NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 Disaggregated Commitments of Traders - Futures Only, August 25, 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 : 4,193,675: 2,335,644 1,152,665 318,004 1,502,614 355,147 275,969 43,691 325,763 57,185 310,355 491,063: 34,900 12,377 Old : 4,193,675: 2,335,644 1,152,665 318,004 1,502,614 355,147 275,969 43,691 325,763 57,185 310,355 491,063: 34,900 12,377 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : -6,271: 41,735 -27,288 3,113 -4,082 6,884 -44,085 -27,170 11,272 3,532 61,134 -27,470: -1,252 449 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.7 27.5 7.6 35.8 8.5 6.6 1.0 7.8 1.4 7.4 11.7: 0.8 0.3 Old : 100.0: 55.7 27.5 7.6 35.8 8.5 6.6 1.0 7.8 1.4 7.4 11.7: 0.8 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 236: 116 99 10 17 23 18 12 23 20 31 40: Old : 236: 116 99 10 17 23 18 12 23 20 31 40: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.9 24.2 34.5 42.1 15.4 19.6 25.6 29.5 Old : 20.9 24.2 34.5 42.1 15.4 19.6 25.6 29.5 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, August 25, 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 : 374,187: 42,897 81,024 57,642 46,152 92,429 65,685 37,120 34,755 37,712 39,402 42,873: 194 432 Old : 374,187: 42,897 81,024 57,642 46,152 92,429 65,685 37,120 34,755 37,712 39,402 42,873: 194 432 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 10,261: 8,806 5,133 211 6,112 4,924 17,307 -5,275 -9,989 -14,286 5,892 3,524: -236 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.5 21.7 15.4 12.3 24.7 17.6 9.9 9.3 10.1 10.5 11.5: 0.1 0.1 Old : 100.0: 11.5 21.7 15.4 12.3 24.7 17.6 9.9 9.3 10.1 10.5 11.5: 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 15 10 9 16 6 7 9 9 9 13: Old : 72: 19 15 10 9 16 6 7 9 9 9 13: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.2 37.7 57.6 63.6 20.8 25.3 31.7 35.6 Old : 40.2 37.7 57.6 63.6 20.8 25.3 31.7 35.6 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, August 25, 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 : 253,647: 179,420 208,243 33,141 15,284 14,404 8,803 4,840 1,946 1,024 2,934 345: 14,564 5,651 Old : 253,647: 179,420 208,243 33,141 15,284 14,404 8,803 4,840 1,946 1,024 2,934 345: 14,564 5,651 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 7,015: 6,340 4,153 933 1,008 -366 277 774 501 -437 2,083 159: -392 -1,297 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.7 82.1 13.1 6.0 5.7 3.5 1.9 0.8 0.4 1.2 0.1: 5.7 2.2 Old : 100.0: 70.7 82.1 13.1 6.0 5.7 3.5 1.9 0.8 0.4 1.2 0.1: 5.7 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 : 56: 28 26 6 . 5 . . . . . .: Old : 56: 28 26 6 . 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 : 33.8 49.2 55.2 68.0 25.6 36.2 40.2 50.9 Old : 33.8 49.2 55.2 68.0 25.6 36.2 40.2 50.9 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, August 25, 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 : 125,802: 107,898 99,929 2,010 14,689 4,084 4,142 1,412 1,045 2,379 217 0: 4,244 4,426 Old : 125,802: 107,898 99,929 2,010 14,689 4,084 4,142 1,412 1,045 2,379 217 0: 4,244 4,426 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 5,307: 1,555 1,991 365 1,625 719 684 1,220 -279 2,379 -1,761 -240: 124 2,032 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.8 79.4 1.6 11.7 3.2 3.3 1.1 0.8 1.9 0.2 0.0: 3.4 3.5 Old : 100.0: 85.8 79.4 1.6 11.7 3.2 3.3 1.1 0.8 1.9 0.2 0.0: 3.4 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 45: 24 24 4 4 7 . . . . . 0: Old : 45: 24 24 4 4 7 . . . . . 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 : 49.6 50.8 76.6 69.0 45.5 40.3 60.2 51.7 Old : 49.6 50.8 76.6 69.0 45.5 40.3 60.2 51.7 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, August 25, 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 : 206,644: 180,640 61,643 2,289 109,533 12,261 152 8,053 3,089 0 3,320 270: 7,943 8,475 Old : 206,644: 180,640 61,643 2,289 109,533 12,261 152 8,053 3,089 0 3,320 270: 7,943 8,475 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 263: 439 -1,037 398 468 -428 -85 535 286 0 853 -90: -257 -324 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.4 29.8 1.1 53.0 5.9 0.1 3.9 1.5 0.0 1.6 0.1: 3.8 4.1 Old : 100.0: 87.4 29.8 1.1 53.0 5.9 0.1 3.9 1.5 0.0 1.6 0.1: 3.8 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 : 46: 21 19 . 11 8 . 4 . 0 . .: Old : 46: 21 19 . 11 8 . 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 : 54.5 41.7 71.2 56.8 47.5 41.1 61.2 54.1 Old : 54.5 41.7 71.2 56.8 47.5 41.1 61.2 54.1 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, August 25, 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 : 662,487: 570,475 192,565 27,131 414,797 48,152 3,875 0 1,053 3,682 1,270 713: 7,406 3,937 Old : 662,487: 570,475 192,565 27,131 414,797 48,152 3,875 0 1,053 3,682 1,270 713: 7,406 3,937 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 8,598: 4,066 8,481 1,096 -779 1,978 1,313 -283 -799 -890 -155 155: 1,679 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.1 29.1 4.1 62.6 7.3 0.6 0.0 0.2 0.6 0.2 0.1: 1.1 0.6 Old : 100.0: 86.1 29.1 4.1 62.6 7.3 0.6 0.0 0.2 0.6 0.2 0.1: 1.1 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 61: 39 28 4 10 13 4 0 . . . .: Old : 61: 39 28 4 10 13 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 : 33.7 46.1 52.1 72.4 32.6 44.0 49.3 63.2 Old : 33.7 46.1 52.1 72.4 32.6 44.0 49.3 63.2 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, August 25, 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 : 323,295: 301,934 170,752 2,409 129,091 4,854 758 1,152 1,371 3,910 8,272 0: 8,059 7,803 Old : 323,295: 301,934 170,752 2,409 129,091 4,854 758 1,152 1,371 3,910 8,272 0: 8,059 7,803 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 3,406: 5,278 5,689 1,711 2,045 -1,220 492 -368 -1,150 -2,350 -2,254 0: 645 664 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.4 52.8 0.7 39.9 1.5 0.2 0.4 0.4 1.2 2.6 0.0: 2.5 2.4 Old : 100.0: 93.4 52.8 0.7 39.9 1.5 0.2 0.4 0.4 1.2 2.6 0.0: 2.5 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 57: 33 25 . 11 7 . . . . . 0: Old : 57: 33 25 . 11 7 . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.5 48.4 65.9 65.8 43.9 47.0 59.7 60.3 Old : 45.5 48.4 65.9 65.8 43.9 47.0 59.7 60.3 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, August 25, 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 : 234,147: 187,422 134,761 22,917 76,444 8,666 1,651 1,519 3,759 2,658 1,614 1,679: 5,395 5,705 Old : 234,147: 187,422 134,761 22,917 76,444 8,666 1,651 1,519 3,759 2,658 1,614 1,679: 5,395 5,705 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 8,503: 8,553 4,591 -214 4,160 -354 -734 302 -266 304 -473 87: 1,127 456 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.0 57.6 9.8 32.6 3.7 0.7 0.6 1.6 1.1 0.7 0.7: 2.3 2.4 Old : 100.0: 80.0 57.6 9.8 32.6 3.7 0.7 0.6 1.6 1.1 0.7 0.7: 2.3 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 58: 29 33 . 10 9 . . . . . .: Old : 58: 29 33 . 10 9 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.8 28.7 74.3 47.6 50.2 27.4 70.1 45.8 Old : 51.8 28.7 74.3 47.6 50.2 27.4 70.1 45.8 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, August 25, 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 : 107,734: 90,660 65,401 2,134 27,124 1,856 1,241 2,116 4,605 0 300 0: 7,238 6,332 Old : 107,734: 90,660 65,401 2,134 27,124 1,856 1,241 2,116 4,605 0 300 0: 7,238 6,332 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 5,155: 5,474 -67 132 459 -6 -2,902 2,112 1,948 0 300 0: 509 409 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.2 60.7 2.0 25.2 1.7 1.2 2.0 4.3 0.0 0.3 0.0: 6.7 5.9 Old : 100.0: 84.2 60.7 2.0 25.2 1.7 1.2 2.0 4.3 0.0 0.3 0.0: 6.7 5.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 19 20 . 5 4 . . . 0 . 0: Old : 37: 19 20 . 5 4 . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.5 44.7 72.2 66.7 52.3 44.0 69.3 65.9 Old : 53.5 44.7 72.2 66.7 52.3 44.0 69.3 65.9 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 97,482: 79,832 71,363 6,652 5,801 3,115 311 6,542 789 0 3,754 1,067: 5,716 5,051 Old : 97,482: 79,832 71,363 6,652 5,801 3,115 311 6,542 789 0 3,754 1,067: 5,716 5,051 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 2,884: 3,709 684 -1,540 60 589 -31 814 0 0 432 220: -63 85 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.9 73.2 6.8 6.0 3.2 0.3 6.7 0.8 0.0 3.9 1.1: 5.9 5.2 Old : 100.0: 81.9 73.2 6.8 6.0 3.2 0.3 6.7 0.8 0.0 3.9 1.1: 5.9 5.2 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 : 47: 26 25 5 . 4 . . . 0 . .: Old : 47: 26 25 5 . 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 : 53.2 34.1 66.3 53.6 49.5 32.7 61.3 48.8 Old : 53.2 34.1 66.3 53.6 49.5 32.7 61.3 48.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q Disaggregated Commitments of Traders - Futures Only, August 25, 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 : 21,635: 18,536 10,098 0 8,646 1,824 0 0 0 390 341 0: 885 726 Old : 21,635: 18,536 10,098 0 8,646 1,824 0 0 0 390 341 0: 885 726 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.7 46.7 0.0 40.0 8.4 0.0 0.0 0.0 1.8 1.6 0.0: 4.1 3.4 Old : 100.0: 85.7 46.7 0.0 40.0 8.4 0.0 0.0 0.0 1.8 1.6 0.0: 4.1 3.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 13 8 0 . . 0 0 0 . . 0: Old : 21: 13 8 0 . . 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.9 78.9 81.5 92.0 55.5 64.1 69.7 74.8 Old : 59.9 78.9 81.5 92.0 55.5 64.1 69.7 74.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U Disaggregated Commitments of Traders - Futures Only, August 25, 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 : 77,260: 65,941 26,900 2,924 34,140 146 192 4,025 1,259 0 0 0: 6,798 10,790 Old : 77,260: 65,941 26,900 2,924 34,140 146 192 4,025 1,259 0 0 0: 6,798 10,790 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 1,815: 2,052 750 0 0 0 0 1,136 -171 0 0 0: -66 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.3 34.8 3.8 44.2 0.2 0.2 5.2 1.6 0.0 0.0 0.0: 8.8 14.0 Old : 100.0: 85.3 34.8 3.8 44.2 0.2 0.2 5.2 1.6 0.0 0.0 0.0: 8.8 14.0 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 : 28: 16 11 . 7 . . . . 0 0 0: Old : 28: 16 11 . 7 . . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.9 39.6 76.4 62.7 53.0 37.9 68.2 60.1 Old : 57.9 39.6 76.4 62.7 53.0 37.9 68.2 60.1 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, August 25, 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 : 186,444: 137,014 80,876 39,756 95,874 3,252 0 0 0 360 0 0: 6,062 6,442 Old : 186,444: 137,014 80,876 39,756 95,874 3,252 0 0 0 360 0 0: 6,062 6,442 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 789: 90 907 488 309 0 0 0 0 120 0 0: 91 -427 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.5 43.4 21.3 51.4 1.7 0.0 0.0 0.0 0.2 0.0 0.0: 3.3 3.5 Old : 100.0: 73.5 43.4 21.3 51.4 1.7 0.0 0.0 0.0 0.2 0.0 0.0: 3.3 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 21 14 4 7 4 0 0 0 . 0 0: Old : 35: 21 14 4 7 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 : 42.7 64.7 67.3 84.3 42.3 64.5 65.8 82.9 Old : 42.7 64.7 67.3 84.3 42.3 64.5 65.8 82.9 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, August 25, 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 : 89,652: 66,796 53,028 14,954 31,459 0 0 0 0 0 0 0: 7,902 5,165 Old : 89,652: 66,796 53,028 14,954 31,459 0 0 0 0 0 0 0: 7,902 5,165 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 2,988: 2,256 1,738 488 1,370 0 0 0 0 0 0 0: 244 -120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.5 59.1 16.7 35.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 8.8 5.8 Old : 100.0: 74.5 59.1 16.7 35.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 8.8 5.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 15 13 4 . 0 0 0 0 0 0 0: Old : 25: 15 13 4 . 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 : 57.4 70.0 74.3 89.2 56.4 68.6 72.6 84.8 Old : 57.4 70.0 74.3 89.2 56.4 68.6 72.6 84.8 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, August 25, 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 : 344,328: 257,675 159,672 57,075 159,145 11,294 616 0 600 104 0 3,087: 13,877 10,530 Old : 344,328: 257,675 159,672 57,075 159,145 11,294 616 0 600 104 0 3,087: 13,877 10,530 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 4,382: 3,674 2,911 530 1,465 637 0 0 0 -62 -1,057 0: -397 426 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.8 46.4 16.6 46.2 3.3 0.2 0.0 0.2 0.0 0.0 0.9: 4.0 3.1 Old : 100.0: 74.8 46.4 16.6 46.2 3.3 0.2 0.0 0.2 0.0 0.0 0.9: 4.0 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 : 55: 38 27 4 10 6 . 0 . . 0 .: Old : 55: 38 27 4 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 : 35.7 60.2 56.6 76.7 34.7 58.9 54.5 75.0 Old : 35.7 60.2 56.6 76.7 34.7 58.9 54.5 75.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 Disaggregated Commitments of Traders - Futures Only, August 25, 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 : 74,927: 59,609 46,821 393 6,855 6,079 374 2,074 2,890 0 0 0: 5,582 10,208 Old : 74,927: 59,609 46,821 393 6,855 6,079 374 2,074 2,890 0 0 0: 5,582 10,208 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 1,490: 1,380 3,994 90 90 -34 276 -696 -272 0 0 0: 50 -1,592 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.6 62.5 0.5 9.1 8.1 0.5 2.8 3.9 0.0 0.0 0.0: 7.4 13.6 Old : 100.0: 79.6 62.5 0.5 9.1 8.1 0.5 2.8 3.9 0.0 0.0 0.0: 7.4 13.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 15 12 . 4 6 . . . 0 0 0: Old : 26: 15 12 . 4 6 . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.7 54.0 75.2 70.1 56.1 50.9 66.9 58.6 Old : 57.7 54.0 75.2 70.1 56.1 50.9 66.9 58.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV Code-0233A8 Disaggregated Commitments of Traders - Futures Only, August 25, 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 : 66,466: 26,903 43,372 27,531 11,052 6,078 0 1,559 1,601 0 0 0: 4,353 2,804 Old : 66,466: 26,903 43,372 27,531 11,052 6,078 0 1,559 1,601 0 0 0: 4,353 2,804 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : -67: 907 -6,987 -1,688 6,087 788 0 1,187 -715 0 0 0: 641 -427 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.5 65.3 41.4 16.6 9.1 0.0 2.3 2.4 0.0 0.0 0.0: 6.5 4.2 Old : 100.0: 40.5 65.3 41.4 16.6 9.1 0.0 2.3 2.4 0.0 0.0 0.0: 6.5 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 : 28: 11 10 5 6 6 0 . . 0 0 0: Old : 28: 11 10 5 6 6 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.6 59.0 73.3 75.8 44.0 56.5 61.8 67.8 Old : 50.6 59.0 73.3 75.8 44.0 56.5 61.8 67.8 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, August 25, 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 : 89,479: 72,425 69,039 7,900 13,603 4,202 3,469 0 0 360 990 0: 1,123 1,645 Old : 89,479: 72,425 69,039 7,900 13,603 4,202 3,469 0 0 360 990 0: 1,123 1,645 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 17,299: 15,673 16,098 488 60 120 83 0 0 360 990 0: 575 31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.9 77.2 8.8 15.2 4.7 3.9 0.0 0.0 0.4 1.1 0.0: 1.3 1.8 Old : 100.0: 80.9 77.2 8.8 15.2 4.7 3.9 0.0 0.0 0.4 1.1 0.0: 1.3 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 : 34: 14 16 4 . 5 . 0 0 . . 0: Old : 34: 14 16 4 . 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 : 61.2 59.1 78.1 82.4 52.0 57.6 65.5 75.4 Old : 61.2 59.1 78.1 82.4 52.0 57.6 65.5 75.4 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, August 25, 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 : 106,546: 91,636 95,340 3,301 1,479 1,767 6,848 2,976 0 1,670 2,824 150: 1,174 2,010 Old : 106,546: 91,636 95,340 3,301 1,479 1,767 6,848 2,976 0 1,670 2,824 150: 1,174 2,010 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 16,804: 15,458 16,032 600 120 0 -572 0 0 1,050 902 150: 118 -400 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.0 89.5 3.1 1.4 1.7 6.4 2.8 0.0 1.6 2.7 0.1: 1.1 1.9 Old : 100.0: 86.0 89.5 3.1 1.4 1.7 6.4 2.8 0.0 1.6 2.7 0.1: 1.1 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 63: 28 27 . 4 . . . 0 4 6 .: Old : 63: 28 27 . 4 . . . 0 4 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 : 50.6 64.2 66.5 81.1 43.7 60.1 55.7 68.8 Old : 50.6 64.2 66.5 81.1 43.7 60.1 55.7 68.8 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, August 25, 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 : 45,658: 44,801 41,608 368 742 0 0 0 0 0 2,725 0: 489 583 Old : 45,658: 44,801 41,608 368 742 0 0 0 0 0 2,725 0: 489 583 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 3,848: 3,818 3,761 0 60 0 0 0 0 0 0 0: 30 27 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 98.1 91.1 0.8 1.6 0.0 0.0 0.0 0.0 0.0 6.0 0.0: 1.1 1.3 Old : 100.0: 98.1 91.1 0.8 1.6 0.0 0.0 0.0 0.0 0.0 6.0 0.0: 1.1 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 16 25 . . 0 0 0 0 0 . 0: Old : 35: 16 25 . . 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 : 68.3 41.6 87.9 63.1 64.4 40.1 79.7 61.6 Old : 68.3 41.6 87.9 63.1 64.4 40.1 79.7 61.6 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, August 25, 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 : 173,827: 142,662 136,652 20,237 24,267 4,978 572 0 1,204 0 128 300: 3,874 6,298 Old : 173,827: 142,662 136,652 20,237 24,267 4,978 572 0 1,204 0 128 300: 3,874 6,298 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 2,210: 2,427 1,426 -536 0 454 -59 0 22 0 30 -30: -68 308 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.1 78.6 11.6 14.0 2.9 0.3 0.0 0.7 0.0 0.1 0.2: 2.2 3.6 Old : 100.0: 82.1 78.6 11.6 14.0 2.9 0.3 0.0 0.7 0.0 0.1 0.2: 2.2 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 44: 31 29 . . . . 0 . 0 . .: Old : 44: 31 29 . . . . 0 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.9 39.0 66.8 58.4 46.6 28.4 56.8 46.0 Old : 51.9 39.0 66.8 58.4 46.6 28.4 56.8 46.0 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, August 25, 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 : 23,492: 21,704 18,648 0 321 690 0 2,116 0 0 463 0: 1,098 1,254 Old : 23,492: 21,704 18,648 0 321 690 0 2,116 0 0 463 0: 1,098 1,254 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 2,340: 1,320 452 0 -930 690 0 1,620 0 0 60 0: 330 448 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.4 79.4 0.0 1.4 2.9 0.0 9.0 0.0 0.0 2.0 0.0: 4.7 5.3 Old : 100.0: 92.4 79.4 0.0 1.4 2.9 0.0 9.0 0.0 0.0 2.0 0.0: 4.7 5.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 15 10 0 . . 0 . 0 0 . 0: Old : 24: 15 10 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 : 69.2 55.7 84.4 84.7 69.2 53.2 84.4 80.8 Old : 69.2 55.7 84.4 84.7 69.2 53.2 84.4 80.8 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, August 25, 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 : 67,850: 49,643 52,867 308 4,979 4,208 886 477 2,664 1,172 0 0: 8,969 2,655 Old : 67,850: 49,643 52,867 308 4,979 4,208 886 477 2,664 1,172 0 0: 8,969 2,655 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 911: 1,060 1,200 0 0 0 -418 0 511 420 0 -234: -428 -566 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.2 77.9 0.5 7.3 6.2 1.3 0.7 3.9 1.7 0.0 0.0: 13.2 3.9 Old : 100.0: 73.2 77.9 0.5 7.3 6.2 1.3 0.7 3.9 1.7 0.0 0.0: 13.2 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 : 27: 16 16 . . . . . . . 0 0: Old : 27: 16 16 . . . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.7 48.4 67.6 67.7 40.5 43.5 48.9 58.2 Old : 51.7 48.4 67.6 67.7 40.5 43.5 48.9 58.2 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, August 25, 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 : 99,989: 72,449 55,213 5,530 18,131 9,989 159 1,063 4,029 0 4,922 0: 7,833 6,642 Old : 99,989: 72,449 55,213 5,530 18,131 9,989 159 1,063 4,029 0 4,922 0: 7,833 6,642 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 1,096: 1,311 727 0 0 0 -120 248 0 0 428 0: -95 -307 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.5 55.2 5.5 18.1 10.0 0.2 1.1 4.0 0.0 4.9 0.0: 7.8 6.6 Old : 100.0: 72.5 55.2 5.5 18.1 10.0 0.2 1.1 4.0 0.0 4.9 0.0: 7.8 6.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 18 19 4 . 5 . . . 0 . 0: Old : 33: 18 19 4 . 5 . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.7 38.4 79.8 60.3 56.5 34.3 62.9 49.5 Old : 59.7 38.4 79.8 60.3 56.5 34.3 62.9 49.5 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 105,625: 74,253 96,268 13,614 248 4,682 2,050 0 1,425 0 0 0: 9,601 3,002 Old : 105,625: 74,253 96,268 13,614 248 4,682 2,050 0 1,425 0 0 0: 9,601 3,002 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 2,953: 5,460 2,430 -664 0 780 -164 0 192 0 0 0: -2,651 -449 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.3 91.1 12.9 0.2 4.4 1.9 0.0 1.3 0.0 0.0 0.0: 9.1 2.8 Old : 100.0: 70.3 91.1 12.9 0.2 4.4 1.9 0.0 1.3 0.0 0.0 0.0: 9.1 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 : 28: 17 17 . . . . 0 . 0 0 0: Old : 28: 17 17 . . . . 0 . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.0 67.0 72.5 84.1 39.4 55.6 53.3 65.3 Old : 55.0 67.0 72.5 84.1 39.4 55.6 53.3 65.3 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, August 25, 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 : 89,445: 56,061 80,466 26,522 4,095 920 666 330 471 0 848 428: 4,377 1,887 Old : 89,445: 56,061 80,466 26,522 4,095 920 666 330 471 0 848 428: 4,377 1,887 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 2,507: 1,314 1,275 1,494 0 -124 216 0 12 -893 848 428: 60 68 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.7 90.0 29.7 4.6 1.0 0.7 0.4 0.5 0.0 0.9 0.5: 4.9 2.1 Old : 100.0: 62.7 90.0 29.7 4.6 1.0 0.7 0.4 0.5 0.0 0.9 0.5: 4.9 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: 18 19 7 . 4 . . . 0 . .: Old : 33: 18 19 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 : 39.8 55.2 65.3 84.4 25.9 40.2 37.7 51.6 Old : 39.8 55.2 65.3 84.4 25.9 40.2 37.7 51.6 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, August 25, 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 : 117,623: 105,724 110,046 3,010 0 214 519 600 727 0 2,374 0: 7,429 3,662 Old : 117,623: 105,724 110,046 3,010 0 214 519 600 727 0 2,374 0: 7,429 3,662 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 964: 25 824 -90 0 90 291 -1,348 -316 0 282 0: 964 1,432 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.9 93.6 2.6 0.0 0.2 0.4 0.5 0.6 0.0 2.0 0.0: 6.3 3.1 Old : 100.0: 89.9 93.6 2.6 0.0 0.2 0.4 0.5 0.6 0.0 2.0 0.0: 6.3 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 : 29: 21 19 . 0 . . . . 0 . 0: Old : 29: 21 19 . 0 . . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.1 61.8 82.7 80.7 58.8 56.1 74.2 71.1 Old : 66.1 61.8 82.7 80.7 58.8 56.1 74.2 71.1 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, August 25, 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 : 194,123: 158,992 65,553 11,907 96,064 7,305 1,409 16,688 2,672 849 240 0: 10,989 5,601 Old : 194,123: 158,992 65,553 11,907 96,064 7,305 1,409 16,688 2,672 849 240 0: 10,989 5,601 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 3,321: 2,583 3,100 579 -1,280 913 35 609 -477 -210 240 0: -102 216 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.9 33.8 6.1 49.5 3.8 0.7 8.6 1.4 0.4 0.1 0.0: 5.7 2.9 Old : 100.0: 81.9 33.8 6.1 49.5 3.8 0.7 8.6 1.4 0.4 0.1 0.0: 5.7 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 46: 25 17 4 8 7 . . . . . 0: Old : 46: 25 17 4 8 7 . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.9 49.5 60.9 69.9 31.0 48.2 46.5 62.3 Old : 42.9 49.5 60.9 69.9 31.0 48.2 46.5 62.3 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, August 25, 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 : 15,846: 12,833 9,240 0 1,495 514 2,010 940 0 272 3,044 0: 217 613 Old : 15,846: 12,833 9,240 0 1,495 514 2,010 940 0 272 3,044 0: 217 613 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 2,214: 2,163 714 0 -296 -4 0 630 0 272 1,080 0: -217 90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.0 58.3 0.0 9.4 3.2 12.7 5.9 0.0 1.7 19.2 0.0: 1.4 3.9 Old : 100.0: 81.0 58.3 0.0 9.4 3.2 12.7 5.9 0.0 1.7 19.2 0.0: 1.4 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 : 24: 9 10 0 . . . . 0 . . 0: Old : 24: 9 10 0 . . . . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.4 50.7 88.0 73.7 61.0 47.9 78.7 68.3 Old : 61.4 50.7 88.0 73.7 61.0 47.9 78.7 68.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW Disaggregated Commitments of Traders - Futures Only, August 25, 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 : 43,528: 35,423 37,651 4,934 3,592 0 620 2,010 0 2,156 0 0: 395 275 Old : 43,528: 35,423 37,651 4,934 3,592 0 620 2,010 0 2,156 0 0: 395 275 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 6,208: 4,584 6,088 1,474 0 0 0 0 0 360 0 0: -210 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.4 86.5 11.3 8.3 0.0 1.4 4.6 0.0 5.0 0.0 0.0: 0.9 0.6 Old : 100.0: 81.4 86.5 11.3 8.3 0.0 1.4 4.6 0.0 5.0 0.0 0.0: 0.9 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 14 15 . . 0 . . 0 . 0 0: Old : 32: 14 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 : 52.2 60.7 79.3 81.4 50.2 60.7 72.3 79.2 Old : 52.2 60.7 79.3 81.4 50.2 60.7 72.3 79.2 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, August 25, 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 : 49,175: 31,322 44,557 11,804 0 1,666 2,116 0 0 0 2,121 0: 2,267 831 Old : 49,175: 31,322 44,557 11,804 0 1,666 2,116 0 0 0 2,121 0: 2,267 831 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 2,370: -270 2,314 1,470 0 -540 1,620 0 0 0 540 0: 90 56 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.7 90.6 24.0 0.0 3.4 4.3 0.0 0.0 0.0 4.3 0.0: 4.6 1.7 Old : 100.0: 63.7 90.6 24.0 0.0 3.4 4.3 0.0 0.0 0.0 4.3 0.0: 4.6 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 : 25: 11 15 . 0 . . 0 0 0 . 0: Old : 25: 11 15 . 0 . . 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.9 60.6 78.5 85.6 46.5 60.6 70.8 80.0 Old : 47.9 60.6 78.5 85.6 46.5 60.6 70.8 80.0 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, August 25, 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 : 223,660: 178,093 137,738 27,254 66,893 6,405 1,473 360 1,955 1,009 5,326 1,883: 5,588 3,100 Old : 223,660: 178,093 137,738 27,254 66,893 6,405 1,473 360 1,955 1,009 5,326 1,883: 5,588 3,100 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : -936: 975 3,179 -1,742 -499 -376 510 360 0 -60 -3,388 -485: 242 273 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.6 61.6 12.2 29.9 2.9 0.7 0.2 0.9 0.5 2.4 0.8: 2.5 1.4 Old : 100.0: 79.6 61.6 12.2 29.9 2.9 0.7 0.2 0.9 0.5 2.4 0.8: 2.5 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 : 59: 36 28 . 6 6 . . . . 4 .: Old : 59: 36 28 . 6 6 . . . . 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 : 45.4 54.6 64.8 72.4 45.0 52.3 63.1 67.3 Old : 45.4 54.6 64.8 72.4 45.0 52.3 63.1 67.3 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, August 25, 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 : 104,542: 88,038 65,772 8,540 31,278 5,766 0 0 0 0 0 0: 2,198 1,726 Old : 104,542: 88,038 65,772 8,540 31,278 5,766 0 0 0 0 0 0: 2,198 1,726 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 2,053: 2,394 -997 152 3,787 -917 0 0 0 0 0 0: 424 180 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.2 62.9 8.2 29.9 5.5 0.0 0.0 0.0 0.0 0.0 0.0: 2.1 1.7 Old : 100.0: 84.2 62.9 8.2 29.9 5.5 0.0 0.0 0.0 0.0 0.0 0.0: 2.1 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 : 35: 24 21 . 5 5 0 0 0 0 0 0: Old : 35: 24 21 . 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 : 48.1 57.2 69.7 76.6 47.1 54.1 60.8 63.8 Old : 48.1 57.2 69.7 76.6 47.1 54.1 60.8 63.8 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, August 25, 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 : 73,967: 38,274 54,882 23,394 4,084 3,575 0 0 0 0 0 0: 8,724 11,426 Old : 73,967: 38,274 54,882 23,394 4,084 3,575 0 0 0 0 0 0: 8,724 11,426 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 1,186: 640 1,853 518 0 -90 0 0 0 0 0 0: 118 -577 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.7 74.2 31.6 5.5 4.8 0.0 0.0 0.0 0.0 0.0 0.0: 11.8 15.4 Old : 100.0: 51.7 74.2 31.6 5.5 4.8 0.0 0.0 0.0 0.0 0.0 0.0: 11.8 15.4 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 : 25: 11 14 7 . 4 0 0 0 0 0 0: Old : 25: 11 14 7 . 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 : 47.1 54.6 67.4 70.2 39.2 53.3 54.9 61.0 Old : 47.1 54.6 67.4 70.2 39.2 53.3 54.9 61.0 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, August 25, 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 : 73,945: 53,457 37,091 3,465 27,143 6,729 0 0 0 0 608 0: 10,294 2,374 Old : 73,945: 53,457 37,091 3,465 27,143 6,729 0 0 0 0 608 0: 10,294 2,374 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 2,648: 424 956 30 79 1,493 0 0 0 0 -60 0: 701 180 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.3 50.2 4.7 36.7 9.1 0.0 0.0 0.0 0.0 0.8 0.0: 13.9 3.2 Old : 100.0: 72.3 50.2 4.7 36.7 9.1 0.0 0.0 0.0 0.0 0.8 0.0: 13.9 3.2 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 : 29: 20 17 . . . 0 0 0 0 . 0: Old : 29: 20 17 . . . 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.1 72.9 62.0 86.1 39.1 66.5 55.8 75.6 Old : 42.1 72.9 62.0 86.1 39.1 66.5 55.8 75.6 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, August 25, 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 : 76,874: 64,911 29,953 3,016 42,680 96 0 0 0 2,134 0 0: 6,717 4,145 Old : 76,874: 64,911 29,953 3,016 42,680 96 0 0 0 2,134 0 0: 6,717 4,145 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 271: 697 303 -30 -91 61 0 0 0 0 0 0: -457 -2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.4 39.0 3.9 55.5 0.1 0.0 0.0 0.0 2.8 0.0 0.0: 8.7 5.4 Old : 100.0: 84.4 39.0 3.9 55.5 0.1 0.0 0.0 0.0 2.8 0.0 0.0: 8.7 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: 14 5 . 5 . 0 0 0 . 0 0: Old : 23: 14 5 . 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 : 64.2 80.0 78.7 93.3 64.2 79.9 77.7 90.8 Old : 64.2 80.0 78.7 93.3 64.2 79.9 77.7 90.8 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, August 25, 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 : 942,081: 121,683 125,935 214,006 17,297 55,189 190,393 348,331 125,988 62,849 124,983 105,709: 66,264 38,649 Old : 942,081: 121,683 125,935 214,006 17,297 55,189 190,393 348,331 125,988 62,849 124,983 105,709: 66,264 38,649 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : -35,831: 258 2,431 1,453 2,093 2,279 -11,087 -831 -15,108 8,969 -7,485 -20,032: -2,563 822 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.9 13.4 22.7 1.8 5.9 20.2 37.0 13.4 6.7 13.3 11.2: 7.0 4.1 Old : 100.0: 12.9 13.4 22.7 1.8 5.9 20.2 37.0 13.4 6.7 13.3 11.2: 7.0 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 : 298: 33 29 25 8 24 55 76 68 40 46 59: Old : 298: 33 29 25 8 24 55 76 68 40 46 59: 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 : 18.7 24.2 30.8 35.1 12.4 22.1 20.4 28.4 Old : 18.7 24.2 30.8 35.1 12.4 22.1 20.4 28.4 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, August 25, 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 : 400,586: 83,415 86,812 12,796 50,822 52,608 104,057 8,011 26,078 81,700 135,397 35,903: 4,029 4,955 Old : 400,586: 83,415 86,812 12,796 50,822 52,608 104,057 8,011 26,078 81,700 135,397 35,903: 4,029 4,955 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : -8,255: 175 -1,219 2,211 499 -3,660 -3,940 -7,992 -540 -981 6,525 -1,727: 207 -141 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.8 21.7 3.2 12.7 13.1 26.0 2.0 6.5 20.4 33.8 9.0: 1.0 1.2 Old : 100.0: 20.8 21.7 3.2 12.7 13.1 26.0 2.0 6.5 20.4 33.8 9.0: 1.0 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 : 75: 23 24 5 9 13 6 5 9 12 9 16: Old : 75: 23 24 5 9 13 6 5 9 12 9 16: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.2 46.0 59.1 59.9 43.9 39.7 51.6 46.8 Old : 46.2 46.0 59.1 59.9 43.9 39.7 51.6 46.8 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, August 25, 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 : 103,045: 15,740 17,507 20,050 7,547 32,283 3,630 8,441 6,478 10,405 19,086 6,672: 7,787 5,031 Old : 103,045: 15,740 17,507 20,050 7,547 32,283 3,630 8,441 6,478 10,405 19,086 6,672: 7,787 5,031 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 3,115: 5,204 352 3,479 -676 2,210 -3,659 622 -556 -3,332 1,521 373: -604 -731 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.3 17.0 19.5 7.3 31.3 3.5 8.2 6.3 10.1 18.5 6.5: 7.6 4.9 Old : 100.0: 15.3 17.0 19.5 7.3 31.3 3.5 8.2 6.3 10.1 18.5 6.5: 7.6 4.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 49: 8 7 6 8 14 4 4 5 6 13 14: Old : 49: 8 7 6 8 14 4 4 5 6 13 14: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.0 37.4 59.0 55.1 27.3 25.4 38.0 33.4 Old : 40.0 37.4 59.0 55.1 27.3 25.4 38.0 33.4 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, August 25, 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 : 1,715,692: 517,053 287,708 40,831 984,509 228,660 124,188 25,778 96,118 642,109 36,173 29,388: 37,345 27,358 Old : 1,715,692: 517,053 287,708 40,831 984,509 228,660 124,188 25,778 96,118 642,109 36,173 29,388: 37,345 27,358 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 29,619: 19,623 14,284 -10,487 -7,937 15,307 -4,257 503 -164 5,623 5,601 4,128: -154 -2,103 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.1 16.8 2.4 57.4 13.3 7.2 1.5 5.6 37.4 2.1 1.7: 2.2 1.6 Old : 100.0: 30.1 16.8 2.4 57.4 13.3 7.2 1.5 5.6 37.4 2.1 1.7: 2.2 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 108: 35 36 . 18 19 11 6 13 18 5 19: Old : 108: 35 36 . 18 19 11 6 13 18 5 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 : 50.9 36.4 65.4 56.9 47.6 35.5 55.0 53.2 Old : 50.9 36.4 65.4 56.9 47.6 35.5 55.0 53.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C Disaggregated Commitments of Traders - Futures Only, August 25, 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 : 458,061: 99,784 101,495 180,631 154,699 70,983 1,118 15,445 29,160 30,479 41,048 41,785: 4,121 3,446 Old : 458,061: 99,784 101,495 180,631 154,699 70,983 1,118 15,445 29,160 30,479 41,048 41,785: 4,121 3,446 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : -2,930: 2,632 13,520 2,161 5,028 -159 -880 -21,638 1,861 -4,910 1,383 -3,218: -417 293 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.8 22.2 39.4 33.8 15.5 0.2 3.4 6.4 6.7 9.0 9.1: 0.9 0.8 Old : 100.0: 21.8 22.2 39.4 33.8 15.5 0.2 3.4 6.4 6.7 9.0 9.1: 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 : 76: 19 18 14 6 14 . 11 10 12 9 14: Old : 76: 19 18 14 6 14 . 11 10 12 9 14: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.7 49.9 54.7 68.2 25.4 34.3 36.8 42.4 Old : 35.7 49.9 54.7 68.2 25.4 34.3 36.8 42.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G Disaggregated Commitments of Traders - Futures Only, August 25, 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 : 15,236: 11,263 9,234 2,358 4,790 895 0 0 0 518 62 0: 202 255 Old : 15,236: 11,263 9,234 2,358 4,790 895 0 0 0 518 62 0: 202 255 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 527: 432 -43 0 600 -30 0 0 0 125 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.9 60.6 15.5 31.4 5.9 0.0 0.0 0.0 3.4 0.4 0.0: 1.3 1.7 Old : 100.0: 73.9 60.6 15.5 31.4 5.9 0.0 0.0 0.0 3.4 0.4 0.0: 1.3 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 20 17 4 4 . 0 0 0 . . 0: Old : 33: 20 17 4 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 : 45.6 46.4 68.5 73.6 38.4 45.1 53.6 56.2 Old : 45.6 46.4 68.5 73.6 38.4 45.1 53.6 56.2 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, August 25, 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 : 70,710: 54,248 50,019 8,619 6,144 4,293 0 2,420 0 1,166 5,976 1,358: 1,026 500 Old : 70,710: 54,248 50,019 8,619 6,144 4,293 0 2,420 0 1,166 5,976 1,358: 1,026 500 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 297: 298 256 -10 -95 93 0 50 0 -55 10 -17: -12 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.7 70.7 12.2 8.7 6.1 0.0 3.4 0.0 1.6 8.5 1.9: 1.5 0.7 Old : 100.0: 76.7 70.7 12.2 8.7 6.1 0.0 3.4 0.0 1.6 8.5 1.9: 1.5 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 75: 47 44 . 7 9 0 . 0 5 4 7: Old : 75: 47 44 . 7 9 0 . 0 5 4 7: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.0 37.7 60.8 55.2 27.1 25.2 39.2 38.1 Old : 40.0 37.7 60.8 55.2 27.1 25.2 39.2 38.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P Disaggregated Commitments of Traders - Futures Only, August 25, 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 : 20,191: 16,910 13,990 1,199 3,744 1,632 0 92 0 0 480 0: 450 253 Old : 20,191: 16,910 13,990 1,199 3,744 1,632 0 92 0 0 480 0: 450 253 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.8 69.3 5.9 18.5 8.1 0.0 0.5 0.0 0.0 2.4 0.0: 2.2 1.3 Old : 100.0: 83.8 69.3 5.9 18.5 8.1 0.0 0.5 0.0 0.0 2.4 0.0: 2.2 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 12 13 . 4 4 0 . 0 0 . 0: Old : 20: 12 13 . 4 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 : 70.5 49.9 92.0 78.1 28.2 24.6 30.0 29.9 Old : 70.5 49.9 92.0 78.1 28.2 24.6 30.0 29.9 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, August 25, 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 : 27,499: 19,654 16,194 2,883 2,592 1,405 1,860 228 0 775 6,238 417: 505 425 Old : 27,499: 19,654 16,194 2,883 2,592 1,405 1,860 228 0 775 6,238 417: 505 425 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 281: 170 160 70 -2 0 0 0 0 60 77 21: -40 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.5 58.9 10.5 9.4 5.1 6.8 0.8 0.0 2.8 22.7 1.5: 1.8 1.5 Old : 100.0: 71.5 58.9 10.5 9.4 5.1 6.8 0.8 0.0 2.8 22.7 1.5: 1.8 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 48: 25 28 5 4 6 . . 0 . 4 .: Old : 48: 25 28 5 4 6 . . 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 : 34.0 43.0 56.4 59.8 24.5 29.0 39.5 39.2 Old : 34.0 43.0 56.4 59.8 24.5 29.0 39.5 39.2 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, August 25, 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 : 9,573: 8,077 3,483 335 3,996 112 0 0 0 95 720 843: 111 419 Old : 9,573: 8,077 3,483 335 3,996 112 0 0 0 95 720 843: 111 419 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 380: 372 228 0 -15 0 0 0 0 -15 189 -55: 78 33 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.4 36.4 3.5 41.7 1.2 0.0 0.0 0.0 1.0 7.5 8.8: 1.2 4.4 Old : 100.0: 84.4 36.4 3.5 41.7 1.2 0.0 0.0 0.0 1.0 7.5 8.8: 1.2 4.4 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 : 33: 18 15 . 5 . 0 0 0 . . .: Old : 33: 18 15 . 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 : 52.8 47.9 81.0 72.8 49.6 39.1 67.3 59.6 Old : 52.8 47.9 81.0 72.8 49.6 39.1 67.3 59.6 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, August 25, 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 : 9,714: 7,864 3,825 633 4,684 195 0 0 0 0 761 134: 888 115 Old : 9,714: 7,864 3,825 633 4,684 195 0 0 0 0 761 134: 888 115 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 101: -4 56 65 35 0 0 0 0 0 0 0: 40 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.0 39.4 6.5 48.2 2.0 0.0 0.0 0.0 0.0 7.8 1.4: 9.1 1.2 Old : 100.0: 81.0 39.4 6.5 48.2 2.0 0.0 0.0 0.0 0.0 7.8 1.4: 9.1 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 : 28: 17 14 . 5 4 0 0 0 0 . .: Old : 28: 17 14 . 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 : 45.9 49.7 67.3 71.8 40.3 48.7 56.8 63.9 Old : 45.9 49.7 67.3 71.8 40.3 48.7 56.8 63.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 28, 2015