NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 Disaggregated Commitments of Traders - Futures Only, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 3,975,622: 2,198,119 913,967 262,518 1,566,698 353,241 282,061 141,537 330,380 69,772 208,647 444,270: 35,261 16,882 Old : 3,975,622: 2,198,119 913,967 262,518 1,566,698 353,241 282,061 141,537 330,380 69,772 208,647 444,270: 35,261 16,882 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : -126,968: -113,757 -25,459 15,717 -84,592 -12,611 -410 8,575 -8,900 8,881 11,663 -13,954: -1,934 -1,690 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.3 23.0 6.6 39.4 8.9 7.1 3.6 8.3 1.8 5.2 11.2: 0.9 0.4 Old : 100.0: 55.3 23.0 6.6 39.4 8.9 7.1 3.6 8.3 1.8 5.2 11.2: 0.9 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 213: 103 84 11 14 21 14 15 22 21 27 33: Old : 213: 103 84 11 14 21 14 15 22 21 27 33: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.9 25.2 35.0 43.3 17.1 19.4 25.3 31.3 Old : 22.9 25.2 35.0 43.3 17.1 19.4 25.3 31.3 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, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 406,172: 49,766 81,127 82,506 77,188 90,833 95,164 34,857 29,684 9,707 42,999 48,468: 44 1,016 Old : 406,172: 49,766 81,127 82,506 77,188 90,833 95,164 34,857 29,684 9,707 42,999 48,468: 44 1,016 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : -52,044: -9,177 -8,430 -15,698 -14,402 -1,675 13,483 -5,853 -12,824 -8,530 8,085 -17,513: -110 568 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.3 20.0 20.3 19.0 22.4 23.4 8.6 7.3 2.4 10.6 11.9: 0.0 0.3 Old : 100.0: 12.3 20.0 20.3 19.0 22.4 23.4 8.6 7.3 2.4 10.6 11.9: 0.0 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 : 70: 18 17 10 7 15 8 7 9 10 8 15: Old : 70: 18 17 10 7 15 8 7 9 10 8 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 : 47.6 45.5 63.7 69.1 32.8 28.6 40.6 39.5 Old : 47.6 45.5 63.7 69.1 32.8 28.6 40.6 39.5 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, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 249,944: 161,915 196,844 44,041 7,375 18,145 4,280 12,806 3,943 270 3,239 558: 16,792 7,034 Old : 249,944: 161,915 196,844 44,041 7,375 18,145 4,280 12,806 3,943 270 3,239 558: 16,792 7,034 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 7,759: 6,236 8,847 1,145 892 91 0 1,597 -941 270 -976 160: 798 -1,911 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.8 78.8 17.6 3.0 7.3 1.7 5.1 1.6 0.1 1.3 0.2: 6.7 2.8 Old : 100.0: 64.8 78.8 17.6 3.0 7.3 1.7 5.1 1.6 0.1 1.3 0.2: 6.7 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 : 54: 28 27 7 . . . 6 . . . .: Old : 54: 28 27 7 . . . 6 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.3 38.3 57.7 54.8 34.1 31.4 50.3 45.0 Old : 38.3 38.3 57.7 54.8 34.1 31.4 50.3 45.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 Disaggregated Commitments of Traders - Futures Only, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 119,094: 81,633 96,298 6,895 9,015 2,836 20,286 0 430 1,196 4,592 856: 4,962 5,067 Old : 119,094: 81,633 96,298 6,895 9,015 2,836 20,286 0 430 1,196 4,592 856: 4,962 5,067 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 3,875: 2,069 3,300 1,104 185 -31 806 0 -224 30 148 -30: 151 527 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.5 80.9 5.8 7.6 2.4 17.0 0.0 0.4 1.0 3.9 0.7: 4.2 4.3 Old : 100.0: 68.5 80.9 5.8 7.6 2.4 17.0 0.0 0.4 1.0 3.9 0.7: 4.2 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 : 45: 26 26 4 . 5 5 0 . . . .: Old : 45: 26 26 4 . 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 : 31.1 46.5 52.7 67.7 29.4 32.8 48.3 47.5 Old : 31.1 46.5 52.7 67.7 29.4 32.8 48.3 47.5 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, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 245,460: 207,129 92,734 10,823 120,236 11,712 1,184 6,369 4,227 1,195 1,288 2,018: 7,172 6,876 Old : 245,460: 207,129 92,734 10,823 120,236 11,712 1,184 6,369 4,227 1,195 1,288 2,018: 7,172 6,876 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 12,175: 9,370 5,375 724 7,654 295 248 -570 453 -699 -394 1,130: 654 -1,768 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.4 37.8 4.4 49.0 4.8 0.5 2.6 1.7 0.5 0.5 0.8: 2.9 2.8 Old : 100.0: 84.4 37.8 4.4 49.0 4.8 0.5 2.6 1.7 0.5 0.5 0.8: 2.9 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 : 46: 18 20 . 11 7 . . . . . .: Old : 46: 18 20 . 11 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 : 60.5 35.4 77.2 57.7 58.6 35.4 69.3 54.0 Old : 60.5 35.4 77.2 57.7 58.6 35.4 69.3 54.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 Disaggregated Commitments of Traders - Futures Only, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 742,317: 571,534 188,176 21,255 454,278 63,057 113 14,986 4,228 64,950 0 7,979: 9,201 9,613 Old : 742,317: 571,534 188,176 21,255 454,278 63,057 113 14,986 4,228 64,950 0 7,979: 9,201 9,613 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 3,970: -2,744 5,860 91 -4,204 3,460 0 -1,055 362 1,634 0 0: 1,167 -453 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.0 25.3 2.9 61.2 8.5 0.0 2.0 0.6 8.7 0.0 1.1: 1.2 1.3 Old : 100.0: 77.0 25.3 2.9 61.2 8.5 0.0 2.0 0.6 8.7 0.0 1.1: 1.2 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 : 53: 34 24 . 10 12 . . . . 0 .: Old : 53: 34 24 . 10 12 . . . . 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 : 31.8 46.4 53.4 67.5 30.6 42.3 47.3 58.1 Old : 31.8 46.4 53.4 67.5 30.6 42.3 47.3 58.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 Disaggregated Commitments of Traders - Futures Only, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 283,581: 262,104 156,712 2,813 90,700 6,458 3,271 4,284 1,683 0 12,967 0: 7,252 10,777 Old : 283,581: 262,104 156,712 2,813 90,700 6,458 3,271 4,284 1,683 0 12,967 0: 7,252 10,777 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 8,522: 6,018 3,379 0 3,095 452 335 1,502 111 0 -81 0: 1,606 64 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.4 55.3 1.0 32.0 2.3 1.2 1.5 0.6 0.0 4.6 0.0: 2.6 3.8 Old : 100.0: 92.4 55.3 1.0 32.0 2.3 1.2 1.5 0.6 0.0 4.6 0.0: 2.6 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 46: 26 25 . 5 4 . . . 0 . 0: Old : 46: 26 25 . 5 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 : 46.4 51.1 69.5 68.5 45.3 47.7 61.9 62.0 Old : 46.4 51.1 69.5 68.5 45.3 47.7 61.9 62.0 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, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 270,742: 215,302 150,540 35,008 99,258 5,858 245 1,160 4,423 330 4,461 1,803: 7,773 3,239 Old : 270,742: 215,302 150,540 35,008 99,258 5,858 245 1,160 4,423 330 4,461 1,803: 7,773 3,239 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 4,512: 5,419 5,095 -30 2,039 -64 245 -1,292 944 330 -449 -31: -2,301 -1,730 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.5 55.6 12.9 36.7 2.2 0.1 0.4 1.6 0.1 1.6 0.7: 2.9 1.2 Old : 100.0: 79.5 55.6 12.9 36.7 2.2 0.1 0.4 1.6 0.1 1.6 0.7: 2.9 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 : 58: 32 30 . 10 8 . . . . . .: Old : 58: 32 30 . 10 8 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.1 29.8 68.0 52.8 40.5 29.5 64.5 49.4 Old : 43.1 29.8 68.0 52.8 40.5 29.5 64.5 49.4 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, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 121,921: 109,020 74,920 0 29,752 2,476 2,268 0 4,467 0 444 186: 3,504 9,676 Old : 121,921: 109,020 74,920 0 29,752 2,476 2,268 0 4,467 0 444 186: 3,504 9,676 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 3,354: 4,216 2,505 0 -172 0 -1,586 0 812 0 24 186: -274 -1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.4 61.4 0.0 24.4 2.0 1.9 0.0 3.7 0.0 0.4 0.2: 2.9 7.9 Old : 100.0: 89.4 61.4 0.0 24.4 2.0 1.9 0.0 3.7 0.0 0.4 0.2: 2.9 7.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 22 16 0 5 . . 0 . 0 . .: Old : 35: 22 16 0 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 : 49.8 57.3 68.8 73.7 49.1 57.0 67.5 73.4 Old : 49.8 57.3 68.8 73.7 49.1 57.0 67.5 73.4 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, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 118,492: 89,256 97,840 6,013 3,336 5,072 0 564 5,403 662 194 685: 11,401 5,398 Old : 118,492: 89,256 97,840 6,013 3,336 5,072 0 564 5,403 662 194 685: 11,401 5,398 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 3,508: 1,453 4,202 1,984 -876 -171 0 0 0 452 0 215: -425 138 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.3 82.6 5.1 2.8 4.3 0.0 0.5 4.6 0.6 0.2 0.6: 9.6 4.6 Old : 100.0: 75.3 82.6 5.1 2.8 4.3 0.0 0.5 4.6 0.6 0.2 0.6: 9.6 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 22 21 . . . 0 . . . . .: Old : 38: 22 21 . . . 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.5 48.8 69.0 68.4 51.8 47.3 64.4 64.8 Old : 53.5 48.8 69.0 68.4 51.8 47.3 64.4 64.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U Disaggregated Commitments of Traders - Futures Only, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 93,587: 79,870 36,235 2,684 43,768 146 718 2,670 2,333 0 0 0: 7,836 8,435 Old : 93,587: 79,870 36,235 2,684 43,768 146 718 2,670 2,333 0 0 0: 7,836 8,435 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 2,593: 3,599 -983 0 2,585 0 62 959 0 0 0 0: -1,068 32 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.3 38.7 2.9 46.8 0.2 0.8 2.9 2.5 0.0 0.0 0.0: 8.4 9.0 Old : 100.0: 85.3 38.7 2.9 46.8 0.2 0.8 2.9 2.5 0.0 0.0 0.0: 8.4 9.0 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: 16 11 . 7 . . . . 0 0 0: Old : 27: 16 11 . 7 . . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.9 42.6 77.2 70.0 63.6 40.3 74.7 63.8 Old : 64.9 42.6 77.2 70.0 63.6 40.3 74.7 63.8 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, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 201,143: 157,467 80,029 35,369 112,724 1,156 0 0 0 0 0 0: 7,151 7,234 Old : 201,143: 157,467 80,029 35,369 112,724 1,156 0 0 0 0 0 0: 7,151 7,234 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 552: 705 -298 -30 150 0 0 0 0 0 0 0: -123 700 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.3 39.8 17.6 56.0 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 3.6 3.6 Old : 100.0: 78.3 39.8 17.6 56.0 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 3.6 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 18 12 . 9 4 0 0 0 0 0 0: Old : 33: 18 12 . 9 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 : 45.8 45.9 70.2 74.8 44.3 45.4 68.7 73.3 Old : 45.8 45.9 70.2 74.8 44.3 45.4 68.7 73.3 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, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 84,933: 50,308 55,870 18,943 22,616 428 0 0 0 0 0 0: 15,254 6,019 Old : 84,933: 50,308 55,870 18,943 22,616 428 0 0 0 0 0 0: 15,254 6,019 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 1,084: 414 806 3,356 -300 0 0 0 0 0 0 0: -2,686 578 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.2 65.8 22.3 26.6 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 18.0 7.1 Old : 100.0: 59.2 65.8 22.3 26.6 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 18.0 7.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 13 12 4 . . 0 0 0 0 0 0: Old : 24: 13 12 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 : 51.5 73.7 71.4 87.0 50.5 73.7 69.9 83.5 Old : 51.5 73.7 71.4 87.0 50.5 73.7 69.9 83.5 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, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 23,544: 20,819 12,472 0 9,696 124 0 0 0 0 0 0: 2,601 1,252 Old : 23,544: 20,819 12,472 0 9,696 124 0 0 0 0 0 0: 2,601 1,252 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.4 53.0 0.0 41.2 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 11.0 5.3 Old : 100.0: 88.4 53.0 0.0 41.2 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 11.0 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 : 21: 12 10 0 . . 0 0 0 0 0 0: Old : 21: 12 10 0 . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.5 81.1 82.4 90.2 60.5 76.2 79.3 84.0 Old : 60.5 81.1 82.4 90.2 60.5 76.2 79.3 84.0 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, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 346,197: 291,339 148,457 39,317 186,320 3,621 0 0 0 10 241 480: 11,430 7,078 Old : 346,197: 291,339 148,457 39,317 186,320 3,621 0 0 0 10 241 480: 11,430 7,078 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 8,487: 6,984 7,919 -330 2,069 611 0 -360 0 10 186 325: 887 -2,263 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.2 42.9 11.4 53.8 1.0 0.0 0.0 0.0 0.0 0.1 0.1: 3.3 2.0 Old : 100.0: 84.2 42.9 11.4 53.8 1.0 0.0 0.0 0.0 0.0 0.1 0.1: 3.3 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 54: 35 26 . 11 6 0 0 0 . . .: Old : 54: 35 26 . 11 6 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 : 38.6 56.6 53.8 77.5 35.7 54.2 50.5 74.9 Old : 38.6 56.6 53.8 77.5 35.7 54.2 50.5 74.9 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, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 79,773: 61,612 47,481 0 4,370 5,062 615 3,208 3,040 0 0 0: 9,444 16,612 Old : 79,773: 61,612 47,481 0 4,370 5,062 615 3,208 3,040 0 0 0: 9,444 16,612 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 816: 398 519 -976 60 0 60 254 103 0 0 0: 1,231 -120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.2 59.5 0.0 5.5 6.3 0.8 4.0 3.8 0.0 0.0 0.0: 11.8 20.8 Old : 100.0: 77.2 59.5 0.0 5.5 6.3 0.8 4.0 3.8 0.0 0.0 0.0: 11.8 20.8 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 : 22: 12 12 0 4 4 . . . 0 0 0: Old : 22: 12 12 0 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 : 54.9 55.2 74.4 70.3 53.4 52.8 69.0 60.0 Old : 54.9 55.2 74.4 70.3 53.4 52.8 69.0 60.0 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-BA - ICE FUTURES ENERGY DIV Code-0233A8 Disaggregated Commitments of Traders - Futures Only, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 71,382: 33,799 46,644 23,944 8,545 5,140 888 2,977 2,160 0 0 0: 5,451 5,916 Old : 71,382: 33,799 46,644 23,944 8,545 5,140 888 2,977 2,160 0 0 0: 5,451 5,916 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 900: -834 -1,188 691 0 -77 -56 857 420 0 0 0: 756 888 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.3 65.3 33.5 12.0 7.2 1.2 4.2 3.0 0.0 0.0 0.0: 7.6 8.3 Old : 100.0: 47.3 65.3 33.5 12.0 7.2 1.2 4.2 3.0 0.0 0.0 0.0: 7.6 8.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 9 7 6 . 7 . . . 0 0 0: Old : 22: 9 7 6 . 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 : 53.5 63.8 73.6 79.4 52.0 59.8 68.5 73.5 Old : 53.5 63.8 73.6 79.4 52.0 59.8 68.5 73.5 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, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 105,650: 89,818 68,873 6,669 29,412 364 3,694 0 0 2,520 1,950 0: 2,585 5,051 Old : 105,650: 89,818 68,873 6,669 29,412 364 3,694 0 0 2,520 1,950 0: 2,585 5,051 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 18,672: 13,542 16,692 2,400 -870 0 1,890 0 0 540 1,950 0: 300 900 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.0 65.2 6.3 27.8 0.3 3.5 0.0 0.0 2.4 1.8 0.0: 2.4 4.8 Old : 100.0: 85.0 65.2 6.3 27.8 0.3 3.5 0.0 0.0 2.4 1.8 0.0: 2.4 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 51: 20 22 . 6 . . 0 0 . . 0: Old : 51: 20 22 . 6 . . 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 : 59.0 46.4 74.0 74.4 43.0 41.8 57.1 59.2 Old : 59.0 46.4 74.0 74.4 43.0 41.8 57.1 59.2 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, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 97,670: 72,615 89,079 11,859 2,574 1,191 3,697 0 1,116 4,971 2,074 215: 2,006 1,421 Old : 97,670: 72,615 89,079 11,859 2,574 1,191 3,697 0 1,116 4,971 2,074 215: 2,006 1,421 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 21,988: 15,974 19,721 2,400 -360 120 1,449 -531 531 -171 2,074 215: 1,470 218 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.3 91.2 12.1 2.6 1.2 3.8 0.0 1.1 5.1 2.1 0.2: 2.1 1.5 Old : 100.0: 74.3 91.2 12.1 2.6 1.2 3.8 0.0 1.1 5.1 2.1 0.2: 2.1 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 64: 24 36 . 5 4 4 0 . 5 . .: Old : 64: 24 36 . 5 4 4 0 . 5 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.1 46.0 60.1 63.9 33.9 39.6 47.0 50.7 Old : 43.1 46.0 60.1 63.9 33.9 39.6 47.0 50.7 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, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 72,786: 71,983 60,955 248 1,968 0 0 270 0 0 7,985 0: 555 1,608 Old : 72,786: 71,983 60,955 248 1,968 0 0 270 0 0 7,985 0: 555 1,608 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 638: 638 488 0 -334 0 0 270 0 0 -390 0: 0 604 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 98.9 83.7 0.3 2.7 0.0 0.0 0.4 0.0 0.0 11.0 0.0: 0.8 2.2 Old : 100.0: 98.9 83.7 0.3 2.7 0.0 0.0 0.4 0.0 0.0 11.0 0.0: 0.8 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 19 23 . . 0 0 . 0 0 . 0: Old : 36: 19 23 . . 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 : 59.0 37.4 87.4 60.9 49.8 29.0 63.8 45.5 Old : 59.0 37.4 87.4 60.9 49.8 29.0 63.8 45.5 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, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 160,773: 131,750 114,148 10,105 13,904 7,274 0 607 861 0 12,846 152: 10,631 10,981 Old : 160,773: 131,750 114,148 10,105 13,904 7,274 0 607 861 0 12,846 152: 10,631 10,981 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 3,433: 4,345 2,681 0 -1,014 192 -1,261 607 -159 0 1,714 0: 316 -588 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.9 71.0 6.3 8.6 4.5 0.0 0.4 0.5 0.0 8.0 0.1: 6.6 6.8 Old : 100.0: 81.9 71.0 6.3 8.6 4.5 0.0 0.4 0.5 0.0 8.0 0.1: 6.6 6.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 23 23 . . . 0 . . 0 . .: Old : 33: 23 23 . . . 0 . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.7 43.2 73.2 63.5 49.9 33.1 57.6 48.1 Old : 56.7 43.2 73.2 63.5 49.9 33.1 57.6 48.1 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, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 17,547: 16,114 12,487 0 2,182 90 0 155 62 0 310 0: 1,281 2,261 Old : 17,547: 16,114 12,487 0 2,182 90 0 155 62 0 310 0: 1,281 2,261 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 694: 364 360 0 -60 60 0 0 0 0 0 0: 270 334 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.8 71.2 0.0 12.4 0.5 0.0 0.9 0.4 0.0 1.8 0.0: 7.3 12.9 Old : 100.0: 91.8 71.2 0.0 12.4 0.5 0.0 0.9 0.4 0.0 1.8 0.0: 7.3 12.9 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 : 22: 10 11 0 . . 0 . . 0 . 0: Old : 22: 10 11 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 : 75.7 69.4 87.3 79.6 75.5 68.9 85.9 79.1 Old : 75.7 69.4 87.3 79.6 75.5 68.9 85.9 79.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERGY DIV Code-0233AY Disaggregated Commitments of Traders - Futures Only, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 62,414: 43,848 40,155 0 6,958 3,183 0 4,614 1,250 1,754 0 0: 12,379 6,254 Old : 62,414: 43,848 40,155 0 6,958 3,183 0 4,614 1,250 1,754 0 0: 12,379 6,254 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.3 64.3 0.0 11.1 5.1 0.0 7.4 2.0 2.8 0.0 0.0: 19.8 10.0 Old : 100.0: 70.3 64.3 0.0 11.1 5.1 0.0 7.4 2.0 2.8 0.0 0.0: 19.8 10.0 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 : 21: 12 11 0 . . 0 . . . 0 0: Old : 21: 12 11 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 : 55.4 50.2 69.9 69.9 51.5 49.1 56.9 62.6 Old : 55.4 50.2 69.9 69.9 51.5 49.1 56.9 62.6 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, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 121,674: 100,058 70,290 5,624 29,487 7,252 0 5,362 1,972 0 210 0: 6,768 7,101 Old : 121,674: 100,058 70,290 5,624 29,487 7,252 0 5,362 1,972 0 210 0: 6,768 7,101 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 1,561: 2,495 1,955 0 182 0 0 -630 -77 0 210 0: -857 -79 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.2 57.8 4.6 24.2 6.0 0.0 4.4 1.6 0.0 0.2 0.0: 5.6 5.8 Old : 100.0: 82.2 57.8 4.6 24.2 6.0 0.0 4.4 1.6 0.0 0.2 0.0: 5.6 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 : 38: 22 19 . 4 4 0 . . 0 . 0: Old : 38: 22 19 . 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 : 61.8 51.0 79.5 71.0 61.3 49.3 74.3 65.5 Old : 61.8 51.0 79.5 71.0 61.3 49.3 74.3 65.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB Disaggregated Commitments of Traders - Futures Only, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 79,368: 59,151 64,221 5,166 0 6,274 880 0 870 0 0 0: 7,027 8,003 Old : 79,368: 59,151 64,221 5,166 0 6,274 880 0 870 0 0 0: 7,027 8,003 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 2,515: 844 2,581 1,557 0 0 124 -674 -252 0 0 0: 242 860 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.5 80.9 6.5 0.0 7.9 1.1 0.0 1.1 0.0 0.0 0.0: 8.9 10.1 Old : 100.0: 74.5 80.9 6.5 0.0 7.9 1.1 0.0 1.1 0.0 0.0 0.0: 8.9 10.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 11 11 . 0 . . 0 . 0 0 0: Old : 20: 11 11 . 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 : 66.7 62.1 84.0 82.3 56.6 60.6 73.6 74.5 Old : 66.7 62.1 84.0 82.3 56.6 60.6 73.6 74.5 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, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 104,082: 58,561 81,150 33,935 584 2,198 1,248 0 641 0 16,393 0: 7,499 3,116 Old : 104,082: 58,561 81,150 33,935 584 2,198 1,248 0 641 0 16,393 0: 7,499 3,116 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 2,065: 256 1,090 1,749 32 30 0 0 0 0 609 0: 30 304 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.3 78.0 32.6 0.6 2.1 1.2 0.0 0.6 0.0 15.8 0.0: 7.2 3.0 Old : 100.0: 56.3 78.0 32.6 0.6 2.1 1.2 0.0 0.6 0.0 15.8 0.0: 7.2 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 : 25: 11 10 8 . . . 0 . 0 . 0: Old : 25: 11 10 8 . . . 0 . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.8 66.0 73.8 91.6 50.6 54.2 63.8 74.8 Old : 55.8 66.0 73.8 91.6 50.6 54.2 63.8 74.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD Disaggregated Commitments of Traders - Futures Only, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 20,521: 16,144 19,883 4,129 0 0 0 0 0 0 0 0: 248 638 Old : 20,521: 16,144 19,883 4,129 0 0 0 0 0 0 0 0: 248 638 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 540: 600 450 -60 0 0 0 0 0 0 0 0: 0 90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.7 96.9 20.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 3.1 Old : 100.0: 78.7 96.9 20.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 9 20 . 0 0 0 0 0 0 0 0: Old : 24: 9 20 . 0 0 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.9 45.9 93.4 70.0 59.8 43.6 76.5 61.5 Old : 64.9 45.9 93.4 70.0 59.8 43.6 76.5 61.5 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, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 105,191: 94,299 92,512 2,582 0 642 558 364 817 0 9,282 0: 6,293 1,574 Old : 105,191: 94,299 92,512 2,582 0 642 558 364 817 0 9,282 0: 6,293 1,574 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : -720: -545 -1,027 0 0 0 -422 0 247 0 184 0: 0 -124 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.6 87.9 2.5 0.0 0.6 0.5 0.3 0.8 0.0 8.8 0.0: 6.0 1.5 Old : 100.0: 89.6 87.9 2.5 0.0 0.6 0.5 0.3 0.8 0.0 8.8 0.0: 6.0 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 17 15 . 0 . . . . 0 . 0: Old : 26: 17 15 . 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 : 55.2 61.9 76.1 84.7 51.3 52.2 68.7 74.7 Old : 55.2 61.9 76.1 84.7 51.3 52.2 68.7 74.7 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, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 205,809: 163,593 57,793 10,537 108,880 7,540 3,434 18,079 2,184 1,170 3,066 0: 17,351 8,267 Old : 205,809: 163,593 57,793 10,537 108,880 7,540 3,434 18,079 2,184 1,170 3,066 0: 17,351 8,267 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 1,106: 230 898 214 -938 -454 736 3,427 -183 1,170 48 0: -607 -1,692 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.5 28.1 5.1 52.9 3.7 1.7 8.8 1.1 0.6 1.5 0.0: 8.4 4.0 Old : 100.0: 79.5 28.1 5.1 52.9 3.7 1.7 8.8 1.1 0.6 1.5 0.0: 8.4 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 : 46: 24 22 . 8 6 . . . . . 0: Old : 46: 24 22 . 8 6 . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.3 47.0 62.5 66.6 42.0 45.8 60.0 64.3 Old : 43.3 47.0 62.5 66.6 42.0 45.8 60.0 64.3 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, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 26,636: 24,964 19,116 0 2,762 120 0 0 0 0 1,737 0: 1,552 2,901 Old : 26,636: 24,964 19,116 0 2,762 120 0 0 0 0 1,737 0: 1,552 2,901 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 1,092: 1,092 852 0 240 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.7 71.8 0.0 10.4 0.5 0.0 0.0 0.0 0.0 6.5 0.0: 5.8 10.9 Old : 100.0: 93.7 71.8 0.0 10.4 0.5 0.0 0.0 0.0 0.0 6.5 0.0: 5.8 10.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 14 10 0 . . 0 0 0 0 . 0: Old : 25: 14 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 : 60.3 53.7 83.0 76.4 60.3 53.7 81.1 75.0 Old : 60.3 53.7 83.0 76.4 60.3 53.7 81.1 75.0 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, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 44,155: 26,321 40,109 14,567 2,047 1,145 620 248 0 0 0 0: 1,502 606 Old : 44,155: 26,321 40,109 14,567 2,047 1,145 620 248 0 0 0 0: 1,502 606 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 2,460: 1,320 2,010 -240 -781 1,021 0 0 0 0 0 0: 359 210 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.6 90.8 33.0 4.6 2.6 1.4 0.6 0.0 0.0 0.0 0.0: 3.4 1.4 Old : 100.0: 59.6 90.8 33.0 4.6 2.6 1.4 0.6 0.0 0.0 0.0 0.0: 3.4 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 : 28: 13 12 . . 4 . . 0 0 0 0: Old : 28: 13 12 . . 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 : 69.2 63.8 84.6 93.5 59.1 63.8 73.9 82.5 Old : 69.2 63.8 84.6 93.5 59.1 63.8 73.9 82.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH Disaggregated Commitments of Traders - Futures Only, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 280,069: 233,799 185,767 25,222 68,096 7,625 727 0 2,833 0 11,534 405: 9,458 3,809 Old : 280,069: 233,799 185,767 25,222 68,096 7,625 727 0 2,833 0 11,534 405: 9,458 3,809 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 5,390: 6,582 4,371 -918 1,115 -516 0 0 0 0 -231 339: -97 312 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.5 66.3 9.0 24.3 2.7 0.3 0.0 1.0 0.0 4.1 0.1: 3.4 1.4 Old : 100.0: 83.5 66.3 9.0 24.3 2.7 0.3 0.0 1.0 0.0 4.1 0.1: 3.4 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 : 54: 33 29 . 7 6 . 0 . 0 . .: Old : 54: 33 29 . 7 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 : 45.1 60.8 64.7 73.8 43.5 58.1 61.9 71.0 Old : 45.1 60.8 64.7 73.8 43.5 58.1 61.9 71.0 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, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 122,157: 103,331 88,061 8,805 22,913 7,705 0 0 0 0 0 0: 2,316 3,478 Old : 122,157: 103,331 88,061 8,805 22,913 7,705 0 0 0 0 0 0: 2,316 3,478 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 1,529: 1,134 3,213 124 -2,720 760 0 0 0 0 0 0: -489 276 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.6 72.1 7.2 18.8 6.3 0.0 0.0 0.0 0.0 0.0 0.0: 1.9 2.8 Old : 100.0: 84.6 72.1 7.2 18.8 6.3 0.0 0.0 0.0 0.0 0.0 0.0: 1.9 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 : 34: 21 19 . 4 4 0 0 0 0 0 0: Old : 34: 21 19 . 4 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 : 48.9 64.6 67.6 79.4 42.6 56.1 58.8 68.9 Old : 48.9 64.6 67.6 79.4 42.6 56.1 58.8 68.9 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, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 100,928: 47,038 78,473 35,402 11,028 5,093 0 0 0 2,996 0 0: 10,399 6,334 Old : 100,928: 47,038 78,473 35,402 11,028 5,093 0 0 0 2,996 0 0: 10,399 6,334 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 1,107: -222 362 364 -152 91 0 0 0 0 0 0: 874 806 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.6 77.8 35.1 10.9 5.0 0.0 0.0 0.0 3.0 0.0 0.0: 10.3 6.3 Old : 100.0: 46.6 77.8 35.1 10.9 5.0 0.0 0.0 0.0 3.0 0.0 0.0: 10.3 6.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 11 16 7 . 5 0 0 0 . 0 0: Old : 30: 11 16 7 . 5 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.8 45.3 63.0 66.3 37.6 42.3 55.1 62.6 Old : 42.8 45.3 63.0 66.3 37.6 42.3 55.1 62.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ Disaggregated Commitments of Traders - Futures Only, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 93,088: 66,843 62,212 9,092 14,859 7,746 0 0 0 0 0 0: 9,407 8,271 Old : 93,088: 66,843 62,212 9,092 14,859 7,746 0 0 0 0 0 0: 9,407 8,271 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 1,144: 885 420 -154 -270 -31 0 0 0 0 0 0: 444 1,025 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.8 66.8 9.8 16.0 8.3 0.0 0.0 0.0 0.0 0.0 0.0: 10.1 8.9 Old : 100.0: 71.8 66.8 9.8 16.0 8.3 0.0 0.0 0.0 0.0 0.0 0.0: 10.1 8.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 13 10 . . 5 0 0 0 0 0 0: Old : 23: 13 10 . . 5 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.9 68.1 72.2 82.0 46.7 65.8 68.1 76.5 Old : 46.9 68.1 72.2 82.0 46.7 65.8 68.1 76.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV Code-0233D4 Disaggregated Commitments of Traders - Futures Only, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 36,310: 35,674 32,121 0 3,056 0 0 0 0 0 671 0: 636 462 Old : 36,310: 35,674 32,121 0 3,056 0 0 0 0 0 671 0: 636 462 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 1,110: 784 780 0 0 0 0 0 0 0 330 0: 326 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 98.2 88.5 0.0 8.4 0.0 0.0 0.0 0.0 0.0 1.8 0.0: 1.8 1.3 Old : 100.0: 98.2 88.5 0.0 8.4 0.0 0.0 0.0 0.0 0.0 1.8 0.0: 1.8 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 11 13 0 . 0 0 0 0 0 . 0: Old : 22: 11 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 : 91.4 76.1 97.4 89.8 91.4 76.1 96.8 89.4 Old : 91.4 76.1 97.4 89.8 91.4 76.1 96.8 89.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 Disaggregated Commitments of Traders - Futures Only, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 998,123: 132,871 137,327 218,938 12,991 45,191 191,754 304,809 180,060 51,088 160,650 116,002: 62,219 41,093 Old : 998,123: 132,871 137,327 218,938 12,991 45,191 191,754 304,809 180,060 51,088 160,650 116,002: 62,219 41,093 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 41,252: 1,672 3,192 6,886 -1,060 11,494 -4,937 36,425 15,592 17,449 -20,581 -7,050: 146 3,240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.3 13.8 21.9 1.3 4.5 19.2 30.5 18.0 5.1 16.1 11.6: 6.2 4.1 Old : 100.0: 13.3 13.8 21.9 1.3 4.5 19.2 30.5 18.0 5.1 16.1 11.6: 6.2 4.1 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 : 283: 32 29 23 7 22 49 76 67 37 46 52: Old : 283: 32 29 23 7 22 49 76 67 37 46 52: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 16.7 26.1 28.3 37.1 11.0 23.0 18.0 28.5 Old : 16.7 26.1 28.3 37.1 11.0 23.0 18.0 28.5 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, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 381,170: 57,987 45,370 8,341 69,507 56,597 101,734 12,693 32,669 85,641 122,924 34,223: 3,978 7,187 Old : 381,170: 57,987 45,370 8,341 69,507 56,597 101,734 12,693 32,669 85,641 122,924 34,223: 3,978 7,187 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : -28,250: -3,583 -7,028 -435 -10,471 -5,209 3,007 -905 -4,445 -9,735 6,425 -6,006: -1,844 -611 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.2 11.9 2.2 18.2 14.8 26.7 3.3 8.6 22.5 32.2 9.0: 1.0 1.9 Old : 100.0: 15.2 11.9 2.2 18.2 14.8 26.7 3.3 8.6 22.5 32.2 9.0: 1.0 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 63: 17 20 . 9 11 8 4 9 9 10 16: Old : 63: 17 20 . 9 11 8 4 9 9 10 16: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.9 45.7 64.8 60.4 49.8 40.0 55.1 47.0 Old : 51.9 45.7 64.8 60.4 49.8 40.0 55.1 47.0 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, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 83,871: 10,552 15,380 21,356 5,363 18,919 4,788 3,497 7,162 2,972 12,844 12,214: 5,908 8,492 Old : 83,871: 10,552 15,380 21,356 5,363 18,919 4,788 3,497 7,162 2,972 12,844 12,214: 5,908 8,492 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : -22,268: -1,706 -1,994 -3,222 2,331 -4,092 -10,256 1,183 -1,321 400 -19,503 -1,857: -214 2,985 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.6 18.3 25.5 6.4 22.6 5.7 4.2 8.5 3.5 15.3 14.6: 7.0 10.1 Old : 100.0: 12.6 18.3 25.5 6.4 22.6 5.7 4.2 8.5 3.5 15.3 14.6: 7.0 10.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 8 8 8 . 10 . 6 7 4 5 8: Old : 34: 8 8 8 . 10 . 6 7 4 5 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 : 39.5 49.1 57.5 64.4 24.7 29.4 32.6 33.7 Old : 39.5 49.1 57.5 64.4 24.7 29.4 32.6 33.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B Disaggregated Commitments of Traders - Futures Only, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 1,618,707: 448,601 207,062 68,952 980,860 187,846 124,939 53,473 87,027 609,600 25,031 43,105: 48,637 34,303 Old : 1,618,707: 448,601 207,062 68,952 980,860 187,846 124,939 53,473 87,027 609,600 25,031 43,105: 48,637 34,303 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : -94,249: -26,466 -22,441 -3,109 -22,511 -26,556 16,807 1,090 -23,783 -14,794 9,758 -13,181: -3,167 3,375 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.7 12.8 4.3 60.6 11.6 7.7 3.3 5.4 37.7 1.5 2.7: 3.0 2.1 Old : 100.0: 27.7 12.8 4.3 60.6 11.6 7.7 3.3 5.4 37.7 1.5 2.7: 3.0 2.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 96: 32 29 4 17 20 10 8 13 15 6 16: Old : 96: 32 29 4 17 20 10 8 13 15 6 16: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.4 39.4 63.5 59.7 44.5 38.2 53.9 54.2 Old : 47.4 39.4 63.5 59.7 44.5 38.2 53.9 54.2 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, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 520,699: 113,765 96,817 181,252 130,141 83,195 10,666 62,766 39,550 38,181 55,822 49,936: 4,154 2,472 Old : 520,699: 113,765 96,817 181,252 130,141 83,195 10,666 62,766 39,550 38,181 55,822 49,936: 4,154 2,472 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : -72,060: -14,653 -11,911 1,289 33,377 -36,667 -3,251 -7,739 -11,970 8,847 -20,523 -16,068: 413 -559 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.8 18.6 34.8 25.0 16.0 2.0 12.1 7.6 7.3 10.7 9.6: 0.8 0.5 Old : 100.0: 21.8 18.6 34.8 25.0 16.0 2.0 12.1 7.6 7.3 10.7 9.6: 0.8 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 75: 19 15 12 7 15 5 11 14 13 8 14: Old : 75: 19 15 12 7 15 5 11 14 13 8 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 : 31.5 40.1 50.1 62.2 21.8 26.6 32.4 37.2 Old : 31.5 40.1 50.1 62.2 21.8 26.6 32.4 37.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G Disaggregated Commitments of Traders - Futures Only, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 10,646: 8,776 5,540 615 4,167 780 0 0 0 376 0 39: 60 120 Old : 10,646: 8,776 5,540 615 4,167 780 0 0 0 376 0 39: 60 120 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 532: 556 396 -95 50 85 0 0 0 -15 0 1: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.4 52.0 5.8 39.1 7.3 0.0 0.0 0.0 3.5 0.0 0.4: 0.6 1.1 Old : 100.0: 82.4 52.0 5.8 39.1 7.3 0.0 0.0 0.0 3.5 0.0 0.4: 0.6 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 15 12 . . 4 0 0 0 . 0 .: Old : 26: 15 12 . . 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 : 50.0 58.2 75.3 81.9 33.8 45.4 50.1 56.7 Old : 50.0 58.2 75.3 81.9 33.8 45.4 50.1 56.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O Disaggregated Commitments of Traders - Futures Only, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 65,078: 52,168 45,318 6,819 7,797 3,635 0 1,560 0 1,164 5,833 573: 719 362 Old : 65,078: 52,168 45,318 6,819 7,797 3,635 0 1,560 0 1,164 5,833 573: 719 362 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : -2,038: -2,203 -2,418 115 80 -43 0 0 0 102 342 -8: -1 9 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.2 69.6 10.5 12.0 5.6 0.0 2.4 0.0 1.8 9.0 0.9: 1.1 0.6 Old : 100.0: 80.2 69.6 10.5 12.0 5.6 0.0 2.4 0.0 1.8 9.0 0.9: 1.1 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 65: 38 39 4 5 8 0 . 0 5 6 7: Old : 65: 38 39 4 5 8 0 . 0 5 6 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 : 46.8 37.7 65.2 55.9 32.8 29.8 42.6 42.7 Old : 46.8 37.7 65.2 55.9 32.8 29.8 42.6 42.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q Disaggregated Commitments of Traders - Futures Only, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 21,012: 15,985 12,897 905 4,775 1,341 1,320 0 0 655 1,488 251: 555 260 Old : 21,012: 15,985 12,897 905 4,775 1,341 1,320 0 0 655 1,488 251: 555 260 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 808: 720 941 0 -175 -12 0 0 0 43 4 24: 33 26 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.1 61.4 4.3 22.7 6.4 6.3 0.0 0.0 3.1 7.1 1.2: 2.6 1.2 Old : 100.0: 76.1 61.4 4.3 22.7 6.4 6.3 0.0 0.0 3.1 7.1 1.2: 2.6 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 23 21 . 6 6 . 0 0 4 . .: Old : 42: 23 21 . 6 6 . 0 0 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.5 41.4 64.8 64.5 39.1 28.2 52.7 42.7 Old : 41.5 41.4 64.8 64.5 39.1 28.2 52.7 42.7 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, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 14,311: 10,275 6,971 647 4,204 49 0 0 0 504 205 2,688: 148 194 Old : 14,311: 10,275 6,971 647 4,204 49 0 0 0 504 205 2,688: 148 194 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 100: -210 -85 0 0 0 0 0 0 75 0 265: -30 -80 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.8 48.7 4.5 29.4 0.3 0.0 0.0 0.0 3.5 1.4 18.8: 1.0 1.4 Old : 100.0: 71.8 48.7 4.5 29.4 0.3 0.0 0.0 0.0 3.5 1.4 18.8: 1.0 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 : 29: 17 17 . 5 . 0 0 0 . . .: Old : 29: 17 17 . 5 . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.2 42.1 78.3 66.4 29.6 26.1 42.9 41.9 Old : 55.2 42.1 78.3 66.4 29.6 26.1 42.9 41.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T Disaggregated Commitments of Traders - Futures Only, March 31, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 9,940: 8,293 3,700 758 5,161 242 0 0 0 75 659 18: 554 160 Old : 9,940: 8,293 3,700 758 5,161 242 0 0 0 75 659 18: 554 160 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 90: 72 51 18 -10 0 0 0 0 0 30 0: 0 19 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.4 37.2 7.6 51.9 2.4 0.0 0.0 0.0 0.8 6.6 0.2: 5.6 1.6 Old : 100.0: 83.4 37.2 7.6 51.9 2.4 0.0 0.0 0.0 0.8 6.6 0.2: 5.6 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 17 13 . 5 . 0 0 0 . . .: Old : 26: 17 13 . 5 . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.4 55.5 75.8 78.9 47.1 53.6 58.9 69.0 Old : 57.4 55.5 75.8 78.9 47.1 53.6 58.9 69.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 3, 2015