NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 Disaggregated Commitments of Traders - Futures Only, July 21, 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 : 4,028,638: 2,221,629 1,161,424 292,430 1,394,093 369,124 305,480 121,124 330,588 57,476 220,248 415,913: 35,998 16,124 Old : 4,028,638: 2,221,629 1,161,424 292,430 1,394,093 369,124 305,480 121,124 330,588 57,476 220,248 415,913: 35,998 16,124 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 103,068: 85,057 85,388 -5,100 16,693 -3,884 12,191 -1,155 -3,581 21,741 12,750 -691: -2,665 -2,452 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.1 28.8 7.3 34.6 9.2 7.6 3.0 8.2 1.4 5.5 10.3: 0.9 0.4 Old : 100.0: 55.1 28.8 7.3 34.6 9.2 7.6 3.0 8.2 1.4 5.5 10.3: 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 : 230: 108 97 12 14 22 18 13 23 20 31 38: Old : 230: 108 97 12 14 22 18 13 23 20 31 38: 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 : 19.2 23.0 32.3 40.3 15.4 18.5 24.1 29.3 Old : 19.2 23.0 32.3 40.3 15.4 18.5 24.1 29.3 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, July 21, 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 : 416,856: 40,230 81,004 64,383 49,711 99,049 55,321 56,607 51,368 56,967 29,356 49,294: 244 467 Old : 416,856: 40,230 81,004 64,383 49,711 99,049 55,321 56,607 51,368 56,967 29,356 49,294: 244 467 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 9,762: 716 654 4,340 -1,296 1,112 -3,122 2,677 2,871 1,053 952 2,792: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.7 19.4 15.4 11.9 23.8 13.3 13.6 12.3 13.7 7.0 11.8: 0.1 0.1 Old : 100.0: 9.7 19.4 15.4 11.9 23.8 13.3 13.6 12.3 13.7 7.0 11.8: 0.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 72: 19 16 10 6 14 8 7 9 11 9 12: Old : 72: 19 16 10 6 14 8 7 9 11 9 12: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.6 40.6 53.3 65.4 15.7 26.9 28.4 36.2 Old : 36.6 40.6 53.3 65.4 15.7 26.9 28.4 36.2 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, July 21, 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 : 254,227: 173,126 206,586 38,930 18,953 11,603 9,660 5,950 3,409 2,539 0 554: 14,406 7,172 Old : 254,227: 173,126 206,586 38,930 18,953 11,603 9,660 5,950 3,409 2,539 0 554: 14,406 7,172 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 557: 1,653 -424 -1,734 -874 -190 -598 420 -353 1,554 -599 89: 136 2,488 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.1 81.3 15.3 7.5 4.6 3.8 2.3 1.3 1.0 0.0 0.2: 5.7 2.8 Old : 100.0: 68.1 81.3 15.3 7.5 4.6 3.8 2.3 1.3 1.0 0.0 0.2: 5.7 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 : 56: 28 27 6 . 5 . . 4 4 0 .: Old : 56: 28 27 6 . 5 . . 4 4 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.0 43.6 49.2 65.4 25.7 37.2 41.2 53.3 Old : 31.0 43.6 49.2 65.4 25.7 37.2 41.2 53.3 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, July 21, 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 : 121,782: 105,527 99,834 2,716 13,112 2,690 4,943 0 1,672 0 1,085 612: 3,622 2,777 Old : 121,782: 105,527 99,834 2,716 13,112 2,690 4,943 0 1,672 0 1,085 612: 3,622 2,777 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 6,441: 6,528 6,764 0 686 0 -789 0 399 0 -844 612: -309 -1,176 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.7 82.0 2.2 10.8 2.2 4.1 0.0 1.4 0.0 0.9 0.5: 3.0 2.3 Old : 100.0: 86.7 82.0 2.2 10.8 2.2 4.1 0.0 1.4 0.0 0.9 0.5: 3.0 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 43: 26 25 . 5 7 . 0 . 0 . .: Old : 43: 26 25 . 5 7 . 0 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.4 54.5 73.8 70.3 43.7 44.3 63.0 55.7 Old : 49.4 54.5 73.8 70.3 43.7 44.3 63.0 55.7 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, July 21, 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 : 220,449: 187,238 68,963 10,119 119,685 8,541 1,236 7,494 3,524 0 3,171 992: 8,799 8,079 Old : 220,449: 187,238 68,963 10,119 119,685 8,541 1,236 7,494 3,524 0 3,171 992: 8,799 8,079 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 2,343: 612 6,040 3,120 -208 -1,892 -1,110 -2,944 619 0 232 372: 622 124 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.9 31.3 4.6 54.3 3.9 0.6 3.4 1.6 0.0 1.4 0.4: 4.0 3.7 Old : 100.0: 84.9 31.3 4.6 54.3 3.9 0.6 3.4 1.6 0.0 1.4 0.4: 4.0 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 45: 20 15 . 11 7 . 4 . 0 . .: Old : 45: 20 15 . 11 7 . 4 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.0 42.1 72.8 60.6 48.8 42.1 65.2 56.9 Old : 53.0 42.1 72.8 60.6 48.8 42.1 65.2 56.9 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, July 21, 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 : 676,136: 592,072 179,291 28,600 439,857 45,151 0 849 4,031 0 1,739 93: 6,189 5,125 Old : 676,136: 592,072 179,291 28,600 439,857 45,151 0 849 4,031 0 1,739 93: 6,189 5,125 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 7,011: 72,094 9,125 1,035 4,508 -2,095 -87 320 -92 -57,192 603 -5,482: -1,170 124 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.6 26.5 4.2 65.1 6.7 0.0 0.1 0.6 0.0 0.3 0.0: 0.9 0.8 Old : 100.0: 87.6 26.5 4.2 65.1 6.7 0.0 0.1 0.6 0.0 0.3 0.0: 0.9 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 57: 37 28 4 10 13 0 . . 0 . .: Old : 57: 37 28 4 10 13 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 : 34.8 47.7 52.8 73.4 34.0 45.9 49.6 65.4 Old : 34.8 47.7 52.8 73.4 34.0 45.9 49.6 65.4 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, July 21, 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 : 318,338: 300,756 166,361 2,325 124,448 3,857 1,153 2,768 2,204 641 11,246 210: 7,192 7,244 Old : 318,338: 300,756 166,361 2,325 124,448 3,857 1,153 2,768 2,204 641 11,246 210: 7,192 7,244 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 7,006: 6,888 6,240 986 2,954 -866 381 -120 213 641 -1,234 210: -1,447 -391 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.5 52.3 0.7 39.1 1.2 0.4 0.9 0.7 0.2 3.5 0.1: 2.3 2.3 Old : 100.0: 94.5 52.3 0.7 39.1 1.2 0.4 0.9 0.7 0.2 3.5 0.1: 2.3 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 56: 31 25 . 10 5 . . . . . .: Old : 56: 31 25 . 10 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 : 47.5 48.8 69.0 64.7 46.6 46.1 61.7 59.2 Old : 47.5 48.8 69.0 64.7 46.6 46.1 61.7 59.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 Disaggregated Commitments of Traders - Futures Only, July 21, 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 : 241,049: 197,115 135,615 20,848 78,877 8,946 0 1,652 5,347 0 2,467 1,468: 7,325 6,677 Old : 241,049: 197,115 135,615 20,848 78,877 8,946 0 1,652 5,347 0 2,467 1,468: 7,325 6,677 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 158: 767 -3,019 -254 2,363 347 0 -299 365 0 155 0: -1,067 246 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.8 56.3 8.6 32.7 3.7 0.0 0.7 2.2 0.0 1.0 0.6: 3.0 2.8 Old : 100.0: 81.8 56.3 8.6 32.7 3.7 0.0 0.7 2.2 0.0 1.0 0.6: 3.0 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 : 52: 28 31 . 10 6 0 . . 0 . .: Old : 52: 28 31 . 10 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 : 53.3 30.7 75.6 52.4 51.6 30.1 70.9 49.6 Old : 53.3 30.7 75.6 52.4 51.6 30.1 70.9 49.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 Disaggregated Commitments of Traders - Futures Only, July 21, 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 : 103,392: 87,144 64,999 1,495 27,876 2,053 4,444 0 2,726 0 0 0: 5,530 5,738 Old : 103,392: 87,144 64,999 1,495 27,876 2,053 4,444 0 2,726 0 0 0: 5,530 5,738 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 457: 268 157 -214 -244 354 464 0 -416 0 0 0: 1 606 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.3 62.9 1.4 27.0 2.0 4.3 0.0 2.6 0.0 0.0 0.0: 5.3 5.5 Old : 100.0: 84.3 62.9 1.4 27.0 2.0 4.3 0.0 2.6 0.0 0.0 0.0: 5.3 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 19 18 . 5 4 . 0 . 0 0 0: Old : 35: 19 18 . 5 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 : 52.4 46.8 72.0 69.9 51.6 46.7 69.0 67.8 Old : 52.4 46.8 72.0 69.9 51.6 46.7 69.0 67.8 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, July 21, 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 : 103,919: 82,078 79,016 7,543 5,696 3,525 342 4,687 1,440 0 4,401 1,166: 7,825 3,988 Old : 103,919: 82,078 79,016 7,543 5,696 3,525 342 4,687 1,440 0 4,401 1,166: 7,825 3,988 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 2,888: 3,502 858 225 -247 307 -651 0 0 -217 2,231 -139: -139 -122 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.0 76.0 7.3 5.5 3.4 0.3 4.5 1.4 0.0 4.2 1.1: 7.5 3.8 Old : 100.0: 79.0 76.0 7.3 5.5 3.4 0.3 4.5 1.4 0.0 4.2 1.1: 7.5 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 : 45: 26 23 5 . . . . . 0 4 4: Old : 45: 26 23 5 . . . . . 0 4 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.3 36.8 66.5 57.3 48.6 35.6 60.5 53.7 Old : 51.3 36.8 66.5 57.3 48.6 35.6 60.5 53.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q Disaggregated Commitments of Traders - Futures Only, July 21, 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 : 19,450: 19,109 7,937 0 9,343 0 0 248 0 0 1,829 0: 341 93 Old : 19,450: 19,109 7,937 0 9,343 0 0 248 0 0 1,829 0: 341 93 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 219: 219 188 0 0 0 0 0 0 0 0 0: 0 31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 98.2 40.8 0.0 48.0 0.0 0.0 1.3 0.0 0.0 9.4 0.0: 1.8 0.5 Old : 100.0: 98.2 40.8 0.0 48.0 0.0 0.0 1.3 0.0 0.0 9.4 0.0: 1.8 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 : 25: 13 7 0 . 0 0 . 0 0 . 0: Old : 25: 13 7 0 . 0 0 . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.4 74.2 90.6 90.3 71.4 74.2 88.7 90.0 Old : 71.4 74.2 90.6 90.3 71.4 74.2 88.7 90.0 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, July 21, 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 : 78,542: 63,907 26,582 2,924 36,690 146 0 1,259 2,338 0 0 0: 9,227 11,527 Old : 78,542: 63,907 26,582 2,924 36,690 146 0 1,259 2,338 0 0 0: 9,227 11,527 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 830: 737 461 0 0 0 0 -515 93 0 0 0: 0 791 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.4 33.8 3.7 46.7 0.2 0.0 1.6 3.0 0.0 0.0 0.0: 11.7 14.7 Old : 100.0: 81.4 33.8 3.7 46.7 0.2 0.0 1.6 3.0 0.0 0.0 0.0: 11.7 14.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 14 10 . 7 . 0 . . 0 0 0: Old : 26: 14 10 . 7 . 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 : 64.0 38.5 78.5 64.1 60.8 35.8 71.9 58.6 Old : 64.0 38.5 78.5 64.1 60.8 35.8 71.9 58.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W Disaggregated Commitments of Traders - Futures Only, July 21, 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 : 192,164: 142,051 81,686 39,044 102,295 3,934 0 0 0 0 0 0: 7,135 4,249 Old : 192,164: 142,051 81,686 39,044 102,295 3,934 0 0 0 0 0 0: 7,135 4,249 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 5,656: 4,459 -3,558 214 9,184 0 0 0 0 0 0 0: 983 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.9 42.5 20.3 53.2 2.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.7 2.2 Old : 100.0: 73.9 42.5 20.3 53.2 2.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.7 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 21 14 4 8 5 0 0 0 0 0 0: Old : 36: 21 14 4 8 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 : 43.0 58.3 66.0 81.3 41.9 58.1 64.4 79.8 Old : 43.0 58.3 66.0 81.3 41.9 58.1 64.4 79.8 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, July 21, 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 : 87,378: 64,020 58,730 14,397 25,797 393 0 0 0 0 0 0: 8,568 2,458 Old : 87,378: 64,020 58,730 14,397 25,797 393 0 0 0 0 0 0: 8,568 2,458 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 2,173: 3,122 130 -732 3,052 0 0 0 0 0 0 0: -217 -1,009 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.3 67.2 16.5 29.5 0.4 0.0 0.0 0.0 0.0 0.0 0.0: 9.8 2.8 Old : 100.0: 73.3 67.2 16.5 29.5 0.4 0.0 0.0 0.0 0.0 0.0 0.0: 9.8 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 14 11 4 . . 0 0 0 0 0 0: Old : 24: 14 11 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 : 57.2 70.0 73.8 91.2 56.0 68.1 72.5 88.2 Old : 57.2 70.0 73.8 91.2 56.0 68.1 72.5 88.2 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, July 21, 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 : 345,533: 267,168 153,398 56,671 173,622 6,829 1,297 0 651 398 1,057 1,429: 11,090 8,547 Old : 345,533: 267,168 153,398 56,671 173,622 6,829 1,297 0 651 398 1,057 1,429: 11,090 8,547 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 6,809: 4,461 9,760 1,319 -5,615 1,146 -651 0 651 176 0 693: -986 174 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.3 44.4 16.4 50.2 2.0 0.4 0.0 0.2 0.1 0.3 0.4: 3.2 2.5 Old : 100.0: 77.3 44.4 16.4 50.2 2.0 0.4 0.0 0.2 0.1 0.3 0.4: 3.2 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 58: 40 30 . 11 6 . 0 . . . .: Old : 58: 40 30 . 11 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 : 39.0 56.2 59.1 76.2 37.9 56.0 56.9 75.4 Old : 39.0 56.2 59.1 76.2 37.9 56.0 56.9 75.4 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, July 21, 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 : 77,717: 62,106 48,571 398 8,766 6,320 323 3,279 3,143 0 0 0: 5,427 7,638 Old : 77,717: 62,106 48,571 398 8,766 6,320 323 3,279 3,143 0 0 0: 5,427 7,638 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 623: 559 407 0 279 -13 -428 -310 246 0 0 0: 259 14 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.9 62.5 0.5 11.3 8.1 0.4 4.2 4.0 0.0 0.0 0.0: 7.0 9.8 Old : 100.0: 79.9 62.5 0.5 11.3 8.1 0.4 4.2 4.0 0.0 0.0 0.0: 7.0 9.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 16 14 . 6 8 . . . 0 0 0: Old : 30: 16 14 . 6 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 : 57.2 50.8 73.6 66.5 53.9 46.1 67.5 58.1 Old : 57.2 50.8 73.6 66.5 53.9 46.1 67.5 58.1 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, July 21, 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 : 69,899: 29,183 53,013 30,150 4,319 5,756 279 2,006 1,532 0 0 0: 2,999 3,273 Old : 69,899: 29,183 53,013 30,150 4,319 5,756 279 2,006 1,532 0 0 0: 2,999 3,273 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 140: 1,297 1,819 0 0 0 -310 -62 0 0 0 0: -847 -1,617 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.8 75.8 43.1 6.2 8.2 0.4 2.9 2.2 0.0 0.0 0.0: 4.3 4.7 Old : 100.0: 41.8 75.8 43.1 6.2 8.2 0.4 2.9 2.2 0.0 0.0 0.0: 4.3 4.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 12 11 6 4 7 . . . 0 0 0: Old : 26: 12 11 6 4 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 : 49.0 68.4 71.4 80.6 44.2 65.7 65.5 73.4 Old : 49.0 68.4 71.4 80.6 44.2 65.7 65.5 73.4 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, July 21, 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 : 77,842: 64,425 56,679 4,705 16,667 1,886 4,749 0 0 0 558 0: 2,077 2,052 Old : 77,842: 64,425 56,679 4,705 16,667 1,886 4,749 0 0 0 558 0: 2,077 2,052 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 9,235: 9,459 7,584 -286 570 0 0 0 0 0 558 0: 62 523 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.8 72.8 6.0 21.4 2.4 6.1 0.0 0.0 0.0 0.7 0.0: 2.7 2.6 Old : 100.0: 82.8 72.8 6.0 21.4 2.4 6.1 0.0 0.0 0.0 0.7 0.0: 2.7 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 13 11 . 4 . . 0 0 0 . 0: Old : 24: 13 11 . 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 : 68.5 63.4 86.3 84.6 58.6 62.6 73.2 76.3 Old : 68.5 63.4 86.3 84.6 58.6 62.6 73.2 76.3 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, July 21, 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 : 94,004: 71,298 86,079 9,551 1,457 210 9,194 558 1,736 744 2,077 0: 1,271 1,887 Old : 94,004: 71,298 86,079 9,551 1,457 210 9,194 558 1,736 744 2,077 0: 1,271 1,887 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 8,774: 8,924 7,142 -360 496 210 0 0 0 0 558 0: 0 368 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.8 91.6 10.2 1.5 0.2 9.8 0.6 1.8 0.8 2.2 0.0: 1.4 2.0 Old : 100.0: 75.8 91.6 10.2 1.5 0.2 9.8 0.6 1.8 0.8 2.2 0.0: 1.4 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 55: 22 25 6 . . 4 . . . . 0: Old : 55: 22 25 6 . . 4 . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.5 67.2 61.7 82.6 30.5 59.8 48.7 65.2 Old : 39.5 67.2 61.7 82.6 30.5 59.8 48.7 65.2 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, July 21, 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 : 50,791: 50,233 45,499 0 496 0 0 0 0 0 3,872 0: 558 924 Old : 50,791: 50,233 45,499 0 496 0 0 0 0 0 3,872 0: 558 924 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 3,281: 3,157 3,467 0 0 0 0 0 0 0 0 0: 124 -186 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 98.9 89.6 0.0 1.0 0.0 0.0 0.0 0.0 0.0 7.6 0.0: 1.1 1.8 Old : 100.0: 98.9 89.6 0.0 1.0 0.0 0.0 0.0 0.0 0.0 7.6 0.0: 1.1 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 12 25 0 . 0 0 0 0 0 . 0: Old : 32: 12 25 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 : 75.4 39.3 93.3 60.2 68.6 34.1 80.9 54.3 Old : 75.4 39.3 93.3 60.2 68.6 34.1 80.9 54.3 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, July 21, 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 : 168,508: 143,235 135,822 12,113 18,066 6,105 757 0 1,303 0 0 0: 4,995 7,212 Old : 168,508: 143,235 135,822 12,113 18,066 6,105 757 0 1,303 0 0 0: 4,995 7,212 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 1,086: 1,085 11,646 461 0 -372 -214 0 214 -248 -9,974 0: 160 -428 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.0 80.6 7.2 10.7 3.6 0.4 0.0 0.8 0.0 0.0 0.0: 3.0 4.3 Old : 100.0: 85.0 80.6 7.2 10.7 3.6 0.4 0.0 0.8 0.0 0.0 0.0: 3.0 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 : 42: 31 30 . . . . 0 . 0 0 0: Old : 42: 31 30 . . . . 0 . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.7 37.9 67.2 59.3 47.7 27.4 56.6 45.6 Old : 53.7 37.9 67.2 59.3 47.7 27.4 56.6 45.6 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, July 21, 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 : 27,647: 23,283 25,125 733 0 1,437 1,209 0 0 0 0 0: 985 1,085 Old : 27,647: 23,283 25,125 733 0 1,437 1,209 0 0 0 0 0: 985 1,085 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 124: 124 -62 -62 0 62 0 0 0 0 0 0: 0 124 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.2 90.9 2.7 0.0 5.2 4.4 0.0 0.0 0.0 0.0 0.0: 3.6 3.9 Old : 100.0: 84.2 90.9 2.7 0.0 5.2 4.4 0.0 0.0 0.0 0.0 0.0: 3.6 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 9 12 . 0 . . 0 0 0 0 0: Old : 23: 9 12 . 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 : 75.2 61.2 92.7 88.3 74.0 61.2 87.5 85.7 Old : 75.2 61.2 92.7 88.3 74.0 61.2 87.5 85.7 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, July 21, 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 : 64,901: 43,561 46,860 370 8,462 2,624 18 0 1,164 1,730 0 0: 15,434 5,791 Old : 64,901: 43,561 46,860 370 8,462 2,624 18 0 1,164 1,730 0 0: 15,434 5,791 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 277: -954 -1,220 0 1,926 0 -171 -2,717 -11 0 0 0: 1,413 2,299 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.1 72.2 0.6 13.0 4.0 0.0 0.0 1.8 2.7 0.0 0.0: 23.8 8.9 Old : 100.0: 67.1 72.2 0.6 13.0 4.0 0.0 0.0 1.8 2.7 0.0 0.0: 23.8 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 : 20: 10 13 . . . . 0 . . 0 0: Old : 20: 10 13 . . . . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.7 48.8 67.4 72.3 44.5 45.8 50.8 63.5 Old : 52.7 48.8 67.4 72.3 44.5 45.8 50.8 63.5 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, July 21, 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 : 103,928: 79,662 62,829 5,630 20,464 9,252 0 2,428 3,289 0 0 0: 6,095 5,666 Old : 103,928: 79,662 62,829 5,630 20,464 9,252 0 2,428 3,289 0 0 0: 6,095 5,666 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 728: 1,613 112 -31 0 31 0 432 29 0 0 0: -914 124 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.7 60.5 5.4 19.7 8.9 0.0 2.3 3.2 0.0 0.0 0.0: 5.9 5.5 Old : 100.0: 76.7 60.5 5.4 19.7 8.9 0.0 2.3 3.2 0.0 0.0 0.0: 5.9 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 19 19 . . 4 0 . . 0 0 0: Old : 34: 19 19 . . 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 : 59.8 41.4 79.4 63.6 57.2 37.5 65.8 54.5 Old : 59.8 41.4 79.4 63.6 57.2 37.5 65.8 54.5 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, July 21, 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 : 103,274: 73,157 94,201 11,395 400 4,554 1,200 228 2,175 0 0 0: 10,793 1,716 Old : 103,274: 73,157 94,201 11,395 400 4,554 1,200 228 2,175 0 0 0: 10,793 1,716 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 3,273: 2,288 4,291 217 400 443 1,200 -307 338 0 0 0: -1,213 -1,892 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.8 91.2 11.0 0.4 4.4 1.2 0.2 2.1 0.0 0.0 0.0: 10.5 1.7 Old : 100.0: 70.8 91.2 11.0 0.4 4.4 1.2 0.2 2.1 0.0 0.0 0.0: 10.5 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 15 15 . . . . . . 0 0 0: Old : 25: 15 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 : 57.0 68.7 73.7 87.1 40.4 60.4 54.0 69.2 Old : 57.0 68.7 73.7 87.1 40.4 60.4 54.0 69.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC Disaggregated Commitments of Traders - Futures Only, July 21, 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 : 89,535: 50,631 80,457 31,068 4,095 1,170 667 0 459 0 0 0: 5,540 3,354 Old : 89,535: 50,631 80,457 31,068 4,095 1,170 667 0 459 0 0 0: 5,540 3,354 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 3,427: 4,125 18,523 1,587 0 93 0 0 0 0 -15,287 0: -2,378 98 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.5 89.9 34.7 4.6 1.3 0.7 0.0 0.5 0.0 0.0 0.0: 6.2 3.7 Old : 100.0: 56.5 89.9 34.7 4.6 1.3 0.7 0.0 0.5 0.0 0.0 0.0: 6.2 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 15 14 8 . 5 . 0 . 0 0 0: Old : 28: 15 14 8 . 5 . 0 . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.1 59.1 63.2 85.8 25.5 42.7 39.8 56.2 Old : 39.1 59.1 63.2 85.8 25.5 42.7 39.8 56.2 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, July 21, 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 : 22,531: 19,323 18,887 1,968 1,457 124 682 0 0 248 0 0: 186 2,063 Old : 22,531: 19,323 18,887 1,968 1,457 124 682 0 0 248 0 0: 186 2,063 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 725: 725 1,143 0 -480 0 0 0 0 0 0 0: 0 62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.8 83.8 8.7 6.5 0.6 3.0 0.0 0.0 1.1 0.0 0.0: 0.8 9.2 Old : 100.0: 85.8 83.8 8.7 6.5 0.6 3.0 0.0 0.0 1.1 0.0 0.0: 0.8 9.2 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 : 24: 8 15 . . . . 0 0 . 0 0: Old : 24: 8 15 . . . . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.8 55.6 93.3 75.5 69.0 55.6 85.8 74.9 Old : 72.8 55.6 93.3 75.5 69.0 55.6 85.8 74.9 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, July 21, 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 : 119,537: 107,360 111,342 3,100 0 124 1,473 1,220 322 0 1,382 248: 6,910 4,899 Old : 119,537: 107,360 111,342 3,100 0 124 1,473 1,220 322 0 1,382 248: 6,910 4,899 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 2,387: 676 10,976 0 0 0 1,259 -880 -594 0 -8,986 248: 798 1,623 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.8 93.1 2.6 0.0 0.1 1.2 1.0 0.3 0.0 1.2 0.2: 5.8 4.1 Old : 100.0: 89.8 93.1 2.6 0.0 0.1 1.2 1.0 0.3 0.0 1.2 0.2: 5.8 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 : 30: 19 17 . 0 . . . . 0 . .: Old : 30: 19 17 . 0 . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.8 60.5 81.3 80.6 60.5 54.0 76.4 73.6 Old : 63.8 60.5 81.3 80.6 60.5 54.0 76.4 73.6 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, July 21, 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 : 189,989: 150,841 57,877 11,181 102,168 7,654 4,581 15,166 2,324 438 0 713: 12,257 4,087 Old : 189,989: 150,841 57,877 11,181 102,168 7,654 4,581 15,166 2,324 438 0 713: 12,257 4,087 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 4,978: 4,101 173 -428 4,018 66 425 133 -187 22 0 155: 824 620 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.4 30.5 5.9 53.8 4.0 2.4 8.0 1.2 0.2 0.0 0.4: 6.5 2.2 Old : 100.0: 79.4 30.5 5.9 53.8 4.0 2.4 8.0 1.2 0.2 0.0 0.4: 6.5 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 : 46: 25 20 4 8 6 . . . . 0 .: Old : 46: 25 20 4 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 : 39.5 50.0 59.8 69.7 37.0 50.0 54.4 68.1 Old : 39.5 50.0 59.8 69.7 37.0 50.0 54.4 68.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ Disaggregated Commitments of Traders - Futures Only, July 21, 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 : 13,379: 7,436 9,431 837 2,681 244 4,490 0 0 0 217 0: 372 806 Old : 13,379: 7,436 9,431 837 2,681 244 4,490 0 0 0 217 0: 372 806 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.6 70.5 6.3 20.0 1.8 33.6 0.0 0.0 0.0 1.6 0.0: 2.8 6.0 Old : 100.0: 55.6 70.5 6.3 20.0 1.8 33.6 0.0 0.0 0.0 1.6 0.0: 2.8 6.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 7 12 . . . . 0 0 0 . 0: Old : 23: 7 12 . . . . 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.5 46.9 90.8 73.9 52.3 45.0 77.9 65.8 Old : 59.5 46.9 90.8 73.9 52.3 45.0 77.9 65.8 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, July 21, 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 : 36,354: 29,859 28,303 4,205 3,995 93 1,240 3,498 0 186 0 31: 740 434 Old : 36,354: 29,859 28,303 4,205 3,995 93 1,240 3,498 0 186 0 31: 740 434 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 10,771: 10,322 8,558 -43 2,027 93 248 -186 0 -31 0 31: 151 248 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.1 77.9 11.6 11.0 0.3 3.4 9.6 0.0 0.5 0.0 0.1: 2.0 1.2 Old : 100.0: 82.1 77.9 11.6 11.0 0.3 3.4 9.6 0.0 0.5 0.0 0.1: 2.0 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 16 12 . . . . . 0 . 0 .: Old : 30: 16 12 . . . . . 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.7 56.8 81.3 76.5 58.7 55.3 79.7 73.2 Old : 58.7 56.8 81.3 76.5 58.7 55.3 79.7 73.2 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, July 21, 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 : 44,904: 27,251 40,768 13,018 0 1,439 0 651 0 0 1,550 0: 3,196 496 Old : 44,904: 27,251 40,768 13,018 0 1,439 0 651 0 0 1,550 0: 3,196 496 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 1,018: 248 1,111 589 0 -217 0 0 0 0 0 0: 398 124 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.7 90.8 29.0 0.0 3.2 0.0 1.4 0.0 0.0 3.5 0.0: 7.1 1.1 Old : 100.0: 60.7 90.8 29.0 0.0 3.2 0.0 1.4 0.0 0.0 3.5 0.0: 7.1 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 : 24: 10 10 4 0 . 0 . 0 0 . 0: Old : 24: 10 10 4 0 . 0 . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.7 68.5 82.6 87.4 52.7 68.5 75.3 82.9 Old : 52.7 68.5 82.6 87.4 52.7 68.5 75.3 82.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH Disaggregated Commitments of Traders - Futures Only, July 21, 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 : 245,604: 197,608 154,940 29,006 68,201 6,704 790 217 1,955 700 7,720 798: 8,043 5,069 Old : 245,604: 197,608 154,940 29,006 68,201 6,704 790 217 1,955 700 7,720 798: 8,043 5,069 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 5,688: 5,143 1,159 -122 5,111 -999 0 -403 0 0 -214 178: 1,488 856 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.5 63.1 11.8 27.8 2.7 0.3 0.1 0.8 0.3 3.1 0.3: 3.3 2.1 Old : 100.0: 80.5 63.1 11.8 27.8 2.7 0.3 0.1 0.8 0.3 3.1 0.3: 3.3 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 : 55: 35 28 . 6 6 . . . . . .: Old : 55: 35 28 . 6 6 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.6 55.4 63.7 72.5 45.2 52.1 61.7 66.9 Old : 45.6 55.4 63.7 72.5 45.2 52.1 61.7 66.9 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, July 21, 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 : 112,080: 91,131 77,046 10,597 25,594 6,691 0 0 0 0 0 0: 3,661 2,749 Old : 112,080: 91,131 77,046 10,597 25,594 6,691 0 0 0 0 0 0: 3,661 2,749 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 2,638: 3,279 174 1,351 4,244 -1,962 0 0 0 0 0 0: -30 182 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.3 68.7 9.5 22.8 6.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.3 2.5 Old : 100.0: 81.3 68.7 9.5 22.8 6.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.3 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 22 20 . 5 5 0 0 0 0 0 0: Old : 33: 22 20 . 5 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 : 46.0 52.1 68.0 73.8 42.2 46.9 57.6 58.6 Old : 46.0 52.1 68.0 73.8 42.2 46.9 57.6 58.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW Disaggregated Commitments of Traders - Futures Only, July 21, 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 : 74,068: 35,956 51,271 26,046 5,674 5,960 0 0 0 736 0 0: 5,370 11,163 Old : 74,068: 35,956 51,271 26,046 5,674 5,960 0 0 0 736 0 0: 5,370 11,163 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 186: -62 186 186 0 0 0 0 0 0 0 0: 62 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.5 69.2 35.2 7.7 8.0 0.0 0.0 0.0 1.0 0.0 0.0: 7.3 15.1 Old : 100.0: 48.5 69.2 35.2 7.7 8.0 0.0 0.0 0.0 1.0 0.0 0.0: 7.3 15.1 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 : 29: 12 13 8 . 6 0 0 0 . 0 0: Old : 29: 12 13 8 . 6 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.7 46.9 60.3 66.0 28.4 46.0 46.3 58.5 Old : 37.7 46.9 60.3 66.0 28.4 46.0 46.3 58.5 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, July 21, 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 : 83,187: 63,433 46,910 4,935 27,450 5,550 0 0 0 0 700 0: 9,269 2,577 Old : 83,187: 63,433 46,910 4,935 27,450 5,550 0 0 0 0 700 0: 9,269 2,577 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 1,388: 1,784 1,240 0 446 -333 0 0 0 0 0 0: -63 35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.3 56.4 5.9 33.0 6.7 0.0 0.0 0.0 0.0 0.8 0.0: 11.1 3.1 Old : 100.0: 76.3 56.4 5.9 33.0 6.7 0.0 0.0 0.0 0.0 0.8 0.0: 11.1 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 18 15 . . . 0 0 0 0 . 0: Old : 28: 18 15 . . . 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.6 69.2 67.7 86.5 45.7 66.3 61.9 80.0 Old : 46.6 69.2 67.7 86.5 45.7 66.3 61.9 80.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR Disaggregated Commitments of Traders - Futures Only, July 21, 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 Btus : : : Positions : All : 73,466: 63,615 30,687 2,768 38,718 61 0 0 0 2,072 0 0: 4,950 4,000 Old : 73,466: 63,615 30,687 2,768 38,718 61 0 0 0 2,072 0 0: 4,950 4,000 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 5,942: 3,114 2,252 91 8,907 -61 0 0 0 2,072 0 0: 726 -5,156 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.6 41.8 3.8 52.7 0.1 0.0 0.0 0.0 2.8 0.0 0.0: 6.7 5.4 Old : 100.0: 86.6 41.8 3.8 52.7 0.1 0.0 0.0 0.0 2.8 0.0 0.0: 6.7 5.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 15 6 . 5 . 0 0 0 . 0 0: Old : 23: 15 6 . 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 : 65.1 78.6 78.9 92.7 65.1 77.4 77.6 90.3 Old : 65.1 78.6 78.9 92.7 65.1 77.4 77.6 90.3 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, July 21, 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 : 1,000,364: 138,725 156,000 211,845 11,148 33,726 207,273 299,125 182,410 37,867 169,444 117,906: 70,612 30,605 Old : 1,000,364: 138,725 156,000 211,845 11,148 33,726 207,273 299,125 182,410 37,867 169,444 117,906: 70,612 30,605 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : -523: 13,568 19,248 -7,098 904 -13,599 2,575 -23,867 7,787 -6,257 9,436 375: 2,126 -807 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.9 15.6 21.2 1.1 3.4 20.7 29.9 18.2 3.8 16.9 11.8: 7.1 3.1 Old : 100.0: 13.9 15.6 21.2 1.1 3.4 20.7 29.9 18.2 3.8 16.9 11.8: 7.1 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 273: 29 26 25 5 21 57 60 67 31 54 57: Old : 273: 29 26 25 5 21 57 60 67 31 54 57: 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 : 15.0 25.6 26.1 38.4 11.5 22.4 19.1 28.1 Old : 15.0 25.6 26.1 38.4 11.5 22.4 19.1 28.1 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, July 21, 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 : 409,783: 79,061 79,864 11,138 57,228 52,839 117,927 18,585 29,407 83,082 134,178 32,727: 3,602 4,955 Old : 409,783: 79,061 79,864 11,138 57,228 52,839 117,927 18,585 29,407 83,082 134,178 32,727: 3,602 4,955 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 5,466: 2,937 2,056 360 122 698 -28 1,719 1,004 -394 -1,037 1,256: -367 -352 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.3 19.5 2.7 14.0 12.9 28.8 4.5 7.2 20.3 32.7 8.0: 0.9 1.2 Old : 100.0: 19.3 19.5 2.7 14.0 12.9 28.8 4.5 7.2 20.3 32.7 8.0: 0.9 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 : 72: 22 22 . 9 12 6 5 9 11 11 19: Old : 72: 22 22 . 9 12 6 5 9 11 11 19: 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 : 49.1 42.0 63.1 57.2 46.6 36.8 53.7 45.7 Old : 49.1 42.0 63.1 57.2 46.6 36.8 53.7 45.7 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, July 21, 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 : 105,016: 12,995 19,177 21,567 8,221 30,331 5,367 9,032 6,062 12,478 19,458 8,300: 7,916 4,435 Old : 105,016: 12,995 19,177 21,567 8,221 30,331 5,367 9,032 6,062 12,478 19,458 8,300: 7,916 4,435 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 2,533: 91 1,136 1,610 -186 1,126 -107 87 617 -1,615 634 504: 307 -1,385 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.4 18.3 20.5 7.8 28.9 5.1 8.6 5.8 11.9 18.5 7.9: 7.5 4.2 Old : 100.0: 12.4 18.3 20.5 7.8 28.9 5.1 8.6 5.8 11.9 18.5 7.9: 7.5 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 46: 8 6 6 5 10 . 6 8 6 12 15: Old : 46: 8 6 6 5 10 . 6 8 6 12 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 : 40.8 39.2 59.0 59.2 26.3 29.4 37.9 37.6 Old : 40.8 39.2 59.0 59.2 26.3 29.4 37.9 37.6 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, July 21, 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 : 1,707,242: 487,517 283,899 109,021 1,029,151 168,095 114,148 36,503 112,262 637,499 14,359 34,010: 44,690 28,963 Old : 1,707,242: 487,517 283,899 109,021 1,029,151 168,095 114,148 36,503 112,262 637,499 14,359 34,010: 44,690 28,963 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 21,825: -7,907 3,063 4,849 3,395 8,690 -7,412 618 6,393 15,412 -1,060 768: 1,032 -42 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.6 16.6 6.4 60.3 9.8 6.7 2.1 6.6 37.3 0.8 2.0: 2.6 1.7 Old : 100.0: 28.6 16.6 6.4 60.3 9.8 6.7 2.1 6.6 37.3 0.8 2.0: 2.6 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 106: 35 35 4 17 20 12 6 14 15 6 17: Old : 106: 35 35 4 17 20 12 6 14 15 6 17: 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 : 50.3 39.2 66.0 57.5 46.5 38.2 55.2 55.6 Old : 50.3 39.2 66.0 57.5 46.5 38.2 55.2 55.6 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, July 21, 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 : 497,747: 105,625 91,434 192,314 152,334 76,419 9,533 57,245 30,116 33,516 41,333 46,527: 3,697 2,339 Old : 497,747: 105,625 91,434 192,314 152,334 76,419 9,533 57,245 30,116 33,516 41,333 46,527: 3,697 2,339 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 1,968: -151 630 2,324 -4,104 -722 1,323 5,922 -68 -976 184 126: 112 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.2 18.4 38.6 30.6 15.4 1.9 11.5 6.1 6.7 8.3 9.3: 0.7 0.5 Old : 100.0: 21.2 18.4 38.6 30.6 15.4 1.9 11.5 6.1 6.7 8.3 9.3: 0.7 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 82: 19 21 13 6 14 6 12 14 13 10 18: Old : 82: 19 21 13 6 14 6 12 14 13 10 18: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.0 46.3 53.4 65.9 24.0 30.5 35.0 40.6 Old : 35.0 46.3 53.4 65.9 24.0 30.5 35.0 40.6 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, July 21, 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 : 15,587: 12,122 10,586 2,248 3,956 832 0 0 0 198 62 2: 185 149 Old : 15,587: 12,122 10,586 2,248 3,956 832 0 0 0 198 62 2: 185 149 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 405: 175 355 195 0 50 0 0 0 -15 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.8 67.9 14.4 25.4 5.3 0.0 0.0 0.0 1.3 0.4 0.0: 1.2 1.0 Old : 100.0: 77.8 67.9 14.4 25.4 5.3 0.0 0.0 0.0 1.3 0.4 0.0: 1.2 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 21 17 4 4 . 0 0 0 . . .: Old : 36: 21 17 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 : 49.2 54.7 70.0 76.6 44.3 49.7 58.4 64.8 Old : 49.2 54.7 70.0 76.6 44.3 49.7 58.4 64.8 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, July 21, 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 : 70,015: 54,631 49,286 7,585 5,963 4,360 0 2,425 0 1,219 5,947 1,160: 1,060 874 Old : 70,015: 54,631 49,286 7,585 5,963 4,360 0 2,425 0 1,219 5,947 1,160: 1,060 874 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 101: -22 203 -197 -50 68 0 54 0 219 -133 -62: 95 21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.0 70.4 10.8 8.5 6.2 0.0 3.5 0.0 1.7 8.5 1.7: 1.5 1.2 Old : 100.0: 78.0 70.4 10.8 8.5 6.2 0.0 3.5 0.0 1.7 8.5 1.7: 1.5 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 : 71: 44 38 . 7 9 0 . 0 . 6 6: Old : 71: 44 38 . 7 9 0 . 0 . 6 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 : 42.6 35.5 62.5 55.0 32.1 25.0 42.3 39.7 Old : 42.6 35.5 62.5 55.0 32.1 25.0 42.3 39.7 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, July 21, 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 : 27,655: 20,076 16,777 2,166 2,992 1,477 1,860 506 0 725 4,823 696: 655 384 Old : 27,655: 20,076 16,777 2,166 2,992 1,477 1,860 506 0 725 4,823 696: 655 384 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 674: 584 670 76 -50 43 0 0 0 -10 6 57: -76 -52 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.6 60.7 7.8 10.8 5.3 6.7 1.8 0.0 2.6 17.4 2.5: 2.4 1.4 Old : 100.0: 72.6 60.7 7.8 10.8 5.3 6.7 1.8 0.0 2.6 17.4 2.5: 2.4 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 : 46: 24 26 5 4 7 . . 0 . 4 .: Old : 46: 24 26 5 4 7 . . 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 : 32.4 40.0 55.3 58.4 23.1 26.4 37.9 34.2 Old : 32.4 40.0 55.3 58.4 23.1 26.4 37.9 34.2 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, July 21, 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 : 9,874: 8,148 3,670 481 4,041 120 0 0 0 85 801 1,036: 4 206 Old : 9,874: 8,148 3,670 481 4,041 120 0 0 0 85 801 1,036: 4 206 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : -195: -150 110 25 0 0 0 0 0 -50 -295 0: -20 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.5 37.2 4.9 40.9 1.2 0.0 0.0 0.0 0.9 8.1 10.5: 0.0 2.1 Old : 100.0: 82.5 37.2 4.9 40.9 1.2 0.0 0.0 0.0 0.9 8.1 10.5: 0.0 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 : 33: 20 14 . 5 . 0 0 0 . . .: Old : 33: 20 14 . 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 : 54.6 47.4 78.9 72.5 46.7 37.7 65.0 61.4 Old : 54.6 47.4 78.9 72.5 46.7 37.7 65.0 61.4 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, July 21, 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 : 10,592: 8,653 4,557 517 4,854 241 0 0 0 0 629 166: 1,015 145 Old : 10,592: 8,653 4,557 517 4,854 241 0 0 0 0 629 166: 1,015 145 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2015 : : 180: 131 193 40 -52 0 0 0 0 0 40 0: 9 -1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.7 43.0 4.9 45.8 2.3 0.0 0.0 0.0 0.0 5.9 1.6: 9.6 1.4 Old : 100.0: 81.7 43.0 4.9 45.8 2.3 0.0 0.0 0.0 0.0 5.9 1.6: 9.6 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 : 27: 16 15 . 6 4 0 0 0 0 . .: Old : 27: 16 15 . 6 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 : 44.5 46.4 67.0 68.3 35.0 45.0 48.9 58.0 Old : 44.5 46.4 67.0 68.3 35.0 45.0 48.9 58.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 24, 2015