NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 Disaggregated Commitments of Traders - Futures Only, September 15, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 MMBtus : : : Positions : All : 4,035,103: 2,185,177 1,151,305 343,298 1,492,023 337,239 302,405 73,099 249,924 76,445 214,058 502,673: 37,942 14,782 Old : 4,035,103: 2,185,177 1,151,305 343,298 1,492,023 337,239 302,405 73,099 249,924 76,445 214,058 502,673: 37,942 14,782 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : 55,783: 34,305 31,297 -3,922 44,250 2,045 24,279 15,413 -31,436 16,534 -16,750 10,571: 3,407 393 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.2 28.5 8.5 37.0 8.4 7.5 1.8 6.2 1.9 5.3 12.5: 0.9 0.4 Old : 100.0: 54.2 28.5 8.5 37.0 8.4 7.5 1.8 6.2 1.9 5.3 12.5: 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 : 223: 111 94 10 17 23 16 16 24 13 28 32: Old : 223: 111 94 10 17 23 16 16 24 13 28 32: 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 : 21.3 23.8 35.1 42.1 15.6 20.6 25.4 30.8 Old : 21.3 23.8 35.1 42.1 15.6 20.6 25.4 30.8 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 15, 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 : 358,488: 32,715 75,963 59,504 70,954 73,147 101,927 42,131 22,140 26,422 31,149 42,611: 22 393 Old : 358,488: 32,715 75,963 59,504 70,954 73,147 101,927 42,131 22,140 26,422 31,149 42,611: 22 393 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : 21,074: -36 2,116 2,947 19,613 -1,973 27,936 3,646 -7,246 -3,884 1,588 3,330: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.1 21.2 16.6 19.8 20.4 28.4 11.8 6.2 7.4 8.7 11.9: 0.0 0.1 Old : 100.0: 9.1 21.2 16.6 19.8 20.4 28.4 11.8 6.2 7.4 8.7 11.9: 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 : 68: 18 16 11 8 16 7 5 8 10 8 11: Old : 68: 18 16 11 8 16 7 5 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 : 46.3 40.9 62.6 65.4 32.8 28.0 41.7 43.1 Old : 46.3 40.9 62.6 65.4 32.8 28.0 41.7 43.1 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 15, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 234,332: 167,435 193,521 28,479 13,974 13,738 7,979 306 2,423 899 3,623 0: 13,379 6,747 Old : 234,332: 167,435 193,521 28,479 13,974 13,738 7,979 306 2,423 899 3,623 0: 13,379 6,747 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : 341: 1,088 2,833 -481 1,156 -728 203 -2,530 61 496 276 -214: -84 -513 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.5 82.6 12.2 6.0 5.9 3.4 0.1 1.0 0.4 1.5 0.0: 5.7 2.9 Old : 100.0: 71.5 82.6 12.2 6.0 5.9 3.4 0.1 1.0 0.4 1.5 0.0: 5.7 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 54: 29 27 6 . 5 4 . . . . 0: Old : 54: 29 27 6 . 5 4 . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.2 52.3 55.7 75.0 27.8 40.9 39.6 53.2 Old : 35.2 52.3 55.7 75.0 27.8 40.9 39.6 53.2 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 15, 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 : 112,439: 97,905 86,941 1,270 15,949 3,907 1,980 0 1,305 0 279 0: 6,072 4,058 Old : 112,439: 97,905 86,941 1,270 15,949 3,907 1,980 0 1,305 0 279 0: 6,072 4,058 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : 1,103: 1,473 275 0 401 341 -615 0 116 0 62 0: -212 -92 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.1 77.3 1.1 14.2 3.5 1.8 0.0 1.2 0.0 0.2 0.0: 5.4 3.6 Old : 100.0: 87.1 77.3 1.1 14.2 3.5 1.8 0.0 1.2 0.0 0.2 0.0: 5.4 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 : 40: 22 26 . 4 4 . 0 . 0 . 0: Old : 40: 22 26 . 4 4 . 0 . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.7 50.9 77.0 72.4 51.9 46.0 68.6 61.8 Old : 54.7 50.9 77.0 72.4 51.9 46.0 68.6 61.8 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 15, 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 : 205,497: 182,339 68,358 1,496 104,946 11,745 271 6,069 2,178 0 2,288 0: 7,468 9,913 Old : 205,497: 182,339 68,358 1,496 104,946 11,745 271 6,069 2,178 0 2,288 0: 7,468 9,913 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : 2,406: 3,238 4,019 0 -925 244 180 786 -342 0 0 0: -914 -1,376 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.7 33.3 0.7 51.1 5.7 0.1 3.0 1.1 0.0 1.1 0.0: 3.6 4.8 Old : 100.0: 88.7 33.3 0.7 51.1 5.7 0.1 3.0 1.1 0.0 1.1 0.0: 3.6 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 43: 21 18 . 11 8 . . . 0 . 0: Old : 43: 21 18 . 11 8 . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.0 44.6 70.5 62.0 47.4 42.3 61.7 58.7 Old : 54.0 44.6 70.5 62.0 47.4 42.3 61.7 58.7 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 15, 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 : 638,983: 550,883 190,427 20,850 392,795 48,137 3,438 978 1,633 5,118 233 1,101: 7,823 3,679 Old : 638,983: 550,883 190,427 20,850 392,795 48,137 3,438 978 1,633 5,118 233 1,101: 7,823 3,679 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : 7,810: 13,400 3,412 -6,291 3,043 1,198 476 245 -151 -808 -48 48: -62 63 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.2 29.8 3.3 61.5 7.5 0.5 0.2 0.3 0.8 0.0 0.2: 1.2 0.6 Old : 100.0: 86.2 29.8 3.3 61.5 7.5 0.5 0.2 0.3 0.8 0.0 0.2: 1.2 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: 37 24 4 10 13 . . 4 . . .: Old : 60: 37 24 4 10 13 . . 4 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.2 47.4 56.0 73.8 33.0 42.8 51.7 63.7 Old : 34.2 47.4 56.0 73.8 33.0 42.8 51.7 63.7 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 15, 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 : 327,824: 307,556 181,627 3,932 124,923 3,828 413 3,483 1,184 0 2,885 2,140: 8,771 7,754 Old : 327,824: 307,556 181,627 3,932 124,923 3,828 413 3,483 1,184 0 2,885 2,140: 8,771 7,754 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : 3,980: 4,658 12,394 -973 -7,511 89 413 32 352 0 -3,081 214: -773 1,491 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.8 55.4 1.2 38.1 1.2 0.1 1.1 0.4 0.0 0.9 0.7: 2.7 2.4 Old : 100.0: 93.8 55.4 1.2 38.1 1.2 0.1 1.1 0.4 0.0 0.9 0.7: 2.7 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 58: 32 28 . 9 6 . 4 . 0 . .: Old : 58: 32 28 . 9 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 : 45.9 50.8 66.1 69.6 44.4 47.2 60.3 61.8 Old : 45.9 50.8 66.1 69.6 44.4 47.2 60.3 61.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 Disaggregated Commitments of Traders - Futures Only, September 15, 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 : 230,287: 186,089 136,299 20,979 72,484 9,597 2,218 1,345 2,891 2,072 1,464 2,079: 4,362 4,128 Old : 230,287: 186,089 136,299 20,979 72,484 9,597 2,218 1,345 2,891 2,072 1,464 2,079: 4,362 4,128 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : 14,791: 14,982 16,507 -62 -977 62 1,201 -86 -560 -248 0 248: -832 -403 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.8 59.2 9.1 31.5 4.2 1.0 0.6 1.3 0.9 0.6 0.9: 1.9 1.8 Old : 100.0: 80.8 59.2 9.1 31.5 4.2 1.0 0.6 1.3 0.9 0.6 0.9: 1.9 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 55: 27 30 . 9 9 . . . . . .: Old : 55: 27 30 . 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 : 56.0 26.2 74.9 46.7 55.5 24.2 72.7 42.7 Old : 56.0 26.2 74.9 46.7 55.5 24.2 72.7 42.7 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 15, 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 : 94,172: 79,884 56,294 2,062 24,855 1,814 1,377 1,243 2,214 0 372 0: 6,821 7,380 Old : 94,172: 79,884 56,294 2,062 24,855 1,814 1,377 1,243 2,214 0 372 0: 6,821 7,380 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : 654: 1,815 596 0 31 0 31 156 -156 0 155 0: -1,036 -128 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.8 59.8 2.2 26.4 1.9 1.5 1.3 2.4 0.0 0.4 0.0: 7.2 7.8 Old : 100.0: 84.8 59.8 2.2 26.4 1.9 1.5 1.3 2.4 0.0 0.4 0.0: 7.2 7.8 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 : 35: 17 18 . 5 4 . . . 0 . 0: Old : 35: 17 18 . 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 : 59.4 47.0 79.3 71.6 58.4 47.0 75.7 70.1 Old : 59.4 47.0 79.3 71.6 58.4 47.0 75.7 70.1 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 15, 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 : 100,376: 79,137 82,244 8,226 5,514 3,072 217 623 0 1,675 41 2,232: 5,817 6,650 Old : 100,376: 79,137 82,244 8,226 5,514 3,072 217 623 0 1,675 41 2,232: 5,817 6,650 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : 3,336: 3,405 6,805 29 -61 -40 0 -5,195 -279 557 5 519: -855 1,582 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.8 81.9 8.2 5.5 3.1 0.2 0.6 0.0 1.7 0.0 2.2: 5.8 6.6 Old : 100.0: 78.8 81.9 8.2 5.5 3.1 0.2 0.6 0.0 1.7 0.0 2.2: 5.8 6.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 25 23 5 . . . . 0 . . .: Old : 42: 25 23 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 : 52.1 42.8 67.4 65.9 51.9 42.1 63.1 61.8 Old : 52.1 42.8 67.4 65.9 51.9 42.1 63.1 61.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q Disaggregated Commitments of Traders - Futures Only, September 15, 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 : 17,448: 14,480 8,226 0 6,618 1,824 0 0 0 390 270 0: 754 510 Old : 17,448: 14,480 8,226 0 6,618 1,824 0 0 0 390 270 0: 754 510 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : 1,674: 1,674 -248 0 1,922 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.0 47.1 0.0 37.9 10.5 0.0 0.0 0.0 2.2 1.5 0.0: 4.3 2.9 Old : 100.0: 83.0 47.1 0.0 37.9 10.5 0.0 0.0 0.0 2.2 1.5 0.0: 4.3 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 12 7 0 . . 0 0 0 . . 0: Old : 20: 12 7 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 : 63.2 85.5 84.4 94.8 54.6 67.3 66.7 74.2 Old : 63.2 85.5 84.4 94.8 54.6 67.3 66.7 74.2 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 15, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 72,328: 60,974 27,554 2,924 31,532 146 365 2,437 1,315 0 0 0: 6,604 9,344 Old : 72,328: 60,974 27,554 2,924 31,532 146 365 2,437 1,315 0 0 0: 6,604 9,344 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : 1,323: 1,286 1,430 0 -304 0 60 456 -33 0 0 0: 10 -226 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.3 38.1 4.0 43.6 0.2 0.5 3.4 1.8 0.0 0.0 0.0: 9.1 12.9 Old : 100.0: 84.3 38.1 4.0 43.6 0.2 0.5 3.4 1.8 0.0 0.0 0.0: 9.1 12.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 17 12 . 7 . . . . 0 0 0: Old : 28: 17 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 : 58.0 40.9 76.8 63.1 53.8 39.1 68.7 58.3 Old : 58.0 40.9 76.8 63.1 53.8 39.1 68.7 58.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W Disaggregated Commitments of Traders - Futures Only, September 15, 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 : 174,941: 128,141 75,553 37,993 90,290 3,682 0 0 0 0 0 0: 5,125 5,416 Old : 174,941: 128,141 75,553 37,993 90,290 3,682 0 0 0 0 0 0: 5,125 5,416 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : 1,274: 1,808 2,065 -759 31 825 0 0 0 0 0 0: -600 -1,647 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.2 43.2 21.7 51.6 2.1 0.0 0.0 0.0 0.0 0.0 0.0: 2.9 3.1 Old : 100.0: 73.2 43.2 21.7 51.6 2.1 0.0 0.0 0.0 0.0 0.0 0.0: 2.9 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 21 13 4 8 6 0 0 0 0 0 0: Old : 35: 21 13 4 8 6 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.8 65.3 67.4 84.3 40.4 65.3 64.3 82.7 Old : 41.8 65.3 67.4 84.3 40.4 65.3 64.3 82.7 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 15, 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 : 92,658: 69,164 55,810 15,190 32,623 302 0 0 0 0 0 0: 8,002 3,923 Old : 92,658: 69,164 55,810 15,190 32,623 302 0 0 0 0 0 0: 8,002 3,923 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : 7,233: 5,096 6,564 760 1,092 0 0 0 0 0 0 0: 1,377 -423 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.6 60.2 16.4 35.2 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 8.6 4.2 Old : 100.0: 74.6 60.2 16.4 35.2 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 8.6 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 : 27: 17 12 4 . . 0 0 0 0 0 0: Old : 27: 17 12 4 . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.8 66.6 72.5 87.8 49.7 64.4 69.3 84.7 Old : 52.8 66.6 72.5 87.8 49.7 64.4 69.3 84.7 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 15, 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 : 334,913: 253,108 152,329 56,933 160,143 9,111 1,216 0 0 0 244 3,395: 11,150 9,691 Old : 334,913: 253,108 152,329 56,933 160,143 9,111 1,216 0 0 0 244 3,395: 11,150 9,691 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : 6,026: 7,526 8,863 2,286 -1,232 -420 0 0 0 0 216 -217: -3,149 -1,184 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.6 45.5 17.0 47.8 2.7 0.4 0.0 0.0 0.0 0.1 1.0: 3.3 2.9 Old : 100.0: 75.6 45.5 17.0 47.8 2.7 0.4 0.0 0.0 0.0 0.1 1.0: 3.3 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 56: 39 27 4 10 7 . 0 0 0 . .: Old : 56: 39 27 4 10 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 : 35.2 58.8 55.3 75.1 33.4 55.9 52.4 71.0 Old : 35.2 58.8 55.3 75.1 33.4 55.9 52.4 71.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 Disaggregated Commitments of Traders - Futures Only, September 15, 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 : 70,035: 56,005 42,659 0 7,940 5,023 1,609 240 2,380 0 0 0: 5,018 11,793 Old : 70,035: 56,005 42,659 0 7,940 5,023 1,609 240 2,380 0 0 0: 5,018 11,793 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : 2,544: 3,335 1,551 0 831 -323 -99 240 245 0 0 0: -614 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.0 60.9 0.0 11.3 7.2 2.3 0.3 3.4 0.0 0.0 0.0: 7.2 16.8 Old : 100.0: 80.0 60.9 0.0 11.3 7.2 2.3 0.3 3.4 0.0 0.0 0.0: 7.2 16.8 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 : 27: 17 12 0 5 5 . . . 0 0 0: Old : 27: 17 12 0 5 5 . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.4 52.6 75.1 68.8 52.4 48.3 66.3 55.1 Old : 57.4 52.6 75.1 68.8 52.4 48.3 66.3 55.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV Code-0233A8 Disaggregated Commitments of Traders - Futures Only, September 15, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 62,455: 22,815 38,117 27,925 13,605 5,616 0 97 1,340 0 0 0: 4,759 3,680 Old : 62,455: 22,815 38,117 27,925 13,605 5,616 0 97 1,340 0 0 0: 4,759 3,680 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : 213: 519 180 -31 62 31 -207 97 238 0 0 0: -337 -395 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.5 61.0 44.7 21.8 9.0 0.0 0.2 2.1 0.0 0.0 0.0: 7.6 5.9 Old : 100.0: 36.5 61.0 44.7 21.8 9.0 0.0 0.2 2.1 0.0 0.0 0.0: 7.6 5.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 10 8 6 5 6 0 . . 0 0 0: Old : 25: 10 8 6 5 6 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.4 60.7 77.4 80.5 50.1 57.0 65.4 72.0 Old : 53.4 60.7 77.4 80.5 50.1 57.0 65.4 72.0 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 15, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 67,289: 53,332 53,177 5,210 9,073 3,935 2,036 0 0 0 0 0: 2,776 1,104 Old : 67,289: 53,332 53,177 5,210 9,073 3,935 2,036 0 0 0 0 0: 2,776 1,104 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : 5,457: 3,716 6,768 -62 0 62 0 0 0 0 0 0: 1,741 -1,373 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.3 79.0 7.7 13.5 5.8 3.0 0.0 0.0 0.0 0.0 0.0: 4.1 1.6 Old : 100.0: 79.3 79.0 7.7 13.5 5.8 3.0 0.0 0.0 0.0 0.0 0.0: 4.1 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 : 22: 11 12 . . 5 . 0 0 0 0 0: Old : 22: 11 12 . . 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 : 62.3 63.6 81.2 85.3 49.0 58.3 57.4 64.3 Old : 62.3 63.6 81.2 85.3 49.0 58.3 57.4 64.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH Disaggregated Commitments of Traders - Futures Only, September 15, 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 : 90,608: 79,328 81,956 1,608 3,588 744 4,921 1,290 0 840 2,850 0: 3,167 180 Old : 90,608: 79,328 81,956 1,608 3,588 744 4,921 1,290 0 840 2,850 0: 3,167 180 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : 5,364: 3,716 6,648 0 0 0 0 0 0 0 0 0: 1,648 -1,284 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.6 90.5 1.8 4.0 0.8 5.4 1.4 0.0 0.9 3.1 0.0: 3.5 0.2 Old : 100.0: 87.6 90.5 1.8 4.0 0.8 5.4 1.4 0.0 0.9 3.1 0.0: 3.5 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 56: 23 25 . 4 . . . 0 . 5 0: Old : 56: 23 25 . 4 . . . 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 : 52.3 62.6 75.8 76.0 44.7 52.8 55.4 61.4 Old : 52.3 62.6 75.8 76.0 44.7 52.8 55.4 61.4 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 15, 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 : 34,922: 34,712 32,256 0 240 0 0 0 0 0 1,764 0: 210 662 Old : 34,922: 34,712 32,256 0 240 0 0 0 0 0 1,764 0: 210 662 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : 3,184: 3,184 3,184 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 99.4 92.4 0.0 0.7 0.0 0.0 0.0 0.0 0.0 5.1 0.0: 0.6 1.9 Old : 100.0: 99.4 92.4 0.0 0.7 0.0 0.0 0.0 0.0 0.0 5.1 0.0: 0.6 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 : 31: 14 22 0 . 0 0 0 0 0 . 0: Old : 31: 14 22 0 . 0 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.6 50.7 90.3 69.2 72.2 49.0 87.4 67.4 Old : 74.6 50.7 90.3 69.2 72.2 49.0 87.4 67.4 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 15, 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 : 186,959: 146,644 145,038 19,929 24,523 9,119 3,601 0 1,335 0 0 0: 6,331 6,944 Old : 186,959: 146,644 145,038 19,929 24,523 9,119 3,601 0 1,335 0 0 0: 6,331 6,944 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : 7,971: 4,702 2,376 -4,454 1,216 4,798 1,287 -128 -86 0 0 0: 1,724 -205 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.4 77.6 10.7 13.1 4.9 1.9 0.0 0.7 0.0 0.0 0.0: 3.4 3.7 Old : 100.0: 78.4 77.6 10.7 13.1 4.9 1.9 0.0 0.7 0.0 0.0 0.0: 3.4 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 29 26 . . . . 0 . 0 0 0: Old : 42: 29 26 . . . . 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 : 49.3 40.9 66.1 57.9 39.4 33.5 50.9 49.0 Old : 49.3 40.9 66.1 57.9 39.4 33.5 50.9 49.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW Disaggregated Commitments of Traders - Futures Only, September 15, 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 : 21,102: 18,138 16,697 0 774 690 0 2,100 0 0 270 0: 2,274 571 Old : 21,102: 18,138 16,697 0 774 690 0 2,100 0 0 270 0: 2,274 571 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : 2,128: 608 2,097 0 0 0 0 0 0 0 0 0: 1,520 31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.0 79.1 0.0 3.7 3.3 0.0 10.0 0.0 0.0 1.3 0.0: 10.8 2.7 Old : 100.0: 86.0 79.1 0.0 3.7 3.3 0.0 10.0 0.0 0.0 1.3 0.0: 10.8 2.7 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 : 21: 13 7 0 . . 0 . 0 0 . 0: Old : 21: 13 7 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 : 74.7 64.1 83.3 93.5 69.9 61.1 75.1 82.5 Old : 74.7 64.1 83.3 93.5 69.9 61.1 75.1 82.5 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 15, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 64,051: 46,530 51,419 248 4,761 4,208 2,154 636 999 986 0 0: 8,926 2,028 Old : 64,051: 46,530 51,419 248 4,761 4,208 2,154 636 999 986 0 0: 8,926 2,028 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : -1,174: -1,042 -363 0 -856 0 -25 0 0 0 0 0: -107 45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.6 80.3 0.4 7.4 6.6 3.4 1.0 1.6 1.5 0.0 0.0: 13.9 3.2 Old : 100.0: 72.6 80.3 0.4 7.4 6.6 3.4 1.0 1.6 1.5 0.0 0.0: 13.9 3.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 15 15 . . . . . . . 0 0: Old : 26: 15 15 . . . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.6 51.2 67.5 71.3 43.1 47.4 52.0 61.3 Old : 51.6 51.2 67.5 71.3 43.1 47.4 52.0 61.3 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 15, 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 : 96,130: 69,742 52,629 5,076 17,840 9,667 19 351 4,087 0 3,638 0: 7,539 7,918 Old : 96,130: 69,742 52,629 5,076 17,840 9,667 19 351 4,087 0 3,638 0: 7,539 7,918 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : 1,165: 1,264 808 0 0 0 19 19 251 0 0 0: -369 87 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.5 54.7 5.3 18.6 10.1 0.0 0.4 4.3 0.0 3.8 0.0: 7.8 8.2 Old : 100.0: 72.5 54.7 5.3 18.6 10.1 0.0 0.4 4.3 0.0 3.8 0.0: 7.8 8.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 17 18 4 . 5 . . . 0 . 0: Old : 31: 17 18 4 . 5 . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.1 39.5 79.0 60.7 54.6 34.5 64.7 49.0 Old : 57.1 39.5 79.0 60.7 54.6 34.5 64.7 49.0 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 15, 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 : 102,745: 73,202 91,951 13,467 288 5,188 4,149 0 912 1,282 0 31: 4,514 4,375 Old : 102,745: 73,202 91,951 13,467 288 5,188 4,149 0 912 1,282 0 31: 4,514 4,375 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : -728: -744 -230 944 0 0 700 0 -345 0 0 0: -1,283 -153 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.2 89.5 13.1 0.3 5.0 4.0 0.0 0.9 1.2 0.0 0.0: 4.4 4.3 Old : 100.0: 71.2 89.5 13.1 0.3 5.0 4.0 0.0 0.9 1.2 0.0 0.0: 4.4 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 : 31: 18 16 . . . . 0 . . 0 .: Old : 31: 18 16 . . . . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.7 67.3 73.6 84.6 41.0 55.8 55.3 66.3 Old : 55.7 67.3 73.6 84.6 41.0 55.8 55.3 66.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC Disaggregated Commitments of Traders - Futures Only, September 15, 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 : 109,671: 73,720 103,046 27,960 4,095 274 0 0 0 4,159 0 0: 3,558 2,256 Old : 109,671: 73,720 103,046 27,960 4,095 274 0 0 0 4,159 0 0: 3,558 2,256 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : 3,362: -8 4,799 2,988 0 62 0 0 0 4,159 0 0: -3,839 -1,499 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.2 94.0 25.5 3.7 0.2 0.0 0.0 0.0 3.8 0.0 0.0: 3.2 2.1 Old : 100.0: 67.2 94.0 25.5 3.7 0.2 0.0 0.0 0.0 3.8 0.0 0.0: 3.2 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 : 27: 15 17 6 . . 0 0 0 . 0 0: Old : 27: 15 17 6 . . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.8 64.5 75.4 88.8 38.5 47.0 50.7 62.4 Old : 54.8 64.5 75.4 88.8 38.5 47.0 50.7 62.4 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 15, 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 : 109,140: 97,705 102,870 3,100 0 124 1,356 0 135 0 775 0: 6,720 5,236 Old : 109,140: 97,705 102,870 3,100 0 124 1,356 0 135 0 775 0: 6,720 5,236 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : 222: -896 1,206 0 0 0 1,356 -48 -479 0 31 0: 241 -488 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.5 94.3 2.8 0.0 0.1 1.2 0.0 0.1 0.0 0.7 0.0: 6.2 4.8 Old : 100.0: 89.5 94.3 2.8 0.0 0.1 1.2 0.0 0.1 0.0 0.7 0.0: 6.2 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 20 16 . 0 . . 0 . 0 . 0: Old : 27: 20 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 : 69.3 64.2 85.6 81.4 60.9 61.1 77.1 74.5 Old : 69.3 64.2 85.6 81.4 60.9 61.1 77.1 74.5 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 15, 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 : 182,071: 147,873 59,693 11,911 91,667 6,583 1,931 17,015 1,915 0 0 0: 11,858 5,198 Old : 182,071: 147,873 59,693 11,911 91,667 6,583 1,931 17,015 1,915 0 0 0: 11,858 5,198 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : 2,477: 2,240 16 214 403 0 0 2,071 -5 0 0 0: 28 -8 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.2 32.8 6.5 50.3 3.6 1.1 9.3 1.1 0.0 0.0 0.0: 6.5 2.9 Old : 100.0: 81.2 32.8 6.5 50.3 3.6 1.1 9.3 1.1 0.0 0.0 0.0: 6.5 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 : 42: 23 15 4 8 7 . . . 0 0 0: Old : 42: 23 15 4 8 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 : 48.0 49.1 66.2 68.4 41.6 48.3 54.5 64.7 Old : 48.0 49.1 66.2 68.4 41.6 48.3 54.5 64.7 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 15, 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 : 11,816: 10,166 6,076 210 1,240 0 1,080 630 0 270 3,046 0: 90 824 Old : 11,816: 10,166 6,076 210 1,240 0 1,080 630 0 270 3,046 0: 90 824 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.0 51.4 1.8 10.5 0.0 9.1 5.3 0.0 2.3 25.8 0.0: 0.8 7.0 Old : 100.0: 86.0 51.4 1.8 10.5 0.0 9.1 5.3 0.0 2.3 25.8 0.0: 0.8 7.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 9 10 . . 0 . . 0 . . 0: Old : 22: 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 : 64.8 58.1 88.8 79.1 62.1 58.1 83.7 79.1 Old : 64.8 58.1 88.8 79.1 62.1 58.1 83.7 79.1 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 15, 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 : 30,379: 25,722 26,211 3,907 2,476 0 0 1,080 0 0 162 210: 540 240 Old : 30,379: 25,722 26,211 3,907 2,476 0 0 1,080 0 0 162 210: 540 240 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : 6,138: 5,890 5,766 248 0 0 0 0 0 -210 162 210: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.7 86.3 12.9 8.2 0.0 0.0 3.6 0.0 0.0 0.5 0.7: 1.8 0.8 Old : 100.0: 84.7 86.3 12.9 8.2 0.0 0.0 3.6 0.0 0.0 0.5 0.7: 1.8 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 11 10 . . 0 0 . 0 0 . .: Old : 25: 11 10 . . 0 0 . 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.2 65.9 89.3 86.1 59.3 65.9 86.4 86.1 Old : 62.2 65.9 89.3 86.1 59.3 65.9 86.4 86.1 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 15, 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 : 40,112: 24,380 36,440 9,706 0 2,348 1,980 0 0 0 540 0: 1,698 784 Old : 40,112: 24,380 36,440 9,706 0 2,348 1,980 0 0 0 540 0: 1,698 784 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : 514: 124 390 390 0 0 0 0 0 0 0 0: 0 124 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.8 90.8 24.2 0.0 5.9 4.9 0.0 0.0 0.0 1.3 0.0: 4.2 2.0 Old : 100.0: 60.8 90.8 24.2 0.0 5.9 4.9 0.0 0.0 0.0 1.3 0.0: 4.2 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 9 14 . 0 . . 0 0 0 . 0: Old : 24: 9 14 . 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 : 53.9 59.7 81.0 90.1 50.1 59.7 72.9 77.4 Old : 53.9 59.7 81.0 90.1 50.1 59.7 72.9 77.4 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 15, 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 : 207,953: 160,237 133,703 31,811 54,768 7,791 0 0 0 807 6,516 690: 6,617 4,485 Old : 207,953: 160,237 133,703 31,811 54,768 7,791 0 0 0 807 6,516 690: 6,617 4,485 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : 266: 1,686 5,799 645 -2,965 612 -1,072 0 -1,955 -237 -2,232 -513: 1,100 1,520 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.1 64.3 15.3 26.3 3.7 0.0 0.0 0.0 0.4 3.1 0.3: 3.2 2.2 Old : 100.0: 77.1 64.3 15.3 26.3 3.7 0.0 0.0 0.0 0.4 3.1 0.3: 3.2 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 : 55: 36 30 . 6 5 0 0 0 . . .: Old : 55: 36 30 . 6 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 : 46.5 55.9 66.0 72.4 45.9 53.5 64.5 67.2 Old : 46.5 55.9 66.0 72.4 45.9 53.5 64.5 67.2 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 15, 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 : 100,055: 85,609 58,442 7,994 37,269 2,483 0 0 0 0 0 0: 3,969 1,861 Old : 100,055: 85,609 58,442 7,994 37,269 2,483 0 0 0 0 0 0: 3,969 1,861 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : 2,801: 2,471 783 -106 4,287 -1,456 0 0 0 0 -55 -334: 2,226 -424 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.6 58.4 8.0 37.2 2.5 0.0 0.0 0.0 0.0 0.0 0.0: 4.0 1.9 Old : 100.0: 85.6 58.4 8.0 37.2 2.5 0.0 0.0 0.0 0.0 0.0 0.0: 4.0 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 23 20 . 5 5 0 0 0 0 0 0: Old : 34: 23 20 . 5 5 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.4 59.5 69.9 78.0 47.9 58.2 62.8 68.9 Old : 50.4 59.5 69.9 78.0 47.9 58.2 62.8 68.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW Disaggregated Commitments of Traders - Futures Only, September 15, 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 : 68,361: 35,931 48,884 22,789 5,000 2,696 0 0 0 0 0 0: 6,945 11,781 Old : 68,361: 35,931 48,884 22,789 5,000 2,696 0 0 0 0 0 0: 6,945 11,781 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : 1,534: 366 1,218 793 0 -155 0 0 0 0 0 0: 530 471 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.6 71.5 33.3 7.3 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 10.2 17.2 Old : 100.0: 52.6 71.5 33.3 7.3 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 10.2 17.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 10 14 6 . 4 0 0 0 0 0 0: Old : 24: 10 14 6 . 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 : 49.2 57.6 71.7 70.3 43.0 52.8 60.6 60.2 Old : 49.2 57.6 71.7 70.3 43.0 52.8 60.6 60.2 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 15, 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 : 67,608: 45,484 32,482 4,927 24,889 6,991 0 0 0 0 217 0: 10,206 3,029 Old : 67,608: 45,484 32,482 4,927 24,889 6,991 0 0 0 0 217 0: 10,206 3,029 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : 2,645: 1,434 1,158 -642 451 335 0 0 0 0 -31 0: 1,518 732 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.3 48.0 7.3 36.8 10.3 0.0 0.0 0.0 0.0 0.3 0.0: 15.1 4.5 Old : 100.0: 67.3 48.0 7.3 36.8 10.3 0.0 0.0 0.0 0.0 0.3 0.0: 15.1 4.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 20 15 . . 4 0 0 0 0 . 0: Old : 29: 20 15 . . 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 : 43.4 72.4 62.5 84.2 40.9 64.9 55.2 73.3 Old : 43.4 72.4 62.5 84.2 40.9 64.9 55.2 73.3 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 15, 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 : 79,366: 68,507 28,959 3,259 46,758 748 0 0 0 2,134 0 0: 4,718 2,901 Old : 79,366: 68,507 28,959 3,259 46,758 748 0 0 0 2,134 0 0: 4,718 2,901 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : 6,516: 6,606 1,132 0 5,840 186 0 0 0 0 0 0: -276 -642 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.3 36.5 4.1 58.9 0.9 0.0 0.0 0.0 2.7 0.0 0.0: 5.9 3.7 Old : 100.0: 86.3 36.5 4.1 58.9 0.9 0.0 0.0 0.0 2.7 0.0 0.0: 5.9 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 14 5 . 5 . 0 0 0 . 0 0: Old : 24: 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 : 66.7 81.6 81.6 95.7 66.7 80.7 81.4 94.1 Old : 66.7 81.6 81.6 95.7 66.7 80.7 81.4 94.1 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 15, 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 : 904,256: 122,124 131,108 213,915 22,138 36,214 186,675 307,977 129,248 42,121 133,118 107,168: 66,791 37,285 Old : 904,256: 122,124 131,108 213,915 22,138 36,214 186,675 307,977 129,248 42,121 133,118 107,168: 66,791 37,285 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : -22,911: -3,565 -789 -5,158 1,968 -10,734 1,751 -16,395 1,870 -10,163 -2,140 4,142: -1,054 -833 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.5 14.5 23.7 2.4 4.0 20.6 34.1 14.3 4.7 14.7 11.9: 7.4 4.1 Old : 100.0: 13.5 14.5 23.7 2.4 4.0 20.6 34.1 14.3 4.7 14.7 11.9: 7.4 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 285: 33 27 24 8 24 54 71 74 33 46 54: Old : 285: 33 27 24 8 24 54 71 74 33 46 54: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 16.1 22.5 28.0 35.0 12.3 21.0 20.3 28.1 Old : 16.1 22.5 28.0 35.0 12.3 21.0 20.3 28.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 Disaggregated Commitments of Traders - Futures Only, September 15, 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 : 377,361: 82,193 85,066 11,138 44,470 53,249 86,354 5,135 25,003 79,965 125,040 34,838: 4,621 4,560 Old : 377,361: 82,193 85,066 11,138 44,470 53,249 86,354 5,135 25,003 79,965 125,040 34,838: 4,621 4,560 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : -2,827: 169 -1,959 -500 -333 1,228 -6,123 -2,099 -10 109 -1,728 2,044: 256 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.8 22.5 3.0 11.8 14.1 22.9 1.4 6.6 21.2 33.1 9.2: 1.2 1.2 Old : 100.0: 21.8 22.5 3.0 11.8 14.1 22.9 1.4 6.6 21.2 33.1 9.2: 1.2 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 18: Old : 71: 21 24 4 9 12 6 . 9 14 7 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 : 44.2 47.9 56.8 62.0 39.3 39.3 46.6 45.7 Old : 44.2 47.9 56.8 62.0 39.3 39.3 46.6 45.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 Disaggregated Commitments of Traders - Futures Only, September 15, 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 : 93,452: 14,630 17,136 18,242 7,645 28,802 3,306 10,323 3,858 9,424 12,713 6,643: 8,547 6,332 Old : 93,452: 14,630 17,136 18,242 7,645 28,802 3,306 10,323 3,858 9,424 12,713 6,643: 8,547 6,332 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : 1,827: -525 865 92 362 -20 156 758 4 943 -990 1,135: 42 -287 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.7 18.3 19.5 8.2 30.8 3.5 11.0 4.1 10.1 13.6 7.1: 9.1 6.8 Old : 100.0: 15.7 18.3 19.5 8.2 30.8 3.5 11.0 4.1 10.1 13.6 7.1: 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 : 42: 6 6 5 7 12 4 4 6 7 9 13: Old : 42: 6 6 5 7 12 4 4 6 7 9 13: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.3 40.5 60.2 58.8 28.8 27.7 38.4 35.0 Old : 42.3 40.5 60.2 58.8 28.8 27.7 38.4 35.0 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 15, 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 : 1,646,574: 521,553 277,696 47,781 936,327 225,546 123,557 26,696 88,892 578,150 36,750 26,396: 34,699 28,271 Old : 1,646,574: 521,553 277,696 47,781 936,327 225,546 123,557 26,696 88,892 578,150 36,750 26,396: 34,699 28,271 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : 8,191: 2,514 5,328 -899 -634 1,826 -3,174 406 364 7,035 -592 1,449: -924 44 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.7 16.9 2.9 56.9 13.7 7.5 1.6 5.4 35.1 2.2 1.6: 2.1 1.7 Old : 100.0: 31.7 16.9 2.9 56.9 13.7 7.5 1.6 5.4 35.1 2.2 1.6: 2.1 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 109: 35 35 4 17 19 11 6 13 18 6 18: Old : 109: 35 35 4 17 19 11 6 13 18 6 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 : 50.4 37.4 65.3 57.4 47.1 36.4 54.8 53.5 Old : 50.4 37.4 65.3 57.4 47.1 36.4 54.8 53.5 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 15, 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 : 430,883: 92,421 94,403 173,837 150,418 59,382 2,510 8,174 30,003 27,205 43,673 42,746: 2,779 2,084 Old : 430,883: 92,421 94,403 173,837 150,418 59,382 2,510 8,174 30,003 27,205 43,673 42,746: 2,779 2,084 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : 4,087: 1,661 334 812 1,213 -447 -90 -1,195 70 -110 1,598 2,980: -789 -466 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.4 21.9 40.3 34.9 13.8 0.6 1.9 7.0 6.3 10.1 9.9: 0.6 0.5 Old : 100.0: 21.4 21.9 40.3 34.9 13.8 0.6 1.9 7.0 6.3 10.1 9.9: 0.6 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 82: 22 20 12 8 14 4 9 10 12 14 15: Old : 82: 22 20 12 8 14 4 9 10 12 14 15: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.6 48.9 57.1 68.7 27.4 35.0 39.0 42.0 Old : 37.6 48.9 57.1 68.7 27.4 35.0 39.0 42.0 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 15, 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 : 14,666: 10,885 8,807 2,318 4,704 933 0 0 0 323 62 25: 182 135 Old : 14,666: 10,885 8,807 2,318 4,704 933 0 0 0 323 62 25: 182 135 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : -95: -115 -120 0 0 0 0 0 0 -5 0 25: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.2 60.1 15.8 32.1 6.4 0.0 0.0 0.0 2.2 0.4 0.2: 1.2 0.9 Old : 100.0: 74.2 60.1 15.8 32.1 6.4 0.0 0.0 0.0 2.2 0.4 0.2: 1.2 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: 17 17 4 4 . 0 0 0 . . .: Old : 32: 17 17 4 4 . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.0 52.0 70.4 77.8 33.2 46.1 49.1 57.8 Old : 45.0 52.0 70.4 77.8 33.2 46.1 49.1 57.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O Disaggregated Commitments of Traders - Futures Only, September 15, 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 : 73,035: 55,626 52,664 9,045 5,669 4,681 0 2,420 0 1,389 5,905 1,160: 1,134 536 Old : 73,035: 55,626 52,664 9,045 5,669 4,681 0 2,420 0 1,389 5,905 1,160: 1,134 536 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : 4,049: 3,174 3,459 35 -20 592 0 0 0 90 0 18: 140 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.2 72.1 12.4 7.8 6.4 0.0 3.3 0.0 1.9 8.1 1.6: 1.6 0.7 Old : 100.0: 76.2 72.1 12.4 7.8 6.4 0.0 3.3 0.0 1.9 8.1 1.6: 1.6 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 : 72: 45 42 . 7 8 0 . 0 5 . 6: Old : 72: 45 42 . 7 8 0 . 0 5 . 6: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.9 40.9 62.8 56.3 27.0 24.2 36.5 35.9 Old : 42.9 40.9 62.8 56.3 27.0 24.2 36.5 35.9 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 15, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 21,246: 17,818 15,527 1,219 3,355 1,614 0 46 0 0 480 0: 595 224 Old : 21,246: 17,818 15,527 1,219 3,355 1,614 0 46 0 0 480 0: 595 224 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : 1,395: 1,355 1,320 45 135 -60 0 0 0 0 0 0: 55 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.9 73.1 5.7 15.8 7.6 0.0 0.2 0.0 0.0 2.3 0.0: 2.8 1.1 Old : 100.0: 83.9 73.1 5.7 15.8 7.6 0.0 0.2 0.0 0.0 2.3 0.0: 2.8 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 : 21: 12 13 . 4 . 0 . 0 0 . 0: Old : 21: 12 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 : 71.6 53.1 91.3 79.5 30.7 27.2 33.2 34.1 Old : 71.6 53.1 91.3 79.5 30.7 27.2 33.2 34.1 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 15, 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 : 29,776: 21,993 18,611 2,939 2,311 1,358 1,860 0 0 1,042 7,009 83: 501 404 Old : 29,776: 21,993 18,611 2,939 2,311 1,358 1,860 0 0 1,042 7,009 83: 501 404 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : 1,444: 1,547 1,504 -30 0 -60 0 0 0 45 68 -28: -30 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.9 62.5 9.9 7.8 4.6 6.2 0.0 0.0 3.5 23.5 0.3: 1.7 1.4 Old : 100.0: 73.9 62.5 9.9 7.8 4.6 6.2 0.0 0.0 3.5 23.5 0.3: 1.7 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 50: 22 25 5 4 5 . 0 0 6 5 .: Old : 50: 22 25 5 4 5 . 0 0 6 5 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.0 41.6 52.3 60.2 22.8 29.9 36.3 40.4 Old : 33.0 41.6 52.3 60.2 22.8 29.9 36.3 40.4 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 15, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 9,145: 7,664 3,188 200 3,757 110 0 0 0 285 897 794: 92 399 Old : 9,145: 7,664 3,188 200 3,757 110 0 0 0 285 897 794: 92 399 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : 412: 450 110 0 0 0 0 0 0 60 445 -118: 20 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.8 34.9 2.2 41.1 1.2 0.0 0.0 0.0 3.1 9.8 8.7: 1.0 4.4 Old : 100.0: 83.8 34.9 2.2 41.1 1.2 0.0 0.0 0.0 3.1 9.8 8.7: 1.0 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 : 35: 18 16 . 5 . 0 0 0 . . 4: Old : 35: 18 16 . 5 . 0 0 0 . . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.3 47.6 73.8 73.4 49.1 40.4 63.8 59.8 Old : 51.3 47.6 73.8 73.4 49.1 40.4 63.8 59.8 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 15, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 9,936: 8,064 4,222 713 4,473 103 0 0 0 0 859 138: 918 141 Old : 9,936: 8,064 4,222 713 4,473 103 0 0 0 0 859 138: 918 141 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2015 : : 735: 695 615 10 70 0 0 0 0 0 35 -15: 45 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.2 42.5 7.2 45.0 1.0 0.0 0.0 0.0 0.0 8.6 1.4: 9.2 1.4 Old : 100.0: 81.2 42.5 7.2 45.0 1.0 0.0 0.0 0.0 0.0 8.6 1.4: 9.2 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 17 13 . 5 4 0 0 0 0 . .: Old : 28: 17 13 . 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 : 44.7 50.6 66.6 72.8 40.0 47.1 55.6 63.7 Old : 44.7 50.6 66.6 72.8 40.0 47.1 55.6 63.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 18, 2015