NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 Disaggregated Commitments of Traders - Futures Only, September 13, 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 : 4,591,717: 2,355,237 1,083,126 483,689 2,633,756 178,201 617,457 22,751 204,635 343,793 86,094 357,746: 50,959 25,408 Old : 4,591,717: 2,355,237 1,083,126 483,689 2,633,756 178,201 617,457 22,751 204,635 343,793 86,094 357,746: 50,959 25,408 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : 1,691: 38,405 28,984 -559 52,532 -2,223 13,455 -2,456 -20,170 45,586 15,195 -42,642: -30,161 -27,529 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.3 23.6 10.5 57.4 3.9 13.4 0.5 4.5 7.5 1.9 7.8: 1.1 0.6 Old : 100.0: 51.3 23.6 10.5 57.4 3.9 13.4 0.5 4.5 7.5 1.9 7.8: 1.1 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 : 225: 116 99 4 20 21 25 5 24 34 14 37: Old : 225: 116 99 4 20 21 25 5 24 34 14 37: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.8 31.7 43.1 45.7 24.9 29.8 37.4 42.5 Old : 26.8 31.7 43.1 45.7 24.9 29.8 37.4 42.5 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, September 13, 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 : 196,315: 40,459 36,368 40,411 31,514 41,029 12,302 58,788 1,951 46,262 14,861 11,681: 2,220 123 Old : 196,315: 40,459 36,368 40,411 31,514 41,029 12,302 58,788 1,951 46,262 14,861 11,681: 2,220 123 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : 6,004: -970 -1,968 -2,058 -8,615 7,501 1,130 5,340 0 -1,818 1,527 2,219: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.6 18.5 20.6 16.1 20.9 6.3 29.9 1.0 23.6 7.6 6.0: 1.1 0.1 Old : 100.0: 20.6 18.5 20.6 16.1 20.9 6.3 29.9 1.0 23.6 7.6 6.0: 1.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 69: 13 19 13 5 13 7 4 5 8 11 10: Old : 69: 13 19 13 5 13 7 4 5 8 11 10: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.8 58.2 59.0 76.3 32.7 51.3 43.3 58.2 Old : 44.8 58.2 59.0 76.3 32.7 51.3 43.3 58.2 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, September 13, 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 : 229,574: 140,386 202,090 30,996 1,962 16,038 485 0 1,287 16,848 1,606 570: 22,964 6,021 Old : 229,574: 140,386 202,090 30,996 1,962 16,038 485 0 1,287 16,848 1,606 570: 22,964 6,021 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : 5,630: 2,801 4,276 1,832 -11 71 150 -35 -208 -1,030 408 -30: 2,044 1,159 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.2 88.0 13.5 0.9 7.0 0.2 0.0 0.6 7.3 0.7 0.2: 10.0 2.6 Old : 100.0: 61.2 88.0 13.5 0.9 7.0 0.2 0.0 0.6 7.3 0.7 0.2: 10.0 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 : 51: 29 26 . . 4 . 0 . 6 . .: Old : 51: 29 26 . . 4 . 0 . 6 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.6 58.4 54.0 76.8 34.0 54.8 44.6 62.6 Old : 38.6 58.4 54.0 76.8 34.0 54.8 44.6 62.6 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, September 13, 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 : 122,278: 109,092 84,988 0 20,590 3,681 144 0 572 1,118 3,927 3,086: 4,585 5,434 Old : 122,278: 109,092 84,988 0 20,590 3,681 144 0 572 1,118 3,927 3,086: 4,585 5,434 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : 892: 200 558 -297 279 -195 -165 0 57 457 -126 1,001: -166 -682 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.2 69.5 0.0 16.8 3.0 0.1 0.0 0.5 0.9 3.2 2.5: 3.7 4.4 Old : 100.0: 89.2 69.5 0.0 16.8 3.0 0.1 0.0 0.5 0.9 3.2 2.5: 3.7 4.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 18 24 0 5 4 . 0 . . . 4: Old : 38: 18 24 0 5 4 . 0 . . . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.7 44.5 81.2 64.1 53.7 39.7 63.3 52.3 Old : 60.7 44.5 81.2 64.1 53.7 39.7 63.3 52.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 Disaggregated Commitments of Traders - Futures Only, September 13, 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 : 176,220: 142,550 62,547 4,834 95,353 7,895 875 0 1,687 3,859 608 92: 14,428 8,038 Old : 176,220: 142,550 62,547 4,834 95,353 7,895 875 0 1,687 3,859 608 92: 14,428 8,038 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : 310: 2,083 -856 1,522 2,733 -1,391 28 0 -28 -827 0 84: -1,161 -232 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.9 35.5 2.7 54.1 4.5 0.5 0.0 1.0 2.2 0.3 0.1: 8.2 4.6 Old : 100.0: 80.9 35.5 2.7 54.1 4.5 0.5 0.0 1.0 2.2 0.3 0.1: 8.2 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 46: 20 20 . 11 9 . 0 . . . .: Old : 46: 20 20 . 11 9 . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.7 44.9 66.7 64.3 45.7 44.7 61.4 60.9 Old : 48.7 44.9 66.7 64.3 45.7 44.7 61.4 60.9 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, September 13, 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 : 789,109: 720,818 157,624 17,216 587,712 34,176 0 275 2,521 2,380 980 1,466: 10,532 4,355 Old : 789,109: 720,818 157,624 17,216 587,712 34,176 0 275 2,521 2,380 980 1,466: 10,532 4,355 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : 23,029: 20,542 -3,971 -1,395 25,170 1,834 -150 275 85 1,543 0 0: 570 -364 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.3 20.0 2.2 74.5 4.3 0.0 0.0 0.3 0.3 0.1 0.2: 1.3 0.6 Old : 100.0: 91.3 20.0 2.2 74.5 4.3 0.0 0.0 0.3 0.3 0.1 0.2: 1.3 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 : 61: 39 23 6 10 14 0 . . . . .: Old : 61: 39 23 6 10 14 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.5 52.5 58.3 76.9 30.0 52.1 50.9 74.1 Old : 34.5 52.5 58.3 76.9 30.0 52.1 50.9 74.1 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, September 13, 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 : 343,749: 309,601 217,706 15,802 101,306 11,917 248 3,079 530 0 3,020 31: 5,620 6,160 Old : 343,749: 309,601 217,706 15,802 101,306 11,917 248 3,079 530 0 3,020 31: 5,620 6,160 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : 9,205: 1,523 7,388 3,705 -1,240 3,446 0 -428 246 0 0 0: 285 -207 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.1 63.3 4.6 29.5 3.5 0.1 0.9 0.2 0.0 0.9 0.0: 1.6 1.8 Old : 100.0: 90.1 63.3 4.6 29.5 3.5 0.1 0.9 0.2 0.0 0.9 0.0: 1.6 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 : 61: 32 34 4 9 8 . . . 0 . .: Old : 61: 32 34 4 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 : 64.3 34.7 80.2 56.2 61.2 34.1 74.0 55.2 Old : 64.3 34.7 80.2 56.2 61.2 34.1 74.0 55.2 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, September 13, 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 : 245,366: 194,098 131,819 13,946 81,093 27,436 121 0 773 0 2,176 147: 8,845 1,922 Old : 245,366: 194,098 131,819 13,946 81,093 27,436 121 0 773 0 2,176 147: 8,845 1,922 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : 1,024: 1,322 1,365 -730 -547 31 121 -181 99 0 -10 26: 155 241 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.1 53.7 5.7 33.0 11.2 0.0 0.0 0.3 0.0 0.9 0.1: 3.6 0.8 Old : 100.0: 79.1 53.7 5.7 33.0 11.2 0.0 0.0 0.3 0.0 0.9 0.1: 3.6 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 51: 31 29 4 9 10 . 0 . 0 . .: Old : 51: 31 29 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 : 55.9 41.0 69.6 61.9 54.1 33.0 62.1 50.7 Old : 55.9 41.0 69.6 61.9 54.1 33.0 62.1 50.7 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, September 13, 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 : 84,153: 76,005 31,367 0 40,397 1,714 0 663 1,485 1,229 0 29: 3,691 8,498 Old : 84,153: 76,005 31,367 0 40,397 1,714 0 663 1,485 1,229 0 29: 3,691 8,498 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : 667: 1,043 -14 -260 168 260 -369 663 -21 279 0 -279: 14 -110 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.3 37.3 0.0 48.0 2.0 0.0 0.8 1.8 1.5 0.0 0.0: 4.4 10.1 Old : 100.0: 90.3 37.3 0.0 48.0 2.0 0.0 0.8 1.8 1.5 0.0 0.0: 4.4 10.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 18 12 0 9 . 0 . . . 0 .: Old : 30: 18 12 0 9 . 0 . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.3 42.8 83.8 63.5 64.6 42.4 76.7 62.1 Old : 70.3 42.8 83.8 63.5 64.6 42.4 76.7 62.1 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, September 13, 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 : 105,831: 85,238 79,215 5,652 1,836 8,251 0 1,307 31 0 11,147 1,732: 4,927 2,312 Old : 105,831: 85,238 79,215 5,652 1,836 8,251 0 1,307 31 0 11,147 1,732: 4,927 2,312 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : 769: 716 1,305 151 0 0 -560 579 -89 0 -987 -37: 588 -2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.5 74.9 5.3 1.7 7.8 0.0 1.2 0.0 0.0 10.5 1.6: 4.7 2.2 Old : 100.0: 80.5 74.9 5.3 1.7 7.8 0.0 1.2 0.0 0.0 10.5 1.6: 4.7 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 25 24 . . . 0 . . 0 4 .: Old : 40: 25 24 . . . 0 . . 0 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.3 32.4 74.7 54.8 49.5 30.1 59.7 48.2 Old : 56.3 32.4 74.7 54.8 49.5 30.1 59.7 48.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U Disaggregated Commitments of Traders - Futures Only, September 13, 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 : 93,397: 77,841 15,664 4,198 66,681 1,909 0 539 636 0 3,473 0: 8,813 4,495 Old : 93,397: 77,841 15,664 4,198 66,681 1,909 0 539 636 0 3,473 0: 8,813 4,495 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : 2,952: 1,129 1,638 2,481 363 1,228 -191 539 -174 0 604 0: -1,521 -1,246 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.3 16.8 4.5 71.4 2.0 0.0 0.6 0.7 0.0 3.7 0.0: 9.4 4.8 Old : 100.0: 83.3 16.8 4.5 71.4 2.0 0.0 0.6 0.7 0.0 3.7 0.0: 9.4 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 : 30: 18 11 . 8 . 0 . . 0 . 0: Old : 30: 18 11 . 8 . 0 . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.2 61.3 71.9 79.6 55.6 61.3 68.4 76.5 Old : 56.2 61.3 71.9 79.6 55.6 61.3 68.4 76.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W Disaggregated Commitments of Traders - Futures Only, September 13, 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 : 137,470: 104,667 53,928 23,829 75,511 3,498 0 0 0 0 0 0: 5,476 4,533 Old : 137,470: 104,667 53,928 23,829 75,511 3,498 0 0 0 0 0 0: 5,476 4,533 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : 1,662: 2,221 1,532 -1 1,654 215 0 0 0 0 0 0: -773 -1,739 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.1 39.2 17.3 54.9 2.5 0.0 0.0 0.0 0.0 0.0 0.0: 4.0 3.3 Old : 100.0: 76.1 39.2 17.3 54.9 2.5 0.0 0.0 0.0 0.0 0.0 0.0: 4.0 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 20 17 4 10 5 0 0 0 0 0 0: Old : 39: 20 17 4 10 5 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.8 71.1 69.5 82.9 49.3 68.9 68.9 79.9 Old : 49.8 71.1 69.5 82.9 49.3 68.9 68.9 79.9 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, September 13, 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 : 56,802: 47,119 30,571 1,958 21,847 428 0 0 0 0 0 0: 7,297 3,956 Old : 56,802: 47,119 30,571 1,958 21,847 428 0 0 0 0 0 0: 7,297 3,956 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : 107: 256 479 0 -403 0 0 0 0 0 0 0: -149 31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.0 53.8 3.4 38.5 0.8 0.0 0.0 0.0 0.0 0.0 0.0: 12.8 7.0 Old : 100.0: 83.0 53.8 3.4 38.5 0.8 0.0 0.0 0.0 0.0 0.0 0.0: 12.8 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 : 24: 14 11 . . . 0 0 0 0 0 0: Old : 24: 14 11 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.8 67.4 75.3 86.7 54.5 67.4 70.5 82.2 Old : 54.8 67.4 75.3 86.7 54.5 67.4 70.5 82.2 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, September 13, 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 : 393,447: 283,319 156,506 63,537 190,113 29,966 1,271 4,028 1,811 3,930 310 2,479: 7,134 8,234 Old : 393,447: 283,319 156,506 63,537 190,113 29,966 1,271 4,028 1,811 3,930 310 2,479: 7,134 8,234 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : 16,299: 9,065 14,974 3,756 5,879 67 0 -4,176 1,811 1,857 0 -310: 53 -1,946 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.0 39.8 16.1 48.3 7.6 0.3 1.0 0.5 1.0 0.1 0.6: 1.8 2.1 Old : 100.0: 72.0 39.8 16.1 48.3 7.6 0.3 1.0 0.5 1.0 0.1 0.6: 1.8 2.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 68: 42 30 5 9 8 . . . . . .: Old : 68: 42 30 5 9 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 : 36.7 49.9 54.2 65.1 29.3 46.6 45.5 57.6 Old : 36.7 49.9 54.2 65.1 29.3 46.6 45.5 57.6 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, September 13, 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 : 71,944: 59,652 33,507 998 30,517 640 0 1,131 285 842 704 372: 9,155 4,788 Old : 71,944: 59,652 33,507 998 30,517 640 0 1,131 285 842 704 372: 9,155 4,788 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : 616: 308 -248 0 496 0 0 -285 -147 0 248 0: 455 552 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.9 46.6 1.4 42.4 0.9 0.0 1.6 0.4 1.2 1.0 0.5: 12.7 6.7 Old : 100.0: 82.9 46.6 1.4 42.4 0.9 0.0 1.6 0.4 1.2 1.0 0.5: 12.7 6.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 13 10 . 7 . 0 . . . . .: Old : 28: 13 10 . 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 : 65.7 52.3 79.8 74.3 64.6 51.7 76.6 71.4 Old : 65.7 52.3 79.8 74.3 64.6 51.7 76.6 71.4 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, September 13, 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 : 63,739: 22,289 43,426 28,838 10,099 3,016 587 0 695 2,912 1,575 332: 5,070 4,596 Old : 63,739: 22,289 43,426 28,838 10,099 3,016 587 0 695 2,912 1,575 332: 5,070 4,596 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : 820: -213 -191 673 0 0 -364 0 0 0 155 0: 724 856 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.0 68.1 45.2 15.8 4.7 0.9 0.0 1.1 4.6 2.5 0.5: 8.0 7.2 Old : 100.0: 35.0 68.1 45.2 15.8 4.7 0.9 0.0 1.1 4.6 2.5 0.5: 8.0 7.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 8 10 6 . 7 . 0 . . . .: Old : 25: 8 10 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 : 42.2 59.9 69.9 81.6 41.4 52.8 65.8 69.2 Old : 42.2 59.9 69.9 81.6 41.4 52.8 65.8 69.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG Disaggregated Commitments of Traders - Futures Only, September 13, 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 : 41,674: 25,153 36,287 11,734 1,696 1,320 2,542 0 0 0 1,240 0: 925 1,131 Old : 41,674: 25,153 36,287 11,734 1,696 1,320 2,542 0 0 0 1,240 0: 925 1,131 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : 9,240: 4,962 10,096 2,604 0 -248 1,736 0 0 0 248 0: 186 -856 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.4 87.1 28.2 4.1 3.2 6.1 0.0 0.0 0.0 3.0 0.0: 2.2 2.7 Old : 100.0: 60.4 87.1 28.2 4.1 3.2 6.1 0.0 0.0 0.0 3.0 0.0: 2.2 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 : 28: 9 16 7 . . . 0 0 0 . 0: Old : 28: 9 16 7 . . . 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.7 59.2 70.0 76.8 39.8 39.3 56.7 55.1 Old : 46.7 59.2 70.0 76.8 39.8 39.3 56.7 55.1 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, September 13, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 79,971: 51,273 63,805 10,814 6,586 120 16,522 1,680 0 786 7,540 0: 456 240 Old : 79,971: 51,273 63,805 10,814 6,586 120 16,522 1,680 0 786 7,540 0: 456 240 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : 9,240: 4,900 9,240 3,100 314 -376 1,736 0 0 0 248 0: -120 -186 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.1 79.8 13.5 8.2 0.2 20.7 2.1 0.0 1.0 9.4 0.0: 0.6 0.3 Old : 100.0: 64.1 79.8 13.5 8.2 0.2 20.7 2.1 0.0 1.0 9.4 0.0: 0.6 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 62: 26 26 4 4 . . . 0 . 6 0: Old : 62: 26 26 4 4 . . . 0 . 6 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.7 46.6 51.6 63.5 32.1 35.9 49.0 48.5 Old : 32.7 46.6 51.6 63.5 32.1 35.9 49.0 48.5 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, September 13, 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 : 34,836: 33,216 31,748 1,560 0 0 0 0 0 0 780 0: 60 2,308 Old : 34,836: 33,216 31,748 1,560 0 0 0 0 0 0 780 0: 60 2,308 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : 1,012: 1,012 1,012 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 95.3 91.1 4.5 0.0 0.0 0.0 0.0 0.0 0.0 2.2 0.0: 0.2 6.6 Old : 100.0: 95.3 91.1 4.5 0.0 0.0 0.0 0.0 0.0 0.0 2.2 0.0: 0.2 6.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 14 21 . 0 0 0 0 0 0 . 0: Old : 33: 14 21 . 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 : 60.5 57.2 85.8 73.9 59.9 51.5 82.8 68.1 Old : 60.5 57.2 85.8 73.9 59.9 51.5 82.8 68.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ Disaggregated Commitments of Traders - Futures Only, September 13, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 214,716: 165,931 162,368 33,142 29,601 9,502 0 143 973 0 0 0: 5,168 12,129 Old : 214,716: 165,931 162,368 33,142 29,601 9,502 0 143 973 0 0 0: 5,168 12,129 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : 603: -367 -1,475 546 31 -179 0 -155 145 0 0 0: 458 2,236 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.3 75.6 15.4 13.8 4.4 0.0 0.1 0.5 0.0 0.0 0.0: 2.4 5.6 Old : 100.0: 77.3 75.6 15.4 13.8 4.4 0.0 0.1 0.5 0.0 0.0 0.0: 2.4 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 : 38: 29 26 . . . 0 . . 0 0 0: Old : 38: 29 26 . . . 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 : 52.2 53.2 67.1 71.7 50.6 41.1 60.8 53.6 Old : 52.2 53.2 67.1 71.7 50.6 41.1 60.8 53.6 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, September 13, 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 : 24,945: 22,410 19,918 870 0 0 0 0 0 0 337 0: 1,665 4,690 Old : 24,945: 22,410 19,918 870 0 0 0 0 0 0 337 0: 1,665 4,690 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.8 79.8 3.5 0.0 0.0 0.0 0.0 0.0 0.0 1.4 0.0: 6.7 18.8 Old : 100.0: 89.8 79.8 3.5 0.0 0.0 0.0 0.0 0.0 0.0 1.4 0.0: 6.7 18.8 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 : 21: 11 11 . 0 0 0 0 0 0 . 0: Old : 21: 11 11 . 0 0 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 79.7 66.4 87.4 77.7 78.9 62.4 86.1 72.8 Old : 79.7 66.4 87.4 77.7 78.9 62.4 86.1 72.8 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, September 13, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 44,168: 27,478 35,155 8,982 523 1,234 0 2,000 267 574 0 620: 5,013 4,369 Old : 44,168: 27,478 35,155 8,982 523 1,234 0 2,000 267 574 0 620: 5,013 4,369 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : 180: 180 312 0 180 -30 0 -93 0 -527 0 527: 30 -716 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.2 79.6 20.3 1.2 2.8 0.0 4.5 0.6 1.3 0.0 1.4: 11.3 9.9 Old : 100.0: 62.2 79.6 20.3 1.2 2.8 0.0 4.5 0.6 1.3 0.0 1.4: 11.3 9.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 13 16 . . . 0 . . . 0 .: Old : 25: 13 16 . . . 0 . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.7 52.8 76.9 68.1 60.7 50.8 70.5 61.1 Old : 63.7 52.8 76.9 68.1 60.7 50.8 70.5 61.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 Disaggregated Commitments of Traders - Futures Only, September 13, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 83,354: 72,215 53,808 0 18,386 2,819 0 167 1,993 0 0 0: 6,327 6,181 Old : 83,354: 72,215 53,808 0 18,386 2,819 0 167 1,993 0 0 0: 6,327 6,181 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : -160: -1,142 1,538 -1,139 0 -824 0 -2,190 1,040 0 0 0: 1,905 276 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.6 64.6 0.0 22.1 3.4 0.0 0.2 2.4 0.0 0.0 0.0: 7.6 7.4 Old : 100.0: 86.6 64.6 0.0 22.1 3.4 0.0 0.2 2.4 0.0 0.0 0.0: 7.6 7.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 18 20 0 6 . 0 . . 0 0 0: Old : 35: 18 20 0 6 . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.0 42.8 78.0 64.9 61.7 34.8 69.7 52.5 Old : 63.0 42.8 78.0 64.9 61.7 34.8 69.7 52.5 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, September 13, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 121,871: 91,065 113,644 15,376 0 1,058 4,634 0 578 3,421 0 62: 5,677 6,529 Old : 121,871: 91,065 113,644 15,376 0 1,058 4,634 0 578 3,421 0 62: 5,677 6,529 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : 2,937: 1,784 2,317 158 0 428 93 0 0 -186 0 62: 598 130 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.7 93.2 12.6 0.0 0.9 3.8 0.0 0.5 2.8 0.0 0.1: 4.7 5.4 Old : 100.0: 74.7 93.2 12.6 0.0 0.9 3.8 0.0 0.5 2.8 0.0 0.1: 4.7 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 : 29: 18 16 . 0 . . 0 . . 0 .: Old : 29: 18 16 . 0 . . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.6 77.7 70.7 88.1 48.7 76.6 68.5 83.4 Old : 49.6 77.7 70.7 88.1 48.7 76.6 68.5 83.4 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, September 13, 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 : 93,358: 60,336 88,944 26,729 1,013 582 0 0 0 0 0 0: 5,711 2,819 Old : 93,358: 60,336 88,944 26,729 1,013 582 0 0 0 0 0 0: 5,711 2,819 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : 662: -466 173 1,128 0 0 0 0 0 0 0 0: 0 489 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.6 95.3 28.6 1.1 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 6.1 3.0 Old : 100.0: 64.6 95.3 28.6 1.1 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 6.1 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 : 23: 11 13 7 . . 0 0 0 0 0 0: Old : 23: 11 13 7 . . 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 : 53.8 74.4 77.2 90.1 50.0 68.1 68.0 77.3 Old : 53.8 74.4 77.2 90.1 50.0 68.1 68.0 77.3 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, September 13, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 99,092: 89,389 85,116 0 9,497 2,689 0 0 0 1,424 0 217: 5,373 1,573 Old : 99,092: 89,389 85,116 0 9,497 2,689 0 0 0 1,424 0 217: 5,373 1,573 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : 1,013: 163 -207 -402 1,118 343 0 0 0 661 0 217: 31 -458 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.2 85.9 0.0 9.6 2.7 0.0 0.0 0.0 1.4 0.0 0.2: 5.4 1.6 Old : 100.0: 90.2 85.9 0.0 9.6 2.7 0.0 0.0 0.0 1.4 0.0 0.2: 5.4 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 19 16 0 . . 0 0 0 . 0 .: Old : 30: 19 16 0 . . 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.2 52.8 80.4 77.7 57.5 47.5 64.7 62.2 Old : 67.2 52.8 80.4 77.7 57.5 47.5 64.7 62.2 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, September 13, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 107,419: 69,241 55,343 12,684 32,721 6,793 1,420 0 431 1,494 434 418: 14,938 11,279 Old : 107,419: 69,241 55,343 12,684 32,721 6,793 1,420 0 431 1,494 434 418: 14,938 11,279 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : 2,085: 3,442 123 214 2,806 -461 151 0 -106 155 -434 -62: -1,248 219 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.5 51.5 11.8 30.5 6.3 1.3 0.0 0.4 1.4 0.4 0.4: 13.9 10.5 Old : 100.0: 64.5 51.5 11.8 30.5 6.3 1.3 0.0 0.4 1.4 0.4 0.4: 13.9 10.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 19 17 4 6 7 . 0 . . . .: Old : 36: 19 17 4 6 7 . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.0 43.8 53.5 64.5 24.0 34.1 40.5 50.0 Old : 32.0 43.8 53.5 64.5 24.0 34.1 40.5 50.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW Disaggregated Commitments of Traders - Futures Only, September 13, 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 : 36,643: 24,583 33,818 5,346 1,112 868 0 0 0 4,666 0 0: 1,180 845 Old : 36,643: 24,583 33,818 5,346 1,112 868 0 0 0 4,666 0 0: 1,180 845 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : 2,170: 148 2,170 0 -868 868 0 0 0 1,334 0 0: -180 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.1 92.3 14.6 3.0 2.4 0.0 0.0 0.0 12.7 0.0 0.0: 3.2 2.3 Old : 100.0: 67.1 92.3 14.6 3.0 2.4 0.0 0.0 0.0 12.7 0.0 0.0: 3.2 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 15 14 . . . 0 0 0 4 0 0: Old : 28: 15 14 . . . 0 0 0 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 : 48.7 70.8 73.2 89.2 47.5 67.1 70.9 80.7 Old : 48.7 70.8 73.2 89.2 47.5 67.1 70.9 80.7 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, September 13, 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 : 38,199: 26,098 38,017 10,891 0 0 0 0 0 330 0 0: 880 182 Old : 38,199: 26,098 38,017 10,891 0 0 0 0 0 330 0 0: 880 182 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : -6: 310 -6 -316 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.3 99.5 28.5 0.0 0.0 0.0 0.0 0.0 0.9 0.0 0.0: 2.3 0.5 Old : 100.0: 68.3 99.5 28.5 0.0 0.0 0.0 0.0 0.0 0.9 0.0 0.0: 2.3 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 15 13 . 0 0 0 0 0 . 0 0: Old : 26: 15 13 . 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 : 52.9 69.7 78.8 93.6 52.9 64.9 76.7 86.5 Old : 52.9 69.7 78.8 93.6 52.9 64.9 76.7 86.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH Disaggregated Commitments of Traders - Futures Only, September 13, 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 : 180,406: 137,677 108,383 14,405 47,503 11,607 442 123 522 6,977 5,913 936: 7,840 5,419 Old : 180,406: 137,677 108,383 14,405 47,503 11,607 442 123 522 6,977 5,913 936: 7,840 5,419 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : 3,198: 3,019 2,968 -146 112 227 -636 -187 -250 0 758 -186: 1,170 -244 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.3 60.1 8.0 26.3 6.4 0.2 0.1 0.3 3.9 3.3 0.5: 4.3 3.0 Old : 100.0: 76.3 60.1 8.0 26.3 6.4 0.2 0.1 0.3 3.9 3.3 0.5: 4.3 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 : 57: 36 26 . 6 7 . . . . 5 .: Old : 57: 36 26 . 6 7 . . . . 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 : 28.3 52.3 45.8 67.2 22.5 46.3 37.6 57.3 Old : 28.3 52.3 45.8 67.2 22.5 46.3 37.6 57.3 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, September 13, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :mmbtu : : : Positions : All : 103,828: 85,978 60,075 5,483 34,962 1,992 3,174 0 0 0 0 0: 7,201 6,799 Old : 103,828: 85,978 60,075 5,483 34,962 1,992 3,174 0 0 0 0 0: 7,201 6,799 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : -463: -888 -3 0 -886 304 151 0 0 0 0 0: -30 122 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.8 57.9 5.3 33.7 1.9 3.1 0.0 0.0 0.0 0.0 0.0: 6.9 6.5 Old : 100.0: 82.8 57.9 5.3 33.7 1.9 3.1 0.0 0.0 0.0 0.0 0.0: 6.9 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 : 28: 15 13 . 6 5 . 0 0 0 0 0: Old : 28: 15 13 . 6 5 . 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.6 57.1 76.9 75.0 56.8 55.2 72.4 70.8 Old : 60.6 57.1 76.9 75.0 56.8 55.2 72.4 70.8 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, September 13, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mm btu : : : Positions : All : 83,950: 45,752 59,975 30,413 17,240 1,607 0 0 0 0 0 0: 6,178 5,128 Old : 83,950: 45,752 59,975 30,413 17,240 1,607 0 0 0 0 0 0: 6,178 5,128 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : 310: 294 310 0 0 0 0 0 0 0 0 0: 16 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.5 71.4 36.2 20.5 1.9 0.0 0.0 0.0 0.0 0.0 0.0: 7.4 6.1 Old : 100.0: 54.5 71.4 36.2 20.5 1.9 0.0 0.0 0.0 0.0 0.0 0.0: 7.4 6.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 12 16 7 . . 0 0 0 0 0 0: Old : 28: 12 16 7 . . 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 : 50.0 72.2 70.7 84.9 32.5 54.2 49.2 62.4 Old : 50.0 72.2 70.7 84.9 32.5 54.2 49.2 62.4 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, September 13, 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 : 66,334: 36,931 33,435 19,546 23,084 3,593 0 513 31 0 0 0: 6,233 5,678 Old : 66,334: 36,931 33,435 19,546 23,084 3,593 0 513 31 0 0 0: 6,233 5,678 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : 489: 667 398 59 -93 0 -242 513 -239 0 0 0: 244 -90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.7 50.4 29.5 34.8 5.4 0.0 0.8 0.0 0.0 0.0 0.0: 9.4 8.6 Old : 100.0: 55.7 50.4 29.5 34.8 5.4 0.0 0.8 0.0 0.0 0.0 0.0: 9.4 8.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 67.0 68.8 79.1 80.1 66.1 67.0 76.3 73.8 Old : 67.0 68.8 79.1 80.1 66.1 67.0 76.3 73.8 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, September 13, 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 : 118,040: 93,412 43,213 5,240 70,283 3,497 2,776 0 0 3,311 0 0: 9,804 1,047 Old : 118,040: 93,412 43,213 5,240 70,283 3,497 2,776 0 0 3,311 0 0: 9,804 1,047 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : 5,357: 4,481 3,734 -517 309 1,681 0 0 0 0 0 0: -288 -367 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.1 36.6 4.4 59.5 3.0 2.4 0.0 0.0 2.8 0.0 0.0: 8.3 0.9 Old : 100.0: 79.1 36.6 4.4 59.5 3.0 2.4 0.0 0.0 2.8 0.0 0.0: 8.3 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 19 10 . 7 5 . 0 0 . 0 0: Old : 33: 19 10 . 7 5 . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.3 79.8 70.9 92.5 56.3 76.6 70.9 89.1 Old : 56.3 79.8 70.9 92.5 56.3 76.6 70.9 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, September 13, 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 : 1,033,073: 130,143 149,702 132,856 72,872 77,213 260,527 172,676 191,359 35,883 200,869 135,803: 69,289 32,579 Old : 1,033,073: 130,143 149,702 132,856 72,872 77,213 260,527 172,676 191,359 35,883 200,869 135,803: 69,289 32,579 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : -19,056: -10,821 -14,024 303 6,648 -18,863 19,614 -70,133 -618 -2,377 87,980 -4,725: -1,569 -5,321 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.6 14.5 12.9 7.1 7.5 25.2 16.7 18.5 3.5 19.4 13.1: 6.7 3.2 Old : 100.0: 12.6 14.5 12.9 7.1 7.5 25.2 16.7 18.5 3.5 19.4 13.1: 6.7 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 : 328: 38 39 22 10 25 78 54 81 53 52 69: Old : 328: 38 39 22 10 25 78 54 81 53 52 69: 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 : 16.5 26.5 26.3 39.9 11.5 18.5 17.3 27.7 Old : 16.5 26.5 26.3 39.9 11.5 18.5 17.3 27.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 Disaggregated Commitments of Traders - Futures Only, September 13, 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 : 289,371: 57,734 43,587 31,331 38,758 43,004 7,114 18,431 13,110 98,884 95,955 30,485: 7,709 6,041 Old : 289,371: 57,734 43,587 31,331 38,758 43,004 7,114 18,431 13,110 98,884 95,955 30,485: 7,709 6,041 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : 6,292: 1,790 1,881 -1,050 1,131 1,158 -66,256 1,933 -1,924 71,641 902 1,180: -247 31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.0 15.1 10.8 13.4 14.9 2.5 6.4 4.5 34.2 33.2 10.5: 2.7 2.1 Old : 100.0: 20.0 15.1 10.8 13.4 14.9 2.5 6.4 4.5 34.2 33.2 10.5: 2.7 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 : 70: 19 21 5 9 14 5 7 9 10 11 18: Old : 70: 19 21 5 9 14 5 7 9 10 11 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 : 43.3 40.1 60.9 55.6 39.1 35.2 48.5 45.1 Old : 43.3 40.1 60.9 55.6 39.1 35.2 48.5 45.1 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, September 13, 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 : 130,654: 25,709 36,824 36,158 30,488 19,917 19,572 4,537 3,323 4,673 20,197 11,129: 10,173 4,239 Old : 130,654: 25,709 36,824 36,158 30,488 19,917 19,572 4,537 3,323 4,673 20,197 11,129: 10,173 4,239 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : 6,021: 2,710 -4,475 -839 -1,121 1,577 2,976 571 1,105 -657 9,568 -772: -79 -432 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.7 28.2 27.7 23.3 15.2 15.0 3.5 2.5 3.6 15.5 8.5: 7.8 3.2 Old : 100.0: 19.7 28.2 27.7 23.3 15.2 15.0 3.5 2.5 3.6 15.5 8.5: 7.8 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 : 61: 16 15 11 . 13 7 6 10 7 11 13: Old : 61: 16 15 11 . 13 7 6 10 7 11 13: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.5 48.7 42.7 63.8 21.9 34.4 32.7 44.6 Old : 24.5 48.7 42.7 63.8 21.9 34.4 32.7 44.6 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, September 13, 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 : 35,316: 2,042 5,148 9,111 7,494 12,728 7,052 0 2,232 327 5,893 1,816: 8 5 Old : 35,316: 2,042 5,148 9,111 7,494 12,728 7,052 0 2,232 327 5,893 1,816: 8 5 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : 3,090: 0 0 -605 -1,044 3,505 251 -323 296 -54 967 208: -511 -519 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.8 14.6 25.8 21.2 36.0 20.0 0.0 6.3 0.9 16.7 5.1: 0.0 0.0 Old : 100.0: 5.8 14.6 25.8 21.2 36.0 20.0 0.0 6.3 0.9 16.7 5.1: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: . . . 4 7 7 0 5 . 11 9: Old : 30: . . . 4 7 7 0 5 . 11 9: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.8 72.0 83.6 86.6 39.7 34.4 45.0 43.9 Old : 62.8 72.0 83.6 86.6 39.7 34.4 45.0 43.9 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, September 13, 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 : 1,347,657: 383,478 193,170 83,494 803,084 178,328 81,822 29,327 59,417 502,442 32,920 28,935: 29,741 22,476 Old : 1,347,657: 383,478 193,170 83,494 803,084 178,328 81,822 29,327 59,417 502,442 32,920 28,935: 29,741 22,476 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : 728: 1,116 -1,212 4 1,011 1,372 -29,600 -109 -1,792 29,182 849 867: -421 -258 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.5 14.3 6.2 59.6 13.2 6.1 2.2 4.4 37.3 2.4 2.1: 2.2 1.7 Old : 100.0: 28.5 14.3 6.2 59.6 13.2 6.1 2.2 4.4 37.3 2.4 2.1: 2.2 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 : 92: 35 30 4 14 13 5 5 6 16 7 17: Old : 92: 35 30 4 14 13 5 5 6 16 7 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 : 47.1 36.9 59.2 60.3 42.3 34.7 51.3 54.8 Old : 47.1 36.9 59.2 60.3 42.3 34.7 51.3 54.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C Disaggregated Commitments of Traders - Futures Only, September 13, 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 : 305,360: 67,564 64,993 167,428 120,065 32,531 6,267 22,944 11,088 7,333 36,419 12,316: 833 5,004 Old : 305,360: 67,564 64,993 167,428 120,065 32,531 6,267 22,944 11,088 7,333 36,419 12,316: 833 5,004 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : 2,574: 1,277 -763 1,007 2,227 1,136 254 505 -622 790 -568 793: -2,061 -134 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.1 21.3 54.8 39.3 10.7 2.1 7.5 3.6 2.4 11.9 4.0: 0.3 1.6 Old : 100.0: 22.1 21.3 54.8 39.3 10.7 2.1 7.5 3.6 2.4 11.9 4.0: 0.3 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 : 71: 15 18 15 5 16 7 8 10 8 9 10: Old : 71: 15 18 15 5 16 7 8 10 8 9 10: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.5 50.7 54.6 64.8 30.2 45.0 45.0 55.1 Old : 34.5 50.7 54.6 64.8 30.2 45.0 45.0 55.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G Disaggregated Commitments of Traders - Futures Only, September 13, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 25,568: 25,470 18,754 0 5,148 0 0 0 0 0 900 93: 5 673 Old : 25,568: 25,470 18,754 0 5,148 0 0 0 0 0 900 93: 5 673 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : 2,668: 2,723 2,078 0 580 -30 0 0 0 0 25 15: -40 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 99.6 73.3 0.0 20.1 0.0 0.0 0.0 0.0 0.0 3.5 0.4: 0.0 2.6 Old : 100.0: 99.6 73.3 0.0 20.1 0.0 0.0 0.0 0.0 0.0 3.5 0.4: 0.0 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: 25 26 0 6 0 0 0 0 0 5 .: Old : 43: 25 26 0 6 0 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 : 62.5 47.0 80.0 68.1 56.1 39.3 67.3 57.5 Old : 62.5 47.0 80.0 68.1 56.1 39.3 67.3 57.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O Disaggregated Commitments of Traders - Futures Only, September 13, 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 : 136,539: 108,495 108,336 10,538 16,674 4,967 4,716 252 3,278 2,575 1,261 948: 1,022 823 Old : 136,539: 108,495 108,336 10,538 16,674 4,967 4,716 252 3,278 2,575 1,261 948: 1,022 823 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : 3,199: 1,796 3,070 461 139 81 0 -13 206 574 -196 70: 11 -158 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.5 79.3 7.7 12.2 3.6 3.5 0.2 2.4 1.9 0.9 0.7: 0.7 0.6 Old : 100.0: 79.5 79.3 7.7 12.2 3.6 3.5 0.2 2.4 1.9 0.9 0.7: 0.7 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 88: 48 50 4 7 8 . . . 9 8 9: Old : 88: 48 50 4 7 8 . . . 9 8 9: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.5 37.3 62.1 59.5 24.7 29.1 35.4 36.3 Old : 38.5 37.3 62.1 59.5 24.7 29.1 35.4 36.3 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, September 13, 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 : 95,867: 64,909 72,937 7,616 4,577 9,355 1,608 4,896 0 12,234 2,976 1: 144 1,125 Old : 95,867: 64,909 72,937 7,616 4,577 9,355 1,608 4,896 0 12,234 2,976 1: 144 1,125 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : 5,062: 4,528 2,984 403 125 106 0 0 0 0 1,822 0: 25 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.7 76.1 7.9 4.8 9.8 1.7 5.1 0.0 12.8 3.1 0.0: 0.2 1.2 Old : 100.0: 67.7 76.1 7.9 4.8 9.8 1.7 5.1 0.0 12.8 3.1 0.0: 0.2 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 : 42: 21 24 . 4 5 . . 0 . 4 .: Old : 42: 21 24 . 4 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 : 53.0 52.2 77.3 72.2 25.3 22.4 34.7 31.7 Old : 53.0 52.2 77.3 72.2 25.3 22.4 34.7 31.7 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, September 13, 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 : 34,135: 29,752 29,411 1,621 1,985 550 620 0 0 1,215 1,635 144: 233 410 Old : 34,135: 29,752 29,411 1,621 1,985 550 620 0 0 1,215 1,635 144: 233 410 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : -229: -144 106 167 -80 -250 0 0 0 104 47 -112: 6 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.2 86.2 4.7 5.8 1.6 1.8 0.0 0.0 3.6 4.8 0.4: 0.7 1.2 Old : 100.0: 87.2 86.2 4.7 5.8 1.6 1.8 0.0 0.0 3.6 4.8 0.4: 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 : 55: 30 30 . 6 5 . 0 0 7 . .: Old : 55: 30 30 . 6 5 . 0 0 7 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.2 46.2 68.5 62.5 40.4 41.0 51.8 52.4 Old : 52.2 46.2 68.5 62.5 40.4 41.0 51.8 52.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R Disaggregated Commitments of Traders - Futures Only, September 13, 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 : 18,272: 7,981 13,002 6,103 2,056 380 0 0 0 2,734 1,628 789: 285 417 Old : 18,272: 7,981 13,002 6,103 2,056 380 0 0 0 2,734 1,628 789: 285 417 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : 754: 448 213 -25 -30 0 0 0 0 325 555 26: -20 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.7 71.2 33.4 11.3 2.1 0.0 0.0 0.0 15.0 8.9 4.3: 1.6 2.3 Old : 100.0: 43.7 71.2 33.4 11.3 2.1 0.0 0.0 0.0 15.0 8.9 4.3: 1.6 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 25 20 4 4 . 0 0 0 4 . .: Old : 42: 25 20 4 4 . 0 0 0 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.2 55.4 71.9 73.8 46.5 37.8 55.4 51.7 Old : 55.2 55.4 71.9 73.8 46.5 37.8 55.4 51.7 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, September 13, 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 : 15,184: 12,629 9,104 602 5,417 36 116 0 0 437 162 158: 1,206 307 Old : 15,184: 12,629 9,104 602 5,417 36 116 0 0 437 162 158: 1,206 307 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2016 : : 425: 380 300 -20 110 -10 0 0 0 15 0 -5: 65 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.2 60.0 4.0 35.7 0.2 0.8 0.0 0.0 2.9 1.1 1.0: 7.9 2.0 Old : 100.0: 83.2 60.0 4.0 35.7 0.2 0.8 0.0 0.0 2.9 1.1 1.0: 7.9 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 : 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 : 50.7 51.4 67.1 77.6 25.9 40.8 34.5 51.4 Old : 50.7 51.4 67.1 77.6 25.9 40.8 34.5 51.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 16, 2016