old  :   246,143:   154,780    213,671     25,524      1,842     22,344      2,628          0        531     20,817      2,108        604:   18,915     5,043
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :     3,166:     3,253      3,801      1,723        386       -588     -3,531        -62     -1,289      2,456      1,064       -235:    1,377        89
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.9       86.8       10.4        0.7        9.1        1.1        0.0        0.2        8.5        0.9        0.2:      7.7       2.0
Old  :     100.0:      62.9       86.8       10.4        0.7        9.1        1.1        0.0        0.2        8.5        0.9        0.2:      7.7       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  :        58:        33         27          4          .          5          .          0          .          9          .          .:
Old  :        58:        33         27          4          .          5          .          0          .          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  :                 33.9       50.4       49.0       69.0       28.6       47.4       41.7       56.0
Old  :                 33.9       50.4       49.0       69.0       28.6       47.4       41.7       56.0
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, August 02, 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  :   136,850:   122,165     97,241        250     21,468      4,030        191        240        790      1,926      5,413      1,602:    5,896     6,066
Old  :   136,850:   122,165     97,241        250     21,468      4,030        191        240        790      1,926      5,413      1,602:    5,896     6,066
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :     3,783:     3,411      1,823          0        -50       -131        191       -396        264         93      1,975        -45:        0       343
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.3       71.1        0.2       15.7        2.9        0.1        0.2        0.6        1.4        4.0        1.2:      4.3       4.4
Old  :     100.0:      89.3       71.1        0.2       15.7        2.9        0.1        0.2        0.6        1.4        4.0        1.2:      4.3       4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        20         25          .          4          4          .          .          .          4          4          6:
Old  :        42:        20         25          .          4          4          .          .          .          4          4          6:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.5       42.0       79.6       61.2       51.9       37.3       61.7       47.2
Old  :                 63.5       42.0       79.6       61.2       51.9       37.3       61.7       47.2
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, August 02, 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  :   214,050:   180,243     82,298      2,174    109,195     11,095        154        780      1,897      1,878        608        248:   16,361     7,929
Old  :   214,050:   180,243     82,298      2,174    109,195     11,095        154        780      1,897      1,878        608        248:   16,361     7,929
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :     2,014:     1,518      1,026         30      1,646       -577          0        -27        204        786          0       -163:      216       -95
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.2       38.4        1.0       51.0        5.2        0.1        0.4        0.9        0.9        0.3        0.1:      7.6       3.7
Old  :     100.0:      84.2       38.4        1.0       51.0        5.2        0.1        0.4        0.9        0.9        0.3        0.1:      7.6       3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        23         18          .         12          8          .          .          .          .          .          .:
Old  :        44:        23         18          .         12          8          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.8       43.8       66.5       68.0       42.4       40.1       57.0       56.5
Old  :                 47.8       43.8       66.5       68.0       42.4       40.1       57.0       56.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023396
Disaggregated Commitments of Traders - Futures Only, August 02, 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  :   820,203:   733,854    186,206     29,395    578,542     35,243        460          0      2,709        486        963      2,612:   15,444    13,928
Old  :   820,203:   733,854    186,206     29,395    578,542     35,243        460          0      2,709        486        963      2,612:   15,444    13,928
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :    16,828:    15,633        101        219      8,804        261        438          0         90       -360        140        577:      -30     6,855
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.5       22.7        3.6       70.5        4.3        0.1        0.0        0.3        0.1        0.1        0.3:      1.9       1.7
Old  :     100.0:      89.5       22.7        3.6       70.5        4.3        0.1        0.0        0.3        0.1        0.1        0.3:      1.9       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  :        63:        39         22          6          9         13          .          0          .          .          .          .:
Old  :        63:        39         22          6          9         13          .          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  :                 34.3       46.3       55.7       76.0       32.8       45.7       49.3       71.5
Old  :                 34.3       46.3       55.7       76.0       32.8       45.7       49.3       71.5
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, August 02, 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  :   337,038:   310,082    220,549     17,273    104,524      1,622        487          0      1,127         73      2,086        640:    5,734     6,490
Old  :   337,038:   310,082    220,549     17,273    104,524      1,622        487          0      1,127         73      2,086        640:    5,734     6,490
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :     5,222:     6,370      3,277       -866      1,797       -395        487       -371        -56       -316      2,012       -562:      560      -480
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.0       65.4        5.1       31.0        0.5        0.1        0.0        0.3        0.0        0.6        0.2:      1.7       1.9
Old  :     100.0:      92.0       65.4        5.1       31.0        0.5        0.1        0.0        0.3        0.0        0.6        0.2:      1.7       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  :        60:        34         35          4          9          5          .          0          .          .          .          .:
Old  :        60:        34         35          4          9          5          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.1       37.5       74.3       55.8       51.2       36.9       69.8       54.6
Old  :                 55.1       37.5       74.3       55.8       51.2       36.9       69.8       54.6
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, August 02, 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  :   281,368:   220,639    159,151     16,930     87,999     30,092        800          0        444        341      1,344        779:   11,343     1,559
Old  :   281,368:   220,639    159,151     16,930     87,999     30,092        800          0        444        341      1,344        779:   11,343     1,559
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :     2,492:      -462      2,483       -165      1,484     -1,162        670          0       -540        341       -495        434:    3,376       288
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.4       56.6        6.0       31.3       10.7        0.3        0.0        0.2        0.1        0.5        0.3:      4.0       0.6
Old  :     100.0:      78.4       56.6        6.0       31.3       10.7        0.3        0.0        0.2        0.1        0.5        0.3:      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  :        59:        34         37          4          9          9          .          0          .          .          .          .:
Old  :        59:        34         37          4          9          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  :                 54.6       37.1       68.0       55.0       53.3       29.7       61.3       45.4
Old  :                 54.6       37.1       68.0       55.0       53.3       29.7       61.3       45.4
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, August 02, 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  :    95,656:    81,624     46,147      1,140     34,636         88      1,102          0      1,070        842        248         59:    9,731    13,408
Old  :    95,656:    81,624     46,147      1,140     34,636         88      1,102          0      1,070        842        248         59:    9,731    13,408
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :     3,225:    -2,445      1,519      1,140        368        -45     -1,202          0        468          1       -496          0:    5,308     1,411
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.3       48.2        1.2       36.2        0.1        1.2        0.0        1.1        0.9        0.3        0.1:     10.2      14.0
Old  :     100.0:      85.3       48.2        1.2       36.2        0.1        1.2        0.0        1.1        0.9        0.3        0.1:     10.2      14.0
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  :        34:        21         18          .          7          .          .          0          .          .          .          .:
Old  :        34:        21         18          .          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  :                 55.9       43.1       69.5       62.1       54.3       42.7       65.8       57.8
Old  :                 55.9       43.1       69.5       62.1       54.3       42.7       65.8       57.8
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, August 02, 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  :   126,292:    99,882     93,411      8,148      3,000     10,119      1,106        938         30          0     13,850        857:    6,150     4,087
Old  :   126,292:    99,882     93,411      8,148      3,000     10,119      1,106        938         30          0     13,850        857:    6,150     4,087
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :     2,024:     1,315      1,149        -19          0        128        295        938       -265          0      1,546       -252:      822    -1,220
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.1       74.0        6.5        2.4        8.0        0.9        0.7        0.0        0.0       11.0        0.7:      4.9       3.2
Old  :     100.0:      79.1       74.0        6.5        2.4        8.0        0.9        0.7        0.0        0.0       11.0        0.7:      4.9       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  :        42:        29         24          .          .          .          .          .          .          0          .          .:
Old  :        42:        29         24          .          .          .          .          .          .          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  :                 54.9       33.3       72.1       56.4       49.6       32.2       59.8       52.5
Old  :                 54.9       33.3       72.1       56.4       49.6       32.2       59.8       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, August 02, 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  :    24,325:    23,209     16,010        248      8,067          0          0          0          0          0          0          0:      868       248
Old  :    24,325:    23,209     16,010        248      8,067          0          0          0          0          0          0          0:      868       248
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :       124:       124          0          0          0          0          0          0          0          0          0          0:        0       124
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      95.4       65.8        1.0       33.2        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      3.6       1.0
Old  :     100.0:      95.4       65.8        1.0       33.2        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      3.6       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        17          9          .          .          0          0          0          0          0          0          0:
Old  :        25:        17          9          .          .          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  :                 56.7       83.9       78.3       97.0       55.7       74.9       74.0       88.0
Old  :                 56.7       83.9       78.3       97.0       55.7       74.9       74.0       88.0
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, August 02, 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  :   104,050:    91,124     18,371        837     73,597      1,118        342          0      1,044          0      2,236         70:    9,515     7,614
Old  :   104,050:    91,124     18,371        837     73,597      1,118        342          0      1,044          0      2,236         70:    9,515     7,614
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :      -319:      -362     -1,316        -83       -664        190          0          0          0          0        763       -220:      156       928
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.6       17.7        0.8       70.7        1.1        0.3        0.0        1.0        0.0        2.1        0.1:      9.1       7.3
Old  :     100.0:      87.6       17.7        0.8       70.7        1.1        0.3        0.0        1.0        0.0        2.1        0.1:      9.1       7.3
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  :        31:        19         11          .          8          .          .          0          .          0          .          .:
Old  :        31:        19         11          .          8          .          .          0          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.6       58.2       76.6       74.4       61.5       58.2       72.6       73.1
Old  :                 62.6       58.2       76.6       74.4       61.5       58.2       72.6       73.1
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, August 02, 2016                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   152,000:   111,646     62,021     30,032     78,071      3,349          0          0          0          0          0          0:    6,973     8,559
Old  :   152,000:   111,646     62,021     30,032     78,071      3,349          0          0          0          0          0          0:    6,973     8,559
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :       249:      -319       -295        573     -1,089       -573          0          0          0          0          0          0:      568     2,206
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.5       40.8       19.8       51.4        2.2        0.0        0.0        0.0        0.0        0.0        0.0:      4.6       5.6
Old  :     100.0:      73.5       40.8       19.8       51.4        2.2        0.0        0.0        0.0        0.0        0.0        0.0:      4.6       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  :        37:        20         16          5          8          5          0          0          0          0          0          0:
Old  :        37:        20         16          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  :                 43.6       68.0       65.4       80.4       43.2       65.7       64.2       77.6
Old  :                 43.6       68.0       65.4       80.4       43.2       65.7       64.2       77.6
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, August 02, 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  :    67,689:    54,806     35,748      3,361     26,197        428          0          0          0          0          0          0:    9,094     5,316
Old  :    67,689:    54,806     35,748      3,361     26,197        428          0          0          0          0          0          0:    9,094     5,316
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :        60:      -312       -467          0          0          0          0          0          0          0          0          0:      372       527
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.0       52.8        5.0       38.7        0.6        0.0        0.0        0.0        0.0        0.0        0.0:     13.4       7.9
Old  :     100.0:      81.0       52.8        5.0       38.7        0.6        0.0        0.0        0.0        0.0        0.0        0.0:     13.4       7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        19         14          .          .          .          0          0          0          0          0          0:
Old  :        28:        19         14          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.6       61.1       69.7       82.3       48.8       61.0       63.5       76.5
Old  :                 51.6       61.1       69.7       82.3       48.8       61.0       63.5       76.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                                                                                                  Code-0233A2
Disaggregated Commitments of Traders - Futures Only, August 02, 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  :    22,942:    16,144     21,582        218          0         61      3,379          0          0          0          0          0:    3,140     1,299
Old  :    22,942:    16,144     21,582        218          0         61      3,379          0          0          0          0          0:    3,140     1,299
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :         0:      -806          0         31          0        -31          0          0          0          0          0          0:      806        31
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.4       94.1        1.0        0.0        0.3       14.7        0.0        0.0        0.0        0.0        0.0:     13.7       5.7
Old  :     100.0:      70.4       94.1        1.0        0.0        0.3       14.7        0.0        0.0        0.0        0.0        0.0:     13.7       5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:         8         14          .          0          .          .          0          0          0          0          0:
Old  :        22:         8         14          .          0          .          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.1       62.0       78.8       85.7       56.3       62.0       75.8       85.7
Old  :                 57.1       62.0       78.8       85.7       56.3       62.0       75.8       85.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV                                                                                          Code-0233A3
Disaggregated Commitments of Traders - Futures Only, August 02, 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  :   368,048:   264,445    115,075     58,992    203,756     27,875      1,874      3,881        454        121      1,584      3,310:   10,977    12,113
Old  :   368,048:   264,445    115,075     58,992    203,756     27,875      1,874      3,881        454        121      1,584      3,310:   10,977    12,113
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :    11,154:     5,434      3,360      6,161      8,370     -1,826         66       -151          0       -240       -245        303:    1,256     1,343
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.9       31.3       16.0       55.4        7.6        0.5        1.1        0.1        0.0        0.4        0.9:      3.0       3.3
Old  :     100.0:      71.9       31.3       16.0       55.4        7.6        0.5        1.1        0.1        0.0        0.4        0.9:      3.0       3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        66:        42         29          5         10          9          .          .          .          .          .          .:
Old  :        66:        42         29          5         10          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  :                 30.2       54.3       47.4       69.2       28.4       53.9       44.0       66.0
Old  :                 30.2       54.3       47.4       69.2       28.4       53.9       44.0       66.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                         Code-0233A5
Disaggregated Commitments of Traders - Futures Only, August 02, 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  :    82,480:    72,573     37,940        998     32,983        518          0      2,873        453          0      1,628         62:    7,876     6,023
Old  :    82,480:    72,573     37,940        998     32,983        518          0      2,873        453          0      1,628         62:    7,876     6,023
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :     5,206:     5,266      3,775     -3,105        147          0          0        707          0          0        353       -362:    3,407       586
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.0       46.0        1.2       40.0        0.6        0.0        3.5        0.5        0.0        2.0        0.1:      9.5       7.3
Old  :     100.0:      88.0       46.0        1.2       40.0        0.6        0.0        3.5        0.5        0.0        2.0        0.1:      9.5       7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        15         10          .          6          .          0          .          .          0          .          .:
Old  :        28:        15         10          .          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  :                 66.6       56.3       82.1       75.9       65.6       55.6       78.9       74.3
Old  :                 66.6       56.3       82.1       75.9       65.6       55.6       78.9       74.3
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, August 02, 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  :    15,833:    12,107     11,355      1,538      1,633          0        930          0          0          0          0          0:    1,258     2,845
Old  :    15,833:    12,107     11,355      1,538      1,633          0        930          0          0          0          0          0:    1,258     2,845
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.5       71.7        9.7       10.3        0.0        5.9        0.0        0.0        0.0        0.0        0.0:      7.9      18.0
Old  :     100.0:      76.5       71.7        9.7       10.3        0.0        5.9        0.0        0.0        0.0        0.0        0.0:      7.9      18.0
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  :        21:         8          9          .          .          0          .          0          0          0          0          0:
Old  :        21:         8          9          .          .          0          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.3       50.8       81.5       73.2       64.1       50.8       78.8       70.5
Old  :                 65.3       50.8       81.5       73.2       64.1       50.8       78.8       70.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV                                                                   Code-0233A8
Disaggregated Commitments of Traders - Futures Only, August 02, 2016                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    73,030:    25,480     46,583     32,725     12,753      3,474        919        248        913      3,705      3,147        698:    5,116     5,214
Old  :    73,030:    25,480     46,583     32,725     12,753      3,474        919        248        913      3,705      3,147        698:    5,116     5,214
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :       382:      -492         -5       -154       -368        368       -396          0        352        188       -727        334:      182       428
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.9       63.8       44.8       17.5        4.8        1.3        0.3        1.3        5.1        4.3        1.0:      7.0       7.1
Old  :     100.0:      34.9       63.8       44.8       17.5        4.8        1.3        0.3        1.3        5.1        4.3        1.0:      7.0       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  :        26:        10          8          6          .          7          .          .          .          .          .          .:
Old  :        26:        10          8          6          .          7          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.8       57.7       68.0       81.1       38.3       50.9       59.5       65.8
Old  :                 42.8       57.7       68.0       81.1       38.3       50.9       59.5       65.8
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, August 02, 2016                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    86,100:    50,302     65,393     20,338          0      2,322      8,282      3,298          0      1,984        651          0:    2,872    14,436
Old  :    86,100:    50,302     65,393     20,338          0      2,322      8,282      3,298          0      1,984        651          0:    2,872    14,436
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :    18,497:     9,848      8,019        191          0       -124      5,518      1,965          0        775     -5,363          0:    2,289    14,000
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.4       76.0       23.6        0.0        2.7        9.6        3.8        0.0        2.3        0.8        0.0:      3.3      16.8
Old  :     100.0:      58.4       76.0       23.6        0.0        2.7        9.6        3.8        0.0        2.3        0.8        0.0:      3.3      16.8
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  :        55:        20         27         10          0          .          .          .          0          5          .          0:
Old  :        55:        20         27         10          0          .          .          .          0          5          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.0       39.3       61.8       52.3       33.7       36.1       54.9       47.5
Old  :                 37.0       39.3       61.8       52.3       33.7       36.1       54.9       47.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV                                                                                 Code-0233AH
Disaggregated Commitments of Traders - Futures Only, August 02, 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  :   121,601:    64,847    102,120     24,963      1,860        976     17,706      3,810        232      2,573      9,734        124:   10,180     2,745
Old  :   121,601:    64,847    102,120     24,963      1,860        976     17,706      3,810        232      2,573      9,734        124:   10,180     2,745
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :    16,879:     8,013     11,857      2,015        372          0      5,518      1,733        232     -1,922      6,324     -5,208:    8,231     1,569
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.3       84.0       20.5        1.5        0.8       14.6        3.1        0.2        2.1        8.0        0.1:      8.4       2.3
Old  :     100.0:      53.3       84.0       20.5        1.5        0.8       14.6        3.1        0.2        2.1        8.0        0.1:      8.4       2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        67:        24         33          7          .          .          .          .          .          5          5          .:
Old  :        67:        24         33          7          .          .          .          .          .          5          5          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.7       33.8       60.6       52.4       41.1       32.0       56.1       49.8
Old  :                 42.7       33.8       60.6       52.4       41.1       32.0       56.1       49.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                                                                                            Code-0233AM
Disaggregated Commitments of Traders - Futures Only, August 02, 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  :    59,638:    57,437     57,806      1,240          0          0          0          0          0          0          0          0:      961     1,832
Old  :    59,638:    57,437     57,806      1,240          0          0          0          0          0          0          0          0:      961     1,832
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :       166:       135         11        -62          0          0          0          0          0          0          0          0:       93       155
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      96.3       96.9        2.1        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      1.6       3.1
Old  :     100.0:      96.3       96.9        2.1        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      1.6       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  :        34:        20         22          .          0          0          0          0          0          0          0          0:
Old  :        34:        20         22          .          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  :                 57.6       49.2       82.5       72.0       44.0       33.4       62.1       54.5
Old  :                 57.6       49.2       82.5       72.0       44.0       33.4       62.1       54.5
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, August 02, 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  :   214,320:   167,632    161,768     24,118     28,727     13,481          0        183      1,320          0          0          0:    7,769     8,841
Old  :   214,320:   167,632    161,768     24,118     28,727     13,481          0        183      1,320          0          0          0:    7,769     8,841
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :    11,895:    10,938      5,640      1,625      8,340     -1,145          0          0        168          0          0          0:      309    -1,108
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.2       75.5       11.3       13.4        6.3        0.0        0.1        0.6        0.0        0.0        0.0:      3.6       4.1
Old  :     100.0:      78.2       75.5       11.3       13.4        6.3        0.0        0.1        0.6        0.0        0.0        0.0:      3.6       4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        32         28          .          4          5          0          .          .          0          0          0:
Old  :        41:        32         28          .          4          5          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.1       56.3       66.7       75.0       48.3       43.4       57.4       54.4
Old  :                 51.1       56.3       66.7       75.0       48.3       43.4       57.4       54.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV                                                                                 Code-0233AW
Disaggregated Commitments of Traders - Futures Only, August 02, 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  :    33,466:    28,206     29,564      2,697          0          0          0        279          0          0        439        367:    2,196     2,817
Old  :    33,466:    28,206     29,564      2,697          0          0          0        279          0          0        439        367:    2,196     2,817
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :       -31:    -1,178        806        -31          0          0          0          0          0          0       -279          0:    1,178      -558
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.3       88.3        8.1        0.0        0.0        0.0        0.8        0.0        0.0        1.3        1.1:      6.6       8.4
Old  :     100.0:      84.3       88.3        8.1        0.0        0.0        0.0        0.8        0.0        0.0        1.3        1.1:      6.6       8.4
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  :        31:        17         18          .          0          0          0          .          0          0          .          .:
Old  :        31:        17         18          .          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  :                 68.4       50.4       80.1       72.1       68.4       46.2       78.8       66.3
Old  :                 68.4       50.4       80.1       72.1       68.4       46.2       78.8       66.3
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, August 02, 2016                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    51,252:    34,965     42,226      8,396        339        807          0        443        651        878        759        868:    4,687     5,159
Old  :    51,252:    34,965     42,226      8,396        339        807          0        443        651        878        759        868:    4,687     5,159
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :     2,436:     2,903      2,760        214       -310        173          0       -428          4         62        -62        -93:     -827       392
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.2       82.4       16.4        0.7        1.6        0.0        0.9        1.3        1.7        1.5        1.7:      9.1      10.1
Old  :     100.0:      68.2       82.4       16.4        0.7        1.6        0.0        0.9        1.3        1.7        1.5        1.7:      9.1      10.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        15         19          .          .          .          0          .          .          .          .          .:
Old  :        29:        15         19          .          .          .          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.1       49.5       74.2       64.7       56.0       44.4       65.9       55.4
Old  :                 59.1       49.5       74.2       64.7       56.0       44.4       65.9       55.4
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, August 02, 2016                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   102,567:    89,032     65,210        923     19,303      5,750          0      2,675        711          0      1,589        254:    5,897     7,075
Old  :   102,567:    89,032     65,210        923     19,303      5,750          0      2,675        711          0      1,589        254:    5,897     7,075
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :       531:     1,336       -351          0          0          0          0          0          0          0         34         70:     -875       778
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.8       63.6        0.9       18.8        5.6        0.0        2.6        0.7        0.0        1.5        0.2:      5.7       6.9
Old  :     100.0:      86.8       63.6        0.9       18.8        5.6        0.0        2.6        0.7        0.0        1.5        0.2:      5.7       6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        23         23          .          6          4          0          .          .          0          .          .:
Old  :        42:        23         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  :                 55.0       46.2       73.9       64.7       53.0       39.9       65.8       55.1
Old  :                 55.0       46.2       73.9       64.7       53.0       39.9       65.8       55.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-0233BB
Disaggregated Commitments of Traders - Futures Only, August 02, 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  :   123,331:    96,161    113,832     10,288          0      1,181      1,054        220      1,384      5,562          0         39:    7,662     6,675
Old  :   123,331:    96,161    113,832     10,288          0      1,181      1,054        220      1,384      5,562          0         39:    7,662     6,675
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :     4,463:     5,375      5,261        151          0          0          0         87        -37       -489          0         11:     -548      -859
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.0       92.3        8.3        0.0        1.0        0.9        0.2        1.1        4.5        0.0        0.0:      6.2       5.4
Old  :     100.0:      78.0       92.3        8.3        0.0        1.0        0.9        0.2        1.1        4.5        0.0        0.0:      6.2       5.4
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  :        30:        19         14          .          0          .          .          .          .          .          0          .:
Old  :        30:        19         14          .          0          .          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.7       75.2       66.3       86.2       48.3       73.8       64.6       80.9
Old  :                 48.7       75.2       66.3       86.2       48.3       73.8       64.6       80.9
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, August 02, 2016                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   100,443:    67,361     96,142     29,387      1,867        183          0          0          0          0          0          0:    3,512     2,251
Old  :   100,443:    67,361     96,142     29,387      1,867        183          0          0          0          0          0          0:    3,512     2,251
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :       -73:      -219        244       -521          0          0          0          0          0          0          0          0:      667      -317
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.1       95.7       29.3        1.9        0.2        0.0        0.0        0.0        0.0        0.0        0.0:      3.5       2.2
Old  :     100.0:      67.1       95.7       29.3        1.9        0.2        0.0        0.0        0.0        0.0        0.0        0.0:      3.5       2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        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  :                 54.6       70.7       78.1       90.6       51.4       62.7       70.3       77.2
Old  :                 54.6       70.7       78.1       90.6       51.4       62.7       70.3       77.2
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, August 02, 2016                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   108,315:    97,988     97,512        772      5,348      2,621          0          0          0      1,412          0          0:    5,522     2,834
Old  :   108,315:    97,988     97,512        772      5,348      2,621          0          0          0      1,412          0          0:    5,522     2,834
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :     2,160:     1,916      1,732          0        428          0          0          0          0        120          0          0:      124         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.5       90.0        0.7        4.9        2.4        0.0        0.0        0.0        1.3        0.0        0.0:      5.1       2.6
Old  :     100.0:      90.5       90.0        0.7        4.9        2.4        0.0        0.0        0.0        1.3        0.0        0.0:      5.1       2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        19         16          .          .          .          0          0          0          .          0          0:
Old  :        29:        19         16          .          .          .          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  :                 62.1       54.9       77.6       80.0       51.7       49.5       62.4       68.8
Old  :                 62.1       54.9       77.6       80.0       51.7       49.5       62.4       68.8
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, August 02, 2016                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   112,422:    68,215     64,284     11,411     26,599      9,450        686          0      1,167        853        217      1,757:   18,883     8,948
Old  :   112,422:    68,215     64,284     11,411     26,599      9,450        686          0      1,167        853        217      1,757:   18,883     8,948
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :    -2,700:    -5,633     -1,031     -1,132        307       -460        686     -1,646        195        819       -279       -181:    3,006       395
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.7       57.2       10.2       23.7        8.4        0.6        0.0        1.0        0.8        0.2        1.6:     16.8       8.0
Old  :     100.0:      60.7       57.2       10.2       23.7        8.4        0.6        0.0        1.0        0.8        0.2        1.6:     16.8       8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        21         24          4          6          7          .          0          .          .          .          .:
Old  :        42:        21         24          4          6          7          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       42.0       46.8       62.9       21.7       29.1       36.8       43.0
Old  :                 26.0       42.0       46.8       62.9       21.7       29.1       36.8       43.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                                                                                                           Code-0233BW
Disaggregated Commitments of Traders - Futures Only, August 02, 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  :    50,380:    37,130     47,819      5,671      1,480          0        248        434          0      3,286          0          0:    4,045       647
Old  :    50,380:    37,130     47,819      5,671      1,480          0        248        434          0      3,286          0          0:    4,045       647
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :       434:       310        279          0          0          0          0          0          0     -1,860          0          0:    1,984       155
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.7       94.9       11.3        2.9        0.0        0.5        0.9        0.0        6.5        0.0        0.0:      8.0       1.3
Old  :     100.0:      73.7       94.9       11.3        2.9        0.0        0.5        0.9        0.0        6.5        0.0        0.0:      8.0       1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        18         15          .          .          0          .          .          0          .          0          0:
Old  :        32:        18         15          .          .          0          .          .          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.9       59.9       65.1       83.4       38.8       56.9       61.5       73.9
Old  :                 40.9       59.9       65.1       83.4       38.8       56.9       61.5       73.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV                                                                                      Code-0233CG
Disaggregated Commitments of Traders - Futures Only, August 02, 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  :    47,790:    34,740     46,209     10,607          0          0          0      1,209          0        217          0          0:    2,226       372
Old  :    47,790:    34,740     46,209     10,607          0          0          0      1,209          0        217          0          0:    2,226       372
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :     5,154:     2,481      4,844      1,712          0          0          0          0          0          0          0          0:      961       310
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.7       96.7       22.2        0.0        0.0        0.0        2.5        0.0        0.5        0.0        0.0:      4.7       0.8
Old  :     100.0:      72.7       96.7       22.2        0.0        0.0        0.0        2.5        0.0        0.5        0.0        0.0:      4.7       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  :        31:        20         18          .          0          0          0          .          0          .          0          0:
Old  :        31:        20         18          .          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  :                 49.1       64.6       75.1       85.5       49.1       62.2       70.7       79.1
Old  :                 49.1       64.6       75.1       85.5       49.1       62.2       70.7       79.1
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, August 02, 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  :   191,381:   138,347    132,651     19,700     35,461     11,735      1,254          0        834      7,512      4,228      1,551:   10,448     4,921
Old  :   191,381:   138,347    132,651     19,700     35,461     11,735      1,254          0        834      7,512      4,228      1,551:   10,448     4,921
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :     5,442:     1,278      2,863       -764      4,062     -2,055        505       -768        315        700        399         91:    5,372       535
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.3       69.3       10.3       18.5        6.1        0.7        0.0        0.4        3.9        2.2        0.8:      5.5       2.6
Old  :     100.0:      72.3       69.3       10.3       18.5        6.1        0.7        0.0        0.4        3.9        2.2        0.8:      5.5       2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        62:        35         30          .          6          7          .          0          .          .          5          .:
Old  :        62:        35         30          .          6          7          .          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  :                 29.3       53.0       46.4       64.4       25.0       46.8       39.1       56.2
Old  :                 29.3       53.0       46.4       64.4       25.0       46.8       39.1       56.2
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, August 02, 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  :   106,522:    90,610     56,447      4,052     39,268      1,305          0          0          0          0          0          0:   10,555     9,502
Old  :   106,522:    90,610     56,447      4,052     39,268      1,305          0          0          0          0          0          0:   10,555     9,502
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :     3,228:     1,951      1,973        -86        433       -608          0          0          0          0          0          0:    1,971     1,430
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.1       53.0        3.8       36.9        1.2        0.0        0.0        0.0        0.0        0.0        0.0:      9.9       8.9
Old  :     100.0:      85.1       53.0        3.8       36.9        1.2        0.0        0.0        0.0        0.0        0.0        0.0:      9.9       8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        11         10          .          6          4          0          0          0          0          0          0:
Old  :        24:        11         10          .          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  :                 61.0       60.1       80.8       78.6       55.4       59.4       73.8       75.5
Old  :                 61.0       60.1       80.8       78.6       55.4       59.4       73.8       75.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV                                                                               Code-0233CW
Disaggregated Commitments of Traders - Futures Only, August 02, 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  :    79,170:    43,906     53,823     25,818     18,689        982          0          0          0          0          0          0:    8,464     5,676
Old  :    79,170:    43,906     53,823     25,818     18,689        982          0          0          0          0          0          0:    8,464     5,676
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :       305:      -132          0     -1,581          0          0          0          0          0          0          0          0:    2,018       305
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.5       68.0       32.6       23.6        1.2        0.0        0.0        0.0        0.0        0.0        0.0:     10.7       7.2
Old  :     100.0:      55.5       68.0       32.6       23.6        1.2        0.0        0.0        0.0        0.0        0.0        0.0:     10.7       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  :        31:        13         16          6          .          .          0          0          0          0          0          0:
Old  :        31:        13         16          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  :                 50.2       65.2       69.3       79.3       45.5       59.0       61.2       71.1
Old  :                 50.2       65.2       69.3       79.3       45.5       59.0       61.2       71.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV                                                                              Code-0233CZ
Disaggregated Commitments of Traders - Futures Only, August 02, 2016                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    83,004:    43,603     46,891     24,949     25,738      3,324        717          0        428          0          0          0:    9,983     6,623
Old  :    83,004:    43,603     46,891     24,949     25,738      3,324        717          0        428          0          0          0:    9,983     6,623
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :       487:    -1,497       -124       -307         30          0         88          0          0          0          0          0:    2,203       581
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.5       56.5       30.1       31.0        4.0        0.9        0.0        0.5        0.0        0.0        0.0:     12.0       8.0
Old  :     100.0:      52.5       56.5       30.1       31.0        4.0        0.9        0.0        0.5        0.0        0.0        0.0:     12.0       8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        16         13          .          .          4          .          0          .          0          0          0:
Old  :        26:        16         13          .          .          4          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.7       68.1       72.0       84.2       59.6       67.5       70.1       79.1
Old  :                 59.7       68.1       72.0       84.2       59.6       67.5       70.1       79.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                                                                                               Code-0233DR
Disaggregated Commitments of Traders - Futures Only, August 02, 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  :   102,243:    80,451     31,065      7,540     64,849      1,649          0          0          0      1,891          0          0:   10,712     4,680
Old  :   102,243:    80,451     31,065      7,540     64,849      1,649          0          0          0      1,891          0          0:   10,712     4,680
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :     2,978:     2,451       -366        -32      1,790      1,189          0          0          0       -403          0          0:     -227       365
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.7       30.4        7.4       63.4        1.6        0.0        0.0        0.0        1.8        0.0        0.0:     10.5       4.6
Old  :     100.0:      78.7       30.4        7.4       63.4        1.6        0.0        0.0        0.0        1.8        0.0        0.0:     10.5       4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        18          8          .          6          .          0          0          0          .          0          0:
Old  :        29:        18          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  :                 58.4       76.2       73.7       90.4       58.3       73.7       73.6       87.9
Old  :                 58.4       76.2       73.7       90.4       58.3       73.7       73.6       87.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, August 02, 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  : 1,008,978:   148,155    158,751    136,874     59,748     79,798    220,745    252,967    181,854     40,370    111,010    130,751:   70,431    34,099
Old  : 1,008,978:   148,155    158,751    136,874     59,748     79,798    220,745    252,967    181,854     40,370    111,010    130,751:   70,431    34,099
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :    48,135:    15,143     31,061     -3,610        222     15,096      3,288     -8,954     10,481      4,234     -6,710      4,208:     -705     2,731
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.7       15.7       13.6        5.9        7.9       21.9       25.1       18.0        4.0       11.0       13.0:      7.0       3.4
Old  :     100.0:      14.7       15.7       13.6        5.9        7.9       21.9       25.1       18.0        4.0       11.0       13.0:      7.0       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  :       312:        34         33         26         10         24         71         57         70         46         48         65:
Old  :       312:        34         33         26         10         24         71         57         70         46         48         65:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.6       23.4       24.6       35.5       10.2       15.9       16.5       22.4
Old  :                 14.6       23.4       24.6       35.5       10.2       15.9       16.5       22.4
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, August 02, 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  :   278,125:    53,394     35,570     27,558     32,541     44,589     74,045     11,700     18,989     23,263    102,995     25,726:   10,561     6,015
Old  :   278,125:    53,394     35,570     27,558     32,541     44,589     74,045     11,700     18,989     23,263    102,995     25,726:   10,561     6,015
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :   -19,938:    -7,311     -6,132     -3,412     -1,046     -1,453     -6,587      1,016     -2,113        390     -8,456     -1,882:    2,430       128
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.2       12.8        9.9       11.7       16.0       26.6        4.2        6.8        8.4       37.0        9.2:      3.8       2.2
Old  :     100.0:      19.2       12.8        9.9       11.7       16.0       26.6        4.2        6.8        8.4       37.0        9.2:      3.8       2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        69:        19         22          5          8         13          8          .         10          9         13         17:
Old  :        69:        19         22          5          8         13          8          .         10          9         13         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  :                 42.6       41.5       57.6       56.8       38.9       37.2       46.1       46.3
Old  :                 42.6       41.5       57.6       56.8       38.9       37.2       46.1       46.3
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, August 02, 2016                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   123,268:    23,809     28,382     32,271     36,221     19,824     14,773      5,627      4,037      5,831     12,260     12,580:   10,143     4,337
Old  :   123,268:    23,809     28,382     32,271     36,221     19,824     14,773      5,627      4,037      5,831     12,260     12,580:   10,143     4,337
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :   -27,639:    -2,354     -6,951    -12,452       -909     -1,444     -7,833     -5,485       -995     -3,960    -12,388       -879:    2,278     1,412
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.3       23.0       26.2       29.4       16.1       12.0        4.6        3.3        4.7        9.9       10.2:      8.2       3.5
Old  :     100.0:      19.3       23.0       26.2       29.4       16.1       12.0        4.6        3.3        4.7        9.9       10.2:      8.2       3.5
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  :        56:        13         13         10          4         14          5          6          9          6         12         16:
Old  :        56:        13         13         10          4         14          5          6          9          6         12         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.9       44.7       40.3       61.7       20.1       35.4       31.5       42.1
Old  :                 22.9       44.7       40.3       61.7       20.1       35.4       31.5       42.1
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, August 02, 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  :    31,067:     2,124      5,148      6,173      5,010     12,014      5,885        627      2,698        464      3,803      1,709:        0        58
Old  :    31,067:     2,124      5,148      6,173      5,010     12,014      5,885        627      2,698        464      3,803      1,709:        0        58
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :   -19,249:       -24        -24     -3,228     -1,821        972      1,325       -831     -1,057     -3,823     -3,253       -800:  -12,614   -12,435
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       6.8       16.6       19.9       16.1       38.7       18.9        2.0        8.7        1.5       12.2        5.5:      0.0       0.2
Old  :     100.0:       6.8       16.6       19.9       16.1       38.7       18.9        2.0        8.7        1.5       12.2        5.5:      0.0       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:         .          .          .          4          6          5          .          5          .         10          6:
Old  :        28:         .          .          .          4          6          5          .          5          .         10          6:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.7       65.6       82.6       83.0       30.6       27.4       38.9       35.8
Old  :                 58.7       65.6       82.6       83.0       30.6       27.4       38.9       35.8
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, August 02, 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  : 1,371,382:   408,216    196,434     83,562    822,868    170,931     96,004     31,015     68,290    476,488     10,561     38,404:   29,487    32,879
Old  : 1,371,382:   408,216    196,434     83,562    822,868    170,931     96,004     31,015     68,290    476,488     10,561     38,404:   29,487    32,879
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :   -54,351:    -7,346    -15,711      4,849    -18,975     -6,967    -10,094     -4,638     -5,735    -27,100     -6,788      2,592:   -4,550     1,871
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.8       14.3        6.1       60.0       12.5        7.0        2.3        5.0       34.7        0.8        2.8:      2.2       2.4
Old  :     100.0:      29.8       14.3        6.1       60.0       12.5        7.0        2.3        5.0       34.7        0.8        2.8:      2.2       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  :        96:        34         32          4         14         13          8          6          9         18          4         17:
Old  :        96:        34         32          4         14         13          8          6          9         18          4         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  :                 46.2       37.2       58.3       60.4       42.3       35.3       51.2       55.5
Old  :                 46.2       37.2       58.3       60.4       42.3       35.3       51.2       55.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Futures Only, August 02, 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  :   314,208:    66,717     69,761    166,352    118,868     36,732     10,462     21,485     11,846      6,909     38,186     12,163:    3,027     5,167
Old  :   314,208:    66,717     69,761    166,352    118,868     36,732     10,462     21,485     11,846      6,909     38,186     12,163:    3,027     5,167
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :   -23,433:    -3,961     -2,530      4,877        974     -6,728      1,256     -6,556     -6,176     -5,259      4,725     -6,925:     -517      -217
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.2       22.2       52.9       37.8       11.7        3.3        6.8        3.8        2.2       12.2        3.9:      1.0       1.6
Old  :     100.0:      21.2       22.2       52.9       37.8       11.7        3.3        6.8        3.8        2.2       12.2        3.9:      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:        12         16         14          6         15          4          9         10          8         10         16:
Old  :        68:        12         16         14          6         15          4          9         10          8         10         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.6       50.2       52.4       66.0       31.0       43.0       47.4       54.7
Old  :                 34.6       50.2       52.4       66.0       31.0       43.0       47.4       54.7
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, August 02, 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  :    23,767:    22,861     16,775          0      4,883         90          0          0          0          0        580        275:      541     1,164
Old  :    23,767:    22,861     16,775          0      4,883         90          0          0          0          0        580        275:      541     1,164
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :    -2,446:    -2,072     -1,043          0       -868          0          0          0          0       -119       -249        -27:     -228      -259
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      96.2       70.6        0.0       20.5        0.4        0.0        0.0        0.0        0.0        2.4        1.2:      2.3       4.9
Old  :     100.0:      96.2       70.6        0.0       20.5        0.4        0.0        0.0        0.0        0.0        2.4        1.2:      2.3       4.9
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  :        38:        23         20          0          6          .          0          0          0          0          .          .:
Old  :        38:        23         20          0          6          .          0          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.7       48.3       80.0       71.1       52.4       40.4       64.5       53.5
Old  :                 62.7       48.3       80.0       71.1       52.4       40.4       64.5       53.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665O
Disaggregated Commitments of Traders - Futures Only, August 02, 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  :   142,321:   115,464    111,410      8,817     17,762      6,043      5,463        570      3,047      1,681      1,911        928:      878       650
Old  :   142,321:   115,464    111,410      8,817     17,762      6,043      5,463        570      3,047      1,681      1,911        928:      878       650
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :     3,327:     4,810      2,896     -1,979         15        221        108       -224        358       -180        -76         -8:       -3       145
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.1       78.3        6.2       12.5        4.2        3.8        0.4        2.1        1.2        1.3        0.7:      0.6       0.5
Old  :     100.0:      81.1       78.3        6.2       12.5        4.2        3.8        0.4        2.1        1.2        1.3        0.7:      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  :        86:        47         47          4          6          7          .          .          .          7         13          8:
Old  :        86:        47         47          4          6          7          .          .          .          7         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  :                 43.2       38.5       63.1       58.1       27.6       27.7       37.2       34.6
Old  :                 43.2       38.5       63.1       58.1       27.6       27.7       37.2       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, August 02, 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  :    78,457:    50,012     61,598      5,615      2,680      7,798      1,608      4,296          0     13,254        825          1:      169     1,259
Old  :    78,457:    50,012     61,598      5,615      2,680      7,798      1,608      4,296          0     13,254        825          1:      169     1,259
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :     1,155:       441      1,346        223       -278          7          0         84          0        504         -9          0:      -20         5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.7       78.5        7.2        3.4        9.9        2.0        5.5        0.0       16.9        1.1        0.0:      0.2       1.6
Old  :     100.0:      63.7       78.5        7.2        3.4        9.9        2.0        5.5        0.0       16.9        1.1        0.0:      0.2       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  :        34:        18         21          .          .          5          .          .          0          .          .          .:
Old  :        34:        18         21          .          .          5          .          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.6       53.8       75.3       74.5       26.1       26.6       34.4       32.8
Old  :                 51.6       53.8       75.3       74.5       26.1       26.6       34.4       32.8
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, August 02, 2016                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    31,686:    27,843     25,828      1,130      2,576      1,114        775          0          0        190      1,439        416:      218       313
Old  :    31,686:    27,843     25,828      1,130      2,576      1,114        775          0          0        190      1,439        416:      218       313
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :    -1,390:      -655       -584       -255       -479       -183       -155          0          0         25         68       -164:       -3       -48
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.9       81.5        3.6        8.1        3.5        2.4        0.0        0.0        0.6        4.5        1.3:      0.7       1.0
Old  :     100.0:      87.9       81.5        3.6        8.1        3.5        2.4        0.0        0.0        0.6        4.5        1.3:      0.7       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        50:        27         29          .          7          6          .          0          0          .          .          4:
Old  :        50:        27         29          .          7          6          .          0          0          .          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.0       46.8       72.7       65.0       41.1       38.6       53.4       47.9
Old  :                 55.0       46.8       72.7       65.0       41.1       38.6       53.4       47.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Futures Only, August 02, 2016                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    16,555:     6,733     10,845      6,553      2,276        318          0          0          0      2,021      2,034        574:      356       508
Old  :    16,555:     6,733     10,845      6,553      2,276        318          0          0          0      2,021      2,034        574:      356       508
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :    -1,139:      -292       -283       -307       -268        -10          0          0          0       -454       -619         31:     -107        10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      40.7       65.5       39.6       13.7        1.9        0.0        0.0        0.0       12.2       12.3        3.5:      2.2       3.1
Old  :     100.0:      40.7       65.5       39.6       13.7        1.9        0.0        0.0        0.0       12.2       12.3        3.5:      2.2       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  :        42:        23         23          5          .          .          0          0          0          4          .          4:
Old  :        42:        23         23          5          .          .          0          0          0          4          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.5       51.4       72.4       73.3       49.7       45.7       59.7       61.1
Old  :                 56.5       51.4       72.4       73.3       49.7       45.7       59.7       61.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                                                                                             Code-06665T
Disaggregated Commitments of Traders - Futures Only, August 02, 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  :    13,566:    11,395      8,435        495      4,327         39        120          0          0        355        167        227:      935       371
Old  :    13,566:    11,395      8,435        495      4,327         39        120          0          0        355        167        227:      935       371
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2016                                                                    :
     :    -1,696:    -1,563     -1,418        -10       -243         20         -4          0          0        -69         51        -41:      -29       -65
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.0       62.2        3.6       31.9        0.3        0.9        0.0        0.0        2.6        1.2        1.7:      6.9       2.7
Old  :     100.0:      84.0       62.2        3.6       31.9        0.3        0.9        0.0        0.0        2.6        1.2        1.7:      6.9       2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        21         14          .          4          .          .          0          0          .          .          .:
Old  :        32:        21         14          .          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  :                 54.9       51.5       70.5       73.8       35.3       42.1       43.0       52.9
Old  :                 54.9       51.5       70.5       73.8       35.3       42.1       43.0       52.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 5, 2016