NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 Disaggregated Commitments of Traders - Futures Only, September 27, 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 : 4,899,438: 2,449,673 1,147,329 490,167 2,792,537 202,926 593,288 34,896 235,936 489,107 72,334 350,877: 87,464 62,603 Old : 4,899,438: 2,449,673 1,147,329 490,167 2,792,537 202,926 593,288 34,896 235,936 489,107 72,334 350,877: 87,464 62,603 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 144,724: 8,847 32,479 -1,677 45,341 27,808 -15,464 12,718 23,630 97,565 -4,591 -17,009: 21,024 24,348 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.0 23.4 10.0 57.0 4.1 12.1 0.7 4.8 10.0 1.5 7.2: 1.8 1.3 Old : 100.0: 50.0 23.4 10.0 57.0 4.1 12.1 0.7 4.8 10.0 1.5 7.2: 1.8 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 237: 124 104 5 20 22 25 4 25 38 14 39: Old : 237: 124 104 5 20 22 25 4 25 38 14 39: 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 : 26.4 31.5 42.3 45.8 23.2 29.7 35.6 42.8 Old : 26.4 31.5 42.3 45.8 23.2 29.7 35.6 42.8 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 27, 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 : 248,766: 49,573 55,862 47,845 52,083 30,465 18,616 81,978 2,249 88,319 3,222 6,663: 5,036 16,244 Old : 248,766: 49,573 55,862 47,845 52,083 30,465 18,616 81,978 2,249 88,319 3,222 6,663: 5,036 16,244 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 47,196: 9,545 17,517 2,230 20,451 -7,507 6,518 18,854 122 39,783 -12,051 -6,311: 2,816 16,121 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.9 22.5 19.2 20.9 12.2 7.5 33.0 0.9 35.5 1.3 2.7: 2.0 6.5 Old : 100.0: 19.9 22.5 19.2 20.9 12.2 7.5 33.0 0.9 35.5 1.3 2.7: 2.0 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 : 81: 19 21 13 7 15 6 5 7 19 6 11: Old : 81: 19 21 13 7 15 6 5 7 19 6 11: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.5 57.2 54.0 71.3 37.3 52.0 46.9 59.9 Old : 40.5 57.2 54.0 71.3 37.3 52.0 46.9 59.9 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 27, 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 : 230,312: 138,423 201,677 36,223 2,644 16,916 1,717 0 1,082 17,103 710 928: 17,920 6,355 Old : 230,312: 138,423 201,677 36,223 2,644 16,916 1,717 0 1,082 17,103 710 928: 17,920 6,355 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 3,589: 2,225 2,013 -1,876 620 1,519 1,675 0 448 521 -552 -203: -720 -256 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.1 87.6 15.7 1.1 7.3 0.7 0.0 0.5 7.4 0.3 0.4: 7.8 2.8 Old : 100.0: 60.1 87.6 15.7 1.1 7.3 0.7 0.0 0.5 7.4 0.3 0.4: 7.8 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 51: 29 25 5 . 4 . 0 . 7 . .: Old : 51: 29 25 5 . 4 . 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 : 38.3 56.1 52.6 76.1 33.0 52.6 44.0 61.0 Old : 38.3 56.1 52.6 76.1 33.0 52.6 44.0 61.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 Disaggregated Commitments of Traders - Futures Only, September 27, 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 : 123,394: 108,254 86,995 0 21,669 3,557 0 0 0 2,444 2,997 3,470: 5,669 4,706 Old : 123,394: 108,254 86,995 0 21,669 3,557 0 0 0 2,444 2,997 3,470: 5,669 4,706 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 1,079: -400 1,777 0 158 0 -144 0 -572 772 -589 186: 1,237 119 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.7 70.5 0.0 17.6 2.9 0.0 0.0 0.0 2.0 2.4 2.8: 4.6 3.8 Old : 100.0: 87.7 70.5 0.0 17.6 2.9 0.0 0.0 0.0 2.0 2.4 2.8: 4.6 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 19 25 0 5 4 0 0 0 . . 4: Old : 38: 19 25 0 5 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 : 58.0 44.1 79.1 64.2 50.0 39.4 59.8 52.1 Old : 58.0 44.1 79.1 64.2 50.0 39.4 59.8 52.1 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 27, 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 : 176,767: 142,044 63,281 4,619 94,435 8,349 1,386 0 1,228 4,229 2,498 92: 14,820 6,884 Old : 176,767: 142,044 63,281 4,619 94,435 8,349 1,386 0 1,228 4,229 2,498 92: 14,820 6,884 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 2,885: 1,660 160 -397 2,288 217 796 0 -327 421 393 -84: 599 238 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.4 35.8 2.6 53.4 4.7 0.8 0.0 0.7 2.4 1.4 0.1: 8.4 3.9 Old : 100.0: 80.4 35.8 2.6 53.4 4.7 0.8 0.0 0.7 2.4 1.4 0.1: 8.4 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 48: 22 23 . 11 9 . 0 . . . .: Old : 48: 22 23 . 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 : 48.6 44.5 66.6 64.2 46.0 44.4 62.0 61.2 Old : 48.6 44.5 66.6 64.2 46.0 44.4 62.0 61.2 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 27, 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 : 837,629: 760,027 166,591 22,063 623,114 37,943 0 301 3,417 2,628 951 1,480: 10,071 3,832 Old : 837,629: 760,027 166,591 22,063 623,114 37,943 0 301 3,417 2,628 951 1,480: 10,071 3,832 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 26,761: 21,390 753 3,257 23,841 1,627 0 57 551 93 0 0: -157 -68 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.7 19.9 2.6 74.4 4.5 0.0 0.0 0.4 0.3 0.1 0.2: 1.2 0.5 Old : 100.0: 90.7 19.9 2.6 74.4 4.5 0.0 0.0 0.4 0.3 0.1 0.2: 1.2 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 : 62: 40 23 7 9 15 0 . . . . .: Old : 62: 40 23 7 9 15 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 : 35.5 54.1 58.1 76.9 30.6 53.6 51.6 73.9 Old : 35.5 54.1 58.1 76.9 30.6 53.6 51.6 73.9 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 27, 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 : 351,755: 317,622 224,753 10,253 99,409 15,076 248 2,566 640 2,269 3,595 333: 5,314 5,383 Old : 351,755: 317,622 224,753 10,253 99,409 15,076 248 2,566 640 2,269 3,595 333: 5,314 5,383 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 3,428: 5,961 1,790 -5,013 659 512 0 1,180 640 1,526 393 120: -318 -1,866 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.3 63.9 2.9 28.3 4.3 0.1 0.7 0.2 0.6 1.0 0.1: 1.5 1.5 Old : 100.0: 90.3 63.9 2.9 28.3 4.3 0.1 0.7 0.2 0.6 1.0 0.1: 1.5 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 65: 32 34 . 10 8 . . . . . .: Old : 65: 32 34 . 10 8 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.7 33.8 77.3 55.0 58.2 33.2 72.5 53.8 Old : 61.7 33.8 77.3 55.0 58.2 33.2 72.5 53.8 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 27, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 259,776: 207,858 145,535 12,873 78,255 29,348 0 556 1,356 217 2,139 1,229: 6,895 1,358 Old : 259,776: 207,858 145,535 12,873 78,255 29,348 0 556 1,356 217 2,139 1,229: 6,895 1,358 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 11,505: 11,735 12,057 -496 -1,955 1,184 0 -270 644 144 -465 626: -2,332 -316 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.0 56.0 5.0 30.1 11.3 0.0 0.2 0.5 0.1 0.8 0.5: 2.7 0.5 Old : 100.0: 80.0 56.0 5.0 30.1 11.3 0.0 0.2 0.5 0.1 0.8 0.5: 2.7 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 55: 31 32 4 9 11 0 . . . . 4: Old : 55: 31 32 4 9 11 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 : 51.2 41.8 67.6 62.1 49.0 35.6 57.8 51.7 Old : 51.2 41.8 67.6 62.1 49.0 35.6 57.8 51.7 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 27, 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 : 100,923: 92,659 38,058 248 49,557 2,488 0 1,339 971 0 2,153 310: 4,247 6,047 Old : 100,923: 92,659 38,058 248 49,557 2,488 0 1,339 971 0 2,153 310: 4,247 6,047 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 9,713: 10,029 3,107 0 4,649 44 0 -355 -66 -582 2,153 33: 255 148 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.8 37.7 0.2 49.1 2.5 0.0 1.3 1.0 0.0 2.1 0.3: 4.2 6.0 Old : 100.0: 91.8 37.7 0.2 49.1 2.5 0.0 1.3 1.0 0.0 2.1 0.3: 4.2 6.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 21 13 . 10 4 0 . . 0 . .: Old : 37: 21 13 . 10 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 : 68.2 43.0 82.7 65.8 63.3 42.7 77.0 64.6 Old : 68.2 43.0 82.7 65.8 63.3 42.7 77.0 64.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E Disaggregated Commitments of Traders - Futures Only, September 27, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 112,213: 91,204 84,004 5,573 1,836 8,032 0 1,139 510 0 13,705 1,135: 5,759 1,852 Old : 112,213: 91,204 84,004 5,573 1,836 8,032 0 1,139 510 0 13,705 1,135: 5,759 1,852 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 2,928: 1,897 3,107 281 0 -237 0 737 -33 0 -167 -143: 1,163 -336 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.3 74.9 5.0 1.6 7.2 0.0 1.0 0.5 0.0 12.2 1.0: 5.1 1.7 Old : 100.0: 81.3 74.9 5.0 1.6 7.2 0.0 1.0 0.5 0.0 12.2 1.0: 5.1 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 25 24 . . . 0 . . 0 4 4: Old : 40: 25 24 . . . 0 . . 0 4 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.4 33.7 71.6 54.8 47.2 32.7 57.9 49.6 Old : 53.4 33.7 71.6 54.8 47.2 32.7 57.9 49.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q Disaggregated Commitments of Traders - Futures Only, September 27, 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 : 21,674: 19,446 14,293 0 6,465 0 0 0 0 0 0 0: 2,228 916 Old : 21,674: 19,446 14,293 0 6,465 0 0 0 0 0 0 0: 2,228 916 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.7 65.9 0.0 29.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 10.3 4.2 Old : 100.0: 89.7 65.9 0.0 29.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 10.3 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 13 11 0 . 0 0 0 0 0 0 0: Old : 20: 13 11 0 . 0 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.1 72.7 82.3 90.9 61.9 72.5 81.6 89.1 Old : 62.1 72.7 82.3 90.9 61.9 72.5 81.6 89.1 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 27, 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 : 107,190: 90,968 15,085 3,264 77,391 3,419 0 200 849 0 5,038 0: 8,690 5,208 Old : 107,190: 90,968 15,085 3,264 77,391 3,419 0 200 849 0 5,038 0: 8,690 5,208 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 6,988: 7,233 -1,042 -934 4,132 1,510 -493 200 43 0 1,491 0: -371 654 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.9 14.1 3.0 72.2 3.2 0.0 0.2 0.8 0.0 4.7 0.0: 8.1 4.9 Old : 100.0: 84.9 14.1 3.0 72.2 3.2 0.0 0.2 0.8 0.0 4.7 0.0: 8.1 4.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 18 11 . 7 . 0 . . 0 . 0: Old : 30: 18 11 . 7 . 0 . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.4 63.7 71.5 81.9 53.5 63.7 69.1 78.3 Old : 54.4 63.7 71.5 81.9 53.5 63.7 69.1 78.3 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 27, 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 : 142,589: 109,137 57,238 24,066 76,196 3,558 0 0 0 0 0 0: 5,828 5,597 Old : 142,589: 109,137 57,238 24,066 76,196 3,558 0 0 0 0 0 0: 5,828 5,597 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 3,999: 3,590 3,216 88 -10 0 0 0 0 0 0 0: 321 793 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.5 40.1 16.9 53.4 2.5 0.0 0.0 0.0 0.0 0.0 0.0: 4.1 3.9 Old : 100.0: 76.5 40.1 16.9 53.4 2.5 0.0 0.0 0.0 0.0 0.0 0.0: 4.1 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 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 : 49.0 69.1 68.2 81.0 48.4 67.1 67.6 77.7 Old : 49.0 69.1 68.2 81.0 48.4 67.1 67.6 77.7 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 27, 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 : 60,439: 49,417 32,410 1,687 21,444 2,075 0 0 0 0 0 0: 7,260 4,510 Old : 60,439: 49,417 32,410 1,687 21,444 2,075 0 0 0 0 0 0: 7,260 4,510 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 1,853: 306 1,627 -31 -790 1,004 0 0 0 0 0 0: 574 12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.8 53.6 2.8 35.5 3.4 0.0 0.0 0.0 0.0 0.0 0.0: 12.0 7.5 Old : 100.0: 81.8 53.6 2.8 35.5 3.4 0.0 0.0 0.0 0.0 0.0 0.0: 12.0 7.5 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: 17 11 . . . 0 0 0 0 0 0: Old : 26: 17 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 : 51.0 67.0 69.2 85.5 49.7 64.7 63.1 78.2 Old : 51.0 67.0 69.2 85.5 49.7 64.7 63.1 78.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 Disaggregated Commitments of Traders - Futures Only, September 27, 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 : 16,076: 11,406 15,067 642 0 0 1,680 0 0 0 0 0: 2,348 1,009 Old : 16,076: 11,406 15,067 642 0 0 1,680 0 0 0 0 0: 2,348 1,009 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.0 93.7 4.0 0.0 0.0 10.5 0.0 0.0 0.0 0.0 0.0: 14.6 6.3 Old : 100.0: 71.0 93.7 4.0 0.0 0.0 10.5 0.0 0.0 0.0 0.0 0.0: 14.6 6.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 9 12 . 0 0 . 0 0 0 0 0: Old : 21: 9 12 . 0 0 . 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.3 61.0 79.3 84.3 61.3 61.0 79.3 83.5 Old : 61.3 61.0 79.3 84.3 61.3 61.0 79.3 83.5 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 27, 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 : 410,938: 305,300 155,477 58,496 204,713 30,160 1,054 5,765 1,474 3,865 565 3,124: 7,465 9,660 Old : 410,938: 305,300 155,477 58,496 204,713 30,160 1,054 5,765 1,474 3,865 565 3,124: 7,465 9,660 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 5,239: 12,002 -8,358 -4,557 12,065 -474 0 1,679 -279 -1,125 255 -192: -136 543 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.3 37.8 14.2 49.8 7.3 0.3 1.4 0.4 0.9 0.1 0.8: 1.8 2.4 Old : 100.0: 74.3 37.8 14.2 49.8 7.3 0.3 1.4 0.4 0.9 0.1 0.8: 1.8 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 67: 40 31 4 11 9 . . . . . .: Old : 67: 40 31 4 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 : 35.4 50.5 55.3 64.9 27.8 47.4 44.0 57.7 Old : 35.4 50.5 55.3 64.9 27.8 47.4 44.0 57.7 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 27, 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 : 75,463: 63,464 34,309 998 30,276 854 0 1,614 206 842 2,259 648: 8,451 5,297 Old : 75,463: 63,464 34,309 998 30,276 854 0 1,614 206 842 2,259 648: 8,451 5,297 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 2,451: 2,542 -34 0 639 214 0 933 -455 0 1,549 -31: 181 -364 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.1 45.5 1.3 40.1 1.1 0.0 2.1 0.3 1.1 3.0 0.9: 11.2 7.0 Old : 100.0: 84.1 45.5 1.3 40.1 1.1 0.0 2.1 0.3 1.1 3.0 0.9: 11.2 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 : 32: 16 11 . 7 . 0 . . . . .: Old : 32: 16 11 . 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 : 63.2 48.0 78.0 70.8 61.5 47.5 74.9 67.0 Old : 63.2 48.0 78.0 70.8 61.5 47.5 74.9 67.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 Disaggregated Commitments of Traders - Futures Only, September 27, 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 : 17,538: 14,935 12,370 0 3,472 0 0 0 0 210 0 0: 2,393 1,696 Old : 17,538: 14,935 12,370 0 3,472 0 0 0 0 210 0 0: 2,393 1,696 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.2 70.5 0.0 19.8 0.0 0.0 0.0 0.0 1.2 0.0 0.0: 13.6 9.7 Old : 100.0: 85.2 70.5 0.0 19.8 0.0 0.0 0.0 0.0 1.2 0.0 0.0: 13.6 9.7 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 : 20: 11 9 0 . 0 0 0 0 . 0 0: Old : 20: 11 9 0 . 0 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.6 57.0 82.6 81.6 61.6 56.1 81.9 80.7 Old : 61.6 57.0 82.6 81.6 61.6 56.1 81.9 80.7 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 27, 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 : 65,207: 23,947 44,339 28,745 11,836 3,109 0 55 764 3,029 0 789: 4,824 4,315 Old : 65,207: 23,947 44,339 28,745 11,836 3,109 0 55 764 3,029 0 789: 4,824 4,315 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 679: 767 1,117 -93 277 93 -952 55 170 117 -1,637 457: 120 147 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.7 68.0 44.1 18.2 4.8 0.0 0.1 1.2 4.6 0.0 1.2: 7.4 6.6 Old : 100.0: 36.7 68.0 44.1 18.2 4.8 0.0 0.1 1.2 4.6 0.0 1.2: 7.4 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 : 25: 9 11 6 . 7 0 . . . 0 .: Old : 25: 9 11 6 . 7 0 . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.7 55.8 69.3 79.7 39.6 48.5 62.8 65.7 Old : 41.7 55.8 69.3 79.7 39.6 48.5 62.8 65.7 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 27, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 67,703: 40,673 46,673 13,625 5,082 4,916 6,448 0 0 775 9,579 0: 1,266 1,453 Old : 67,703: 40,673 46,673 13,625 5,082 4,916 6,448 0 0 775 9,579 0: 1,266 1,453 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 25,130: 16,760 9,363 1,953 3,138 3,968 1,767 0 0 372 8,339 0: 310 322 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.1 68.9 20.1 7.5 7.3 9.5 0.0 0.0 1.1 14.1 0.0: 1.9 2.1 Old : 100.0: 60.1 68.9 20.1 7.5 7.3 9.5 0.0 0.0 1.1 14.1 0.0: 1.9 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 : 50: 19 20 9 . . . 0 0 . 6 0: Old : 50: 19 20 9 . . . 0 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 : 35.3 42.6 54.5 66.0 34.4 35.6 49.0 52.7 Old : 35.3 42.6 54.5 66.0 34.4 35.6 49.0 52.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH Disaggregated Commitments of Traders - Futures Only, September 27, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 104,058: 63,269 74,965 13,259 5,776 4,619 20,428 1,680 0 1,561 16,065 0: 922 953 Old : 104,058: 63,269 74,965 13,259 5,776 4,619 20,428 1,680 0 1,561 16,065 0: 922 953 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 22,847: 13,639 10,106 2,445 -748 4,251 1,767 0 0 372 8,525 0: 373 713 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.8 72.0 12.7 5.6 4.4 19.6 1.6 0.0 1.5 15.4 0.0: 0.9 0.9 Old : 100.0: 60.8 72.0 12.7 5.6 4.4 19.6 1.6 0.0 1.5 15.4 0.0: 0.9 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 : 70: 30 30 6 . . . . 0 4 9 0: Old : 70: 30 30 6 . . . . 0 4 9 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.9 39.7 45.9 56.8 26.7 32.5 42.4 47.4 Old : 27.9 39.7 45.9 56.8 26.7 32.5 42.4 47.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM Disaggregated Commitments of Traders - Futures Only, September 27, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 46,969: 43,761 43,509 3,117 0 0 0 0 0 0 780 0: 91 2,680 Old : 46,969: 43,761 43,509 3,117 0 0 0 0 0 0 780 0: 91 2,680 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 6,455: 4,867 5,933 1,557 0 0 0 0 0 0 0 0: 31 522 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.2 92.6 6.6 0.0 0.0 0.0 0.0 0.0 0.0 1.7 0.0: 0.2 5.7 Old : 100.0: 93.2 92.6 6.6 0.0 0.0 0.0 0.0 0.0 0.0 1.7 0.0: 0.2 5.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 17 24 . 0 0 0 0 0 0 . 0: Old : 37: 17 24 . 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 : 53.5 55.0 76.7 71.0 52.9 48.4 75.7 64.4 Old : 53.5 55.0 76.7 71.0 52.9 48.4 75.7 64.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ Disaggregated Commitments of Traders - Futures Only, September 27, 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 : 226,776: 173,914 168,497 37,100 36,044 9,066 0 555 940 0 0 0: 5,756 11,674 Old : 226,776: 173,914 168,497 37,100 36,044 9,066 0 555 940 0 0 0: 5,756 11,674 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 5,346: 3,491 4,947 1,192 384 227 0 364 -152 0 0 0: 588 -424 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.7 74.3 16.4 15.9 4.0 0.0 0.2 0.4 0.0 0.0 0.0: 2.5 5.1 Old : 100.0: 76.7 74.3 16.4 15.9 4.0 0.0 0.2 0.4 0.0 0.0 0.0: 2.5 5.1 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 : 39: 29 26 . . . 0 . . 0 0 0: Old : 39: 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 : 54.4 53.7 68.5 72.0 52.3 43.0 62.1 55.8 Old : 54.4 53.7 68.5 72.0 52.3 43.0 62.1 55.8 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 27, 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 : 27,985: 24,210 22,831 1,676 0 0 0 0 0 0 523 0: 2,099 4,631 Old : 27,985: 24,210 22,831 1,676 0 0 0 0 0 0 523 0: 2,099 4,631 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 1,614: 808 1,707 372 0 0 0 0 0 0 -155 0: 434 62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.5 81.6 6.0 0.0 0.0 0.0 0.0 0.0 0.0 1.9 0.0: 7.5 16.5 Old : 100.0: 86.5 81.6 6.0 0.0 0.0 0.0 0.0 0.0 0.0 1.9 0.0: 7.5 16.5 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 : 23: 15 13 . 0 0 0 0 0 0 . 0: Old : 23: 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 : 72.8 57.7 83.2 74.1 72.7 53.9 81.7 69.3 Old : 72.8 57.7 83.2 74.1 72.7 53.9 81.7 69.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233AY Disaggregated Commitments of Traders - Futures Only, September 27, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 46,746: 26,838 37,872 8,645 0 2,606 0 0 0 2,232 0 0: 6,425 6,268 Old : 46,746: 26,838 37,872 8,645 0 2,606 0 0 0 2,232 0 0: 6,425 6,268 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 1,563: -590 1,944 -420 0 420 0 -2,000 -267 1,317 0 -279: 1,382 1,745 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.4 81.0 18.5 0.0 5.6 0.0 0.0 0.0 4.8 0.0 0.0: 13.7 13.4 Old : 100.0: 57.4 81.0 18.5 0.0 5.6 0.0 0.0 0.0 4.8 0.0 0.0: 13.7 13.4 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 : 23: 11 16 4 0 . 0 0 0 . 0 0: Old : 23: 11 16 4 0 . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.0 54.3 74.4 67.2 56.3 50.5 67.9 60.7 Old : 60.0 54.3 74.4 67.2 56.3 50.5 67.9 60.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 Disaggregated Commitments of Traders - Futures Only, September 27, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 86,821: 74,806 54,234 0 18,571 2,637 0 1,198 1,908 33 769 1,112: 6,325 6,392 Old : 86,821: 74,806 54,234 0 18,571 2,637 0 1,198 1,908 33 769 1,112: 6,325 6,392 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 3,614: 2,800 662 0 217 0 -54 1,198 120 33 552 1,112: -397 -247 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.2 62.5 0.0 21.4 3.0 0.0 1.4 2.2 0.0 0.9 1.3: 7.3 7.4 Old : 100.0: 86.2 62.5 0.0 21.4 3.0 0.0 1.4 2.2 0.0 0.9 1.3: 7.3 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 : 40: 19 24 0 6 . 0 . . . . .: Old : 40: 19 24 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 : 63.4 42.1 75.6 62.6 62.6 37.0 70.4 53.4 Old : 63.4 42.1 75.6 62.6 62.6 37.0 70.4 53.4 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 27, 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 : 122,405: 91,026 113,297 14,199 2,494 1,744 5,245 0 410 4,040 0 28: 5,713 4,432 Old : 122,405: 91,026 113,297 14,199 2,494 1,744 5,245 0 410 4,040 0 28: 5,713 4,432 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 69: -90 -682 -961 2,494 677 611 0 -168 437 0 -3: -434 -2,249 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.4 92.6 11.6 2.0 1.4 4.3 0.0 0.3 3.3 0.0 0.0: 4.7 3.6 Old : 100.0: 74.4 92.6 11.6 2.0 1.4 4.3 0.0 0.3 3.3 0.0 0.0: 4.7 3.6 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 : 32: 19 17 . . . . 0 . . 0 .: Old : 32: 19 17 . . . . 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 : 47.7 75.4 69.3 86.3 44.5 74.3 64.5 82.6 Old : 47.7 75.4 69.3 86.3 44.5 74.3 64.5 82.6 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 27, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 98,363: 64,357 92,989 26,595 1,022 1,324 0 0 0 1,054 0 0: 5,033 3,028 Old : 98,363: 64,357 92,989 26,595 1,022 1,324 0 0 0 1,054 0 0: 5,033 3,028 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 3,343: 2,626 2,755 -34 9 649 0 0 0 713 0 0: -611 -70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.4 94.5 27.0 1.0 1.3 0.0 0.0 0.0 1.1 0.0 0.0: 5.1 3.1 Old : 100.0: 65.4 94.5 27.0 1.0 1.3 0.0 0.0 0.0 1.1 0.0 0.0: 5.1 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 12 15 7 . 5 0 0 0 . 0 0: Old : 28: 12 15 7 . 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 : 51.8 72.0 75.1 87.0 47.9 65.8 66.3 75.7 Old : 51.8 72.0 75.1 87.0 47.9 65.8 66.3 75.7 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 27, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 110,155: 100,787 94,848 0 10,175 2,689 0 0 0 1,384 310 0: 5,295 2,133 Old : 110,155: 100,787 94,848 0 10,175 2,689 0 0 0 1,384 310 0: 5,295 2,133 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 3,379: 3,591 3,183 0 0 0 0 0 0 372 -37 -360: -224 593 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.5 86.1 0.0 9.2 2.4 0.0 0.0 0.0 1.3 0.3 0.0: 4.8 1.9 Old : 100.0: 91.5 86.1 0.0 9.2 2.4 0.0 0.0 0.0 1.3 0.3 0.0: 4.8 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 19 15 0 . . 0 0 0 . . 0: Old : 31: 19 15 0 . . 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.3 56.7 79.8 78.9 56.5 50.4 67.3 64.2 Old : 63.3 56.7 79.8 78.9 56.5 50.4 67.3 64.2 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 27, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 115,469: 79,548 57,344 12,233 35,629 8,243 1,813 0 599 248 2,769 669: 12,116 10,216 Old : 115,469: 79,548 57,344 12,233 35,629 8,243 1,813 0 599 248 2,769 669: 12,116 10,216 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 5,134: 4,767 -1,298 -23 4,717 -82 -364 0 0 -232 2,521 -146: 1,214 -578 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.9 49.7 10.6 30.9 7.1 1.6 0.0 0.5 0.2 2.4 0.6: 10.5 8.8 Old : 100.0: 68.9 49.7 10.6 30.9 7.1 1.6 0.0 0.5 0.2 2.4 0.6: 10.5 8.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 21 21 4 6 7 . 0 . . . .: Old : 41: 21 21 4 6 7 . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.4 41.6 52.2 61.2 24.5 34.3 40.1 47.7 Old : 30.4 41.6 52.2 61.2 24.5 34.3 40.1 47.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ Disaggregated Commitments of Traders - Futures Only, September 27, 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 : 12,502: 11,294 8,764 690 23 217 0 0 0 0 2,821 0: 301 677 Old : 12,502: 11,294 8,764 690 23 217 0 0 0 0 2,821 0: 301 677 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.3 70.1 5.5 0.2 1.7 0.0 0.0 0.0 0.0 22.6 0.0: 2.4 5.4 Old : 100.0: 90.3 70.1 5.5 0.2 1.7 0.0 0.0 0.0 0.0 22.6 0.0: 2.4 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 : 20: 9 8 . . . 0 0 0 0 . 0: Old : 20: 9 8 . . . 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.1 68.9 92.0 88.3 65.8 68.9 86.7 85.2 Old : 71.1 68.9 92.0 88.3 65.8 68.9 86.7 85.2 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 27, 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 : 41,185: 29,038 37,102 5,036 3,561 0 0 0 0 4,778 279 0: 2,333 243 Old : 41,185: 29,038 37,102 5,036 3,561 0 0 0 0 4,778 279 0: 2,333 243 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 430: 868 -1,492 186 2,356 -775 0 0 0 238 279 0: -87 62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.5 90.1 12.2 8.6 0.0 0.0 0.0 0.0 11.6 0.7 0.0: 5.7 0.6 Old : 100.0: 70.5 90.1 12.2 8.6 0.0 0.0 0.0 0.0 11.6 0.7 0.0: 5.7 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 : 31: 17 16 . . 0 0 0 0 4 . 0: Old : 31: 17 16 . . 0 0 0 0 4 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.9 63.4 72.2 84.4 42.1 62.3 70.2 82.4 Old : 42.9 63.4 72.2 84.4 42.1 62.3 70.2 82.4 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 27, 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 : 40,493: 27,808 39,691 10,488 0 0 0 0 0 423 0 0: 1,774 802 Old : 40,493: 27,808 39,691 10,488 0 0 0 0 0 423 0 0: 1,774 802 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 2,232: 1,183 1,612 186 0 0 0 0 0 93 0 0: 770 620 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.7 98.0 25.9 0.0 0.0 0.0 0.0 0.0 1.0 0.0 0.0: 4.4 2.0 Old : 100.0: 68.7 98.0 25.9 0.0 0.0 0.0 0.0 0.0 1.0 0.0 0.0: 4.4 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 : 26: 14 13 . 0 0 0 0 0 . 0 0: Old : 26: 14 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 : 48.3 68.4 73.0 93.5 48.3 66.3 72.6 86.5 Old : 48.3 68.4 73.0 93.5 48.3 66.3 72.6 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 27, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mm btu : : : Positions : All : 189,411: 144,293 115,342 17,010 49,298 10,062 91 321 845 7,256 7,181 1,307: 8,547 5,055 Old : 189,411: 144,293 115,342 17,010 49,298 10,062 91 321 845 7,256 7,181 1,307: 8,547 5,055 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 4,058: 3,023 2,698 1,778 1,834 -1,197 -773 198 323 279 -929 305: 320 826 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.2 60.9 9.0 26.0 5.3 0.0 0.2 0.4 3.8 3.8 0.7: 4.5 2.7 Old : 100.0: 76.2 60.9 9.0 26.0 5.3 0.0 0.2 0.4 3.8 3.8 0.7: 4.5 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 : 62: 36 27 . 6 7 . . . . 6 .: Old : 62: 36 27 . 6 7 . . . . 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 : 27.9 51.6 44.6 67.6 22.4 46.2 36.9 58.3 Old : 27.9 51.6 44.6 67.6 22.4 46.2 36.9 58.3 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 27, 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 : 104,123: 85,332 60,449 5,697 34,626 1,964 3,388 0 0 0 188 240: 7,502 6,656 Old : 104,123: 85,332 60,449 5,697 34,626 1,964 3,388 0 0 0 188 240: 7,502 6,656 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 24: -614 -583 214 636 -152 214 0 0 0 188 240: 122 -305 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.0 58.1 5.5 33.3 1.9 3.3 0.0 0.0 0.0 0.2 0.2: 7.2 6.4 Old : 100.0: 82.0 58.1 5.5 33.3 1.9 3.3 0.0 0.0 0.0 0.2 0.2: 7.2 6.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 14 13 . 6 5 . 0 0 0 . .: Old : 29: 14 13 . 6 5 . 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.4 56.2 77.7 74.2 57.4 55.0 73.0 71.0 Old : 61.4 56.2 77.7 74.2 57.4 55.0 73.0 71.0 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 27, 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 : 87,045: 46,399 64,472 33,395 16,347 2,314 0 0 0 0 0 0: 4,937 3,912 Old : 87,045: 46,399 64,472 33,395 16,347 2,314 0 0 0 0 0 0: 4,937 3,912 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 2,174: 1,112 3,514 1,062 6 -6 0 0 0 0 0 0: 6 -1,340 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.3 74.1 38.4 18.8 2.7 0.0 0.0 0.0 0.0 0.0 0.0: 5.7 4.5 Old : 100.0: 53.3 74.1 38.4 18.8 2.7 0.0 0.0 0.0 0.0 0.0 0.0: 5.7 4.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 12 18 8 . . 0 0 0 0 0 0: Old : 31: 12 18 8 . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.9 72.9 67.5 85.1 31.8 56.0 48.1 64.7 Old : 46.9 72.9 67.5 85.1 31.8 56.0 48.1 64.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ Disaggregated Commitments of Traders - Futures Only, September 27, 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 : 68,932: 38,940 35,152 19,819 22,613 3,841 0 513 31 0 0 0: 6,301 6,782 Old : 68,932: 38,940 35,152 19,819 22,613 3,841 0 513 31 0 0 0: 6,301 6,782 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 2,142: 1,767 1,717 273 -558 248 0 0 0 0 0 0: -146 735 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.5 51.0 28.8 32.8 5.6 0.0 0.7 0.0 0.0 0.0 0.0: 9.1 9.8 Old : 100.0: 56.5 51.0 28.8 32.8 5.6 0.0 0.7 0.0 0.0 0.0 0.0: 9.1 9.8 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 : 26: 16 13 . . 4 0 . . 0 0 0: Old : 26: 16 13 . . 4 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.6 66.7 76.7 77.2 63.8 64.6 73.7 71.3 Old : 64.6 66.7 76.7 77.2 63.8 64.6 73.7 71.3 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 27, 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 : 123,837: 96,421 44,591 6,471 71,867 5,281 2,776 0 0 3,311 0 0: 9,577 2,098 Old : 123,837: 96,421 44,591 6,471 71,867 5,281 2,776 0 0 3,311 0 0: 9,577 2,098 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 845: 358 -400 -612 -585 779 0 0 0 0 0 0: 320 1,051 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.9 36.0 5.2 58.0 4.3 2.2 0.0 0.0 2.7 0.0 0.0: 7.7 1.7 Old : 100.0: 77.9 36.0 5.2 58.0 4.3 2.2 0.0 0.0 2.7 0.0 0.0: 7.7 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 22 12 . 7 6 . 0 0 . 0 0: Old : 34: 22 12 . 7 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 : 54.9 78.9 69.0 91.4 54.7 74.2 68.2 86.0 Old : 54.9 78.9 69.0 91.4 54.7 74.2 68.2 86.0 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 27, 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 : 1,067,097: 132,783 188,850 127,808 72,730 81,322 282,387 158,229 202,163 37,141 208,944 124,932: 78,561 29,927 Old : 1,067,097: 132,783 188,850 127,808 72,730 81,322 282,387 158,229 202,163 37,141 208,944 124,932: 78,561 29,927 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : -16,897: -4,247 24,809 -6,522 -1,362 1,925 4,989 -5,602 -3,964 1,403 -15,758 -11,686: 1,205 -5,259 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.4 17.7 12.0 6.8 7.6 26.5 14.8 18.9 3.5 19.6 11.7: 7.4 2.8 Old : 100.0: 12.4 17.7 12.0 6.8 7.6 26.5 14.8 18.9 3.5 19.6 11.7: 7.4 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 326: 39 38 21 12 26 83 44 70 57 47 71: Old : 326: 39 38 21 12 26 83 44 70 57 47 71: 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 : 16.7 25.5 26.4 39.1 11.4 17.8 17.5 25.7 Old : 16.7 25.5 26.4 39.1 11.4 17.8 17.5 25.7 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 27, 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 : 307,316: 70,082 43,524 26,177 40,863 46,634 12,536 17,382 12,669 98,585 107,451 33,255: 7,378 5,538 Old : 307,316: 70,082 43,524 26,177 40,863 46,634 12,536 17,382 12,669 98,585 107,451 33,255: 7,378 5,538 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 14,329: 7,305 -2,435 -3,061 1,940 2,877 6,065 -798 -622 1,244 12,532 1,591: -1,070 -756 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.8 14.2 8.5 13.3 15.2 4.1 5.7 4.1 32.1 35.0 10.8: 2.4 1.8 Old : 100.0: 22.8 14.2 8.5 13.3 15.2 4.1 5.7 4.1 32.1 35.0 10.8: 2.4 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 : 82: 23 23 6 9 15 6 5 10 15 11 21: Old : 82: 23 23 6 9 15 6 5 10 15 11 21: 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 : 43.8 41.4 58.7 54.9 39.1 37.1 47.6 46.5 Old : 43.8 41.4 58.7 54.9 39.1 37.1 47.6 46.5 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 27, 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 : 146,083: 27,455 36,492 40,468 39,484 18,653 27,640 6,726 3,476 11,072 26,048 11,269: 6,050 3,935 Old : 146,083: 27,455 36,492 40,468 39,484 18,653 27,640 6,726 3,476 11,072 26,048 11,269: 6,050 3,935 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 14,779: 1,155 -594 2,408 4,277 4,205 5,807 190 282 4,730 7,050 101: -3,909 -732 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.8 25.0 27.7 27.0 12.8 18.9 4.6 2.4 7.6 17.8 7.7: 4.1 2.7 Old : 100.0: 18.8 25.0 27.7 27.0 12.8 18.9 4.6 2.4 7.6 17.8 7.7: 4.1 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 : 67: 14 15 12 5 16 9 4 10 9 13 16: Old : 67: 14 15 12 5 16 9 4 10 9 13 16: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.7 44.7 38.9 59.2 19.7 35.5 31.7 47.0 Old : 22.7 44.7 38.9 59.2 19.7 35.5 31.7 47.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES Code-023P02 Disaggregated Commitments of Traders - Futures Only, September 27, 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 : 38,629: 1,798 5,854 9,245 5,337 14,692 7,130 2,210 2,096 1,644 3,816 2,024: 0 2,600 Old : 38,629: 1,798 5,854 9,245 5,337 14,692 7,130 2,210 2,096 1,644 3,816 2,024: 0 2,600 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 3,352: -244 706 -1,112 -3,265 3,457 -288 2,210 105 1,310 -2,583 300: -176 2,422 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.7 15.2 23.9 13.8 38.0 18.5 5.7 5.4 4.3 9.9 5.2: 0.0 6.7 Old : 100.0: 4.7 15.2 23.9 13.8 38.0 18.5 5.7 5.4 4.3 9.9 5.2: 0.0 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 : 31: . . 4 . 6 5 . 4 7 7 9: Old : 31: . . 4 . 6 5 . 4 7 7 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 : 57.2 65.6 80.2 79.5 32.8 28.4 42.9 36.7 Old : 57.2 65.6 80.2 79.5 32.8 28.4 42.9 36.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B Disaggregated Commitments of Traders - Futures Only, September 27, 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 : 1,377,908: 393,895 194,168 79,491 822,870 177,837 96,201 32,716 58,482 503,923 29,743 40,898: 27,181 21,194 Old : 1,377,908: 393,895 194,168 79,491 822,870 177,837 96,201 32,716 58,482 503,923 29,743 40,898: 27,181 21,194 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 19,579: 277 94 -2,694 10,021 -671 8,945 4,391 -658 10,768 715 5,906: -2,294 -219 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.6 14.1 5.8 59.7 12.9 7.0 2.4 4.2 36.6 2.2 3.0: 2.0 1.5 Old : 100.0: 28.6 14.1 5.8 59.7 12.9 7.0 2.4 4.2 36.6 2.2 3.0: 2.0 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 96: 36 31 5 14 14 5 6 7 18 6 20: Old : 96: 36 31 5 14 14 5 6 7 18 6 20: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.6 36.8 57.3 60.4 40.2 34.7 49.4 54.8 Old : 45.6 36.8 57.3 60.4 40.2 34.7 49.4 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 27, 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 : 319,811: 70,297 67,214 171,371 124,413 34,228 6,148 22,042 12,272 9,260 38,722 15,175: 1,060 5,745 Old : 319,811: 70,297 67,214 171,371 124,413 34,228 6,148 22,042 12,272 9,260 38,722 15,175: 1,060 5,745 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 6,998: 4,909 1,126 2,317 4,905 -1,054 -587 -874 1,184 1,174 424 1,248: -2,193 39 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.0 21.0 53.6 38.9 10.7 1.9 6.9 3.8 2.9 12.1 4.7: 0.3 1.8 Old : 100.0: 22.0 21.0 53.6 38.9 10.7 1.9 6.9 3.8 2.9 12.1 4.7: 0.3 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 : 72: 16 17 15 5 18 6 9 10 9 9 12: Old : 72: 16 17 15 5 18 6 9 10 9 9 12: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.6 51.0 52.8 65.5 29.7 46.1 44.1 55.8 Old : 33.6 51.0 52.8 65.5 29.7 46.1 44.1 55.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G Disaggregated Commitments of Traders - Futures Only, September 27, 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 : 27,225: 26,943 19,469 0 5,938 0 0 0 0 0 868 277: 5 673 Old : 27,225: 26,943 19,469 0 5,938 0 0 0 0 0 868 277: 5 673 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 1,065: 891 86 0 780 0 0 0 0 -13 12 187: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 99.0 71.5 0.0 21.8 0.0 0.0 0.0 0.0 0.0 3.2 1.0: 0.0 2.5 Old : 100.0: 99.0 71.5 0.0 21.8 0.0 0.0 0.0 0.0 0.0 3.2 1.0: 0.0 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 44: 25 27 0 6 0 0 0 0 0 5 .: Old : 44: 25 27 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 : 62.4 44.0 80.2 66.8 56.9 34.4 67.4 54.8 Old : 62.4 44.0 80.2 66.8 56.9 34.4 67.4 54.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O Disaggregated Commitments of Traders - Futures Only, September 27, 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 : 140,675: 110,835 111,559 12,748 17,116 4,686 4,776 207 3,291 2,353 1,938 1,069: 917 809 Old : 140,675: 110,835 111,559 12,748 17,116 4,686 4,776 207 3,291 2,353 1,938 1,069: 917 809 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 4,031: 2,405 3,267 1,498 208 142 0 -45 5 -150 123 188: -57 143 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.8 79.3 9.1 12.2 3.3 3.4 0.1 2.3 1.7 1.4 0.8: 0.7 0.6 Old : 100.0: 78.8 79.3 9.1 12.2 3.3 3.4 0.1 2.3 1.7 1.4 0.8: 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 : 89: 50 52 4 7 8 . . . 9 10 11: Old : 89: 50 52 4 7 8 . . . 9 10 11: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.9 37.5 61.3 59.8 26.4 29.9 36.7 38.7 Old : 37.9 37.5 61.3 59.8 26.4 29.9 36.7 38.7 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 27, 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 : 97,371: 67,234 73,524 8,106 4,652 8,957 1,608 4,956 0 11,316 4,196 1: 149 1,085 Old : 97,371: 67,234 73,524 8,106 4,652 8,957 1,608 4,956 0 11,316 4,196 1: 149 1,085 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 950: 2,050 1,637 505 -420 -592 0 0 0 -1,008 315 0: -5 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.0 75.5 8.3 4.8 9.2 1.7 5.1 0.0 11.6 4.3 0.0: 0.2 1.1 Old : 100.0: 69.0 75.5 8.3 4.8 9.2 1.7 5.1 0.0 11.6 4.3 0.0: 0.2 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 54.7 53.6 78.7 72.6 26.3 21.9 34.7 30.8 Old : 54.7 53.6 78.7 72.6 26.3 21.9 34.7 30.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q Disaggregated Commitments of Traders - Futures Only, September 27, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 35,402: 30,652 30,122 1,449 2,163 683 620 0 0 1,556 1,785 189: 253 460 Old : 35,402: 30,652 30,122 1,449 2,163 683 620 0 0 1,556 1,785 189: 253 460 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : -752: -902 -1,018 -133 50 112 0 0 0 227 117 -73: 17 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.6 85.1 4.1 6.1 1.9 1.8 0.0 0.0 4.4 5.0 0.5: 0.7 1.3 Old : 100.0: 86.6 85.1 4.1 6.1 1.9 1.8 0.0 0.0 4.4 5.0 0.5: 0.7 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 49.8 44.3 64.6 60.3 36.9 35.7 46.9 46.9 Old : 49.8 44.3 64.6 60.3 36.9 35.7 46.9 46.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R Disaggregated Commitments of Traders - Futures Only, September 27, 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 : 18,822: 8,261 13,156 6,103 2,119 380 0 0 0 2,844 1,836 909: 325 422 Old : 18,822: 8,261 13,156 6,103 2,119 380 0 0 0 2,844 1,836 909: 325 422 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 616: 215 270 0 63 0 0 0 0 110 -2 275: 16 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.9 69.9 32.4 11.3 2.0 0.0 0.0 0.0 15.1 9.8 4.8: 1.7 2.2 Old : 100.0: 43.9 69.9 32.4 11.3 2.0 0.0 0.0 0.0 15.1 9.8 4.8: 1.7 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 : 43: 26 21 4 4 . 0 0 0 4 . .: Old : 43: 26 21 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 : 54.7 55.9 71.4 72.8 45.5 38.2 53.9 51.3 Old : 54.7 55.9 71.4 72.8 45.5 38.2 53.9 51.3 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 27, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 16,585: 14,006 9,626 622 6,234 15 116 0 0 457 208 135: 1,234 367 Old : 16,585: 14,006 9,626 622 6,234 15 116 0 0 457 208 135: 1,234 367 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 597: 658 395 20 228 -41 0 0 0 -25 0 0: -15 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.4 58.0 3.8 37.6 0.1 0.7 0.0 0.0 2.8 1.3 0.8: 7.4 2.2 Old : 100.0: 84.4 58.0 3.8 37.6 0.1 0.7 0.0 0.0 2.8 1.3 0.8: 7.4 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 : 37: 24 15 . 4 . . 0 0 . . .: Old : 37: 24 15 . 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 : 51.3 49.8 67.9 79.4 26.7 45.6 36.9 53.7 Old : 51.3 49.8 67.9 79.4 26.7 45.6 36.9 53.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 30, 2016