NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 Disaggregated Commitments of Traders - Futures Only, August 23, 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 : 4,762,850: 2,454,464 1,030,385 498,880 2,650,577 179,960 564,048 35,455 263,977 248,323 84,293 488,443: 64,755 29,760 Old : 4,762,850: 2,454,464 1,030,385 498,880 2,650,577 179,960 564,048 35,455 263,977 248,323 84,293 488,443: 64,755 29,760 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 57,407: 64,549 16,392 -31,355 28,132 5,232 -11,558 -1,374 15,783 24,538 1,911 -16,235: 6,453 7,566 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.5 21.6 10.5 55.7 3.8 11.8 0.7 5.5 5.2 1.8 10.3: 1.4 0.6 Old : 100.0: 51.5 21.6 10.5 55.7 3.8 11.8 0.7 5.5 5.2 1.8 10.3: 1.4 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 : 221: 118 99 5 21 24 23 5 22 27 17 34: Old : 221: 118 99 5 21 24 23 5 22 27 17 34: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.7 30.3 43.7 45.9 24.5 28.8 36.3 41.3 Old : 27.7 30.3 43.7 45.9 24.5 28.8 36.3 41.3 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 23, 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 : 217,176: 53,799 42,720 43,035 49,365 32,505 14,633 35,399 9,505 40,075 26,182 21,346: 2,278 154 Old : 217,176: 53,799 42,720 43,035 49,365 32,505 14,633 35,399 9,505 40,075 26,182 21,346: 2,278 154 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 6,181: -925 2,747 -170 -1,298 2,184 852 3,986 268 6,099 421 -2,127: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.8 19.7 19.8 22.7 15.0 6.7 16.3 4.4 18.5 12.1 9.8: 1.0 0.1 Old : 100.0: 24.8 19.7 19.8 22.7 15.0 6.7 16.3 4.4 18.5 12.1 9.8: 1.0 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 : 67: 18 18 12 7 15 6 . 6 7 10 11: Old : 67: 18 18 12 7 15 6 . 6 7 10 11: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.7 47.5 53.6 71.3 26.3 38.2 39.2 53.2 Old : 37.7 47.5 53.6 71.3 26.3 38.2 39.2 53.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 Disaggregated Commitments of Traders - Futures Only, August 23, 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 : 239,863: 145,692 210,872 27,275 2,542 18,850 1,532 0 545 24,623 395 1,658: 19,688 5,001 Old : 239,863: 145,692 210,872 27,275 2,542 18,850 1,532 0 545 24,623 395 1,658: 19,688 5,001 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 3,908: 1,618 4,986 241 -271 -215 -1,119 0 45 2,105 -2,072 1,388: -155 47 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.7 87.9 11.4 1.1 7.9 0.6 0.0 0.2 10.3 0.2 0.7: 8.2 2.1 Old : 100.0: 60.7 87.9 11.4 1.1 7.9 0.6 0.0 0.2 10.3 0.2 0.7: 8.2 2.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 56: 32 27 4 . 6 . 0 . 8 . .: Old : 56: 32 27 4 . 6 . 0 . 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 : 36.4 55.3 52.3 73.1 32.1 51.4 43.8 63.0 Old : 36.4 55.3 52.3 73.1 32.1 51.4 43.8 63.0 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 23, 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 : 126,267: 111,960 89,957 417 18,768 4,726 77 240 564 524 5,187 1,918: 6,081 4,907 Old : 126,267: 111,960 89,957 417 18,768 4,726 77 240 564 524 5,187 1,918: 6,081 4,907 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 1,353: 119 1,205 0 -1,287 1,170 -609 0 137 28 -14 122: 386 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.7 71.2 0.3 14.9 3.7 0.1 0.2 0.4 0.4 4.1 1.5: 4.8 3.9 Old : 100.0: 88.7 71.2 0.3 14.9 3.7 0.1 0.2 0.4 0.4 4.1 1.5: 4.8 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 21 25 . 4 4 . . . . 4 .: Old : 39: 21 25 . 4 4 . . . . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.7 41.4 79.9 61.7 52.8 35.6 61.8 47.6 Old : 61.7 41.4 79.9 61.7 52.8 35.6 61.8 47.6 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 23, 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 : 197,019: 164,019 73,669 2,451 102,279 9,862 154 346 2,019 2,363 1,370 64: 16,087 7,410 Old : 197,019: 164,019 73,669 2,451 102,279 9,862 154 346 2,019 2,363 1,370 64: 16,087 7,410 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : -1,814: -2,845 192 0 -1,582 31 0 -730 446 -24 180 -94: 672 -257 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.3 37.4 1.2 51.9 5.0 0.1 0.2 1.0 1.2 0.7 0.0: 8.2 3.8 Old : 100.0: 83.3 37.4 1.2 51.9 5.0 0.1 0.2 1.0 1.2 0.7 0.0: 8.2 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 45: 20 20 . 12 8 . . . . . .: Old : 45: 20 20 . 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 : 50.7 42.1 68.7 63.2 44.5 42.0 61.0 57.9 Old : 50.7 42.1 68.7 63.2 44.5 42.0 61.0 57.9 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 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 787,162: 716,769 164,140 21,180 576,125 31,174 11 0 2,581 258 3,827 2,508: 12,681 6,807 Old : 787,162: 716,769 164,140 21,180 576,125 31,174 11 0 2,581 258 3,827 2,508: 12,681 6,807 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 9,074: 10,084 -1,350 -185 12,193 -1,575 -214 0 160 2 -408 412: 390 -358 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.1 20.9 2.7 73.2 4.0 0.0 0.0 0.3 0.0 0.5 0.3: 1.6 0.9 Old : 100.0: 91.1 20.9 2.7 73.2 4.0 0.0 0.0 0.3 0.0 0.5 0.3: 1.6 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 64: 39 23 7 9 15 . 0 . . 4 4: Old : 64: 39 23 7 9 15 . 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 : 34.8 49.3 56.9 75.9 31.9 48.8 49.2 73.4 Old : 34.8 49.3 56.9 75.9 31.9 48.8 49.2 73.4 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 23, 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 : 333,755: 306,002 217,794 18,697 100,552 2,040 0 2,911 259 170 3,020 393: 6,194 6,786 Old : 333,755: 306,002 217,794 18,697 100,552 2,040 0 2,911 259 170 3,020 393: 6,194 6,786 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 3,237: 1,994 831 1,165 720 303 0 1,308 -298 29 332 -89: 133 130 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.7 65.3 5.6 30.1 0.6 0.0 0.9 0.1 0.1 0.9 0.1: 1.9 2.0 Old : 100.0: 91.7 65.3 5.6 30.1 0.6 0.0 0.9 0.1 0.1 0.9 0.1: 1.9 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 58: 30 35 4 9 5 0 . . . . .: Old : 58: 30 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 : 63.0 37.3 78.4 56.3 60.2 36.8 74.9 54.7 Old : 63.0 37.3 78.4 56.3 60.2 36.8 74.9 54.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 Disaggregated Commitments of Traders - Futures Only, August 23, 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 : 259,923: 205,458 142,883 16,206 84,591 28,795 998 0 351 0 1,433 665: 7,450 1,205 Old : 259,923: 205,458 142,883 16,206 84,591 28,795 998 0 351 0 1,433 665: 7,450 1,205 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 673: -1,140 2,221 883 -1,122 154 -231 0 -118 0 -1,123 514: 611 147 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.0 55.0 6.2 32.5 11.1 0.4 0.0 0.1 0.0 0.6 0.3: 2.9 0.5 Old : 100.0: 79.0 55.0 6.2 32.5 11.1 0.4 0.0 0.1 0.0 0.6 0.3: 2.9 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 54: 33 34 4 9 10 . 0 . 0 . .: Old : 54: 33 34 4 9 10 . 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 : 55.8 38.6 69.0 57.9 54.2 30.7 62.0 47.3 Old : 55.8 38.6 69.0 57.9 54.2 30.7 62.0 47.3 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 23, 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 : 88,788: 80,494 37,802 224 33,130 848 0 265 1,735 0 642 1,258: 4,229 13,108 Old : 88,788: 80,494 37,802 224 33,130 848 0 265 1,735 0 642 1,258: 4,229 13,108 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 1,314: 1,801 -226 0 0 0 0 62 -62 -957 642 1,050: -518 -152 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.7 42.6 0.3 37.3 1.0 0.0 0.3 2.0 0.0 0.7 1.4: 4.8 14.8 Old : 100.0: 90.7 42.6 0.3 37.3 1.0 0.0 0.3 2.0 0.0 0.7 1.4: 4.8 14.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 18 15 . 7 . 0 . . 0 . .: Old : 30: 18 15 . 7 . 0 . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.0 40.4 79.8 59.1 61.3 39.8 71.8 57.1 Old : 66.0 40.4 79.8 59.1 61.3 39.8 71.8 57.1 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 23, 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 : 112,527: 88,881 80,724 6,767 1,356 9,211 210 1,254 1,051 0 14,085 1,499: 4,908 3,347 Old : 112,527: 88,881 80,724 6,767 1,356 9,211 210 1,254 1,051 0 14,085 1,499: 4,908 3,347 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : -294: 700 -1,046 277 -2,140 151 -594 744 380 0 1,210 200: -1,408 207 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.0 71.7 6.0 1.2 8.2 0.2 1.1 0.9 0.0 12.5 1.3: 4.4 3.0 Old : 100.0: 79.0 71.7 6.0 1.2 8.2 0.2 1.1 0.9 0.0 12.5 1.3: 4.4 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 43: 27 24 . . . . . . 0 4 .: Old : 43: 27 24 . . . . . . 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 : 54.1 33.5 72.3 55.3 47.4 31.8 57.6 49.6 Old : 54.1 33.5 72.3 55.3 47.4 31.8 57.6 49.6 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 23, 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 : 100,139: 85,960 16,691 2,245 70,249 681 795 0 802 0 4,144 0: 9,656 7,572 Old : 100,139: 85,960 16,691 2,245 70,249 681 795 0 802 0 4,144 0: 9,656 7,572 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 4,652: 3,862 -425 0 2,741 0 90 0 -90 0 1,740 0: 790 686 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.8 16.7 2.2 70.2 0.7 0.8 0.0 0.8 0.0 4.1 0.0: 9.6 7.6 Old : 100.0: 85.8 16.7 2.2 70.2 0.7 0.8 0.0 0.8 0.0 4.1 0.0: 9.6 7.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 17 10 . 7 . . 0 . 0 . 0: Old : 28: 17 10 . 7 . . 0 . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.7 60.4 76.7 79.6 61.4 60.4 74.0 76.4 Old : 61.7 60.4 76.7 79.6 61.4 60.4 74.0 76.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W Disaggregated Commitments of Traders - Futures Only, August 23, 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 : 146,758: 110,256 55,854 26,096 79,562 4,311 0 0 0 0 0 0: 6,095 7,031 Old : 146,758: 110,256 55,854 26,096 79,562 4,311 0 0 0 0 0 0: 6,095 7,031 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 2,290: 2,091 1,518 -480 493 331 0 0 0 0 0 0: 348 -52 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.1 38.1 17.8 54.2 2.9 0.0 0.0 0.0 0.0 0.0 0.0: 4.2 4.8 Old : 100.0: 75.1 38.1 17.8 54.2 2.9 0.0 0.0 0.0 0.0 0.0 0.0: 4.2 4.8 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 : 36: 19 14 4 9 4 0 0 0 0 0 0: Old : 36: 19 14 4 9 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 : 45.9 71.9 66.3 83.8 45.6 69.0 66.0 80.3 Old : 45.9 71.9 66.3 83.8 45.6 69.0 66.0 80.3 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 23, 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 : 66,760: 55,599 38,500 2,648 24,086 428 0 0 0 0 0 0: 8,085 3,746 Old : 66,760: 55,599 38,500 2,648 24,086 428 0 0 0 0 0 0: 8,085 3,746 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 487: 276 667 0 0 0 0 0 0 0 0 0: 211 -180 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.3 57.7 4.0 36.1 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 12.1 5.6 Old : 100.0: 83.3 57.7 4.0 36.1 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 12.1 5.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 16 13 . . . 0 0 0 0 0 0: Old : 25: 16 13 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.7 62.5 72.0 86.4 49.6 61.1 66.7 81.2 Old : 49.7 62.5 72.0 86.4 49.6 61.1 66.7 81.2 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 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 18,917: 14,329 17,630 218 0 61 2,449 0 0 0 0 0: 1,860 1,226 Old : 18,917: 14,329 17,630 218 0 61 2,449 0 0 0 0 0: 1,860 1,226 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 454: -123 60 0 0 0 0 0 0 0 0 0: 577 394 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.7 93.2 1.2 0.0 0.3 12.9 0.0 0.0 0.0 0.0 0.0: 9.8 6.5 Old : 100.0: 75.7 93.2 1.2 0.0 0.3 12.9 0.0 0.0 0.0 0.0 0.0: 9.8 6.5 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 : 20: 6 12 . 0 . . 0 0 0 0 0: Old : 20: 6 12 . 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 : 62.5 59.5 88.7 85.7 62.3 59.5 87.4 85.7 Old : 62.5 59.5 88.7 85.7 62.3 59.5 87.4 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 23, 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 : 362,664: 259,109 120,856 61,172 190,516 30,126 1,178 4,826 120 0 1,781 2,654: 8,305 11,785 Old : 362,664: 259,109 120,856 61,172 190,516 30,126 1,178 4,826 120 0 1,781 2,654: 8,305 11,785 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 14,011: 8,725 8,820 2,159 850 3,795 -999 1,188 -371 0 150 0: 702 -421 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.4 33.3 16.9 52.5 8.3 0.3 1.3 0.0 0.0 0.5 0.7: 2.3 3.2 Old : 100.0: 71.4 33.3 16.9 52.5 8.3 0.3 1.3 0.0 0.0 0.5 0.7: 2.3 3.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 63: 41 30 5 9 8 . . . 0 . .: Old : 63: 41 30 5 9 8 . . . 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 : 33.1 51.2 50.5 65.5 29.7 50.4 45.5 62.0 Old : 33.1 51.2 50.5 65.5 29.7 50.4 45.5 62.0 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 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 74,286: 63,235 31,931 998 31,202 638 0 3,122 418 0 1,772 31: 8,966 5,172 Old : 74,286: 63,235 31,931 998 31,202 638 0 3,122 418 0 1,772 31: 8,966 5,172 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 296: 362 945 0 -572 120 0 0 0 0 809 -274: 88 -732 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.1 43.0 1.3 42.0 0.9 0.0 4.2 0.6 0.0 2.4 0.0: 12.1 7.0 Old : 100.0: 85.1 43.0 1.3 42.0 0.9 0.0 4.2 0.6 0.0 2.4 0.0: 12.1 7.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 17 11 . 6 . 0 . . 0 . .: Old : 30: 17 11 . 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 : 62.5 51.4 77.4 73.6 61.5 49.4 74.1 68.5 Old : 62.5 51.4 77.4 73.6 61.5 49.4 74.1 68.5 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 23, 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 : 69,170: 24,650 46,207 29,899 11,209 3,256 2,215 0 684 3,302 2,210 728: 4,436 4,876 Old : 69,170: 24,650 46,207 29,899 11,209 3,256 2,215 0 684 3,302 2,210 728: 4,436 4,876 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 1,968: 2,509 1,640 -302 0 0 304 0 0 0 510 0: -543 -182 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.6 66.8 43.2 16.2 4.7 3.2 0.0 1.0 4.8 3.2 1.1: 6.4 7.0 Old : 100.0: 35.6 66.8 43.2 16.2 4.7 3.2 0.0 1.0 4.8 3.2 1.1: 6.4 7.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 12 9 6 . 7 . 0 . . . .: Old : 27: 12 9 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 : 40.6 59.8 67.4 81.4 37.8 53.3 60.0 68.0 Old : 40.6 59.8 67.4 81.4 37.8 53.3 60.0 68.0 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 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 57,464: 25,407 44,527 13,821 4,632 3,552 13,016 0 0 846 2,552 0: 822 2,201 Old : 57,464: 25,407 44,527 13,821 4,632 3,552 13,016 0 0 846 2,552 0: 822 2,201 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 10,530: 5,792 4,588 -582 2,340 990 3,540 0 0 546 2,552 0: 244 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.2 77.5 24.1 8.1 6.2 22.7 0.0 0.0 1.5 4.4 0.0: 1.4 3.8 Old : 100.0: 44.2 77.5 24.1 8.1 6.2 22.7 0.0 0.0 1.5 4.4 0.0: 1.4 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 14 16 7 . 5 . 0 0 . . 0: Old : 39: 14 16 7 . 5 . 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 : 43.9 52.9 64.2 72.5 42.9 46.9 58.6 59.7 Old : 43.9 52.9 64.2 72.5 42.9 46.9 58.6 59.7 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 23, 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 : 93,851: 51,220 72,281 16,107 4,147 2,194 19,712 3,298 0 3,078 10,333 0: 1,540 1,598 Old : 93,851: 51,220 72,281 16,107 4,147 2,194 19,712 3,298 0 3,078 10,333 0: 1,540 1,598 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 9,651: 5,475 3,043 -528 3,775 498 3,540 0 0 546 2,552 0: 120 -217 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.6 77.0 17.2 4.4 2.3 21.0 3.5 0.0 3.3 11.0 0.0: 1.6 1.7 Old : 100.0: 54.6 77.0 17.2 4.4 2.3 21.0 3.5 0.0 3.3 11.0 0.0: 1.6 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 : 65: 22 32 5 . . . . 0 6 5 0: Old : 65: 22 32 5 . . . . 0 6 5 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.5 35.7 57.6 52.3 29.9 33.0 51.0 46.4 Old : 32.5 35.7 57.6 52.3 29.9 33.0 51.0 46.4 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 23, 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 : 42,274: 40,008 40,380 1,166 0 0 0 0 0 0 0 0: 1,100 1,894 Old : 42,274: 40,008 40,380 1,166 0 0 0 0 0 0 0 0: 1,100 1,894 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 1,800: 1,560 1,800 360 0 0 0 0 0 0 0 0: -120 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.6 95.5 2.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.6 4.5 Old : 100.0: 94.6 95.5 2.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.6 4.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 13 19 . 0 0 0 0 0 0 0 0: Old : 27: 13 19 . 0 0 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.3 50.9 87.8 73.5 63.0 46.9 83.9 69.4 Old : 64.3 50.9 87.8 73.5 63.0 46.9 83.9 69.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ Disaggregated Commitments of Traders - Futures Only, August 23, 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 : 216,344: 166,815 165,811 30,025 27,546 13,429 69 0 1,279 0 0 0: 4,727 8,279 Old : 216,344: 166,815 165,811 30,025 27,546 13,429 69 0 1,279 0 0 0: 4,727 8,279 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 2,744: 2,705 1,380 2,552 1,184 29 31 0 0 0 0 0: -2,573 151 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.1 76.6 13.9 12.7 6.2 0.0 0.0 0.6 0.0 0.0 0.0: 2.2 3.8 Old : 100.0: 77.1 76.6 13.9 12.7 6.2 0.0 0.0 0.6 0.0 0.0 0.0: 2.2 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 32 27 . 4 5 . 0 . 0 0 0: Old : 40: 32 27 . 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 : 51.2 54.5 66.6 73.1 47.4 40.1 57.2 52.9 Old : 51.2 54.5 66.6 73.1 47.4 40.1 57.2 52.9 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 23, 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 : 30,824: 27,483 24,658 2,117 0 0 0 0 0 0 1,152 217: 1,007 4,797 Old : 30,824: 27,483 24,658 2,117 0 0 0 0 0 0 1,152 217: 1,007 4,797 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 1,860: 900 1,080 660 0 0 0 0 0 0 750 0: 300 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.2 80.0 6.9 0.0 0.0 0.0 0.0 0.0 0.0 3.7 0.7: 3.3 15.6 Old : 100.0: 89.2 80.0 6.9 0.0 0.0 0.0 0.0 0.0 0.0 3.7 0.7: 3.3 15.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 13 16 . 0 0 0 0 0 0 . .: Old : 26: 13 16 . 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 : 75.9 54.9 88.2 73.1 75.9 50.1 87.1 67.6 Old : 75.9 54.9 88.2 73.1 75.9 50.1 87.1 67.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233AY Disaggregated Commitments of Traders - Futures Only, August 23, 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 : 48,226: 31,389 39,669 8,554 297 1,310 0 0 0 713 0 542: 5,718 6,408 Old : 48,226: 31,389 39,669 8,554 297 1,310 0 0 0 713 0 542: 5,718 6,408 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 896: 858 860 -210 -29 443 0 0 0 -514 0 452: -133 -830 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.1 82.3 17.7 0.6 2.7 0.0 0.0 0.0 1.5 0.0 1.1: 11.9 13.3 Old : 100.0: 65.1 82.3 17.7 0.6 2.7 0.0 0.0 0.0 1.5 0.0 1.1: 11.9 13.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 14 16 . . . 0 0 0 . 0 .: Old : 24: 14 16 . . . 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.3 53.8 74.6 66.4 57.8 48.7 67.4 58.7 Old : 61.3 53.8 74.6 66.4 57.8 48.7 67.4 58.7 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 23, 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 : 93,272: 81,715 59,854 911 18,956 4,739 0 3,123 711 0 0 0: 5,196 5,889 Old : 93,272: 81,715 59,854 911 18,956 4,739 0 3,123 711 0 0 0: 5,196 5,889 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 1,560: 1,682 915 -30 180 30 0 0 0 0 0 0: -122 435 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.6 64.2 1.0 20.3 5.1 0.0 3.3 0.8 0.0 0.0 0.0: 5.6 6.3 Old : 100.0: 87.6 64.2 1.0 20.3 5.1 0.0 3.3 0.8 0.0 0.0 0.0: 5.6 6.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 20 23 . 6 4 0 . . 0 0 0: Old : 38: 20 23 . 6 4 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.6 43.3 76.1 62.5 56.9 35.4 65.1 51.8 Old : 59.6 43.3 76.1 62.5 56.9 35.4 65.1 51.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB Disaggregated Commitments of Traders - Futures Only, August 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 120,614: 94,284 112,052 10,022 0 1,469 4,934 0 578 3,727 0 0: 5,600 6,515 Old : 120,614: 94,284 112,052 10,022 0 1,469 4,934 0 578 3,727 0 0: 5,600 6,515 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 1,524: 1,863 938 -1,118 0 810 1,580 0 0 -334 -189 -182: -1,095 147 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.2 92.9 8.3 0.0 1.2 4.1 0.0 0.5 3.1 0.0 0.0: 4.6 5.4 Old : 100.0: 78.2 92.9 8.3 0.0 1.2 4.1 0.0 0.5 3.1 0.0 0.0: 4.6 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 : 28: 18 15 . 0 . . 0 . . 0 0: Old : 28: 18 15 . 0 . . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.3 76.7 68.9 87.9 49.7 75.5 66.7 82.5 Old : 50.3 76.7 68.9 87.9 49.7 75.5 66.7 82.5 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 23, 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 : 97,409: 62,906 93,131 29,558 1,433 487 0 0 0 0 0 0: 4,458 2,358 Old : 97,409: 62,906 93,131 29,558 1,433 487 0 0 0 0 0 0: 4,458 2,358 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 1,610: 725 1,185 243 0 0 0 0 0 0 0 0: 642 425 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.6 95.6 30.3 1.5 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 4.6 2.4 Old : 100.0: 64.6 95.6 30.3 1.5 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 4.6 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 : 26: 14 13 8 . . 0 0 0 0 0 0: Old : 26: 14 13 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 : 53.4 72.7 76.4 90.0 49.8 65.6 68.3 77.2 Old : 53.4 72.7 76.4 90.0 49.8 65.6 68.3 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 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 103,479: 93,364 89,841 822 8,763 2,346 0 0 0 1,328 0 0: 5,619 2,529 Old : 103,479: 93,364 89,841 822 8,763 2,346 0 0 0 1,328 0 0: 5,619 2,529 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 1,459: 773 1,701 209 152 0 0 0 0 998 0 0: -521 -394 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.2 86.8 0.8 8.5 2.3 0.0 0.0 0.0 1.3 0.0 0.0: 5.4 2.4 Old : 100.0: 90.2 86.8 0.8 8.5 2.3 0.0 0.0 0.0 1.3 0.0 0.0: 5.4 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 : 29: 19 15 . . . 0 0 0 . 0 0: Old : 29: 19 15 . . . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.1 53.1 79.3 76.9 54.5 46.8 61.7 63.6 Old : 65.1 53.1 79.3 76.9 54.5 46.8 61.7 63.6 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 23, 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 : 108,206: 70,165 61,507 11,719 26,254 8,338 761 0 866 568 0 1,589: 14,200 9,652 Old : 108,206: 70,165 61,507 11,719 26,254 8,338 761 0 866 568 0 1,589: 14,200 9,652 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 2,818: 2,079 882 151 1,027 56 123 0 -93 -718 0 780: 440 166 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.8 56.8 10.8 24.3 7.7 0.7 0.0 0.8 0.5 0.0 1.5: 13.1 8.9 Old : 100.0: 64.8 56.8 10.8 24.3 7.7 0.7 0.0 0.8 0.5 0.0 1.5: 13.1 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 : 41: 25 22 4 6 7 . 0 . . 0 .: Old : 41: 25 22 4 6 7 . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.4 39.0 51.0 61.0 22.9 28.9 37.8 45.9 Old : 29.4 39.0 51.0 61.0 22.9 28.9 37.8 45.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW Disaggregated Commitments of Traders - Futures Only, August 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 45,024: 32,952 43,238 5,415 1,232 0 248 0 0 4,580 0 0: 1,829 554 Old : 45,024: 32,952 43,238 5,415 1,232 0 248 0 0 4,580 0 0: 1,829 554 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 840: -90 840 -240 0 0 0 0 0 960 0 0: 210 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.2 96.0 12.0 2.7 0.0 0.6 0.0 0.0 10.2 0.0 0.0: 4.1 1.2 Old : 100.0: 73.2 96.0 12.0 2.7 0.0 0.6 0.0 0.0 10.2 0.0 0.0: 4.1 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 21 17 . . 0 . 0 0 . 0 0: Old : 32: 21 17 . . 0 . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.7 62.2 66.1 83.8 36.2 56.9 60.1 70.9 Old : 38.7 62.2 66.1 83.8 36.2 56.9 60.1 70.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG Disaggregated Commitments of Traders - Futures Only, August 23, 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 : 41,478: 31,799 40,860 8,640 0 0 0 434 0 0 0 0: 1,039 184 Old : 41,478: 31,799 40,860 8,640 0 0 0 434 0 0 0 0: 1,039 184 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 150: 390 150 -386 0 0 0 0 0 0 0 0: 146 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.7 98.5 20.8 0.0 0.0 0.0 1.0 0.0 0.0 0.0 0.0: 2.5 0.4 Old : 100.0: 76.7 98.5 20.8 0.0 0.0 0.0 1.0 0.0 0.0 0.0 0.0: 2.5 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 16 15 . 0 0 0 . 0 0 0 0: Old : 28: 16 15 . 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 : 48.0 66.1 76.0 90.5 48.0 63.6 72.1 79.0 Old : 48.0 66.1 76.0 90.5 48.0 63.6 72.1 79.0 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 23, 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 : 189,735: 143,664 123,518 15,207 40,146 13,012 904 0 462 7,263 3,933 1,294: 7,929 7,370 Old : 189,735: 143,664 123,518 15,207 40,146 13,012 904 0 462 7,263 3,933 1,294: 7,929 7,370 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 4,785: 4,742 -786 -2,437 2,712 890 370 -157 -366 171 134 -49: 1,464 2,407 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.7 65.1 8.0 21.2 6.9 0.5 0.0 0.2 3.8 2.1 0.7: 4.2 3.9 Old : 100.0: 75.7 65.1 8.0 21.2 6.9 0.5 0.0 0.2 3.8 2.1 0.7: 4.2 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 55: 35 26 . 6 7 . 0 . . 4 .: Old : 55: 35 26 . 6 7 . 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 : 28.8 52.0 47.1 63.7 23.8 45.9 38.3 54.9 Old : 28.8 52.0 47.1 63.7 23.8 45.9 38.3 54.9 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 23, 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 : 105,828: 90,193 61,186 4,650 35,461 1,421 0 0 0 0 0 0: 9,564 7,760 Old : 105,828: 90,193 61,186 4,650 35,461 1,421 0 0 0 0 0 0: 9,564 7,760 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 2,184: 818 3,746 -127 -3,087 459 0 0 0 0 0 0: 1,034 1,066 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.2 57.8 4.4 33.5 1.3 0.0 0.0 0.0 0.0 0.0 0.0: 9.0 7.3 Old : 100.0: 85.2 57.8 4.4 33.5 1.3 0.0 0.0 0.0 0.0 0.0 0.0: 9.0 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 : 25: 14 12 . 5 4 0 0 0 0 0 0: Old : 25: 14 12 . 5 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 : 61.1 59.1 79.4 76.8 56.0 57.2 73.6 73.3 Old : 61.1 59.1 79.4 76.8 56.0 57.2 73.6 73.3 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 23, 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 : 75,276: 42,955 50,011 25,428 18,013 1,224 0 0 0 0 0 0: 5,669 6,028 Old : 75,276: 42,955 50,011 25,428 18,013 1,224 0 0 0 0 0 0: 5,669 6,028 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 1,036: 860 1,431 390 -214 214 0 0 0 0 0 0: -428 -395 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.1 66.4 33.8 23.9 1.6 0.0 0.0 0.0 0.0 0.0 0.0: 7.5 8.0 Old : 100.0: 57.1 66.4 33.8 23.9 1.6 0.0 0.0 0.0 0.0 0.0 0.0: 7.5 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 : 28: 12 16 6 . . 0 0 0 0 0 0: Old : 28: 12 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 : 50.5 66.4 69.3 79.2 45.6 60.6 61.6 70.4 Old : 50.5 66.4 69.3 79.2 45.6 60.6 61.6 70.4 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 23, 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 : 74,194: 41,604 40,687 21,611 23,907 3,505 329 0 454 0 0 0: 6,691 5,641 Old : 74,194: 41,604 40,687 21,611 23,907 3,505 329 0 454 0 0 0: 6,691 5,641 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 151: -119 181 0 -61 151 0 0 0 0 0 0: 119 -120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.1 54.8 29.1 32.2 4.7 0.4 0.0 0.6 0.0 0.0 0.0: 9.0 7.6 Old : 100.0: 56.1 54.8 29.1 32.2 4.7 0.4 0.0 0.6 0.0 0.0 0.0: 9.0 7.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 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 : 64.4 68.8 76.2 82.3 63.9 67.6 73.6 76.5 Old : 64.4 68.8 76.2 82.3 63.9 67.6 73.6 76.5 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 23, 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 : 112,169: 89,088 38,712 6,059 69,905 1,855 2,416 0 0 1,891 0 0: 10,860 1,697 Old : 112,169: 89,088 38,712 6,059 69,905 1,855 2,416 0 0 1,891 0 0: 10,860 1,697 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 11,314: 10,974 8,194 -609 2,802 12 2,416 0 0 0 0 0: -1,479 306 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.4 34.5 5.4 62.3 1.7 2.2 0.0 0.0 1.7 0.0 0.0: 9.7 1.5 Old : 100.0: 79.4 34.5 5.4 62.3 1.7 2.2 0.0 0.0 1.7 0.0 0.0: 9.7 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 19 10 . 7 4 . 0 0 . 0 0: Old : 32: 19 10 . 7 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 : 55.4 79.7 72.4 91.4 55.4 77.6 72.2 89.1 Old : 55.4 79.7 72.4 91.4 55.4 77.6 72.2 89.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 Disaggregated Commitments of Traders - Futures Only, August 23, 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 : 1,069,552: 143,622 155,898 158,151 64,584 92,360 225,555 262,433 196,330 35,745 117,597 145,078: 72,711 35,272 Old : 1,069,552: 143,622 155,898 158,151 64,584 92,360 225,555 262,433 196,330 35,745 117,597 145,078: 72,711 35,272 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : -28,433: -43,712 -19,641 11,000 6,253 -5,072 11,465 -24,386 4,219 -2,046 17,706 -6,119: 1,832 -1,393 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.4 14.6 14.8 6.0 8.6 21.1 24.5 18.4 3.3 11.0 13.6: 6.8 3.3 Old : 100.0: 13.4 14.6 14.8 6.0 8.6 21.1 24.5 18.4 3.3 11.0 13.6: 6.8 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 322: 38 37 22 9 21 65 66 77 52 50 70: Old : 322: 38 37 22 9 21 65 66 77 52 50 70: 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 : 15.4 23.0 26.0 34.8 10.9 16.1 17.1 23.0 Old : 15.4 23.0 26.0 34.8 10.9 16.1 17.1 23.0 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 23, 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 : 297,597: 57,360 44,606 26,365 38,013 46,410 80,974 12,087 20,312 24,469 98,122 32,631: 9,076 5,416 Old : 297,597: 57,360 44,606 26,365 38,013 46,410 80,974 12,087 20,312 24,469 98,122 32,631: 9,076 5,416 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 10,231: 4,917 6,426 -402 2,220 258 3,143 250 120 -882 -1,261 3,086: -9 -868 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.3 15.0 8.9 12.8 15.6 27.2 4.1 6.8 8.2 33.0 11.0: 3.0 1.8 Old : 100.0: 19.3 15.0 8.9 12.8 15.6 27.2 4.1 6.8 8.2 33.0 11.0: 3.0 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 80: 23 23 6 10 15 10 4 11 9 13 17: Old : 80: 23 23 6 10 15 10 4 11 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 : 40.8 38.5 55.7 53.4 36.3 33.4 43.1 42.0 Old : 40.8 38.5 55.7 53.4 36.3 33.4 43.1 42.0 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 23, 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 : 139,102: 24,848 39,010 41,257 36,674 20,145 14,555 6,078 5,059 8,065 13,123 14,641: 10,532 4,372 Old : 139,102: 24,848 39,010 41,257 36,674 20,145 14,555 6,078 5,059 8,065 13,123 14,641: 10,532 4,372 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 3,848: -6,199 6,394 9,325 1,521 -2,505 -1,201 604 1,090 1,848 -4,858 1,480: 10 122 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.9 28.0 29.7 26.4 14.5 10.5 4.4 3.6 5.8 9.4 10.5: 7.6 3.1 Old : 100.0: 17.9 28.0 29.7 26.4 14.5 10.5 4.4 3.6 5.8 9.4 10.5: 7.6 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 : 59: 13 15 11 4 15 5 6 9 9 9 15: Old : 59: 13 15 11 4 15 5 6 9 9 9 15: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.3 46.4 38.0 61.9 19.0 35.1 30.4 43.0 Old : 21.3 46.4 38.0 61.9 19.0 35.1 30.4 43.0 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 23, 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 : 34,038: 2,124 5,148 7,120 4,436 13,544 6,085 437 2,891 378 5,681 1,893: 3 8 Old : 34,038: 2,124 5,148 7,120 4,436 13,544 6,085 437 2,891 378 5,681 1,893: 3 8 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : -156: 0 0 -107 -71 44 307 14 -202 -53 204 52: -197 -197 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.2 15.1 20.9 13.0 39.8 17.9 1.3 8.5 1.1 16.7 5.6: 0.0 0.0 Old : 100.0: 6.2 15.1 20.9 13.0 39.8 17.9 1.3 8.5 1.1 16.7 5.6: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: . . 4 . 6 5 . 5 . 10 8: Old : 29: . . 4 . 6 5 . 5 . 10 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 : 58.2 65.4 81.5 82.4 30.0 27.1 38.7 35.2 Old : 58.2 65.4 81.5 82.4 30.0 27.1 38.7 35.2 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 23, 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 : 1,406,658: 399,923 199,868 79,602 819,511 179,329 101,009 33,874 66,554 490,570 12,326 62,101: 27,570 33,095 Old : 1,406,658: 399,923 199,868 79,602 819,511 179,329 101,009 33,874 66,554 490,570 12,326 62,101: 27,570 33,095 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 17,166: 2,380 -1,103 -276 3,426 763 3,950 907 -2,319 2,471 2,801 11,560: -1,363 1,131 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.4 14.2 5.7 58.3 12.7 7.2 2.4 4.7 34.9 0.9 4.4: 2.0 2.4 Old : 100.0: 28.4 14.2 5.7 58.3 12.7 7.2 2.4 4.7 34.9 0.9 4.4: 2.0 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 : 95: 35 31 4 14 13 7 6 9 17 5 19: Old : 95: 35 31 4 14 13 7 6 9 17 5 19: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.3 36.0 58.1 59.1 41.5 34.2 50.0 53.7 Old : 46.3 36.0 58.1 59.1 41.5 34.2 50.0 53.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C Disaggregated Commitments of Traders - Futures Only, August 23, 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 : 335,661: 71,801 78,299 168,757 120,011 40,061 8,948 31,576 10,595 12,503 29,720 20,129: 2,867 5,270 Old : 335,661: 71,801 78,299 168,757 120,011 40,061 8,948 31,576 10,595 12,503 29,720 20,129: 2,867 5,270 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 16,891: 4,606 8,458 5,699 -562 842 52 9,952 -2,506 2,863 -4,654 5,567: -232 -206 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.4 23.3 50.3 35.8 11.9 2.7 9.4 3.2 3.7 8.9 6.0: 0.9 1.6 Old : 100.0: 21.4 23.3 50.3 35.8 11.9 2.7 9.4 3.2 3.7 8.9 6.0: 0.9 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 : 72: 13 16 14 6 17 6 9 9 10 9 18: Old : 72: 13 16 14 6 17 6 9 9 10 9 18: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.3 47.5 50.1 63.3 27.0 39.6 42.5 50.8 Old : 32.3 47.5 50.1 63.3 27.0 39.6 42.5 50.8 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 23, 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 : 26,627: 26,228 19,344 0 5,584 30 0 0 0 0 674 309: 60 686 Old : 26,627: 26,228 19,344 0 5,584 30 0 0 0 0 674 309: 60 686 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : -123: 254 260 0 10 0 0 0 0 0 -16 8: -385 -385 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 98.5 72.6 0.0 21.0 0.1 0.0 0.0 0.0 0.0 2.5 1.2: 0.2 2.6 Old : 100.0: 98.5 72.6 0.0 21.0 0.1 0.0 0.0 0.0 0.0 2.5 1.2: 0.2 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 : 43: 27 25 0 6 . 0 0 0 0 5 .: Old : 43: 27 25 0 6 . 0 0 0 0 5 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.4 46.3 80.3 67.9 51.1 38.1 60.8 51.6 Old : 61.4 46.3 80.3 67.9 51.1 38.1 60.8 51.6 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 23, 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 : 139,907: 112,163 109,717 9,650 17,432 5,594 5,513 394 3,066 2,003 1,841 884: 1,034 979 Old : 139,907: 112,163 109,717 9,650 17,432 5,594 5,513 394 3,066 2,003 1,841 884: 1,034 979 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 1,802: 1,469 1,322 64 122 17 0 -57 20 40 -23 -3: 195 404 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.2 78.4 6.9 12.5 4.0 3.9 0.3 2.2 1.4 1.3 0.6: 0.7 0.7 Old : 100.0: 80.2 78.4 6.9 12.5 4.0 3.9 0.3 2.2 1.4 1.3 0.6: 0.7 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 88: 49 49 4 6 7 . . . 8 12 9: Old : 88: 49 49 4 6 7 . . . 8 12 9: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.7 39.6 62.4 58.3 22.9 26.8 33.8 34.4 Old : 39.7 39.6 62.4 58.3 22.9 26.8 33.8 34.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P Disaggregated Commitments of Traders - Futures Only, August 23, 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 : 85,241: 56,011 66,547 6,285 2,680 8,933 1,608 4,896 0 12,234 1,030 1: 169 1,154 Old : 85,241: 56,011 66,547 6,285 2,680 8,933 1,608 4,896 0 12,234 1,030 1: 169 1,154 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 3,926: 3,421 2,671 -90 0 595 0 600 0 0 145 0: 0 -85 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.7 78.1 7.4 3.1 10.5 1.9 5.7 0.0 14.4 1.2 0.0: 0.2 1.4 Old : 100.0: 65.7 78.1 7.4 3.1 10.5 1.9 5.7 0.0 14.4 1.2 0.0: 0.2 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 19 21 . . 5 . . 0 . 4 .: Old : 37: 19 21 . . 5 . . 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 : 50.8 53.3 74.9 74.4 24.1 24.2 31.6 29.8 Old : 50.8 53.3 74.9 74.4 24.1 24.2 31.6 29.8 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 23, 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 : 35,569: 30,412 29,704 1,337 2,474 1,028 775 0 0 1,089 1,275 677: 251 411 Old : 35,569: 30,412 29,704 1,337 2,474 1,028 775 0 0 1,089 1,275 677: 251 411 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 1,424: 731 1,195 80 168 -6 0 0 0 589 -43 -21: 51 131 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.5 83.5 3.8 7.0 2.9 2.2 0.0 0.0 3.1 3.6 1.9: 0.7 1.2 Old : 100.0: 85.5 83.5 3.8 7.0 2.9 2.2 0.0 0.0 3.1 3.6 1.9: 0.7 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 54: 30 30 . 6 5 . 0 0 6 . 5: Old : 54: 30 30 . 6 5 . 0 0 6 . 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.2 45.5 68.0 63.8 37.7 37.3 49.2 47.2 Old : 50.2 45.5 68.0 63.8 37.7 37.3 49.2 47.2 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 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 17,766: 7,504 11,816 6,424 2,302 447 0 0 0 2,444 2,132 591: 356 478 Old : 17,766: 7,504 11,816 6,424 2,302 447 0 0 0 2,444 2,132 591: 356 478 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 261: 216 201 -9 21 9 0 0 0 90 75 -45: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.2 66.5 36.2 13.0 2.5 0.0 0.0 0.0 13.8 12.0 3.3: 2.0 2.7 Old : 100.0: 42.2 66.5 36.2 13.0 2.5 0.0 0.0 0.0 13.8 12.0 3.3: 2.0 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 : 43: 24 24 4 4 . 0 0 0 5 . 4: Old : 43: 24 24 4 4 . 0 0 0 5 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.4 51.7 69.7 72.7 46.8 43.4 56.9 57.8 Old : 53.4 51.7 69.7 72.7 46.8 43.4 56.9 57.8 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 23, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 15,422: 12,889 9,032 650 5,732 36 120 0 0 482 158 149: 1,096 315 Old : 15,422: 12,889 9,032 650 5,732 36 120 0 0 482 158 149: 1,096 315 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 829: 614 268 105 646 9 0 0 0 40 -65 20: 41 -49 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.6 58.6 4.2 37.2 0.2 0.8 0.0 0.0 3.1 1.0 1.0: 7.1 2.0 Old : 100.0: 83.6 58.6 4.2 37.2 0.2 0.8 0.0 0.0 3.1 1.0 1.0: 7.1 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 21 14 . 4 . . 0 0 . . .: Old : 33: 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 : 53.0 49.8 67.8 72.0 31.6 40.1 39.1 52.3 Old : 53.0 49.8 67.8 72.0 31.6 40.1 39.1 52.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 26, 2016