NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 Disaggregated Commitments of Traders - Futures Only, September 01, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 MMBtus : : : Positions : All : 3,947,134: 2,143,395 1,108,659 340,152 1,456,918 334,485 275,111 49,545 281,592 58,753 222,010 479,306: 34,340 14,619 Old : 3,947,134: 2,143,395 1,108,659 340,152 1,456,918 334,485 275,111 49,545 281,592 58,753 222,010 479,306: 34,340 14,619 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : -246,541: -192,249 -44,006 22,148 -45,696 -20,662 -858 5,854 -44,171 1,568 -88,345 -11,757: -560 2,242 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.3 28.1 8.6 36.9 8.5 7.0 1.3 7.1 1.5 5.6 12.1: 0.9 0.4 Old : 100.0: 54.3 28.1 8.6 36.9 8.5 7.0 1.3 7.1 1.5 5.6 12.1: 0.9 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 221: 112 96 9 18 23 15 13 22 15 26 33: Old : 221: 112 96 9 18 23 15 13 22 15 26 33: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.5 24.4 35.1 43.0 15.5 19.9 25.8 30.3 Old : 21.5 24.4 35.1 43.0 15.5 19.9 25.8 30.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 Disaggregated Commitments of Traders - Futures Only, September 01, 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 : 326,468: 32,545 73,790 54,533 47,869 74,722 65,931 34,456 28,997 31,298 27,821 38,420: 22 393 Old : 326,468: 32,545 73,790 54,533 47,869 74,722 65,931 34,456 28,997 31,298 27,821 38,420: 22 393 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : -47,719: -10,352 -7,234 -3,109 1,717 -17,707 246 -2,664 -5,758 -6,414 -11,581 -4,453: -172 -39 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.0 22.6 16.7 14.7 22.9 20.2 10.6 8.9 9.6 8.5 11.8: 0.0 0.1 Old : 100.0: 10.0 22.6 16.7 14.7 22.9 20.2 10.6 8.9 9.6 8.5 11.8: 0.0 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 : 67: 18 15 11 7 16 6 6 8 10 8 11: Old : 67: 18 15 11 7 16 6 6 8 10 8 11: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.4 39.7 59.7 64.6 25.0 25.2 34.7 36.7 Old : 41.4 39.7 59.7 64.6 25.0 25.2 34.7 36.7 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, September 01, 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 : 259,284: 183,082 212,307 34,058 15,284 14,466 8,526 5,030 2,924 1,147 3,297 354: 14,727 5,622 Old : 259,284: 183,082 212,307 34,058 15,284 14,466 8,526 5,030 2,924 1,147 3,297 354: 14,727 5,622 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 5,637: 3,662 4,064 917 0 62 -277 190 978 123 363 9: 163 -29 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.6 81.9 13.1 5.9 5.6 3.3 1.9 1.1 0.4 1.3 0.1: 5.7 2.2 Old : 100.0: 70.6 81.9 13.1 5.9 5.6 3.3 1.9 1.1 0.4 1.3 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 : 57: 28 28 6 . 5 . 4 4 . 4 .: Old : 57: 28 28 6 . 5 . 4 4 . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.3 49.4 54.7 68.2 25.5 35.9 39.7 50.2 Old : 33.3 49.4 54.7 68.2 25.5 35.9 39.7 50.2 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, September 01, 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 : 127,444: 108,155 101,834 1,920 15,055 4,236 4,739 0 1,618 881 217 0: 5,895 4,484 Old : 127,444: 108,155 101,834 1,920 15,055 4,236 4,739 0 1,618 881 217 0: 5,895 4,484 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 1,642: 257 1,905 -90 366 152 597 -1,412 573 -1,498 0 0: 1,651 58 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.9 79.9 1.5 11.8 3.3 3.7 0.0 1.3 0.7 0.2 0.0: 4.6 3.5 Old : 100.0: 84.9 79.9 1.5 11.8 3.3 3.7 0.0 1.3 0.7 0.2 0.0: 4.6 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 : 44: 23 24 4 4 7 . 0 . . . 0: Old : 44: 23 24 4 4 7 . 0 . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.2 50.3 75.2 69.9 45.8 41.5 59.3 53.0 Old : 49.2 50.3 75.2 69.9 45.8 41.5 59.3 53.0 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, September 01, 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 : 212,195: 186,261 62,206 2,289 113,296 11,928 91 8,120 3,021 0 2,018 270: 8,335 11,336 Old : 212,195: 186,261 62,206 2,289 113,296 11,928 91 8,120 3,021 0 2,018 270: 8,335 11,336 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 5,551: 5,621 563 0 3,763 -333 -61 67 -68 0 -1,302 0: 392 2,861 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.8 29.3 1.1 53.4 5.6 0.0 3.8 1.4 0.0 1.0 0.1: 3.9 5.3 Old : 100.0: 87.8 29.3 1.1 53.4 5.6 0.0 3.8 1.4 0.0 1.0 0.1: 3.9 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 : 45: 21 20 . 11 8 . 4 . 0 . .: Old : 45: 21 20 . 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 : 52.8 41.5 69.3 56.9 45.5 41.1 59.0 54.0 Old : 52.8 41.5 69.3 56.9 45.5 41.1 59.0 54.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 Disaggregated Commitments of Traders - Futures Only, September 01, 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 : 662,087: 567,242 192,750 27,162 413,986 48,364 3,881 327 709 3,120 867 1,178: 10,431 3,906 Old : 662,087: 567,242 192,750 27,162 413,986 48,364 3,881 327 709 3,120 867 1,178: 10,431 3,906 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : -400: -3,233 185 31 -811 212 6 327 -344 -562 -403 465: 3,025 -31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.7 29.1 4.1 62.5 7.3 0.6 0.0 0.1 0.5 0.1 0.2: 1.6 0.6 Old : 100.0: 85.7 29.1 4.1 62.5 7.3 0.6 0.0 0.1 0.5 0.1 0.2: 1.6 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 : 60: 38 27 4 10 13 . . . . . .: Old : 60: 38 27 4 10 13 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.3 46.5 52.3 72.8 32.2 43.9 49.8 63.2 Old : 33.3 46.5 52.3 72.8 32.2 43.9 49.8 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, September 01, 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 : 333,248: 314,369 177,996 2,837 132,218 4,457 602 1,796 1,013 824 8,276 0: 9,146 7,492 Old : 333,248: 314,369 177,996 2,837 132,218 4,457 602 1,796 1,013 824 8,276 0: 9,146 7,492 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 9,953: 12,435 7,244 428 3,127 -397 -156 644 -358 -3,086 4 0: 1,087 -311 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.3 53.4 0.9 39.7 1.3 0.2 0.5 0.3 0.2 2.5 0.0: 2.7 2.2 Old : 100.0: 94.3 53.4 0.9 39.7 1.3 0.2 0.5 0.3 0.2 2.5 0.0: 2.7 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 : 57: 33 26 . 11 5 . . . . . 0: Old : 57: 33 26 . 11 5 . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.4 48.0 66.6 66.3 44.7 46.1 60.9 59.0 Old : 46.4 48.0 66.6 66.3 44.7 46.1 60.9 59.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 Disaggregated Commitments of Traders - Futures Only, September 01, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 241,189: 193,820 139,302 21,971 78,701 9,855 1,468 1,166 4,425 2,710 1,464 1,831: 5,109 4,445 Old : 241,189: 193,820 139,302 21,971 78,701 9,855 1,468 1,166 4,425 2,710 1,464 1,831: 5,109 4,445 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 7,042: 6,398 4,541 -946 2,257 1,189 -183 -353 666 52 -150 152: -286 -1,260 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.4 57.8 9.1 32.6 4.1 0.6 0.5 1.8 1.1 0.6 0.8: 2.1 1.8 Old : 100.0: 80.4 57.8 9.1 32.6 4.1 0.6 0.5 1.8 1.1 0.6 0.8: 2.1 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 60: 28 32 . 9 9 . . . . . .: Old : 60: 28 32 . 9 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 : 52.1 28.4 72.9 48.1 50.9 27.2 68.4 45.9 Old : 52.1 28.4 72.9 48.1 50.9 27.2 68.4 45.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 Disaggregated Commitments of Traders - Futures Only, September 01, 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 : 109,142: 92,526 65,014 2,134 27,199 1,856 1,241 3,749 3,685 0 360 0: 7,700 7,279 Old : 109,142: 92,526 65,014 2,134 27,199 1,856 1,241 3,749 3,685 0 360 0: 7,700 7,279 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 1,408: 1,866 -387 0 75 0 0 1,633 -920 0 60 0: 462 947 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.8 59.6 2.0 24.9 1.7 1.1 3.4 3.4 0.0 0.3 0.0: 7.1 6.7 Old : 100.0: 84.8 59.6 2.0 24.9 1.7 1.1 3.4 3.4 0.0 0.3 0.0: 7.1 6.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 19 19 . 5 4 . . . 0 . 0: Old : 37: 19 19 . 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 : 54.2 44.5 73.0 66.5 53.3 44.3 70.4 66.0 Old : 54.2 44.5 73.0 66.5 53.3 44.3 70.4 66.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E Disaggregated Commitments of Traders - Futures Only, September 01, 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 : 105,368: 84,896 81,724 6,878 5,801 3,175 187 6,542 789 882 735 2,066: 6,495 4,536 Old : 105,368: 84,896 81,724 6,878 5,801 3,175 187 6,542 789 882 735 2,066: 6,495 4,536 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 7,886: 5,064 10,361 226 0 60 -124 0 0 882 -3,019 999: 779 -515 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.6 77.6 6.5 5.5 3.0 0.2 6.2 0.7 0.8 0.7 2.0: 6.2 4.3 Old : 100.0: 80.6 77.6 6.5 5.5 3.0 0.2 6.2 0.7 0.8 0.7 2.0: 6.2 4.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 47: 27 25 5 . 4 . . . . . .: Old : 47: 27 25 5 . 4 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.1 36.6 65.4 56.0 49.6 35.7 60.5 53.2 Old : 53.1 36.6 65.4 56.0 49.6 35.7 60.5 53.2 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, September 01, 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 : 21,695: 18,386 9,708 0 9,036 1,824 0 0 0 390 611 0: 1,095 516 Old : 21,695: 18,386 9,708 0 9,036 1,824 0 0 0 390 611 0: 1,095 516 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 60: -150 -390 0 390 0 0 0 0 0 270 0: 210 -210 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.7 44.7 0.0 41.7 8.4 0.0 0.0 0.0 1.8 2.8 0.0: 5.0 2.4 Old : 100.0: 84.7 44.7 0.0 41.7 8.4 0.0 0.0 0.0 1.8 2.8 0.0: 5.0 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 : 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 : 57.8 78.4 80.3 92.5 54.4 63.7 68.3 74.8 Old : 57.8 78.4 80.3 92.5 54.4 63.7 68.3 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, September 01, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 78,275: 66,753 29,335 2,924 34,078 146 130 3,083 1,403 0 0 0: 6,919 10,230 Old : 78,275: 66,753 29,335 2,924 34,078 146 130 3,083 1,403 0 0 0: 6,919 10,230 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 1,015: 812 2,435 0 -62 0 -62 -942 144 0 0 0: 121 -560 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.3 37.5 3.7 43.5 0.2 0.2 3.9 1.8 0.0 0.0 0.0: 8.8 13.1 Old : 100.0: 85.3 37.5 3.7 43.5 0.2 0.2 3.9 1.8 0.0 0.0 0.0: 8.8 13.1 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: 16 12 . 7 . . . . 0 0 0: Old : 29: 16 12 . 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 40.1 76.3 62.0 53.0 38.3 68.1 59.0 Old : 57.9 40.1 76.3 62.0 53.0 38.3 68.1 59.0 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, September 01, 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 : 186,536: 137,016 80,999 39,756 95,874 3,252 0 0 0 390 0 0: 6,122 6,411 Old : 186,536: 137,016 80,999 39,756 95,874 3,252 0 0 0 390 0 0: 6,122 6,411 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 92: 2 123 0 0 0 0 0 0 30 0 0: 60 -31 : : : : : 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 3.4 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 3.4 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 : 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 : 42.8 64.7 67.5 84.4 42.4 64.4 65.8 82.9 Old : 42.8 64.7 67.5 84.4 42.4 64.4 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, September 01, 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 : 91,731: 67,605 54,746 15,688 32,109 80 0 0 0 0 0 0: 8,358 4,796 Old : 91,731: 67,605 54,746 15,688 32,109 80 0 0 0 0 0 0: 8,358 4,796 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 2,079: 809 1,718 734 650 80 0 0 0 0 0 0: 456 -369 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.7 59.7 17.1 35.0 0.1 0.0 0.0 0.0 0.0 0.0 0.0: 9.1 5.2 Old : 100.0: 73.7 59.7 17.1 35.0 0.1 0.0 0.0 0.0 0.0 0.0 0.0: 9.1 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 : 25: 15 14 4 . . 0 0 0 0 0 0: Old : 25: 15 14 4 . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.6 69.1 74.2 88.0 52.7 67.6 71.0 83.7 Old : 55.6 69.1 74.2 88.0 52.7 67.6 71.0 83.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 Disaggregated Commitments of Traders - Futures Only, September 01, 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 : 16,948: 13,300 11,677 210 1,551 2,152 0 341 0 0 0 0: 1,286 1,227 Old : 16,948: 13,300 11,677 210 1,551 2,152 0 341 0 0 0 0: 1,286 1,227 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.5 68.9 1.2 9.2 12.7 0.0 2.0 0.0 0.0 0.0 0.0: 7.6 7.2 Old : 100.0: 78.5 68.9 1.2 9.2 12.7 0.0 2.0 0.0 0.0 0.0 0.0: 7.6 7.2 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 : 20: 9 8 . . . 0 . 0 0 0 0: Old : 20: 9 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 : 65.6 70.2 85.4 87.3 55.5 56.0 70.2 67.7 Old : 65.6 70.2 85.4 87.3 55.5 56.0 70.2 67.7 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, September 01, 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 : 348,954: 261,241 162,581 57,160 160,842 11,467 616 0 600 248 0 3,449: 14,173 10,015 Old : 348,954: 261,241 162,581 57,160 160,842 11,467 616 0 600 248 0 3,449: 14,173 10,015 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 4,626: 3,566 2,909 85 1,697 173 0 0 0 144 0 362: 296 -515 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.9 46.6 16.4 46.1 3.3 0.2 0.0 0.2 0.1 0.0 1.0: 4.1 2.9 Old : 100.0: 74.9 46.6 16.4 46.1 3.3 0.2 0.0 0.2 0.1 0.0 1.0: 4.1 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 : 57: 39 28 4 10 7 . 0 . . 0 .: Old : 57: 39 28 4 10 7 . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.6 59.7 54.7 75.8 32.3 58.1 51.9 73.5 Old : 33.6 59.7 54.7 75.8 32.3 58.1 51.9 73.5 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, September 01, 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 : 77,027: 60,918 48,665 239 6,915 6,110 625 720 3,430 0 0 0: 5,705 11,187 Old : 77,027: 60,918 48,665 239 6,915 6,110 625 720 3,430 0 0 0: 5,705 11,187 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 2,100: 1,309 1,844 -154 60 31 251 -1,354 540 0 0 0: 123 979 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.1 63.2 0.3 9.0 7.9 0.8 0.9 4.5 0.0 0.0 0.0: 7.4 14.5 Old : 100.0: 79.1 63.2 0.3 9.0 7.9 0.8 0.9 4.5 0.0 0.0 0.0: 7.4 14.5 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 : 27: 15 13 . 5 6 . . . 0 0 0: Old : 27: 15 13 . 5 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 : 57.6 54.0 75.2 69.5 54.9 51.2 65.9 56.9 Old : 57.6 54.0 75.2 69.5 54.9 51.2 65.9 56.9 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, September 01, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 69,400: 27,786 43,198 29,155 13,683 5,889 29 695 2,186 0 0 0: 4,355 3,749 Old : 69,400: 27,786 43,198 29,155 13,683 5,889 29 695 2,186 0 0 0: 4,355 3,749 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 2,934: 883 -174 1,624 2,631 -189 29 -864 585 0 0 0: 2 945 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.0 62.2 42.0 19.7 8.5 0.0 1.0 3.1 0.0 0.0 0.0: 6.3 5.4 Old : 100.0: 40.0 62.2 42.0 19.7 8.5 0.0 1.0 3.1 0.0 0.0 0.0: 6.3 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 : 28: 12 10 6 5 6 . . . 0 0 0: Old : 28: 12 10 6 5 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 : 49.6 59.9 72.9 76.6 43.7 57.1 60.8 69.5 Old : 49.6 59.9 72.9 76.6 43.7 57.1 60.8 69.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG Disaggregated Commitments of Traders - Futures Only, September 01, 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 : 106,871: 86,876 80,383 8,020 15,523 4,322 5,473 1,290 0 840 2,850 0: 1,340 2,503 Old : 106,871: 86,876 80,383 8,020 15,523 4,322 5,473 1,290 0 840 2,850 0: 1,340 2,503 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 17,392: 14,451 11,344 120 1,920 120 2,004 1,290 0 480 1,860 0: 217 858 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.3 75.2 7.5 14.5 4.0 5.1 1.2 0.0 0.8 2.7 0.0: 1.3 2.3 Old : 100.0: 81.3 75.2 7.5 14.5 4.0 5.1 1.2 0.0 0.8 2.7 0.0: 1.3 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 55: 21 23 4 4 5 . . 0 . 5 0: Old : 55: 21 23 4 4 5 . . 0 . 5 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.8 53.6 74.0 74.3 50.0 51.9 60.8 67.8 Old : 58.8 53.6 74.0 74.3 50.0 51.9 60.8 67.8 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, September 01, 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 : 122,014: 103,380 104,792 3,871 3,220 1,887 9,502 4,266 155 1,333 4,462 372: 1,514 2,860 Old : 122,014: 103,380 104,792 3,871 3,220 1,887 9,502 4,266 155 1,333 4,462 372: 1,514 2,860 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 15,468: 11,744 9,452 570 1,741 120 2,654 1,290 155 -337 1,638 222: 340 850 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.7 85.9 3.2 2.6 1.5 7.8 3.5 0.1 1.1 3.7 0.3: 1.2 2.3 Old : 100.0: 84.7 85.9 3.2 2.6 1.5 7.8 3.5 0.1 1.1 3.7 0.3: 1.2 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 70: 33 34 . 5 . 4 . . 4 7 .: Old : 70: 33 34 . 5 . 4 . . 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 : 46.6 56.7 65.4 72.1 41.1 52.5 53.6 60.7 Old : 46.6 56.7 65.4 72.1 41.1 52.5 53.6 60.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM Disaggregated Commitments of Traders - Futures Only, September 01, 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 : 48,044: 47,307 43,514 368 982 0 0 0 0 0 2,725 0: 369 823 Old : 48,044: 47,307 43,514 368 982 0 0 0 0 0 2,725 0: 369 823 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 2,386: 2,506 1,906 0 240 0 0 0 0 0 0 0: -120 240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 98.5 90.6 0.8 2.0 0.0 0.0 0.0 0.0 0.0 5.7 0.0: 0.8 1.7 Old : 100.0: 98.5 90.6 0.8 2.0 0.0 0.0 0.0 0.0 0.0 5.7 0.0: 0.8 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 : 36: 17 25 . . 0 0 0 0 0 . 0: Old : 36: 17 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 : 68.4 42.7 87.0 64.0 64.6 41.2 80.0 62.5 Old : 68.4 42.7 87.0 64.0 64.6 41.2 80.0 62.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ Disaggregated Commitments of Traders - Futures Only, September 01, 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 : 179,681: 146,469 141,483 22,223 24,267 5,027 0 254 1,297 0 494 362: 4,303 6,497 Old : 179,681: 146,469 141,483 22,223 24,267 5,027 0 254 1,297 0 494 362: 4,303 6,497 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 5,854: 3,807 4,831 1,986 0 49 -572 254 93 0 366 62: 429 199 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.5 78.7 12.4 13.5 2.8 0.0 0.1 0.7 0.0 0.3 0.2: 2.4 3.6 Old : 100.0: 81.5 78.7 12.4 13.5 2.8 0.0 0.1 0.7 0.0 0.3 0.2: 2.4 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 : 43: 30 29 . . . 0 . . 0 . .: Old : 43: 30 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 : 49.4 40.6 65.3 59.3 44.2 30.9 54.8 47.9 Old : 49.4 40.6 65.3 59.3 44.2 30.9 54.8 47.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW Disaggregated Commitments of Traders - Futures Only, September 01, 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 : 24,182: 22,334 18,010 0 929 690 0 2,596 0 0 673 0: 1,158 1,284 Old : 24,182: 22,334 18,010 0 929 690 0 2,596 0 0 673 0: 1,158 1,284 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 690: 630 -638 0 608 0 0 480 0 0 210 0: 60 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.4 74.5 0.0 3.8 2.9 0.0 10.7 0.0 0.0 2.8 0.0: 4.8 5.3 Old : 100.0: 92.4 74.5 0.0 3.8 2.9 0.0 10.7 0.0 0.0 2.8 0.0: 4.8 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 : 67.4 52.8 85.7 84.2 67.4 51.2 81.4 74.5 Old : 67.4 52.8 85.7 84.2 67.4 51.2 81.4 74.5 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, September 01, 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 : 70,172: 51,109 54,123 308 5,835 4,208 736 477 2,814 1,172 0 0: 9,825 2,715 Old : 70,172: 51,109 54,123 308 5,835 4,208 736 477 2,814 1,172 0 0: 9,825 2,715 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 2,322: 1,466 1,256 0 856 0 -150 0 150 0 0 0: 856 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.8 77.1 0.4 8.3 6.0 1.0 0.7 4.0 1.7 0.0 0.0: 14.0 3.9 Old : 100.0: 72.8 77.1 0.4 8.3 6.0 1.0 0.7 4.0 1.7 0.0 0.0: 14.0 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: 18 17 . . . . . . . 0 0: Old : 27: 18 17 . . . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.8 47.0 66.1 67.4 39.3 40.1 46.2 54.6 Old : 50.8 47.0 66.1 67.4 39.3 40.1 46.2 54.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 Disaggregated Commitments of Traders - Futures Only, September 01, 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 : 101,220: 73,761 56,040 5,530 18,496 9,989 0 1,086 3,977 0 3,638 0: 7,963 7,994 Old : 101,220: 73,761 56,040 5,530 18,496 9,989 0 1,086 3,977 0 3,638 0: 7,963 7,994 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 1,231: 1,312 827 0 365 0 -159 23 -52 0 -1,284 0: 130 1,352 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.9 55.4 5.5 18.3 9.9 0.0 1.1 3.9 0.0 3.6 0.0: 7.9 7.9 Old : 100.0: 72.9 55.4 5.5 18.3 9.9 0.0 1.1 3.9 0.0 3.6 0.0: 7.9 7.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 18 19 4 . 5 0 . . 0 . 0: Old : 33: 18 19 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 : 60.2 39.1 79.8 59.5 56.9 35.0 63.3 48.8 Old : 60.2 39.1 79.8 59.5 56.9 35.0 63.3 48.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB Disaggregated Commitments of Traders - Futures Only, September 01, 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 : 107,580: 77,526 96,099 14,060 288 4,669 1,735 0 1,786 0 0 0: 7,804 4,738 Old : 107,580: 77,526 96,099 14,060 288 4,669 1,735 0 1,786 0 0 0: 7,804 4,738 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 1,955: 3,273 -169 446 40 -13 -315 0 361 0 0 0: -1,797 1,736 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.1 89.3 13.1 0.3 4.3 1.6 0.0 1.7 0.0 0.0 0.0: 7.3 4.4 Old : 100.0: 72.1 89.3 13.1 0.3 4.3 1.6 0.0 1.7 0.0 0.0 0.0: 7.3 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 : 28: 17 16 . . . . 0 . 0 0 0: Old : 28: 17 16 . . . . 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 : 55.1 65.5 72.3 82.4 39.1 54.3 52.7 63.9 Old : 55.1 65.5 72.3 82.4 39.1 54.3 52.7 63.9 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, September 01, 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 : 92,076: 58,310 83,168 26,382 4,413 1,180 728 330 459 63 0 579: 4,375 1,947 Old : 92,076: 58,310 83,168 26,382 4,413 1,180 728 330 459 63 0 579: 4,375 1,947 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 2,631: 2,249 2,702 -140 318 260 62 0 -12 63 -848 151: -2 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.3 90.3 28.7 4.8 1.3 0.8 0.4 0.5 0.1 0.0 0.6: 4.8 2.1 Old : 100.0: 63.3 90.3 28.7 4.8 1.3 0.8 0.4 0.5 0.1 0.0 0.6: 4.8 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 6 . 4 . . . . 0 .: Old : 33: 18 19 6 . 4 . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.5 56.0 64.9 84.8 26.2 41.9 38.4 52.4 Old : 39.5 56.0 64.9 84.8 26.2 41.9 38.4 52.4 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, September 01, 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 : 117,984: 106,081 111,120 3,010 0 214 1,439 600 296 0 1,944 0: 6,944 3,810 Old : 117,984: 106,081 111,120 3,010 0 214 1,439 600 296 0 1,944 0: 6,944 3,810 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 361: 357 1,074 0 0 0 920 0 -431 0 -430 0: -485 148 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.9 94.2 2.6 0.0 0.2 1.2 0.5 0.3 0.0 1.6 0.0: 5.9 3.2 Old : 100.0: 89.9 94.2 2.6 0.0 0.2 1.2 0.5 0.3 0.0 1.6 0.0: 5.9 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: 22 19 . 0 . . . . 0 . 0: Old : 29: 22 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 61.3 82.5 80.9 58.2 55.6 72.7 70.6 Old : 66.1 61.3 82.5 80.9 58.2 55.6 72.7 70.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL Disaggregated Commitments of Traders - Futures Only, September 01, 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 : 196,809: 161,913 67,051 11,723 96,132 7,457 1,867 18,293 2,310 849 0 0: 10,690 5,566 Old : 196,809: 161,913 67,051 11,723 96,132 7,457 1,867 18,293 2,310 849 0 0: 10,690 5,566 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 2,686: 2,921 1,498 -184 68 152 458 1,605 -362 0 -240 0: -299 -35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.3 34.1 6.0 48.8 3.8 0.9 9.3 1.2 0.4 0.0 0.0: 5.4 2.8 Old : 100.0: 82.3 34.1 6.0 48.8 3.8 0.9 9.3 1.2 0.4 0.0 0.0: 5.4 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 46: 26 18 4 8 7 . . . . 0 0: Old : 46: 26 18 4 8 7 . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.1 48.7 59.5 69.9 31.1 47.6 45.7 62.2 Old : 42.1 48.7 59.5 69.9 31.1 47.6 45.7 62.2 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, September 01, 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: 12,863 9,300 0 1,585 424 2,010 940 0 332 2,984 0: 217 613 Old : 15,846: 12,863 9,300 0 1,585 424 2,010 940 0 332 2,984 0: 217 613 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 0: 30 60 0 90 -90 0 0 0 60 -60 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.2 58.7 0.0 10.0 2.7 12.7 5.9 0.0 2.1 18.8 0.0: 1.4 3.9 Old : 100.0: 81.2 58.7 0.0 10.0 2.7 12.7 5.9 0.0 2.1 18.8 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 50.3 88.1 73.4 61.0 47.6 79.3 68.1 Old : 61.4 50.3 88.1 73.4 61.0 47.6 79.3 68.1 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, September 01, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 44,298: 35,793 38,421 5,333 3,592 0 620 2,010 0 2,126 0 0: 426 275 Old : 44,298: 35,793 38,421 5,333 3,592 0 620 2,010 0 2,126 0 0: 426 275 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 770: 370 770 399 0 0 0 0 0 -30 0 0: 31 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.8 86.7 12.0 8.1 0.0 1.4 4.5 0.0 4.8 0.0 0.0: 1.0 0.6 Old : 100.0: 80.8 86.7 12.0 8.1 0.0 1.4 4.5 0.0 4.8 0.0 0.0: 1.0 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 52.0 61.0 79.3 81.7 50.1 61.0 72.4 79.2 Old : 52.0 61.0 79.3 81.7 50.1 61.0 72.4 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, September 01, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 50,913: 32,192 44,635 10,804 0 2,906 2,476 0 0 0 2,121 0: 2,535 1,251 Old : 50,913: 32,192 44,635 10,804 0 2,906 2,476 0 0 0 2,121 0: 2,535 1,251 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 1,738: 870 78 -1,000 0 1,240 360 0 0 0 0 0: 268 420 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.2 87.7 21.2 0.0 5.7 4.9 0.0 0.0 0.0 4.2 0.0: 5.0 2.5 Old : 100.0: 63.2 87.7 21.2 0.0 5.7 4.9 0.0 0.0 0.0 4.2 0.0: 5.0 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 47.5 59.2 78.1 84.6 47.5 59.2 69.3 78.0 Old : 47.5 59.2 78.1 84.6 47.5 59.2 69.3 78.0 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, September 01, 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 : 227,872: 175,880 140,340 30,714 63,416 8,247 2,512 360 1,955 1,009 7,967 1,229: 6,326 4,358 Old : 227,872: 175,880 140,340 30,714 63,416 8,247 2,512 360 1,955 1,009 7,967 1,229: 6,326 4,358 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 4,212: -2,213 2,602 3,460 -3,477 1,842 1,039 0 0 0 2,641 -654: 738 1,258 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.2 61.6 13.5 27.8 3.6 1.1 0.2 0.9 0.4 3.5 0.5: 2.8 1.9 Old : 100.0: 77.2 61.6 13.5 27.8 3.6 1.1 0.2 0.9 0.4 3.5 0.5: 2.8 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 : 60: 36 28 . 6 6 . . . . 4 .: Old : 60: 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 : 46.2 54.2 65.1 71.3 45.8 51.5 63.6 66.9 Old : 46.2 54.2 65.1 71.3 45.8 51.5 63.6 66.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU Disaggregated Commitments of Traders - Futures Only, September 01, 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 : 104,420: 88,955 65,801 8,754 32,258 4,696 0 0 0 0 0 0: 2,015 1,665 Old : 104,420: 88,955 65,801 8,754 32,258 4,696 0 0 0 0 0 0: 2,015 1,665 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : -122: 917 29 214 980 -1,070 0 0 0 0 0 0: -183 -61 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.2 63.0 8.4 30.9 4.5 0.0 0.0 0.0 0.0 0.0 0.0: 1.9 1.6 Old : 100.0: 85.2 63.0 8.4 30.9 4.5 0.0 0.0 0.0 0.0 0.0 0.0: 1.9 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 : 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 : 48.6 57.4 70.2 76.1 47.2 55.1 61.2 64.5 Old : 48.6 57.4 70.2 76.1 47.2 55.1 61.2 64.5 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, September 01, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mm btu : : : Positions : All : 74,954: 40,029 55,227 23,142 4,084 4,217 0 0 0 0 0 0: 7,566 11,426 Old : 74,954: 40,029 55,227 23,142 4,084 4,217 0 0 0 0 0 0: 7,566 11,426 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 987: 1,755 345 -252 0 642 0 0 0 0 0 0: -1,158 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.4 73.7 30.9 5.4 5.6 0.0 0.0 0.0 0.0 0.0 0.0: 10.1 15.2 Old : 100.0: 53.4 73.7 30.9 5.4 5.6 0.0 0.0 0.0 0.0 0.0 0.0: 10.1 15.2 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 : 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 : 48.8 54.0 69.4 70.6 38.4 52.3 54.5 59.9 Old : 48.8 54.0 69.4 70.6 38.4 52.3 54.5 59.9 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, September 01, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mm btu : : : Positions : All : 74,345: 51,654 37,211 5,623 26,968 7,425 0 0 0 0 608 0: 9,643 2,133 Old : 74,345: 51,654 37,211 5,623 26,968 7,425 0 0 0 0 608 0: 9,643 2,133 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 400: -1,803 120 2,158 -175 696 0 0 0 0 0 0: -651 -241 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.5 50.1 7.6 36.3 10.0 0.0 0.0 0.0 0.0 0.8 0.0: 13.0 2.9 Old : 100.0: 69.5 50.1 7.6 36.3 10.0 0.0 0.0 0.0 0.0 0.8 0.0: 13.0 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 20 17 . . 4 0 0 0 0 . 0: Old : 30: 20 17 . . 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 : 39.6 72.6 59.1 85.7 37.1 65.7 52.5 74.9 Old : 39.6 72.6 59.1 85.7 37.1 65.7 52.5 74.9 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, September 01, 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 : 77,726: 65,423 30,170 3,017 42,976 495 0 0 0 2,134 0 0: 6,657 4,085 Old : 77,726: 65,423 30,170 3,017 42,976 495 0 0 0 2,134 0 0: 6,657 4,085 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 852: 512 217 1 296 399 0 0 0 0 0 0: -60 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.2 38.8 3.9 55.3 0.6 0.0 0.0 0.0 2.7 0.0 0.0: 8.6 5.3 Old : 100.0: 84.2 38.8 3.9 55.3 0.6 0.0 0.0 0.0 2.7 0.0 0.0: 8.6 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 : 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 : 64.0 80.1 78.3 93.3 63.8 79.7 77.1 90.4 Old : 64.0 80.1 78.3 93.3 63.8 79.7 77.1 90.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 Disaggregated Commitments of Traders - Futures Only, September 01, 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 : 922,375: 120,160 123,443 222,014 17,634 54,072 188,920 335,202 122,021 50,093 130,192 100,924: 64,171 38,887 Old : 922,375: 120,160 123,443 222,014 17,634 54,072 188,920 335,202 122,021 50,093 130,192 100,924: 64,171 38,887 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : -19,706: -1,523 -2,492 8,008 337 -1,117 -1,473 -13,129 -3,967 -12,756 5,209 -4,785: -2,093 238 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.0 13.4 24.1 1.9 5.9 20.5 36.3 13.2 5.4 14.1 10.9: 7.0 4.2 Old : 100.0: 13.0 13.4 24.1 1.9 5.9 20.5 36.3 13.2 5.4 14.1 10.9: 7.0 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 : 288: 34 27 25 8 25 52 74 69 37 45 52: Old : 288: 34 27 25 8 25 52 74 69 37 45 52: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.4 24.0 30.3 35.3 12.6 22.0 20.7 29.1 Old : 18.4 24.0 30.3 35.3 12.6 22.0 20.7 29.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 Disaggregated Commitments of Traders - Futures Only, September 01, 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 : 379,212: 76,391 85,706 12,038 45,333 51,325 98,888 7,634 25,051 79,011 126,574 33,005: 3,503 4,584 Old : 379,212: 76,391 85,706 12,038 45,333 51,325 98,888 7,634 25,051 79,011 126,574 33,005: 3,503 4,584 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : -21,374: -7,024 -1,106 -758 -5,489 -1,283 -5,169 -377 -1,027 -2,689 -8,823 -2,898: -526 -371 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.1 22.6 3.2 12.0 13.5 26.1 2.0 6.6 20.8 33.4 8.7: 0.9 1.2 Old : 100.0: 20.1 22.6 3.2 12.0 13.5 26.1 2.0 6.6 20.8 33.4 8.7: 0.9 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 71: 21 24 4 9 12 6 . 9 14 7 16: Old : 71: 21 24 4 9 12 6 . 9 14 7 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 : 46.4 46.7 58.7 60.7 43.6 39.7 50.7 46.2 Old : 46.4 46.7 58.7 60.7 43.6 39.7 50.7 46.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 Disaggregated Commitments of Traders - Futures Only, September 01, 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 : 91,728: 15,339 16,304 17,947 7,003 29,336 2,930 9,373 3,860 8,426 14,022 5,559: 8,331 6,271 Old : 91,728: 15,339 16,304 17,947 7,003 29,336 2,930 9,373 3,860 8,426 14,022 5,559: 8,331 6,271 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : -11,317: -401 -1,203 -2,103 -544 -2,947 -700 932 -2,618 -1,979 -5,064 -1,113: 544 1,240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.7 17.8 19.6 7.6 32.0 3.2 10.2 4.2 9.2 15.3 6.1: 9.1 6.8 Old : 100.0: 16.7 17.8 19.6 7.6 32.0 3.2 10.2 4.2 9.2 15.3 6.1: 9.1 6.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 6 6 5 7 12 . . 4 5 11 12: Old : 40: 6 6 5 7 12 . . 4 5 11 12: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.1 40.2 62.6 59.3 29.3 27.0 40.3 35.4 Old : 43.1 40.2 62.6 59.3 29.3 27.0 40.3 35.4 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, September 01, 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 : 1,647,934: 511,829 276,969 51,785 950,330 218,384 129,127 27,362 87,895 585,704 35,958 26,435: 36,775 24,601 Old : 1,647,934: 511,829 276,969 51,785 950,330 218,384 129,127 27,362 87,895 585,704 35,958 26,435: 36,775 24,601 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : -67,758: -5,224 -10,739 10,954 -34,179 -10,276 4,939 1,584 -8,223 -56,405 -215 -2,953: -570 -2,757 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.1 16.8 3.1 57.7 13.3 7.8 1.7 5.3 35.5 2.2 1.6: 2.2 1.5 Old : 100.0: 31.1 16.8 3.1 57.7 13.3 7.8 1.7 5.3 35.5 2.2 1.6: 2.2 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 : 107: 33 35 4 17 19 11 6 12 15 8 18: Old : 107: 33 35 4 17 19 11 6 12 15 8 18: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.6 36.9 65.6 57.2 47.3 36.1 55.1 53.8 Old : 50.6 36.9 65.6 57.2 47.3 36.1 55.1 53.8 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, September 01, 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 : 419,770: 88,651 93,713 171,531 148,240 60,705 1,922 9,601 28,187 26,567 38,447 38,484: 3,723 2,393 Old : 419,770: 88,651 93,713 171,531 148,240 60,705 1,922 9,601 28,187 26,567 38,447 38,484: 3,723 2,393 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : -38,291: -11,133 -7,782 -9,100 -6,459 -10,278 804 -5,844 -973 -3,912 -2,601 -3,301: -398 -1,053 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.1 22.3 40.9 35.3 14.5 0.5 2.3 6.7 6.3 9.2 9.2: 0.9 0.6 Old : 100.0: 21.1 22.3 40.9 35.3 14.5 0.5 2.3 6.7 6.3 9.2 9.2: 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 : 75: 19 18 12 8 13 4 9 10 11 10 12: Old : 75: 19 18 12 8 13 4 9 10 11 10 12: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.1 49.9 57.9 69.2 27.6 35.2 39.2 42.4 Old : 38.1 49.9 57.9 69.2 27.6 35.2 39.2 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, September 01, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 14,321: 10,573 8,927 2,498 4,444 753 0 0 0 315 62 0: 182 135 Old : 14,321: 10,573 8,927 2,498 4,444 753 0 0 0 315 62 0: 182 135 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : -915: -690 -307 140 -346 -142 0 0 0 -203 0 0: -20 -120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.8 62.3 17.4 31.0 5.3 0.0 0.0 0.0 2.2 0.4 0.0: 1.3 0.9 Old : 100.0: 73.8 62.3 17.4 31.0 5.3 0.0 0.0 0.0 2.2 0.4 0.0: 1.3 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 16 16 4 4 . 0 0 0 . . 0: Old : 32: 16 16 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 : 45.9 51.5 70.6 78.2 34.3 45.4 50.0 57.7 Old : 45.9 51.5 70.6 78.2 34.3 45.4 50.0 57.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O Disaggregated Commitments of Traders - Futures Only, September 01, 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 : 73,265: 56,651 52,054 8,754 6,279 4,313 0 2,420 0 1,209 6,367 1,322: 1,016 510 Old : 73,265: 56,651 52,054 8,754 6,279 4,313 0 2,420 0 1,209 6,367 1,322: 1,016 510 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 2,555: 2,403 2,035 135 135 20 0 0 0 43 391 -36: -10 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.3 71.0 11.9 8.6 5.9 0.0 3.3 0.0 1.7 8.7 1.8: 1.4 0.7 Old : 100.0: 77.3 71.0 11.9 8.6 5.9 0.0 3.3 0.0 1.7 8.7 1.8: 1.4 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 : 40.2 37.4 60.5 54.1 27.1 24.3 38.2 37.0 Old : 40.2 37.4 60.5 54.1 27.1 24.3 38.2 37.0 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, September 01, 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 : 19,751: 16,453 14,107 1,174 3,310 1,584 0 46 0 0 480 0: 540 224 Old : 19,751: 16,453 14,107 1,174 3,310 1,584 0 46 0 0 480 0: 540 224 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : -440: -457 117 -25 -434 -48 0 -46 0 0 0 0: 90 -29 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.3 71.4 5.9 16.8 8.0 0.0 0.2 0.0 0.0 2.4 0.0: 2.7 1.1 Old : 100.0: 83.3 71.4 5.9 16.8 8.0 0.0 0.2 0.0 0.0 2.4 0.0: 2.7 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 11 13 . 4 . 0 . 0 0 . 0: Old : 20: 11 13 . 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 : 71.1 50.4 92.3 77.9 33.0 27.4 33.8 34.3 Old : 71.1 50.4 92.3 77.9 33.0 27.4 33.8 34.3 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, September 01, 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 : 27,293: 19,644 16,193 2,974 2,346 1,228 1,860 0 0 956 6,936 145: 486 445 Old : 27,293: 19,644 16,193 2,974 2,346 1,228 1,860 0 0 956 6,936 145: 486 445 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : -206: -10 -1 91 -246 -177 0 -228 0 181 698 -272: -19 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.0 59.3 10.9 8.6 4.5 6.8 0.0 0.0 3.5 25.4 0.5: 1.8 1.6 Old : 100.0: 72.0 59.3 10.9 8.6 4.5 6.8 0.0 0.0 3.5 25.4 0.5: 1.8 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 : 48: 21 25 5 4 6 . 0 0 5 5 .: Old : 48: 21 25 5 4 6 . 0 0 5 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 : 34.8 44.7 56.6 62.8 24.9 32.4 41.6 43.4 Old : 34.8 44.7 56.6 62.8 24.9 32.4 41.6 43.4 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, September 01, 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 : 8,500: 7,161 2,905 200 3,757 110 0 0 0 25 362 942: 62 424 Old : 8,500: 7,161 2,905 200 3,757 110 0 0 0 25 362 942: 62 424 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : -1,073: -916 -578 -135 -239 -2 0 0 0 -70 -358 99: -49 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.2 34.2 2.4 44.2 1.3 0.0 0.0 0.0 0.3 4.3 11.1: 0.7 5.0 Old : 100.0: 84.2 34.2 2.4 44.2 1.3 0.0 0.0 0.0 0.3 4.3 11.1: 0.7 5.0 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 : 31: 17 13 . 5 . 0 0 0 . . .: Old : 31: 17 13 . 5 . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.5 47.5 81.1 73.4 52.0 41.0 68.1 58.8 Old : 56.5 47.5 81.1 73.4 52.0 41.0 68.1 58.8 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, September 01, 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 : 8,944: 7,112 3,465 703 4,333 103 0 0 0 0 779 153: 873 111 Old : 8,944: 7,112 3,465 703 4,333 103 0 0 0 0 779 153: 873 111 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : -770: -752 -360 70 -351 -92 0 0 0 0 18 19: -15 -4 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.5 38.7 7.9 48.4 1.2 0.0 0.0 0.0 0.0 8.7 1.7: 9.8 1.2 Old : 100.0: 79.5 38.7 7.9 48.4 1.2 0.0 0.0 0.0 0.0 8.7 1.7: 9.8 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 : 46.7 51.1 69.3 74.5 42.8 49.9 59.0 67.8 Old : 46.7 51.1 69.3 74.5 42.8 49.9 59.0 67.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 4, 2015