NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 Disaggregated Commitments of Traders - Futures Only, November 15, 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 : 4,737,333: 2,444,362 1,083,261 580,909 2,720,547 210,813 491,160 34,026 271,616 320,071 24,757 375,407: 42,995 16,906 Old : 4,737,333: 2,444,362 1,083,261 580,909 2,720,547 210,813 491,160 34,026 271,616 320,071 24,757 375,407: 42,995 16,906 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : 28,930: 24,681 -11,292 13,275 20,401 1,288 -21,041 139 15,495 2,285 7,076 3,013: -10,066 -7,190 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.6 22.9 12.3 57.4 4.5 10.4 0.7 5.7 6.8 0.5 7.9: 0.9 0.4 Old : 100.0: 51.6 22.9 12.3 57.4 4.5 10.4 0.7 5.7 6.8 0.5 7.9: 0.9 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 229: 119 102 8 20 23 21 6 22 30 16 39: Old : 229: 119 102 8 20 23 21 6 22 30 16 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 : 27.1 31.9 41.9 46.7 24.7 30.0 36.1 43.1 Old : 27.1 31.9 41.9 46.7 24.7 30.0 36.1 43.1 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, November 15, 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 : 211,597: 37,304 47,857 53,950 49,056 28,991 2,207 37,662 13,993 64,507 25,411 8,517: 2,128 110 Old : 211,597: 37,304 47,857 53,950 49,056 28,991 2,207 37,662 13,993 64,507 25,411 8,517: 2,128 110 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : 11,890: 2,557 -259 2,866 8,418 -1,327 0 -14,896 8,789 1,338 13,448 -2,333: 0 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.6 22.6 25.5 23.2 13.7 1.0 17.8 6.6 30.5 12.0 4.0: 1.0 0.1 Old : 100.0: 17.6 22.6 25.5 23.2 13.7 1.0 17.8 6.6 30.5 12.0 4.0: 1.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 65: 14 16 12 7 14 . 6 7 7 10 6: Old : 65: 14 16 12 7 14 . 6 7 7 10 6: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.6 48.1 63.3 71.1 41.1 37.9 53.1 54.9 Old : 45.6 48.1 63.3 71.1 41.1 37.9 53.1 54.9 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, November 15, 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 : 213,558: 136,053 192,110 43,135 8,315 6,590 628 0 482 5,830 0 625: 20,215 5,436 Old : 213,558: 136,053 192,110 43,135 8,315 6,590 628 0 482 5,830 0 625: 20,215 5,436 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : 548: -95 -104 -253 -31 0 -208 0 -1,063 -51 0 427: 1,791 1,319 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.7 90.0 20.2 3.9 3.1 0.3 0.0 0.2 2.7 0.0 0.3: 9.5 2.5 Old : 100.0: 63.7 90.0 20.2 3.9 3.1 0.3 0.0 0.2 2.7 0.0 0.3: 9.5 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 : 46: 29 23 4 . 4 . 0 . 5 0 .: Old : 46: 29 23 4 . 4 . 0 . 5 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.2 55.5 58.9 79.6 41.4 51.7 52.3 68.4 Old : 44.2 55.5 58.9 79.6 41.4 51.7 52.3 68.4 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, November 15, 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 : 109,862: 101,343 81,260 0 21,250 3,512 0 0 0 563 292 310: 4,134 3,238 Old : 109,862: 101,343 81,260 0 21,250 3,512 0 0 0 563 292 310: 4,134 3,238 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : 4,088: 3,974 3,077 0 730 470 0 0 0 398 0 -217: -537 28 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.2 74.0 0.0 19.3 3.2 0.0 0.0 0.0 0.5 0.3 0.3: 3.8 2.9 Old : 100.0: 92.2 74.0 0.0 19.3 3.2 0.0 0.0 0.0 0.5 0.3 0.3: 3.8 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 19 25 0 5 . 0 0 0 . . .: Old : 37: 19 25 0 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 : 64.8 48.0 82.1 66.8 62.8 40.5 71.3 56.4 Old : 64.8 48.0 82.1 66.8 62.8 40.5 71.3 56.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 Disaggregated Commitments of Traders - Futures Only, November 15, 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 : 160,706: 121,904 63,959 15,231 74,940 8,022 1,629 1,668 1,146 149 1,362 599: 12,026 9,010 Old : 160,706: 121,904 63,959 15,231 74,940 8,022 1,629 1,668 1,146 149 1,362 599: 12,026 9,010 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : 1,694: 1,499 1,736 980 681 -95 -124 -272 62 -62 -93 0: -566 -325 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.9 39.8 9.5 46.6 5.0 1.0 1.0 0.7 0.1 0.8 0.4: 7.5 5.6 Old : 100.0: 75.9 39.8 9.5 46.6 5.0 1.0 1.0 0.7 0.1 0.8 0.4: 7.5 5.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 45: 19 21 4 9 6 . . . . . .: Old : 45: 19 21 4 9 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 : 52.1 44.5 67.1 64.8 48.8 44.4 63.3 63.0 Old : 52.1 44.5 67.1 64.8 48.8 44.4 63.3 63.0 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, November 15, 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 : 838,666: 763,325 157,969 17,043 632,635 38,813 0 302 1,543 217 1,126 0: 17,725 6,278 Old : 838,666: 763,325 157,969 17,043 632,635 38,813 0 302 1,543 217 1,126 0: 17,725 6,278 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : 11,759: 12,852 2,372 -1,600 7,783 416 -389 257 350 0 1,126 0: 130 -545 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.0 18.8 2.0 75.4 4.6 0.0 0.0 0.2 0.0 0.1 0.0: 2.1 0.7 Old : 100.0: 91.0 18.8 2.0 75.4 4.6 0.0 0.0 0.2 0.0 0.1 0.0: 2.1 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 55: 37 23 . 10 11 0 . . . . 0: Old : 55: 37 23 . 10 11 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 : 35.8 57.0 60.3 78.5 33.5 56.4 55.2 74.9 Old : 35.8 57.0 60.3 78.5 33.5 56.4 55.2 74.9 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, November 15, 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 : 371,273: 309,864 243,601 24,169 86,882 26,386 0 5,732 159 4,931 0 0: 5,764 8,513 Old : 371,273: 309,864 243,601 24,169 86,882 26,386 0 5,732 159 4,931 0 0: 5,764 8,513 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : 6,663: -6,319 9,662 6,729 -5,692 2,923 0 -372 108 1,124 0 0: 2,098 34 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.5 65.6 6.5 23.4 7.1 0.0 1.5 0.0 1.3 0.0 0.0: 1.6 2.3 Old : 100.0: 83.5 65.6 6.5 23.4 7.1 0.0 1.5 0.0 1.3 0.0 0.0: 1.6 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 56: 29 30 4 8 7 0 . . . 0 0: Old : 56: 29 30 4 8 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 : 60.6 34.0 78.7 55.1 55.9 33.9 68.4 52.2 Old : 60.6 34.0 78.7 55.1 55.9 33.9 68.4 52.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 Disaggregated Commitments of Traders - Futures Only, November 15, 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 : 274,053: 215,056 171,384 21,180 68,067 28,888 18 0 1,805 0 726 675: 6,431 2,508 Old : 274,053: 215,056 171,384 21,180 68,067 28,888 18 0 1,805 0 726 675: 6,431 2,508 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : 1,407: -638 356 584 -1,139 1,524 18 -351 12 -7 463 -393: 307 935 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.5 62.5 7.7 24.8 10.5 0.0 0.0 0.7 0.0 0.3 0.2: 2.3 0.9 Old : 100.0: 78.5 62.5 7.7 24.8 10.5 0.0 0.0 0.7 0.0 0.3 0.2: 2.3 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 51: 27 28 5 8 11 . 0 . 0 . .: Old : 51: 27 28 5 8 11 . 0 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.8 44.6 70.0 68.4 53.2 40.5 64.0 57.6 Old : 53.8 44.6 70.0 68.4 53.2 40.5 64.0 57.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 Disaggregated Commitments of Traders - Futures Only, November 15, 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 : 98,846: 91,196 36,844 143 43,792 2,127 0 59 1,632 1,097 0 31: 2,620 14,361 Old : 98,846: 91,196 36,844 143 43,792 2,127 0 59 1,632 1,097 0 31: 2,620 14,361 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : 8,955: 9,420 3,724 143 143 222 -1,498 59 885 419 0 0: -636 3,922 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.3 37.3 0.1 44.3 2.2 0.0 0.1 1.7 1.1 0.0 0.0: 2.7 14.5 Old : 100.0: 92.3 37.3 0.1 44.3 2.2 0.0 0.1 1.7 1.1 0.0 0.0: 2.7 14.5 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: 16 13 . 8 . 0 . . . 0 .: Old : 31: 16 13 . 8 . 0 . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.3 39.6 85.7 62.1 66.0 39.3 80.3 57.7 Old : 68.3 39.6 85.7 62.1 66.0 39.3 80.3 57.7 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, November 15, 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 : 111,846: 92,607 74,956 3,896 1,967 7,220 0 615 120 2,886 20,894 338: 4,779 5,736 Old : 111,846: 92,607 74,956 3,896 1,967 7,220 0 615 120 2,886 20,894 338: 4,779 5,736 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : 1,654: 2,045 737 -2,595 325 510 0 -50 0 2,886 340 -59: -1,133 -149 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.8 67.0 3.5 1.8 6.5 0.0 0.5 0.1 2.6 18.7 0.3: 4.3 5.1 Old : 100.0: 82.8 67.0 3.5 1.8 6.5 0.0 0.5 0.1 2.6 18.7 0.3: 4.3 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 : 35: 20 19 . . . 0 . . . . .: Old : 35: 20 19 . . . 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.5 40.0 73.5 60.1 48.1 39.7 61.3 57.8 Old : 54.5 40.0 73.5 60.1 48.1 39.7 61.3 57.8 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, November 15, 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 : 101,403: 85,423 14,649 2,261 77,552 1,169 705 0 1,091 0 1,942 78: 10,676 4,922 Old : 101,403: 85,423 14,649 2,261 77,552 1,169 705 0 1,091 0 1,942 78: 10,676 4,922 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : 1,219: -110 521 645 608 -886 705 -452 86 0 31 -62: 841 1,373 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.2 14.4 2.2 76.5 1.2 0.7 0.0 1.1 0.0 1.9 0.1: 10.5 4.9 Old : 100.0: 84.2 14.4 2.2 76.5 1.2 0.7 0.0 1.1 0.0 1.9 0.1: 10.5 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 : 25: 13 8 . 7 . . 0 . 0 . .: Old : 25: 13 8 . 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 : 57.7 64.7 76.1 84.7 57.1 64.7 74.5 81.6 Old : 57.7 64.7 76.1 84.7 57.1 64.7 74.5 81.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W Disaggregated Commitments of Traders - Futures Only, November 15, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mm btu : : : Positions : All : 137,618: 107,405 57,490 22,567 74,987 1,493 0 0 0 0 0 0: 6,153 3,648 Old : 137,618: 107,405 57,490 22,567 74,987 1,493 0 0 0 0 0 0: 6,153 3,648 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : 3,258: 2,692 2,692 31 611 -76 0 0 0 0 0 0: 611 31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.0 41.8 16.4 54.5 1.1 0.0 0.0 0.0 0.0 0.0 0.0: 4.5 2.7 Old : 100.0: 78.0 41.8 16.4 54.5 1.1 0.0 0.0 0.0 0.0 0.0 0.0: 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 : 37: 19 15 4 9 5 0 0 0 0 0 0: Old : 37: 19 15 4 9 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 : 52.0 74.0 71.2 85.2 51.9 72.5 71.0 83.4 Old : 52.0 74.0 71.2 85.2 51.9 72.5 71.0 83.4 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, November 15, 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 : 426,237: 301,128 167,793 61,516 216,031 31,365 7,240 0 155 9,876 453 5,087: 9,870 5,353 Old : 426,237: 301,128 167,793 61,516 216,031 31,365 7,240 0 155 9,876 453 5,087: 9,870 5,353 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : 7,258: 7,446 6,556 2,186 7,042 -2,351 -1,284 0 -1,513 4,037 238 -1,991: 728 -723 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.6 39.4 14.4 50.7 7.4 1.7 0.0 0.0 2.3 0.1 1.2: 2.3 1.3 Old : 100.0: 70.6 39.4 14.4 50.7 7.4 1.7 0.0 0.0 2.3 0.1 1.2: 2.3 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 : 66: 40 32 . 12 10 . 0 . . . .: Old : 66: 40 32 . 12 10 . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.7 52.5 52.7 68.3 27.7 47.5 41.6 56.0 Old : 34.7 52.5 52.7 68.3 27.7 47.5 41.6 56.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 Disaggregated Commitments of Traders - Futures Only, November 15, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 69,213: 55,991 33,075 0 27,198 1,627 0 193 944 3 0 973: 9,675 5,203 Old : 69,213: 55,991 33,075 0 27,198 1,627 0 193 944 3 0 973: 9,675 5,203 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : 2,614: 1,276 1,184 0 1,338 -516 0 -242 145 -304 0 186: 1,827 519 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.9 47.8 0.0 39.3 2.4 0.0 0.3 1.4 0.0 0.0 1.4: 14.0 7.5 Old : 100.0: 80.9 47.8 0.0 39.3 2.4 0.0 0.3 1.4 0.0 0.0 1.4: 14.0 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: 12 9 0 7 4 0 . . . 0 .: Old : 26: 12 9 0 7 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 : 63.4 52.7 75.9 75.1 61.8 51.5 74.3 71.2 Old : 63.4 52.7 75.9 75.1 61.8 51.5 74.3 71.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 Disaggregated Commitments of Traders - Futures Only, November 15, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 15,927: 13,812 10,506 300 2,350 0 0 0 0 0 930 0: 1,815 2,141 Old : 15,927: 13,812 10,506 300 2,350 0 0 0 0 0 930 0: 1,815 2,141 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.7 66.0 1.9 14.8 0.0 0.0 0.0 0.0 0.0 5.8 0.0: 11.4 13.4 Old : 100.0: 86.7 66.0 1.9 14.8 0.0 0.0 0.0 0.0 0.0 5.8 0.0: 11.4 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 : 20: 11 7 . . 0 0 0 0 0 . 0: Old : 20: 11 7 . . 0 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.9 60.1 81.2 83.7 60.9 60.1 81.2 83.2 Old : 60.9 60.1 81.2 83.7 60.9 60.1 81.2 83.2 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, November 15, 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 : 65,275: 28,283 42,442 27,208 11,928 3,903 1,515 0 1,212 0 235 124: 3,030 5,431 Old : 65,275: 28,283 42,442 27,208 11,928 3,903 1,515 0 1,212 0 235 124: 3,030 5,431 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : -273: -9 -183 -152 -633 0 -360 0 0 0 235 124: 124 184 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.3 65.0 41.7 18.3 6.0 2.3 0.0 1.9 0.0 0.4 0.2: 4.6 8.3 Old : 100.0: 43.3 65.0 41.7 18.3 6.0 2.3 0.0 1.9 0.0 0.4 0.2: 4.6 8.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 12 9 6 . 7 . 0 . 0 . .: Old : 25: 12 9 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 : 47.6 58.1 72.1 81.5 44.8 52.0 65.3 68.2 Old : 47.6 58.1 72.1 81.5 44.8 52.0 65.3 68.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG Disaggregated Commitments of Traders - Futures Only, November 15, 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 : 84,868: 46,741 65,739 9,267 5,854 10,040 18,668 0 0 0 0 0: 152 3,235 Old : 84,868: 46,741 65,739 9,267 5,854 10,040 18,668 0 0 0 0 0: 152 3,235 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : 4,737: 1,085 773 506 1,518 1,286 2,046 0 0 0 0 0: -186 1,160 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.1 77.5 10.9 6.9 11.8 22.0 0.0 0.0 0.0 0.0 0.0: 0.2 3.8 Old : 100.0: 55.1 77.5 10.9 6.9 11.8 22.0 0.0 0.0 0.0 0.0 0.0: 0.2 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 8 15 5 . 6 . 0 0 0 0 0: Old : 26: 8 15 5 . 6 . 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.5 56.4 88.9 74.4 58.1 52.5 69.7 64.0 Old : 63.5 56.4 88.9 74.4 58.1 52.5 69.7 64.0 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, November 15, 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 : 91,786: 50,413 76,822 8,067 1,511 4,197 20,192 3,984 2,556 5,040 960 0: 1,321 1,756 Old : 91,786: 50,413 76,822 8,067 1,511 4,197 20,192 3,984 2,556 5,040 960 0: 1,321 1,756 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : 248: -1,798 248 0 0 0 0 -2,046 2,046 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.9 83.7 8.8 1.6 4.6 22.0 4.3 2.8 5.5 1.0 0.0: 1.4 1.9 Old : 100.0: 54.9 83.7 8.8 1.6 4.6 22.0 4.3 2.8 5.5 1.0 0.0: 1.4 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 : 56: 19 26 5 . . . . . . . 0: Old : 56: 19 26 5 . . . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.1 45.7 65.0 66.3 34.4 39.9 50.4 51.0 Old : 45.1 45.7 65.0 66.3 34.4 39.9 50.4 51.0 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, November 15, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 45,161: 42,097 42,345 1,464 210 0 0 0 0 630 0 0: 970 2,606 Old : 45,161: 42,097 42,345 1,464 210 0 0 0 0 630 0 0: 970 2,606 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : 1,178: 248 1,178 744 0 0 0 0 0 0 0 0: 186 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.2 93.8 3.2 0.5 0.0 0.0 0.0 0.0 1.4 0.0 0.0: 2.1 5.8 Old : 100.0: 93.2 93.8 3.2 0.5 0.0 0.0 0.0 0.0 1.4 0.0 0.0: 2.1 5.8 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 : 34: 17 18 . . 0 0 0 0 . 0 0: Old : 34: 17 18 . . 0 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.2 58.3 77.3 79.1 55.9 53.3 70.9 74.1 Old : 59.2 58.3 77.3 79.1 55.9 53.3 70.9 74.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ Disaggregated Commitments of Traders - Futures Only, November 15, 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 : 241,462: 199,841 170,048 21,453 45,699 13,257 0 254 832 0 0 0: 6,079 11,372 Old : 241,462: 199,841 170,048 21,453 45,699 13,257 0 254 832 0 0 0: 6,079 11,372 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : 7,860: 10,607 5,432 -3,803 -583 1,293 0 59 -135 0 0 0: -102 1,794 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.8 70.4 8.9 18.9 5.5 0.0 0.1 0.3 0.0 0.0 0.0: 2.5 4.7 Old : 100.0: 82.8 70.4 8.9 18.9 5.5 0.0 0.1 0.3 0.0 0.0 0.0: 2.5 4.7 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: 32 26 . . 4 0 . . 0 0 0: Old : 40: 32 26 . . 4 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.6 55.8 70.1 71.8 50.5 47.2 62.4 57.4 Old : 55.6 55.8 70.1 71.8 50.5 47.2 62.4 57.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW Disaggregated Commitments of Traders - Futures Only, November 15, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :mmbtu : : : Positions : All : 24,711: 20,235 19,924 802 0 248 0 0 0 0 997 840: 2,586 2,702 Old : 24,711: 20,235 19,924 802 0 248 0 0 0 0 997 840: 2,586 2,702 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : 1,550: 1,581 124 -248 0 248 0 0 0 -840 307 840: -31 31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.9 80.6 3.2 0.0 1.0 0.0 0.0 0.0 0.0 4.0 3.4: 10.5 10.9 Old : 100.0: 81.9 80.6 3.2 0.0 1.0 0.0 0.0 0.0 0.0 4.0 3.4: 10.5 10.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 11 15 . 0 . 0 0 0 0 . .: Old : 24: 11 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 : 71.4 53.4 82.9 73.8 63.7 53.4 70.1 65.1 Old : 71.4 53.4 82.9 73.8 63.7 53.4 70.1 65.1 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, November 15, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 66,141: 44,681 55,618 9,798 4,443 2,216 570 0 613 2,403 0 0: 5,860 3,251 Old : 66,141: 44,681 55,618 9,798 4,443 2,216 570 0 613 2,403 0 0: 5,860 3,251 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : 4,784: 4,844 1,929 1,278 4,443 789 -68 0 0 0 0 0: -2,059 -2,377 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.6 84.1 14.8 6.7 3.4 0.9 0.0 0.9 3.6 0.0 0.0: 8.9 4.9 Old : 100.0: 67.6 84.1 14.8 6.7 3.4 0.9 0.0 0.9 3.6 0.0 0.0: 8.9 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 : 23: 11 13 4 . 4 . 0 . . 0 0: Old : 23: 11 13 4 . 4 . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.0 70.6 80.3 83.5 62.5 69.6 72.8 76.4 Old : 69.0 70.6 80.3 83.5 62.5 69.6 72.8 76.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 Disaggregated Commitments of Traders - Futures Only, November 15, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 79,491: 67,052 52,113 4,351 16,140 3,542 0 1,948 1,002 0 365 0: 3,544 4,381 Old : 79,491: 67,052 52,113 4,351 16,140 3,542 0 1,948 1,002 0 365 0: 3,544 4,381 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : 396: -688 1,973 527 -992 137 0 -338 107 0 365 0: 313 -856 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.4 65.6 5.5 20.3 4.5 0.0 2.5 1.3 0.0 0.5 0.0: 4.5 5.5 Old : 100.0: 84.4 65.6 5.5 20.3 4.5 0.0 2.5 1.3 0.0 0.5 0.0: 4.5 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 16 18 . 5 5 0 . . 0 . 0: Old : 36: 16 18 . 5 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 : 64.1 42.2 78.5 65.1 62.8 33.9 71.8 52.5 Old : 64.1 42.2 78.5 65.1 62.8 33.9 71.8 52.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB Disaggregated Commitments of Traders - Futures Only, November 15, 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 : 125,184: 80,559 115,112 25,172 2,465 474 4,475 0 120 4,128 0 0: 10,256 7,013 Old : 125,184: 80,559 115,112 25,172 2,465 474 4,475 0 120 4,128 0 0: 10,256 7,013 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : 1,770: -1,160 1,627 2,051 0 0 -214 0 61 552 0 0: 480 82 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.4 92.0 20.1 2.0 0.4 3.6 0.0 0.1 3.3 0.0 0.0: 8.2 5.6 Old : 100.0: 64.4 92.0 20.1 2.0 0.4 3.6 0.0 0.1 3.3 0.0 0.0: 8.2 5.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 14 12 . . . . 0 . . 0 0: Old : 26: 14 12 . . . . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.0 77.6 72.4 88.1 52.3 76.5 69.0 84.6 Old : 55.0 77.6 72.4 88.1 52.3 76.5 69.0 84.6 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, November 15, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 93,847: 64,420 86,819 19,999 0 683 0 0 0 0 0 0: 8,745 6,345 Old : 93,847: 64,420 86,819 19,999 0 683 0 0 0 0 0 0: 8,745 6,345 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : 2,195: 2,208 850 -168 0 124 0 0 0 0 0 0: 31 1,221 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.6 92.5 21.3 0.0 0.7 0.0 0.0 0.0 0.0 0.0 0.0: 9.3 6.8 Old : 100.0: 68.6 92.5 21.3 0.0 0.7 0.0 0.0 0.0 0.0 0.0 0.0: 9.3 6.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 11 14 5 0 . 0 0 0 0 0 0: Old : 20: 11 14 5 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 : 55.9 74.2 79.6 89.4 51.8 72.7 71.2 79.0 Old : 55.9 74.2 79.6 89.4 51.8 72.7 71.2 79.0 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, November 15, 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 : 112,692: 104,362 98,607 0 8,860 2,286 0 0 0 1,232 0 62: 4,750 2,877 Old : 112,692: 104,362 98,607 0 8,860 2,286 0 0 0 1,232 0 62: 4,750 2,877 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : 4,265: 5,305 3,299 0 -732 -31 0 0 0 -242 0 62: -829 1,667 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.6 87.5 0.0 7.9 2.0 0.0 0.0 0.0 1.1 0.0 0.1: 4.2 2.6 Old : 100.0: 92.6 87.5 0.0 7.9 2.0 0.0 0.0 0.0 1.1 0.0 0.1: 4.2 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 18 15 0 . . 0 0 0 . 0 .: Old : 28: 18 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 : 59.3 57.6 78.0 79.6 47.9 49.5 58.7 60.5 Old : 59.3 57.6 78.0 79.6 47.9 49.5 58.7 60.5 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, November 15, 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 : 130,930: 99,607 68,183 10,505 44,101 5,742 0 842 973 0 563 220: 13,883 10,306 Old : 130,930: 99,607 68,183 10,505 44,101 5,742 0 842 973 0 563 220: 13,883 10,306 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : 2,182: 2,737 2,947 0 106 642 0 -248 87 0 -555 31: -1,315 -828 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.1 52.1 8.0 33.7 4.4 0.0 0.6 0.7 0.0 0.4 0.2: 10.6 7.9 Old : 100.0: 76.1 52.1 8.0 33.7 4.4 0.0 0.6 0.7 0.0 0.4 0.2: 10.6 7.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 21 19 . 4 5 0 . . 0 . .: Old : 35: 21 19 . 4 5 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 : 42.9 55.7 59.6 72.7 37.4 45.6 51.5 59.4 Old : 42.9 55.7 59.6 72.7 37.4 45.6 51.5 59.4 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, November 15, 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 : 30,226: 21,692 28,328 3,018 1,657 0 0 0 0 3,278 0 0: 2,238 241 Old : 30,226: 21,692 28,328 3,018 1,657 0 0 0 0 3,278 0 0: 2,238 241 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : 868: 372 952 62 310 -93 0 0 0 372 0 0: 155 -301 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.8 93.7 10.0 5.5 0.0 0.0 0.0 0.0 10.8 0.0 0.0: 7.4 0.8 Old : 100.0: 71.8 93.7 10.0 5.5 0.0 0.0 0.0 0.0 10.8 0.0 0.0: 7.4 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 13 14 . . 0 0 0 0 4 0 0: Old : 28: 13 14 . . 0 0 0 0 4 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.2 63.6 66.1 85.3 42.0 54.6 62.0 74.4 Old : 42.2 63.6 66.1 85.3 42.0 54.6 62.0 74.4 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, November 15, 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 : 26,524: 18,548 25,232 6,348 198 360 0 0 0 602 434 0: 666 300 Old : 26,524: 18,548 25,232 6,348 198 360 0 0 0 602 434 0: 666 300 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : 992: 1,147 93 -577 198 360 0 0 0 0 434 0: 62 -93 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.9 95.1 23.9 0.7 1.4 0.0 0.0 0.0 2.3 1.6 0.0: 2.5 1.1 Old : 100.0: 69.9 95.1 23.9 0.7 1.4 0.0 0.0 0.0 2.3 1.6 0.0: 2.5 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 : 25: 13 9 . . . 0 0 0 . . 0: Old : 25: 13 9 . . . 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.5 67.9 81.0 92.3 59.5 65.5 80.6 84.8 Old : 59.5 67.9 81.0 92.3 59.5 65.5 80.6 84.8 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, November 15, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mm btu : : : Positions : All : 180,963: 128,423 101,981 15,167 55,039 11,707 310 2,520 922 14,201 2,232 600: 9,633 5,962 Old : 180,963: 128,423 101,981 15,167 55,039 11,707 310 2,520 922 14,201 2,232 600: 9,633 5,962 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : -941: -691 -755 186 833 -92 0 -1,380 62 566 248 0: -972 143 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.0 56.4 8.4 30.4 6.5 0.2 1.4 0.5 7.8 1.2 0.3: 5.3 3.3 Old : 100.0: 71.0 56.4 8.4 30.4 6.5 0.2 1.4 0.5 7.8 1.2 0.3: 5.3 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 53: 31 24 . 6 9 . . . . . .: Old : 53: 31 24 . 6 9 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.9 53.7 51.8 66.9 30.4 48.5 45.8 57.7 Old : 33.9 53.7 51.8 66.9 30.4 48.5 45.8 57.7 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, November 15, 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 : 90,027: 72,856 52,256 5,320 24,916 4,139 0 0 0 0 0 0: 7,712 8,716 Old : 90,027: 72,856 52,256 5,320 24,916 4,139 0 0 0 0 0 0: 7,712 8,716 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : -2,157: -443 -2,647 -335 -756 393 -2,596 0 0 0 0 0: 824 853 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.9 58.0 5.9 27.7 4.6 0.0 0.0 0.0 0.0 0.0 0.0: 8.6 9.7 Old : 100.0: 80.9 58.0 5.9 27.7 4.6 0.0 0.0 0.0 0.0 0.0 0.0: 8.6 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 : 25: 14 14 . 4 . 0 0 0 0 0 0: Old : 25: 14 14 . 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 : 52.6 56.4 72.4 72.7 47.5 52.6 65.3 67.6 Old : 52.6 56.4 72.4 72.7 47.5 52.6 65.3 67.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW Disaggregated Commitments of Traders - Futures Only, November 15, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mm btu : : : Positions : All : 81,633: 44,234 58,213 31,746 16,282 1,337 0 0 0 0 0 0: 4,316 5,801 Old : 81,633: 44,234 58,213 31,746 16,282 1,337 0 0 0 0 0 0: 4,316 5,801 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : 3,655: 1,114 2,575 949 0 0 0 0 0 0 0 0: 1,592 1,080 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.2 71.3 38.9 19.9 1.6 0.0 0.0 0.0 0.0 0.0 0.0: 5.3 7.1 Old : 100.0: 54.2 71.3 38.9 19.9 1.6 0.0 0.0 0.0 0.0 0.0 0.0: 5.3 7.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 13 11 8 . . 0 0 0 0 0 0: Old : 27: 13 11 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 : 42.6 75.1 64.2 87.7 33.5 64.5 50.9 70.3 Old : 42.6 75.1 64.2 87.7 33.5 64.5 50.9 70.3 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, November 15, 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 : 123,263: 91,676 41,344 7,518 70,696 4,358 1,986 0 0 3,021 0 0: 14,704 6,865 Old : 123,263: 91,676 41,344 7,518 70,696 4,358 1,986 0 0 3,021 0 0: 14,704 6,865 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : 3,217: 1,791 -218 371 1,218 90 -62 0 0 121 0 0: 906 2,127 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.4 33.5 6.1 57.4 3.5 1.6 0.0 0.0 2.5 0.0 0.0: 11.9 5.6 Old : 100.0: 74.4 33.5 6.1 57.4 3.5 1.6 0.0 0.0 2.5 0.0 0.0: 11.9 5.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 14 6 . 8 5 . 0 0 . 0 0: Old : 26: 14 6 . 8 5 . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.9 77.0 69.3 89.7 53.7 73.3 69.0 85.4 Old : 53.9 77.0 69.3 89.7 53.7 73.3 69.0 85.4 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, November 15, 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 : 1,193,024: 172,170 219,885 164,352 53,240 122,475 240,073 225,108 233,647 65,050 170,877 126,785: 68,472 41,007 Old : 1,193,024: 172,170 219,885 164,352 53,240 122,475 240,073 225,108 233,647 65,050 170,877 126,785: 68,472 41,007 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : 20,897: 11,324 655 5,166 -6,866 11,955 -1,009 20,930 -9,309 7,581 2,936 -374: -4,437 970 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.4 18.4 13.8 4.5 10.3 20.1 18.9 19.6 5.5 14.3 10.6: 5.7 3.4 Old : 100.0: 14.4 18.4 13.8 4.5 10.3 20.1 18.9 19.6 5.5 14.3 10.6: 5.7 3.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 332: 41 35 22 9 27 58 73 65 63 48 76: Old : 332: 41 35 22 9 27 58 73 65 63 48 76: 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 22.2 28.4 35.7 10.5 17.6 16.1 24.2 Old : 16.7 22.2 28.4 35.7 10.5 17.6 16.1 24.2 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, November 15, 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 : 322,669: 86,840 40,706 18,784 40,731 48,238 4,196 12,340 21,950 113,519 132,742 19,500: 9,642 6,462 Old : 322,669: 86,840 40,706 18,784 40,731 48,238 4,196 12,340 21,950 113,519 132,742 19,500: 9,642 6,462 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : 18,372: 10,250 3,737 -1,008 3,948 3,468 1,116 -1,380 3,373 2,197 5,762 589: -1,613 -1,125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.9 12.6 5.8 12.6 14.9 1.3 3.8 6.8 35.2 41.1 6.0: 3.0 2.0 Old : 100.0: 26.9 12.6 5.8 12.6 14.9 1.3 3.8 6.8 35.2 41.1 6.0: 3.0 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 72: 19 23 . 10 13 4 4 7 13 13 21: Old : 72: 19 23 . 10 13 4 4 7 13 13 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 : 47.8 46.1 61.5 58.4 43.6 43.6 52.8 50.9 Old : 47.8 46.1 61.5 58.4 43.6 43.6 52.8 50.9 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, November 15, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 10,000 MMBTU'S) : : : Positions : All : 123,560: 24,796 27,450 34,548 37,819 19,156 5,949 5,222 9,451 8,651 6,033 14,671: 6,338 3,758 Old : 123,560: 24,796 27,450 34,548 37,819 19,156 5,949 5,222 9,451 8,651 6,033 14,671: 6,338 3,758 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : 10,921: -899 2,438 2,853 452 1,284 1,414 1,807 877 2,120 809 3,014: 258 240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.1 22.2 28.0 30.6 15.5 4.8 4.2 7.6 7.0 4.9 11.9: 5.1 3.0 Old : 100.0: 20.1 22.2 28.0 30.6 15.5 4.8 4.2 7.6 7.0 4.9 11.9: 5.1 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 61: 15 17 10 7 16 6 6 9 7 7 12: Old : 61: 15 17 10 7 16 6 6 9 7 7 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 : 23.0 42.8 38.7 54.9 16.7 32.7 27.1 38.2 Old : 23.0 42.8 38.7 54.9 16.7 32.7 27.1 38.2 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, November 15, 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 : 32,348: 2,453 5,107 7,023 7,133 12,390 3,877 10 2,726 206 1,376 3,523: 150 83 Old : 32,348: 2,453 5,107 7,023 7,133 12,390 3,877 10 2,726 206 1,376 3,523: 150 83 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : 1,224: 207 775 591 -950 944 -135 0 -199 -582 256 398: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.6 15.8 21.7 22.1 38.3 12.0 0.0 8.4 0.6 4.3 10.9: 0.5 0.3 Old : 100.0: 7.6 15.8 21.7 22.1 38.3 12.0 0.0 8.4 0.6 4.3 10.9: 0.5 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 5 4 4 . 6 6 . . 4 7 10: Old : 30: 5 4 4 . 6 6 . . 4 7 10: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.4 70.8 81.6 86.9 28.1 30.7 33.1 34.0 Old : 57.4 70.8 81.6 86.9 28.1 30.7 33.1 34.0 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, November 15, 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 : 1,383,088: 393,431 234,149 78,724 830,547 163,043 114,089 7,089 43,440 528,119 54,074 30,018: 32,224 20,728 Old : 1,383,088: 393,431 234,149 78,724 830,547 163,043 114,089 7,089 43,440 528,119 54,074 30,018: 32,224 20,728 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : 16,172: 16,910 6,048 1,678 8,166 -4,386 4,633 -448 641 -2,639 7,179 -1,161: 496 133 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.4 16.9 5.7 60.1 11.8 8.2 0.5 3.1 38.2 3.9 2.2: 2.3 1.5 Old : 100.0: 28.4 16.9 5.7 60.1 11.8 8.2 0.5 3.1 38.2 3.9 2.2: 2.3 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 : 89: 38 31 4 14 13 6 . 5 15 4 15: Old : 89: 38 31 4 14 13 6 . 5 15 4 15: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.3 37.3 60.3 62.5 44.3 34.5 53.9 58.3 Old : 48.3 37.3 60.3 62.5 44.3 34.5 53.9 58.3 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, November 15, 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 : 306,553: 61,338 71,340 175,763 141,454 21,697 6,689 17,223 14,757 10,733 23,355 13,760: 1,816 2,967 Old : 306,553: 61,338 71,340 175,763 141,454 21,697 6,689 17,223 14,757 10,733 23,355 13,760: 1,816 2,967 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : 4,493: -63 4,362 1,607 -67 -404 -2,292 2,879 -246 3,165 -2,715 1,322: 1,404 -638 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.0 23.3 57.3 46.1 7.1 2.2 5.6 4.8 3.5 7.6 4.5: 0.6 1.0 Old : 100.0: 20.0 23.3 57.3 46.1 7.1 2.2 5.6 4.8 3.5 7.6 4.5: 0.6 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 73: 14 21 14 5 15 5 10 11 7 10 13: Old : 73: 14 21 14 5 15 5 10 11 7 10 13: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.5 51.0 54.1 64.0 30.3 47.7 46.8 56.2 Old : 35.5 51.0 54.1 64.0 30.3 47.7 46.8 56.2 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, November 15, 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 : 35,184: 33,673 26,705 152 6,808 96 0 0 0 1,087 936 176: 0 463 Old : 35,184: 33,673 26,705 152 6,808 96 0 0 0 1,087 936 176: 0 463 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : 1,883: 1,543 1,891 75 0 0 0 0 0 296 0 -8: -23 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 95.7 75.9 0.4 19.3 0.3 0.0 0.0 0.0 3.1 2.7 0.5: 0.0 1.3 Old : 100.0: 95.7 75.9 0.4 19.3 0.3 0.0 0.0 0.0 3.1 2.7 0.5: 0.0 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 21 21 . 5 . 0 0 0 5 . .: Old : 40: 21 21 . 5 . 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 : 75.1 68.8 87.5 84.9 73.0 68.2 82.0 82.3 Old : 75.1 68.8 87.5 84.9 73.0 68.2 82.0 82.3 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, November 15, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 142,836: 111,579 115,500 10,867 15,091 5,253 3,511 90 3,362 6,294 1,871 1,096: 874 573 Old : 142,836: 111,579 115,500 10,867 15,091 5,253 3,511 90 3,362 6,294 1,871 1,096: 874 573 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : 2,463: 2,112 2,357 370 66 194 -600 1 50 595 126 -303: 45 -28 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.1 80.9 7.6 10.6 3.7 2.5 0.1 2.4 4.4 1.3 0.8: 0.6 0.4 Old : 100.0: 78.1 80.9 7.6 10.6 3.7 2.5 0.1 2.4 4.4 1.3 0.8: 0.6 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 97: 51 47 4 7 8 4 . . 14 9 9: Old : 97: 51 47 4 7 8 4 . . 14 9 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 : 36.9 43.4 55.2 61.1 21.5 35.1 29.1 39.6 Old : 36.9 43.4 55.2 61.1 21.5 35.1 29.1 39.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P Disaggregated Commitments of Traders - Futures Only, November 15, 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 : 101,953: 67,821 81,320 10,281 3,566 8,682 1,991 2,916 7 12,805 4,259 301: 65 902 Old : 101,953: 67,821 81,320 10,281 3,566 8,682 1,991 2,916 7 12,805 4,259 301: 65 902 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : 2,572: 960 3,285 1,610 -80 -498 145 -828 0 0 165 300: 55 228 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.5 79.8 10.1 3.5 8.5 2.0 2.9 0.0 12.6 4.2 0.3: 0.1 0.9 Old : 100.0: 66.5 79.8 10.1 3.5 8.5 2.0 2.9 0.0 12.6 4.2 0.3: 0.1 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 : 42: 21 23 4 . 5 . . . . 4 .: Old : 42: 21 23 4 . 5 . . . . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.8 61.4 76.6 77.1 31.9 32.6 41.2 40.0 Old : 55.8 61.4 76.6 77.1 31.9 32.6 41.2 40.0 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, November 15, 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 : 36,168: 31,691 31,005 385 1,898 1,068 310 0 0 2,011 1,020 578: 125 599 Old : 36,168: 31,691 31,005 385 1,898 1,068 310 0 0 2,011 1,020 578: 125 599 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : 1,394: 1,475 1,278 65 -75 35 0 0 0 -242 25 81: -20 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.6 85.7 1.1 5.2 3.0 0.9 0.0 0.0 5.6 2.8 1.6: 0.3 1.7 Old : 100.0: 87.6 85.7 1.1 5.2 3.0 0.9 0.0 0.0 5.6 2.8 1.6: 0.3 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 55: 28 31 . 6 5 . 0 0 10 . 6: Old : 55: 28 31 . 6 5 . 0 0 10 . 6: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.9 42.0 65.5 58.2 26.4 28.4 36.9 37.1 Old : 44.9 42.0 65.5 58.2 26.4 28.4 36.9 37.1 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, November 15, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 15,398: 7,185 12,183 5,324 2,038 232 0 0 0 2,362 108 93: 202 744 Old : 15,398: 7,185 12,183 5,324 2,038 232 0 0 0 2,362 108 93: 202 744 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : 463: 395 450 0 50 -35 0 0 0 105 0 -2: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.7 79.1 34.6 13.2 1.5 0.0 0.0 0.0 15.3 0.7 0.6: 1.3 4.8 Old : 100.0: 46.7 79.1 34.6 13.2 1.5 0.0 0.0 0.0 15.3 0.7 0.6: 1.3 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 24 21 . 4 . 0 0 0 . . .: Old : 39: 24 21 . 4 . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.2 56.0 77.2 73.7 50.4 41.0 56.8 51.0 Old : 58.2 56.0 77.2 73.7 50.4 41.0 56.8 51.0 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, November 15, 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 : 16,226: 14,160 8,078 493 6,879 67 106 40 15 241 458 194: 950 495 Old : 16,226: 14,160 8,078 493 6,879 67 106 40 15 241 458 194: 950 495 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 8, 2016 : : 578: 553 416 30 55 0 0 0 0 -10 147 -5: 10 -35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.3 49.8 3.0 42.4 0.4 0.7 0.2 0.1 1.5 2.8 1.2: 5.9 3.1 Old : 100.0: 87.3 49.8 3.0 42.4 0.4 0.7 0.2 0.1 1.5 2.8 1.2: 5.9 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 26 15 . 4 . . . . . 4 .: Old : 41: 26 15 . 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 : 57.8 59.7 73.1 80.5 33.8 50.1 41.0 54.6 Old : 57.8 59.7 73.1 80.5 33.8 50.1 41.0 54.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 18, 2016