NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 Disaggregated Commitments of Traders - Futures Only, November 22, 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 : 4,714,607: 2,397,777 1,093,313 557,034 2,713,526 214,908 484,663 26,706 282,462 384,063 15,533 357,550: 36,150 10,609 Old : 4,714,607: 2,397,777 1,093,313 557,034 2,713,526 214,908 484,663 26,706 282,462 384,063 15,533 357,550: 36,150 10,609 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : -22,726: -46,585 10,052 -23,875 -7,021 4,095 -6,497 -7,320 10,846 63,992 -9,224 -17,857: -6,845 -6,297 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.9 23.2 11.8 57.6 4.6 10.3 0.6 6.0 8.1 0.3 7.6: 0.8 0.2 Old : 100.0: 50.9 23.2 11.8 57.6 4.6 10.3 0.6 6.0 8.1 0.3 7.6: 0.8 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 233: 118 104 8 20 23 22 7 22 32 17 40: Old : 233: 118 104 8 20 23 22 7 22 32 17 40: 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 : 27.2 32.6 42.1 47.2 24.9 30.7 36.2 43.9 Old : 27.2 32.6 42.1 47.2 24.9 30.7 36.2 43.9 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 22, 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 : 237,149: 43,655 61,003 55,262 42,710 38,575 3,324 38,645 15,717 69,003 30,461 9,559: 2,054 479 Old : 237,149: 43,655 61,003 55,262 42,710 38,575 3,324 38,645 15,717 69,003 30,461 9,559: 2,054 479 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 25,552: 6,351 13,146 1,312 -6,346 9,584 1,117 983 1,724 4,496 5,050 1,042: -74 369 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.4 25.7 23.3 18.0 16.3 1.4 16.3 6.6 29.1 12.8 4.0: 0.9 0.2 Old : 100.0: 18.4 25.7 23.3 18.0 16.3 1.4 16.3 6.6 29.1 12.8 4.0: 0.9 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 69: 16 17 12 7 15 . 7 9 10 9 8: Old : 69: 16 17 12 7 15 . 7 9 10 9 8: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.2 42.4 62.3 65.7 36.9 34.9 47.1 51.5 Old : 47.2 42.4 62.3 65.7 36.9 34.9 47.1 51.5 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 22, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 214,593: 131,644 191,488 41,047 8,490 8,166 537 465 855 7,940 0 83: 24,321 5,046 Old : 214,593: 131,644 191,488 41,047 8,490 8,166 537 465 855 7,940 0 83: 24,321 5,046 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 1,035: -4,409 -622 -2,088 175 1,576 -91 465 373 2,110 0 -542: 4,106 -390 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.3 89.2 19.1 4.0 3.8 0.3 0.2 0.4 3.7 0.0 0.0: 11.3 2.4 Old : 100.0: 61.3 89.2 19.1 4.0 3.8 0.3 0.2 0.4 3.7 0.0 0.0: 11.3 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 49: 28 25 . . 4 . . . 5 0 .: Old : 49: 28 25 . . 4 . . . 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 : 44.5 54.8 59.1 78.0 40.9 51.9 52.1 66.8 Old : 44.5 54.8 59.1 78.0 40.9 51.9 52.1 66.8 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 22, 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 : 121,297: 112,302 90,228 1 23,175 3,529 0 0 0 745 292 620: 4,100 3,453 Old : 121,297: 112,302 90,228 1 23,175 3,529 0 0 0 745 292 620: 4,100 3,453 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 11,435: 10,959 8,968 1 1,925 17 0 0 0 182 0 310: -34 215 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.6 74.4 0.0 19.1 2.9 0.0 0.0 0.0 0.6 0.2 0.5: 3.4 2.8 Old : 100.0: 92.6 74.4 0.0 19.1 2.9 0.0 0.0 0.0 0.6 0.2 0.5: 3.4 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 21 26 . 4 . 0 0 0 . . .: Old : 36: 21 26 . 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 : 65.4 46.5 82.2 65.4 61.0 40.5 70.1 56.3 Old : 65.4 46.5 82.2 65.4 61.0 40.5 70.1 56.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 Disaggregated Commitments of Traders - Futures Only, November 22, 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 : 162,713: 123,193 65,086 14,527 75,143 7,536 1,629 2,548 1,007 1,011 1,446 481: 13,329 9,466 Old : 162,713: 123,193 65,086 14,527 75,143 7,536 1,629 2,548 1,007 1,011 1,446 481: 13,329 9,466 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 2,007: 1,289 1,127 -704 203 -486 0 880 -139 862 84 -118: 1,303 456 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.7 40.0 8.9 46.2 4.6 1.0 1.6 0.6 0.6 0.9 0.3: 8.2 5.8 Old : 100.0: 75.7 40.0 8.9 46.2 4.6 1.0 1.6 0.6 0.6 0.9 0.3: 8.2 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 : 47: 20 22 4 9 6 . . . . . .: Old : 47: 20 22 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 : 52.4 43.1 68.3 64.5 49.2 43.1 63.6 62.6 Old : 52.4 43.1 68.3 64.5 49.2 43.1 63.6 62.6 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 22, 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 : 858,985: 780,065 167,378 15,590 639,303 43,329 0 1,015 1,699 217 71 910: 17,175 5,280 Old : 858,985: 780,065 167,378 15,590 639,303 43,329 0 1,015 1,699 217 71 910: 17,175 5,280 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 20,319: 16,740 9,409 -1,453 6,668 4,516 0 713 156 0 -1,055 910: -550 -998 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.8 19.5 1.8 74.4 5.0 0.0 0.1 0.2 0.0 0.0 0.1: 2.0 0.6 Old : 100.0: 90.8 19.5 1.8 74.4 5.0 0.0 0.1 0.2 0.0 0.0 0.1: 2.0 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 57: 36 23 4 9 11 0 . . . . .: Old : 57: 36 23 4 9 11 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 : 35.6 56.5 60.4 77.7 34.0 55.7 54.7 74.0 Old : 35.6 56.5 60.4 77.7 34.0 55.7 54.7 74.0 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 22, 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 : 375,938: 303,603 243,713 27,699 88,293 28,580 1,900 3,441 680 5,628 279 171: 7,677 10,781 Old : 375,938: 303,603 243,713 27,699 88,293 28,580 1,900 3,441 680 5,628 279 171: 7,677 10,781 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 4,665: -6,261 112 3,530 1,411 2,194 1,900 -2,291 521 697 279 171: 1,913 2,268 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.8 64.8 7.4 23.5 7.6 0.5 0.9 0.2 1.5 0.1 0.0: 2.0 2.9 Old : 100.0: 80.8 64.8 7.4 23.5 7.6 0.5 0.9 0.2 1.5 0.1 0.0: 2.0 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 : 60: 31 30 4 8 7 . . . . . .: Old : 60: 31 30 4 8 7 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.7 33.6 76.5 54.2 53.2 33.6 66.5 51.8 Old : 57.7 33.6 76.5 54.2 53.2 33.6 66.5 51.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 Disaggregated Commitments of Traders - Futures Only, November 22, 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 : 278,894: 217,368 174,651 20,820 69,744 28,894 578 0 1,561 0 881 582: 9,091 2,581 Old : 278,894: 217,368 174,651 20,820 69,744 28,894 578 0 1,561 0 881 582: 9,091 2,581 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 4,841: 2,312 3,267 -360 1,677 6 560 0 -244 0 155 -93: 2,660 73 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.9 62.6 7.5 25.0 10.4 0.2 0.0 0.6 0.0 0.3 0.2: 3.3 0.9 Old : 100.0: 77.9 62.6 7.5 25.0 10.4 0.2 0.0 0.6 0.0 0.3 0.2: 3.3 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 : 53: 29 29 5 8 11 . 0 . 0 . .: Old : 53: 29 29 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 : 52.8 43.7 70.2 66.9 52.3 39.8 63.6 55.9 Old : 52.8 43.7 70.2 66.9 52.3 39.8 63.6 55.9 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 22, 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 : 106,755: 100,138 42,645 143 45,345 2,003 0 1,618 961 432 0 494: 2,584 13,689 Old : 106,755: 100,138 42,645 143 45,345 2,003 0 1,618 961 432 0 494: 2,584 13,689 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 7,909: 8,942 5,801 0 1,553 -124 0 1,559 -671 -665 0 463: -36 -672 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.8 39.9 0.1 42.5 1.9 0.0 1.5 0.9 0.4 0.0 0.5: 2.4 12.8 Old : 100.0: 93.8 39.9 0.1 42.5 1.9 0.0 1.5 0.9 0.4 0.0 0.5: 2.4 12.8 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: 19 15 . 8 . 0 . . . 0 .: Old : 34: 19 15 . 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 : 66.7 37.6 84.5 60.6 64.5 35.8 80.4 55.0 Old : 66.7 37.6 84.5 60.6 64.5 35.8 80.4 55.0 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 22, 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 : 112,489: 92,048 79,135 4,123 1,642 7,309 0 0 0 3,037 18,986 338: 5,634 5,079 Old : 112,489: 92,048 79,135 4,123 1,642 7,309 0 0 0 3,037 18,986 338: 5,634 5,079 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 643: -559 4,179 227 -325 89 0 -615 -120 151 -1,908 0: 855 -657 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.8 70.3 3.7 1.5 6.5 0.0 0.0 0.0 2.7 16.9 0.3: 5.0 4.5 Old : 100.0: 81.8 70.3 3.7 1.5 6.5 0.0 0.0 0.0 2.7 16.9 0.3: 5.0 4.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 21 19 . . . 0 0 0 . . .: Old : 34: 21 19 . . . 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 : 53.2 40.0 72.6 59.9 47.3 39.6 60.5 57.8 Old : 53.2 40.0 72.6 59.9 47.3 39.6 60.5 57.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q Disaggregated Commitments of Traders - Futures Only, November 22, 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 : 28,288: 24,141 21,481 1,889 3,179 641 0 1,345 0 0 519 0: 1,617 1,123 Old : 28,288: 24,141 21,481 1,889 3,179 641 0 1,345 0 0 519 0: 1,617 1,123 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.3 75.9 6.7 11.2 2.3 0.0 4.8 0.0 0.0 1.8 0.0: 5.7 4.0 Old : 100.0: 85.3 75.9 6.7 11.2 2.3 0.0 4.8 0.0 0.0 1.8 0.0: 5.7 4.0 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 : 22: 10 9 . . . 0 . 0 0 . 0: Old : 22: 10 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 : 76.6 64.7 91.1 83.2 74.3 62.9 85.3 79.7 Old : 76.6 64.7 91.1 83.2 74.3 62.9 85.3 79.7 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 22, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 105,347: 90,046 16,877 2,447 78,194 1,169 607 0 943 0 3,666 0: 10,135 4,498 Old : 105,347: 90,046 16,877 2,447 78,194 1,169 607 0 943 0 3,666 0: 10,135 4,498 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 3,944: 4,623 2,228 186 642 0 -98 0 -148 0 1,724 -78: -541 -424 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.5 16.0 2.3 74.2 1.1 0.6 0.0 0.9 0.0 3.5 0.0: 9.6 4.3 Old : 100.0: 85.5 16.0 2.3 74.2 1.1 0.6 0.0 0.9 0.0 3.5 0.0: 9.6 4.3 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 : 27: 14 9 . 7 . . 0 . 0 . 0: Old : 27: 14 9 . 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 : 57.7 64.0 76.0 85.3 57.1 62.8 74.4 82.3 Old : 57.7 64.0 76.0 85.3 57.1 62.8 74.4 82.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W Disaggregated Commitments of Traders - Futures Only, November 22, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mm btu : : : Positions : All : 152,124: 110,589 72,846 29,601 66,799 7,179 0 0 0 0 0 0: 4,755 5,300 Old : 152,124: 110,589 72,846 29,601 66,799 7,179 0 0 0 0 0 0: 4,755 5,300 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 14,506: 3,184 15,356 7,034 -8,188 5,686 0 0 0 0 0 0: -1,398 1,652 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.7 47.9 19.5 43.9 4.7 0.0 0.0 0.0 0.0 0.0 0.0: 3.1 3.5 Old : 100.0: 72.7 47.9 19.5 43.9 4.7 0.0 0.0 0.0 0.0 0.0 0.0: 3.1 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 20 16 5 7 6 0 0 0 0 0 0: Old : 37: 20 16 5 7 6 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.4 74.3 71.0 85.1 48.5 73.4 67.1 81.5 Old : 51.4 74.3 71.0 85.1 48.5 73.4 67.1 81.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y Disaggregated Commitments of Traders - Futures Only, November 22, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 60,918: 56,019 26,770 0 29,623 484 0 0 0 0 0 0: 4,415 4,041 Old : 60,918: 56,019 26,770 0 29,623 484 0 0 0 0 0 0: 4,415 4,041 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.0 43.9 0.0 48.6 0.8 0.0 0.0 0.0 0.0 0.0 0.0: 7.2 6.6 Old : 100.0: 92.0 43.9 0.0 48.6 0.8 0.0 0.0 0.0 0.0 0.0 0.0: 7.2 6.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 14 13 0 . . 0 0 0 0 0 0: Old : 22: 14 13 0 . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.9 72.1 82.1 87.2 58.4 71.9 78.9 84.8 Old : 59.9 72.1 82.1 87.2 58.4 71.9 78.9 84.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 Disaggregated Commitments of Traders - Futures Only, November 22, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 18,218: 9,160 15,436 0 558 0 3,872 0 0 3,906 0 0: 1,280 2,224 Old : 18,218: 9,160 15,436 0 558 0 3,872 0 0 3,906 0 0: 1,280 2,224 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.3 84.7 0.0 3.1 0.0 21.3 0.0 0.0 21.4 0.0 0.0: 7.0 12.2 Old : 100.0: 50.3 84.7 0.0 3.1 0.0 21.3 0.0 0.0 21.4 0.0 0.0: 7.0 12.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 8 10 0 . 0 . 0 0 . 0 0: Old : 21: 8 10 0 . 0 . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.4 69.3 86.6 82.2 64.4 68.9 86.6 81.9 Old : 64.4 69.3 86.6 82.2 64.4 68.9 86.6 81.9 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 22, 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 : 431,767: 307,941 170,951 62,744 219,457 32,572 8,302 0 31 9,021 658 2,162: 8,994 5,936 Old : 431,767: 307,941 170,951 62,744 219,457 32,572 8,302 0 31 9,021 658 2,162: 8,994 5,936 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 5,530: 6,813 3,158 1,228 3,426 1,207 1,062 0 -124 -855 205 -2,925: -876 583 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.3 39.6 14.5 50.8 7.5 1.9 0.0 0.0 2.1 0.2 0.5: 2.1 1.4 Old : 100.0: 71.3 39.6 14.5 50.8 7.5 1.9 0.0 0.0 2.1 0.2 0.5: 2.1 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 65: 40 32 . 12 10 . 0 . . . .: Old : 65: 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 : 35.4 53.1 53.2 68.5 27.9 47.5 41.2 56.7 Old : 35.4 53.1 53.2 68.5 27.9 47.5 41.2 56.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 Disaggregated Commitments of Traders - Futures Only, November 22, 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 : 72,751: 59,441 27,765 0 34,820 2,011 0 397 835 0 714 817: 9,647 5,392 Old : 72,751: 59,441 27,765 0 34,820 2,011 0 397 835 0 714 817: 9,647 5,392 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 3,538: 3,450 -5,310 0 7,622 384 0 204 -109 -3 714 -156: -28 189 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.7 38.2 0.0 47.9 2.8 0.0 0.5 1.1 0.0 1.0 1.1: 13.3 7.4 Old : 100.0: 81.7 38.2 0.0 47.9 2.8 0.0 0.5 1.1 0.0 1.0 1.1: 13.3 7.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 15 10 0 7 4 0 . . 0 . .: Old : 28: 15 10 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 : 60.3 46.4 74.2 74.9 58.7 42.5 72.7 68.9 Old : 60.3 46.4 74.2 74.9 58.7 42.5 72.7 68.9 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 22, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 18,166: 15,803 12,590 362 2,350 0 0 0 0 0 930 0: 2,001 2,296 Old : 18,166: 15,803 12,590 362 2,350 0 0 0 0 0 930 0: 2,001 2,296 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 2,239: 1,991 2,084 62 0 0 0 0 0 0 0 0: 186 155 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.0 69.3 2.0 12.9 0.0 0.0 0.0 0.0 0.0 5.1 0.0: 11.0 12.6 Old : 100.0: 87.0 69.3 2.0 12.9 0.0 0.0 0.0 0.0 0.0 5.1 0.0: 11.0 12.6 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 : 20: 12 9 . . 0 0 0 0 0 . 0: Old : 20: 12 9 . . 0 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.3 55.1 80.0 80.7 43.8 44.1 63.2 64.7 Old : 54.3 55.1 80.0 80.7 43.8 44.1 63.2 64.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV Code-0233A8 Disaggregated Commitments of Traders - Futures Only, November 22, 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 : 66,623: 28,887 40,984 27,332 14,767 3,903 761 0 1,369 633 0 286: 3,452 5,314 Old : 66,623: 28,887 40,984 27,332 14,767 3,903 761 0 1,369 633 0 286: 3,452 5,314 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 1,348: 604 -1,458 124 2,839 0 -754 0 157 633 -235 162: 422 -117 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.4 61.5 41.0 22.2 5.9 1.1 0.0 2.1 1.0 0.0 0.4: 5.2 8.0 Old : 100.0: 43.4 61.5 41.0 22.2 5.9 1.1 0.0 2.1 1.0 0.0 0.4: 5.2 8.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 10 10 6 4 7 . 0 . . 0 .: Old : 27: 10 10 6 4 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 : 46.7 57.1 70.5 81.3 43.7 53.0 63.9 67.7 Old : 46.7 57.1 70.5 81.3 43.7 53.0 63.9 67.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG Disaggregated Commitments of Traders - Futures Only, November 22, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 108,095: 58,082 78,537 11,512 14,238 11,466 26,294 403 0 403 1,922 0: 338 1,529 Old : 108,095: 58,082 78,537 11,512 14,238 11,466 26,294 403 0 403 1,922 0: 338 1,529 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 23,227: 11,341 12,798 2,245 8,384 1,426 7,626 403 0 403 1,922 0: 186 -1,706 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.7 72.7 10.6 13.2 10.6 24.3 0.4 0.0 0.4 1.8 0.0: 0.3 1.4 Old : 100.0: 53.7 72.7 10.6 13.2 10.6 24.3 0.4 0.0 0.4 1.8 0.0: 0.3 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 46: 12 26 5 4 6 . . 0 . . 0: Old : 46: 12 26 5 4 6 . . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.5 48.7 85.2 67.4 51.6 48.0 71.1 61.1 Old : 54.5 48.7 85.2 67.4 51.6 48.0 71.1 61.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH Disaggregated Commitments of Traders - Futures Only, November 22, 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 : 116,116: 62,777 89,805 11,475 10,854 4,540 23,834 403 6,540 4,017 1,394 1,612: 1,321 968 Old : 116,116: 62,777 89,805 11,475 10,854 4,540 23,834 403 6,540 4,017 1,394 1,612: 1,321 968 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 24,330: 12,364 12,983 3,408 9,343 343 3,642 -3,581 3,984 -1,023 434 1,612: 0 -788 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.1 77.3 9.9 9.3 3.9 20.5 0.3 5.6 3.5 1.2 1.4: 1.1 0.8 Old : 100.0: 54.1 77.3 9.9 9.3 3.9 20.5 0.3 5.6 3.5 1.2 1.4: 1.1 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 : 63: 22 33 5 4 . . . . 4 . .: Old : 63: 22 33 5 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 : 42.6 39.4 65.4 59.8 34.9 36.8 49.5 50.3 Old : 42.6 39.4 65.4 59.8 34.9 36.8 49.5 50.3 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 22, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 48,907: 45,893 46,782 1,650 303 0 0 0 0 630 0 0: 734 1,822 Old : 48,907: 45,893 46,782 1,650 303 0 0 0 0 630 0 0: 734 1,822 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 3,746: 3,796 4,437 186 93 0 0 0 0 0 0 0: -236 -784 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.8 95.7 3.4 0.6 0.0 0.0 0.0 0.0 1.3 0.0 0.0: 1.5 3.7 Old : 100.0: 93.8 95.7 3.4 0.6 0.0 0.0 0.0 0.0 1.3 0.0 0.0: 1.5 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 18 22 . . 0 0 0 0 . 0 0: Old : 38: 18 22 . . 0 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.5 55.4 75.7 77.9 54.4 49.9 70.7 72.5 Old : 57.5 55.4 75.7 77.9 54.4 49.9 70.7 72.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ Disaggregated Commitments of Traders - Futures Only, November 22, 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 : 245,843: 205,859 169,303 17,883 47,690 16,068 0 648 584 0 0 0: 5,449 11,550 Old : 245,843: 205,859 169,303 17,883 47,690 16,068 0 648 584 0 0 0: 5,449 11,550 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 4,381: 6,018 -745 -3,570 1,991 2,811 0 394 -248 0 0 0: -630 178 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.7 68.9 7.3 19.4 6.5 0.0 0.3 0.2 0.0 0.0 0.0: 2.2 4.7 Old : 100.0: 83.7 68.9 7.3 19.4 6.5 0.0 0.3 0.2 0.0 0.0 0.0: 2.2 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 : 43: 34 28 . . 4 0 . . 0 0 0: Old : 43: 34 28 . . 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 : 54.5 55.1 68.9 71.8 48.2 46.6 60.2 55.9 Old : 54.5 55.1 68.9 71.8 48.2 46.6 60.2 55.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW Disaggregated Commitments of Traders - Futures Only, November 22, 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 : 26,540: 21,909 21,995 1,019 0 31 0 0 0 0 966 840: 2,741 2,708 Old : 26,540: 21,909 21,995 1,019 0 31 0 0 0 0 966 840: 2,741 2,708 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 1,829: 1,674 2,071 217 0 -217 0 0 0 0 -31 0: 155 6 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.6 82.9 3.8 0.0 0.1 0.0 0.0 0.0 0.0 3.6 3.2: 10.3 10.2 Old : 100.0: 82.6 82.9 3.8 0.0 0.1 0.0 0.0 0.0 0.0 3.6 3.2: 10.3 10.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 14 16 . 0 . 0 0 0 0 . .: Old : 26: 14 16 . 0 . 0 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.0 48.8 81.9 68.3 59.4 48.7 68.1 62.4 Old : 71.0 48.8 81.9 68.3 59.4 48.7 68.1 62.4 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 22, 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 : 70,050: 49,505 57,363 9,457 2,976 2,985 0 1,677 751 2,031 0 0: 5,321 4,298 Old : 70,050: 49,505 57,363 9,457 2,976 2,985 0 1,677 751 2,031 0 0: 5,321 4,298 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 3,909: 4,824 1,745 -341 -1,467 769 -570 1,677 138 -372 0 0: -539 1,047 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.7 81.9 13.5 4.2 4.3 0.0 2.4 1.1 2.9 0.0 0.0: 7.6 6.1 Old : 100.0: 70.7 81.9 13.5 4.2 4.3 0.0 2.4 1.1 2.9 0.0 0.0: 7.6 6.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 13 14 4 . 4 0 . . . 0 0: Old : 25: 13 14 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 : 70.9 67.1 80.9 80.4 63.8 65.5 73.3 72.6 Old : 70.9 67.1 80.9 80.4 63.8 65.5 73.3 72.6 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 22, 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 : 81,996: 70,146 53,030 4,351 15,878 3,742 0 2,699 695 0 1,239 98: 2,964 4,615 Old : 81,996: 70,146 53,030 4,351 15,878 3,742 0 2,699 695 0 1,239 98: 2,964 4,615 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 2,505: 3,094 917 0 -262 200 0 751 -307 0 874 98: -580 234 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.5 64.7 5.3 19.4 4.6 0.0 3.3 0.8 0.0 1.5 0.1: 3.6 5.6 Old : 100.0: 85.5 64.7 5.3 19.4 4.6 0.0 3.3 0.8 0.0 1.5 0.1: 3.6 5.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 18 19 . 5 5 0 . . 0 . .: Old : 38: 18 19 . 5 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 : 62.6 40.4 77.4 63.9 61.0 32.5 70.5 50.8 Old : 62.6 40.4 77.4 63.9 61.0 32.5 70.5 50.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB Disaggregated Commitments of Traders - Futures Only, November 22, 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 : 128,051: 81,250 117,491 28,435 2,465 598 1,924 0 721 4,559 0 0: 10,564 6,776 Old : 128,051: 81,250 117,491 28,435 2,465 598 1,924 0 721 4,559 0 0: 10,564 6,776 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 2,867: 691 2,379 3,263 0 124 -2,551 0 601 431 0 0: 308 -237 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.5 91.8 22.2 1.9 0.5 1.5 0.0 0.6 3.6 0.0 0.0: 8.2 5.3 Old : 100.0: 63.5 91.8 22.2 1.9 0.5 1.5 0.0 0.6 3.6 0.0 0.0: 8.2 5.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 14 13 . . . . 0 . . 0 0: Old : 28: 14 13 . . . . 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 : 58.0 77.0 74.6 86.9 55.9 75.9 71.6 84.2 Old : 58.0 77.0 74.6 86.9 55.9 75.9 71.6 84.2 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 22, 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 : 94,522: 65,583 88,449 19,529 1,670 867 0 0 0 0 0 0: 8,543 3,536 Old : 94,522: 65,583 88,449 19,529 1,670 867 0 0 0 0 0 0: 8,543 3,536 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 675: 1,163 1,630 -470 1,670 184 0 0 0 0 0 0: -202 -2,809 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.4 93.6 20.7 1.8 0.9 0.0 0.0 0.0 0.0 0.0 0.0: 9.0 3.7 Old : 100.0: 69.4 93.6 20.7 1.8 0.9 0.0 0.0 0.0 0.0 0.0 0.0: 9.0 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 11 14 5 . . 0 0 0 0 0 0: Old : 22: 11 14 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 : 55.9 73.6 79.6 90.2 51.9 72.2 71.3 80.8 Old : 55.9 73.6 79.6 90.2 51.9 72.2 71.3 80.8 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 22, 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 : 118,853: 103,865 101,804 2,802 8,898 5,333 0 0 0 2,507 0 0: 4,346 2,818 Old : 118,853: 103,865 101,804 2,802 8,898 5,333 0 0 0 2,507 0 0: 4,346 2,818 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 6,161: -497 3,197 2,802 38 3,047 0 0 0 1,275 0 -62: -404 -59 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.4 85.7 2.4 7.5 4.5 0.0 0.0 0.0 2.1 0.0 0.0: 3.7 2.4 Old : 100.0: 87.4 85.7 2.4 7.5 4.5 0.0 0.0 0.0 2.1 0.0 0.0: 3.7 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 20 15 . . . 0 0 0 4 0 0: Old : 31: 20 15 . . . 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 : 57.0 57.2 76.6 80.8 44.7 51.5 54.8 61.8 Old : 57.0 57.2 76.6 80.8 44.7 51.5 54.8 61.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL Disaggregated Commitments of Traders - Futures Only, November 22, 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 : 141,854: 108,968 71,312 9,466 50,046 7,271 1,621 0 1,034 589 2,671 65: 12,840 9,455 Old : 141,854: 108,968 71,312 9,466 50,046 7,271 1,621 0 1,034 589 2,671 65: 12,840 9,455 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 10,924: 9,361 3,129 -1,039 5,945 1,529 1,621 -842 61 589 2,108 -155: -1,043 -851 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.8 50.3 6.7 35.3 5.1 1.1 0.0 0.7 0.4 1.9 0.0: 9.1 6.7 Old : 100.0: 76.8 50.3 6.7 35.3 5.1 1.1 0.0 0.7 0.4 1.9 0.0: 9.1 6.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 23 20 . 5 5 . 0 . . . .: Old : 41: 23 20 . 5 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 : 40.4 51.9 56.6 71.3 34.8 41.5 47.6 56.7 Old : 40.4 51.9 56.6 71.3 34.8 41.5 47.6 56.7 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 22, 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 : 33,822: 23,633 31,986 2,801 510 930 403 0 0 3,588 0 0: 2,467 396 Old : 33,822: 23,633 31,986 2,801 510 930 403 0 0 3,588 0 0: 2,467 396 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 3,596: 1,941 3,658 -217 -1,147 930 403 0 0 310 0 0: 229 155 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.9 94.6 8.3 1.5 2.7 1.2 0.0 0.0 10.6 0.0 0.0: 7.3 1.2 Old : 100.0: 69.9 94.6 8.3 1.5 2.7 1.2 0.0 0.0 10.6 0.0 0.0: 7.3 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 16 15 . . . . 0 0 4 0 0: Old : 31: 16 15 . . . . 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 : 36.8 59.5 58.3 82.7 36.1 54.4 56.4 74.0 Old : 36.8 59.5 58.3 82.7 36.1 54.4 56.4 74.0 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 22, 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 : 30,120: 21,369 26,067 6,441 880 360 0 0 0 1,005 2,108 0: 945 705 Old : 30,120: 21,369 26,067 6,441 880 360 0 0 0 1,005 2,108 0: 945 705 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 3,596: 2,821 835 93 682 0 0 0 0 403 1,674 0: 279 405 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.9 86.5 21.4 2.9 1.2 0.0 0.0 0.0 3.3 7.0 0.0: 3.1 2.3 Old : 100.0: 70.9 86.5 21.4 2.9 1.2 0.0 0.0 0.0 3.3 7.0 0.0: 3.1 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 15 10 . . . 0 0 0 . . 0: Old : 28: 15 10 . . . 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 : 52.1 60.1 73.2 86.0 52.1 58.1 73.2 77.9 Old : 52.1 60.1 73.2 86.0 52.1 58.1 73.2 77.9 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 22, 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 : 183,441: 133,407 98,844 15,014 57,337 13,371 0 2,272 922 12,606 2,713 600: 7,521 7,382 Old : 183,441: 133,407 98,844 15,014 57,337 13,371 0 2,272 922 12,606 2,713 600: 7,521 7,382 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 2,478: 4,984 -3,137 -153 2,298 1,664 -310 -248 0 -1,595 481 0: -2,112 1,420 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.7 53.9 8.2 31.3 7.3 0.0 1.2 0.5 6.9 1.5 0.3: 4.1 4.0 Old : 100.0: 72.7 53.9 8.2 31.3 7.3 0.0 1.2 0.5 6.9 1.5 0.3: 4.1 4.0 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 : 53: 32 24 . 6 8 0 . . . . .: Old : 53: 32 24 . 6 8 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.5 54.1 51.6 67.6 30.5 48.6 46.3 57.1 Old : 33.5 54.1 51.6 67.6 30.5 48.6 46.3 57.1 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 22, 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 : 90,972: 73,514 52,778 5,159 25,008 4,360 0 0 0 0 0 0: 7,939 8,826 Old : 90,972: 73,514 52,778 5,159 25,008 4,360 0 0 0 0 0 0: 7,939 8,826 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 945: 658 522 -161 92 221 0 0 0 0 0 0: 227 110 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.8 58.0 5.7 27.5 4.8 0.0 0.0 0.0 0.0 0.0 0.0: 8.7 9.7 Old : 100.0: 80.8 58.0 5.7 27.5 4.8 0.0 0.0 0.0 0.0 0.0 0.0: 8.7 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 : 52.3 56.4 72.0 72.6 47.2 52.6 65.3 67.4 Old : 52.3 56.4 72.0 72.6 47.2 52.6 65.3 67.4 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 22, 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 : 90,042: 54,322 69,625 31,727 16,282 1,427 0 0 0 0 0 0: 2,566 2,708 Old : 90,042: 54,322 69,625 31,727 16,282 1,427 0 0 0 0 0 0: 2,566 2,708 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 8,409: 10,088 11,412 -19 0 90 0 0 0 0 0 0: -1,750 -3,093 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.3 77.3 35.2 18.1 1.6 0.0 0.0 0.0 0.0 0.0 0.0: 2.8 3.0 Old : 100.0: 60.3 77.3 35.2 18.1 1.6 0.0 0.0 0.0 0.0 0.0 0.0: 2.8 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 : 34: 18 17 8 . . 0 0 0 0 0 0: Old : 34: 18 17 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 : 41.3 76.4 62.2 88.1 35.4 71.3 53.9 78.0 Old : 41.3 76.4 62.2 88.1 35.4 71.3 53.9 78.0 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 22, 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 : 125,925: 93,128 40,222 7,914 74,765 4,014 1,986 0 0 3,021 0 0: 15,862 6,924 Old : 125,925: 93,128 40,222 7,914 74,765 4,014 1,986 0 0 3,021 0 0: 15,862 6,924 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 2,662: 1,452 -1,122 396 4,069 -344 0 0 0 0 0 0: 1,158 59 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.0 31.9 6.3 59.4 3.2 1.6 0.0 0.0 2.4 0.0 0.0: 12.6 5.5 Old : 100.0: 74.0 31.9 6.3 59.4 3.2 1.6 0.0 0.0 2.4 0.0 0.0: 12.6 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 : 26: 14 6 . 8 4 . 0 0 . 0 0: Old : 26: 14 6 . 8 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 : 53.1 77.2 68.7 90.0 53.0 73.5 68.4 85.6 Old : 53.1 77.2 68.7 90.0 53.0 73.5 68.4 85.6 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 22, 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 : 1,157,763: 153,413 206,882 175,734 53,957 110,976 236,755 213,443 231,780 58,090 171,070 123,371: 67,644 46,284 Old : 1,157,763: 153,413 206,882 175,734 53,957 110,976 236,755 213,443 231,780 58,090 171,070 123,371: 67,644 46,284 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : -35,261: -18,757 -13,003 11,382 717 -11,499 -3,318 -11,665 -1,867 -6,960 193 -3,414: -828 5,277 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.3 17.9 15.2 4.7 9.6 20.4 18.4 20.0 5.0 14.8 10.7: 5.8 4.0 Old : 100.0: 13.3 17.9 15.2 4.7 9.6 20.4 18.4 20.0 5.0 14.8 10.7: 5.8 4.0 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 : 320: 41 36 24 8 25 60 64 70 60 46 72: Old : 320: 41 36 24 8 25 60 64 70 60 46 72: 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 : 16.6 22.5 27.5 36.6 10.8 17.9 16.8 25.0 Old : 16.6 22.5 27.5 36.6 10.8 17.9 16.8 25.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 Disaggregated Commitments of Traders - Futures Only, November 22, 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 : 320,486: 82,975 38,509 19,832 43,129 46,598 7,257 11,678 22,689 112,523 132,637 19,376: 9,236 5,870 Old : 320,486: 82,975 38,509 19,832 43,129 46,598 7,257 11,678 22,689 112,523 132,637 19,376: 9,236 5,870 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : -2,183: -3,865 -2,197 1,048 2,398 -1,640 3,061 -662 739 -996 -105 -124: -406 -592 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.9 12.0 6.2 13.5 14.5 2.3 3.6 7.1 35.1 41.4 6.0: 2.9 1.8 Old : 100.0: 25.9 12.0 6.2 13.5 14.5 2.3 3.6 7.1 35.1 41.4 6.0: 2.9 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 79: 21 24 . 12 15 4 5 8 14 14 21: Old : 79: 21 24 . 12 15 4 5 8 14 14 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 : 45.7 46.4 60.3 58.6 43.1 44.1 52.6 51.2 Old : 45.7 46.4 60.3 58.6 43.1 44.1 52.6 51.2 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 22, 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 : 137,744: 28,234 28,451 34,977 39,090 23,207 5,812 9,222 10,803 10,523 6,081 16,879: 7,309 4,011 Old : 137,744: 28,234 28,451 34,977 39,090 23,207 5,812 9,222 10,803 10,523 6,081 16,879: 7,309 4,011 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 14,184: 3,438 1,001 429 1,271 4,051 -137 4,000 1,352 1,872 48 2,208: 971 253 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.5 20.7 25.4 28.4 16.8 4.2 6.7 7.8 7.6 4.4 12.3: 5.3 2.9 Old : 100.0: 20.5 20.7 25.4 28.4 16.8 4.2 6.7 7.8 7.6 4.4 12.3: 5.3 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 : 66: 17 18 11 6 16 5 9 8 7 9 14: Old : 66: 17 18 11 6 16 5 9 8 7 9 14: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.0 40.8 38.8 54.4 16.9 31.6 27.0 36.5 Old : 24.0 40.8 38.8 54.4 16.9 31.6 27.0 36.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB NAT GAS FINL-10000 - NASDAQ FUTURES Code-023P01 Disaggregated Commitments of Traders - Futures Only, November 22, 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 : 63,364: 6,082 3,752 300 5,506 24,524 5,936 900 4,994 5,302 7,228 14,364: 1,862 2,096 Old : 63,364: 6,082 3,752 300 5,506 24,524 5,936 900 4,994 5,302 7,228 14,364: 1,862 2,096 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.6 5.9 0.5 8.7 38.7 9.4 1.4 7.9 8.4 11.4 22.7: 2.9 3.3 Old : 100.0: 9.6 5.9 0.5 8.7 38.7 9.4 1.4 7.9 8.4 11.4 22.7: 2.9 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 : 20: 4 5 . 4 5 . . . . 4 .: Old : 20: 4 5 . 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 : 52.0 64.3 76.2 87.6 18.3 16.9 22.2 21.1 Old : 52.0 64.3 76.2 87.6 18.3 16.9 22.2 21.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES Code-023P02 Disaggregated Commitments of Traders - Futures Only, November 22, 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 : 32,422: 2,453 5,107 7,018 7,567 12,142 3,600 10 3,003 561 1,159 3,352: 293 82 Old : 32,422: 2,453 5,107 7,018 7,567 12,142 3,600 10 3,003 561 1,159 3,352: 293 82 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 74: 0 0 -5 434 -248 -277 0 277 355 -217 -171: 143 -1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.6 15.8 21.6 23.3 37.4 11.1 0.0 9.3 1.7 3.6 10.3: 0.9 0.3 Old : 100.0: 7.6 15.8 21.6 23.3 37.4 11.1 0.0 9.3 1.7 3.6 10.3: 0.9 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 6 5 10: Old : 30: 5 4 4 . 6 6 . 4 6 5 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 : 56.8 71.7 80.6 87.3 27.3 31.7 32.6 35.1 Old : 56.8 71.7 80.6 87.3 27.3 31.7 32.6 35.1 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 22, 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 : 1,390,950: 399,740 240,555 82,722 832,780 166,359 107,659 4,965 46,302 526,841 50,810 30,563: 30,764 18,616 Old : 1,390,950: 399,740 240,555 82,722 832,780 166,359 107,659 4,965 46,302 526,841 50,810 30,563: 30,764 18,616 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 7,862: 6,309 6,406 3,998 2,233 3,316 -6,430 -2,124 2,862 -1,278 -3,264 545: -1,460 -2,112 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.7 17.3 5.9 59.9 12.0 7.7 0.4 3.3 37.9 3.7 2.2: 2.2 1.3 Old : 100.0: 28.7 17.3 5.9 59.9 12.0 7.7 0.4 3.3 37.9 3.7 2.2: 2.2 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 : 89: 38 32 4 14 13 6 . 5 15 4 15: Old : 89: 38 32 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 : 48.1 37.2 60.0 62.5 43.9 34.4 53.0 58.0 Old : 48.1 37.2 60.0 62.5 43.9 34.4 53.0 58.0 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 22, 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 : 318,081: 73,079 69,375 170,234 150,965 21,603 8,617 18,105 15,225 10,769 27,499 12,193: 6,361 3,116 Old : 318,081: 73,079 69,375 170,234 150,965 21,603 8,617 18,105 15,225 10,769 27,499 12,193: 6,361 3,116 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 11,528: 11,741 -1,965 -5,529 9,511 -94 1,928 882 468 36 4,144 -1,567: 4,545 149 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.0 21.8 53.5 47.5 6.8 2.7 5.7 4.8 3.4 8.6 3.8: 2.0 1.0 Old : 100.0: 23.0 21.8 53.5 47.5 6.8 2.7 5.7 4.8 3.4 8.6 3.8: 2.0 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 : 74: 15 21 13 6 15 6 10 12 7 10 13: Old : 74: 15 21 13 6 15 6 10 12 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 : 34.1 52.7 52.3 65.4 29.1 48.1 44.8 56.4 Old : 34.1 52.7 52.3 65.4 29.1 48.1 44.8 56.4 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 22, 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 : 38,113: 35,760 29,597 202 6,783 96 0 0 0 1,817 936 238: 0 463 Old : 38,113: 35,760 29,597 202 6,783 96 0 0 0 1,817 936 238: 0 463 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 2,929: 2,087 2,892 50 -25 0 0 0 0 730 0 62: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.8 77.7 0.5 17.8 0.3 0.0 0.0 0.0 4.8 2.5 0.6: 0.0 1.2 Old : 100.0: 93.8 77.7 0.5 17.8 0.3 0.0 0.0 0.0 4.8 2.5 0.6: 0.0 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 43: 23 22 . 5 . 0 0 0 6 . .: Old : 43: 23 22 . 5 . 0 0 0 6 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.6 68.5 85.6 83.4 69.9 68.0 79.9 81.5 Old : 72.6 68.5 85.6 83.4 69.9 68.0 79.9 81.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O Disaggregated Commitments of Traders - Futures Only, November 22, 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 : 142,466: 110,324 114,441 11,099 15,149 5,508 3,475 90 3,362 6,583 2,069 1,284: 831 563 Old : 142,466: 110,324 114,441 11,099 15,149 5,508 3,475 90 3,362 6,583 2,069 1,284: 831 563 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : -370: -1,255 -1,059 232 58 255 -36 0 0 289 198 188: -43 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.4 80.3 7.8 10.6 3.9 2.4 0.1 2.4 4.6 1.5 0.9: 0.6 0.4 Old : 100.0: 77.4 80.3 7.8 10.6 3.9 2.4 0.1 2.4 4.6 1.5 0.9: 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 : 98: 53 51 4 7 8 4 . . 15 8 9: Old : 98: 53 51 4 7 8 4 . . 15 8 9: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.8 44.1 53.7 61.3 21.2 36.2 29.7 41.1 Old : 35.8 44.1 53.7 61.3 21.2 36.2 29.7 41.1 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 22, 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 : 102,401: 68,243 81,188 10,206 4,106 8,732 1,967 2,916 7 12,805 4,269 301: 140 882 Old : 102,401: 68,243 81,188 10,206 4,106 8,732 1,967 2,916 7 12,805 4,269 301: 140 882 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 448: 422 -132 -75 540 50 -24 0 0 0 10 0: 75 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.6 79.3 10.0 4.0 8.5 1.9 2.8 0.0 12.5 4.2 0.3: 0.1 0.9 Old : 100.0: 66.6 79.3 10.0 4.0 8.5 1.9 2.8 0.0 12.5 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 : 43: 22 24 4 . 5 . . . . 4 .: Old : 43: 22 24 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 : 55.3 60.9 76.4 76.5 31.7 32.0 40.9 39.7 Old : 55.3 60.9 76.4 76.5 31.7 32.0 40.9 39.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q Disaggregated Commitments of Traders - Futures Only, November 22, 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 : 35,506: 31,266 30,396 295 1,890 1,078 310 0 0 1,884 995 518: 155 629 Old : 35,506: 31,266 30,396 295 1,890 1,078 310 0 0 1,884 995 518: 155 629 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : -662: -425 -609 -90 -8 10 0 0 0 -127 -25 -60: 30 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.1 85.6 0.8 5.3 3.0 0.9 0.0 0.0 5.3 2.8 1.5: 0.4 1.8 Old : 100.0: 88.1 85.6 0.8 5.3 3.0 0.9 0.0 0.0 5.3 2.8 1.5: 0.4 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 55: 29 31 . 6 5 . 0 0 10 . 6: Old : 55: 29 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 : 45.2 41.4 65.5 58.2 28.8 30.4 40.2 38.8 Old : 45.2 41.4 65.5 58.2 28.8 30.4 40.2 38.8 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 22, 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 : 16,246: 7,598 12,616 5,304 2,268 232 0 0 0 2,812 108 98: 202 924 Old : 16,246: 7,598 12,616 5,304 2,268 232 0 0 0 2,812 108 98: 202 924 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 848: 413 433 -20 230 0 0 0 0 450 0 5: 0 180 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.8 77.7 32.6 14.0 1.4 0.0 0.0 0.0 17.3 0.7 0.6: 1.2 5.7 Old : 100.0: 46.8 77.7 32.6 14.0 1.4 0.0 0.0 0.0 17.3 0.7 0.6: 1.2 5.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 24 21 . 4 . 0 0 0 . . .: Old : 40: 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 : 55.4 53.1 73.2 71.0 48.0 39.8 55.4 50.0 Old : 55.4 53.1 73.2 71.0 48.0 39.8 55.4 50.0 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 22, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 17,434: 15,751 9,220 418 6,879 85 106 40 15 199 438 227: 633 530 Old : 17,434: 15,751 9,220 418 6,879 85 106 40 15 199 438 227: 633 530 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 1,208: 1,591 1,142 -75 0 18 0 0 0 -42 -20 33: -317 35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.3 52.9 2.4 39.5 0.5 0.6 0.2 0.1 1.1 2.5 1.3: 3.6 3.0 Old : 100.0: 90.3 52.9 2.4 39.5 0.5 0.6 0.2 0.1 1.1 2.5 1.3: 3.6 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 : 42: 27 17 . 4 . . . . . 5 .: Old : 42: 27 17 . 4 . . . . . 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 : 59.9 58.0 73.4 79.9 32.6 46.7 39.0 50.7 Old : 59.9 58.0 73.4 79.9 32.6 46.7 39.0 50.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 25, 2016