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