NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 Disaggregated Commitments of Traders - Futures Only, September 22, 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 : 4,015,017: 2,270,341 1,152,582 359,758 1,491,360 325,761 265,137 72,272 259,443 37,036 241,111 459,810: 37,731 12,678 Old : 4,015,017: 2,270,341 1,152,582 359,758 1,491,360 325,761 265,137 72,272 259,443 37,036 241,111 459,810: 37,731 12,678 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : -20,086: 85,164 1,277 16,460 -663 -11,478 -37,268 -827 9,519 -39,409 27,053 -42,863: -211 -2,104 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.5 28.7 9.0 37.1 8.1 6.6 1.8 6.5 0.9 6.0 11.5: 0.9 0.3 Old : 100.0: 56.5 28.7 9.0 37.1 8.1 6.6 1.8 6.5 0.9 6.0 11.5: 0.9 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 225: 112 96 10 17 23 14 17 23 17 24 33: Old : 225: 112 96 10 17 23 14 17 23 17 24 33: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.3 23.9 35.2 42.0 16.1 20.8 26.5 31.0 Old : 21.3 23.9 35.2 42.0 16.1 20.8 26.5 31.0 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 22, 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 : 382,508: 34,717 74,747 61,254 90,933 70,350 132,677 32,011 19,197 24,052 54,638 40,239: 22 393 Old : 382,508: 34,717 74,747 61,254 90,933 70,350 132,677 32,011 19,197 24,052 54,638 40,239: 22 393 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : 24,020: 2,002 -1,216 1,750 19,979 -2,797 30,750 -10,120 -2,943 -2,370 23,489 -2,372: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.1 19.5 16.0 23.8 18.4 34.7 8.4 5.0 6.3 14.3 10.5: 0.0 0.1 Old : 100.0: 9.1 19.5 16.0 23.8 18.4 34.7 8.4 5.0 6.3 14.3 10.5: 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: 19 16 11 8 15 6 6 8 9 8 11: Old : 68: 19 16 11 8 15 6 6 8 9 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 : 48.4 39.0 64.6 66.6 38.0 28.7 47.9 45.4 Old : 48.4 39.0 64.6 66.6 38.0 28.7 47.9 45.4 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 22, 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 : 231,741: 163,904 189,350 29,342 15,264 14,153 7,776 855 2,377 0 3,561 0: 14,189 6,181 Old : 231,741: 163,904 189,350 29,342 15,264 14,153 7,776 855 2,377 0 3,561 0: 14,189 6,181 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : -2,591: -3,531 -4,171 863 1,290 415 -203 549 -46 -899 -62 0: 810 -566 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.7 81.7 12.7 6.6 6.1 3.4 0.4 1.0 0.0 1.5 0.0: 6.1 2.7 Old : 100.0: 70.7 81.7 12.7 6.6 6.1 3.4 0.4 1.0 0.0 1.5 0.0: 6.1 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 : 52: 29 27 6 . 5 . . . 0 . 0: Old : 52: 29 27 6 . 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 : 36.2 52.1 56.6 75.0 28.2 43.7 40.1 54.4 Old : 36.2 52.1 56.6 75.0 28.2 43.7 40.1 54.4 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 22, 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 : 113,469: 95,369 87,128 412 16,313 4,527 3,995 0 1,073 0 279 0: 8,093 4,149 Old : 113,469: 95,369 87,128 412 16,313 4,527 3,995 0 1,073 0 279 0: 8,093 4,149 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : 1,030: -2,536 187 -858 364 620 2,015 0 -232 0 0 0: 2,021 91 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.0 76.8 0.4 14.4 4.0 3.5 0.0 0.9 0.0 0.2 0.0: 7.1 3.7 Old : 100.0: 84.0 76.8 0.4 14.4 4.0 3.5 0.0 0.9 0.0 0.2 0.0: 7.1 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 : 39: 22 26 . 4 4 . 0 . 0 . 0: Old : 39: 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 : 53.2 50.6 74.4 71.1 49.4 44.8 65.1 61.0 Old : 53.2 50.6 74.4 71.1 49.4 44.8 65.1 61.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 Disaggregated Commitments of Traders - Futures Only, September 22, 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 : 208,029: 183,900 70,136 1,064 106,620 11,896 744 4,617 2,990 0 2,443 0: 7,435 9,327 Old : 208,029: 183,900 70,136 1,064 106,620 11,896 744 4,617 2,990 0 2,443 0: 7,435 9,327 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : 2,532: 1,561 1,778 -432 1,674 151 473 -1,452 812 0 155 0: -33 -586 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.4 33.7 0.5 51.3 5.7 0.4 2.2 1.4 0.0 1.2 0.0: 3.6 4.5 Old : 100.0: 88.4 33.7 0.5 51.3 5.7 0.4 2.2 1.4 0.0 1.2 0.0: 3.6 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 : 45: 21 19 . 11 9 . . . 0 . 0: Old : 45: 21 19 . 11 9 . . . 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 : 52.6 43.5 69.4 62.2 45.5 41.3 60.9 57.9 Old : 52.6 43.5 69.4 62.2 45.5 41.3 60.9 57.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 Disaggregated Commitments of Traders - Futures Only, September 22, 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 : 639,635: 551,338 189,274 22,040 390,264 49,780 1,876 1,530 1,924 3,581 330 1,334: 7,762 5,199 Old : 639,635: 551,338 189,274 22,040 390,264 49,780 1,876 1,530 1,924 3,581 330 1,334: 7,762 5,199 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : 652: 455 -1,153 1,190 -2,531 1,643 -1,562 552 291 -1,537 97 233: -61 1,520 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.2 29.6 3.4 61.0 7.8 0.3 0.2 0.3 0.6 0.1 0.2: 1.2 0.8 Old : 100.0: 86.2 29.6 3.4 61.0 7.8 0.3 0.2 0.3 0.6 0.1 0.2: 1.2 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 : 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 46.8 56.5 73.6 33.1 41.9 51.7 63.0 Old : 34.2 46.8 56.5 73.6 33.1 41.9 51.7 63.0 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 22, 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 : 330,322: 307,549 183,474 4,512 126,589 4,352 815 3,979 1,310 1,808 2,301 1,402: 8,574 6,915 Old : 330,322: 307,549 183,474 4,512 126,589 4,352 815 3,979 1,310 1,808 2,301 1,402: 8,574 6,915 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : 2,498: -7 1,847 580 1,666 524 402 496 126 1,808 -584 -738: -197 -839 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.1 55.5 1.4 38.3 1.3 0.2 1.2 0.4 0.5 0.7 0.4: 2.6 2.1 Old : 100.0: 93.1 55.5 1.4 38.3 1.3 0.2 1.2 0.4 0.5 0.7 0.4: 2.6 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 : 59: 32 27 . 9 6 . 5 5 . . .: Old : 59: 32 27 . 9 6 . 5 5 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.9 50.4 65.7 69.5 43.3 47.0 59.9 61.4 Old : 44.9 50.4 65.7 69.5 43.3 47.0 59.9 61.4 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 22, 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 : 229,050: 184,911 134,367 20,886 73,615 9,384 2,072 1,562 2,302 3,331 1,464 1,676: 4,488 4,680 Old : 229,050: 184,911 134,367 20,886 73,615 9,384 2,072 1,562 2,302 3,331 1,464 1,676: 4,488 4,680 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : -1,237: -1,178 -1,932 -93 1,131 -213 -146 217 -589 1,259 0 -403: 126 552 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.7 58.7 9.1 32.1 4.1 0.9 0.7 1.0 1.5 0.6 0.7: 2.0 2.0 Old : 100.0: 80.7 58.7 9.1 32.1 4.1 0.9 0.7 1.0 1.5 0.6 0.7: 2.0 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 54: 28 30 . 9 8 . . . . . .: Old : 54: 28 30 . 9 8 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.1 25.9 74.5 45.8 54.9 24.1 71.6 41.9 Old : 56.1 25.9 74.5 45.8 54.9 24.1 71.6 41.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 Disaggregated Commitments of Traders - Futures Only, September 22, 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 : 94,544: 80,023 55,863 2,062 25,075 1,814 664 1,215 3,160 0 372 0: 6,821 7,045 Old : 94,544: 80,023 55,863 2,062 25,075 1,814 664 1,215 3,160 0 372 0: 6,821 7,045 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : 372: 139 -431 0 220 0 -713 -28 946 0 0 0: 0 -335 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.6 59.1 2.2 26.5 1.9 0.7 1.3 3.3 0.0 0.4 0.0: 7.2 7.5 Old : 100.0: 84.6 59.1 2.2 26.5 1.9 0.7 1.3 3.3 0.0 0.4 0.0: 7.2 7.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 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 : 59.5 45.4 78.6 71.4 58.5 44.9 75.0 69.9 Old : 59.5 45.4 78.6 71.4 58.5 44.9 75.0 69.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E Disaggregated Commitments of Traders - Futures Only, September 22, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 101,440: 78,943 82,657 8,093 5,362 3,981 0 591 0 2,084 0 2,169: 6,170 6,680 Old : 101,440: 78,943 82,657 8,093 5,362 3,981 0 591 0 2,084 0 2,169: 6,170 6,680 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : 1,064: -194 413 -133 -152 909 -217 -32 0 409 -41 -63: 353 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.8 81.5 8.0 5.3 3.9 0.0 0.6 0.0 2.1 0.0 2.1: 6.1 6.6 Old : 100.0: 77.8 81.5 8.0 5.3 3.9 0.0 0.6 0.0 2.1 0.0 2.1: 6.1 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: 26 23 5 . . 0 . 0 . 0 .: Old : 42: 26 23 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 : 51.3 43.6 66.8 67.2 51.2 43.1 63.4 62.5 Old : 51.3 43.6 66.8 67.2 51.2 43.1 63.4 62.5 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 22, 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 : 73,989: 62,062 27,703 2,924 31,532 146 1,339 3,038 903 0 0 0: 6,615 10,667 Old : 73,989: 62,062 27,703 2,924 31,532 146 1,339 3,038 903 0 0 0: 6,615 10,667 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : 1,661: 1,088 149 0 0 0 974 601 -412 0 0 0: 11 1,323 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.9 37.4 4.0 42.6 0.2 1.8 4.1 1.2 0.0 0.0 0.0: 8.9 14.4 Old : 100.0: 83.9 37.4 4.0 42.6 0.2 1.8 4.1 1.2 0.0 0.0 0.0: 8.9 14.4 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 : 26: 16 10 . 7 . . . . 0 0 0: Old : 26: 16 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 : 56.9 40.9 75.5 62.8 53.0 39.1 67.8 58.8 Old : 56.9 40.9 75.5 62.8 53.0 39.1 67.8 58.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W Disaggregated Commitments of Traders - Futures Only, September 22, 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 : 176,160: 129,250 76,130 37,779 90,290 3,896 0 0 0 0 0 0: 5,235 5,844 Old : 176,160: 129,250 76,130 37,779 90,290 3,896 0 0 0 0 0 0: 5,235 5,844 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : 1,219: 1,109 577 -214 0 214 0 0 0 0 0 0: 110 428 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.4 43.2 21.4 51.3 2.2 0.0 0.0 0.0 0.0 0.0 0.0: 3.0 3.3 Old : 100.0: 73.4 43.2 21.4 51.3 2.2 0.0 0.0 0.0 0.0 0.0 0.0: 3.0 3.3 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 : 36: 22 13 4 8 6 0 0 0 0 0 0: Old : 36: 22 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 : 41.5 64.9 67.1 83.7 39.5 64.9 63.3 82.2 Old : 41.5 64.9 67.1 83.7 39.5 64.9 63.3 82.2 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 22, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 93,266: 69,952 57,162 15,314 31,879 302 0 0 0 0 0 0: 7,698 3,923 Old : 93,266: 69,952 57,162 15,314 31,879 302 0 0 0 0 0 0: 7,698 3,923 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : 608: 788 1,352 124 -744 0 0 0 0 0 0 0: -304 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.0 61.3 16.4 34.2 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 8.3 4.2 Old : 100.0: 75.0 61.3 16.4 34.2 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 8.3 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 : 26: 16 12 4 . . 0 0 0 0 0 0: Old : 26: 16 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 : 52.3 66.3 72.6 88.3 49.4 64.1 69.4 85.1 Old : 52.3 66.3 72.6 88.3 49.4 64.1 69.4 85.1 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 22, 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 : 340,364: 255,894 162,399 58,954 156,719 8,284 1,216 0 0 2,384 0 2,730: 10,902 10,232 Old : 340,364: 255,894 162,399 58,954 156,719 8,284 1,216 0 0 2,384 0 2,730: 10,902 10,232 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : 5,451: 2,786 10,070 2,021 -3,424 -827 0 0 0 2,384 -244 -665: -248 541 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.2 47.7 17.3 46.0 2.4 0.4 0.0 0.0 0.7 0.0 0.8: 3.2 3.0 Old : 100.0: 75.2 47.7 17.3 46.0 2.4 0.4 0.0 0.0 0.7 0.0 0.8: 3.2 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 57: 39 27 4 10 7 . 0 0 . 0 .: Old : 57: 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 : 33.8 58.5 54.2 74.5 32.0 55.9 50.9 70.9 Old : 33.8 58.5 54.2 74.5 32.0 55.9 50.9 70.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 Disaggregated Commitments of Traders - Futures Only, September 22, 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 : 70,492: 54,659 41,212 0 9,826 6,009 1,241 277 2,354 0 0 0: 6,229 10,814 Old : 70,492: 54,659 41,212 0 9,826 6,009 1,241 277 2,354 0 0 0: 6,229 10,814 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : 457: -1,346 -1,447 0 1,886 986 -368 37 -26 0 0 0: 1,211 -979 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.5 58.5 0.0 13.9 8.5 1.8 0.4 3.3 0.0 0.0 0.0: 8.8 15.3 Old : 100.0: 77.5 58.5 0.0 13.9 8.5 1.8 0.4 3.3 0.0 0.0 0.0: 8.8 15.3 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 : 27: 17 11 0 6 6 . . . 0 0 0: Old : 27: 17 11 0 6 6 . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.3 50.8 72.4 67.7 49.4 47.2 61.9 53.9 Old : 54.3 50.8 72.4 67.7 49.4 47.2 61.9 53.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV Code-0233A8 Disaggregated Commitments of Traders - Futures Only, September 22, 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 : 62,188: 24,197 35,238 25,957 13,901 5,534 0 64 1,708 0 0 0: 4,792 5,743 Old : 62,188: 24,197 35,238 25,957 13,901 5,534 0 64 1,708 0 0 0: 4,792 5,743 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : -267: 1,382 -2,879 -1,968 296 -82 0 -33 368 0 0 0: 33 2,063 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.9 56.7 41.7 22.4 8.9 0.0 0.1 2.7 0.0 0.0 0.0: 7.7 9.2 Old : 100.0: 38.9 56.7 41.7 22.4 8.9 0.0 0.1 2.7 0.0 0.0 0.0: 7.7 9.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 9 9 5 6 6 0 . . 0 0 0: Old : 25: 9 9 5 6 6 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.9 57.7 76.8 77.9 49.3 54.6 69.1 69.8 Old : 53.9 57.7 76.8 77.9 49.3 54.6 69.1 69.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG Disaggregated Commitments of Traders - Futures Only, September 22, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 79,727: 60,990 65,057 7,312 8,974 4,592 2,450 0 0 1,333 0 0: 3,050 1,104 Old : 79,727: 60,990 65,057 7,312 8,974 4,592 2,450 0 0 1,333 0 0: 3,050 1,104 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : 12,438: 7,658 11,880 2,102 -99 657 414 0 0 1,333 0 0: 274 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.5 81.6 9.2 11.3 5.8 3.1 0.0 0.0 1.7 0.0 0.0: 3.8 1.4 Old : 100.0: 76.5 81.6 9.2 11.3 5.8 3.1 0.0 0.0 1.7 0.0 0.0: 3.8 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 : 30: 11 15 6 . 5 . 0 0 . 0 0: Old : 30: 11 15 6 . 5 . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.6 61.3 78.3 84.3 48.8 57.4 57.4 67.7 Old : 60.6 61.3 78.3 84.3 48.8 57.4 57.4 67.7 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 22, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 103,765: 87,972 93,346 4,656 4,687 1,288 5,392 1,290 0 2,173 2,850 0: 2,284 304 Old : 103,765: 87,972 93,346 4,656 4,687 1,288 5,392 1,290 0 2,173 2,850 0: 2,284 304 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : 13,157: 8,644 11,390 3,048 1,099 544 471 0 0 1,333 0 0: -883 124 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.8 90.0 4.5 4.5 1.2 5.2 1.2 0.0 2.1 2.7 0.0: 2.2 0.3 Old : 100.0: 84.8 90.0 4.5 4.5 1.2 5.2 1.2 0.0 2.1 2.7 0.0: 2.2 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 59: 23 25 5 . . . . 0 4 5 0: Old : 59: 23 25 5 . . . . 0 4 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 : 50.1 64.7 74.2 76.1 41.4 56.1 54.3 63.2 Old : 50.1 64.7 74.2 76.1 41.4 56.1 54.3 63.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM Disaggregated Commitments of Traders - Futures Only, September 22, 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 : 62,680: 62,408 60,014 0 240 0 0 0 0 0 1,640 0: 272 786 Old : 62,680: 62,408 60,014 0 240 0 0 0 0 0 1,640 0: 272 786 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : 27,758: 27,696 27,758 0 0 0 0 0 0 0 -124 0: 62 124 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 99.6 95.7 0.0 0.4 0.0 0.0 0.0 0.0 0.0 2.6 0.0: 0.4 1.3 Old : 100.0: 99.6 95.7 0.0 0.4 0.0 0.0 0.0 0.0 0.0 2.6 0.0: 0.4 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 13 23 0 . 0 0 0 0 0 . 0: Old : 33: 13 23 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 : 82.2 56.7 93.7 75.4 76.9 52.0 85.4 66.3 Old : 82.2 56.7 93.7 75.4 76.9 52.0 85.4 66.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ Disaggregated Commitments of Traders - Futures Only, September 22, 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 : 195,782: 154,127 150,028 18,400 25,358 10,952 3,474 286 1,567 0 279 0: 7,262 7,312 Old : 195,782: 154,127 150,028 18,400 25,358 10,952 3,474 286 1,567 0 279 0: 7,262 7,312 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : 8,823: 7,483 4,990 -1,529 835 1,833 -127 286 232 0 279 0: 931 368 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.7 76.6 9.4 13.0 5.6 1.8 0.1 0.8 0.0 0.1 0.0: 3.7 3.7 Old : 100.0: 78.7 76.6 9.4 13.0 5.6 1.8 0.1 0.8 0.0 0.1 0.0: 3.7 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 : 44: 29 29 . . . . . . 0 . 0: Old : 44: 29 29 . . . . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.2 39.6 65.5 56.7 38.7 31.9 48.8 46.9 Old : 49.2 39.6 65.5 56.7 38.7 31.9 48.8 46.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW Disaggregated Commitments of Traders - Futures Only, September 22, 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 : 22,795: 20,030 17,534 0 650 690 0 2,100 0 558 270 0: 1,517 1,551 Old : 22,795: 20,030 17,534 0 650 690 0 2,100 0 558 270 0: 1,517 1,551 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : 1,693: 1,892 837 0 -124 0 0 0 0 558 0 0: -757 980 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.9 76.9 0.0 2.9 3.0 0.0 9.2 0.0 2.4 1.2 0.0: 6.7 6.8 Old : 100.0: 87.9 76.9 0.0 2.9 3.0 0.0 9.2 0.0 2.4 1.2 0.0: 6.7 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 : 23: 14 9 0 . . 0 . 0 . . 0: Old : 23: 14 9 0 . . 0 . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.8 57.5 84.5 85.8 68.5 54.5 77.0 77.8 Old : 70.8 57.5 84.5 85.8 68.5 54.5 77.0 77.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233AY Disaggregated Commitments of Traders - Futures Only, September 22, 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 : 64,981: 47,352 51,931 248 4,761 4,208 1,692 636 1,309 986 0 0: 9,186 2,136 Old : 64,981: 47,352 51,931 248 4,761 4,208 1,692 636 1,309 986 0 0: 9,186 2,136 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : 930: 822 512 0 0 0 -462 0 310 0 0 0: 260 108 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.9 79.9 0.4 7.3 6.5 2.6 1.0 2.0 1.5 0.0 0.0: 14.1 3.3 Old : 100.0: 72.9 79.9 0.4 7.3 6.5 2.6 1.0 2.0 1.5 0.0 0.0: 14.1 3.3 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 : 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 : 51.5 52.4 66.9 72.2 43.3 48.7 52.2 62.4 Old : 51.5 52.4 66.9 72.2 43.3 48.7 52.2 62.4 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 22, 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 : 96,990: 70,571 53,431 5,076 17,840 9,667 267 719 3,839 0 3,638 0: 7,570 7,856 Old : 96,990: 70,571 53,431 5,076 17,840 9,667 267 719 3,839 0 3,638 0: 7,570 7,856 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : 860: 829 802 0 0 0 248 368 -248 0 0 0: 31 -62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.8 55.1 5.2 18.4 10.0 0.3 0.7 4.0 0.0 3.8 0.0: 7.8 8.1 Old : 100.0: 72.8 55.1 5.2 18.4 10.0 0.3 0.7 4.0 0.0 3.8 0.0: 7.8 8.1 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 : 32: 17 19 4 . 5 . . . 0 . 0: Old : 32: 17 19 4 . 5 . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.7 39.3 78.2 60.5 53.9 33.5 63.9 48.2 Old : 56.7 39.3 78.2 60.5 53.9 33.5 63.9 48.2 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 22, 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 : 109,807: 79,439 99,271 14,446 288 5,037 3,724 0 788 1,282 1,467 31: 5,060 2,925 Old : 109,807: 79,439 99,271 14,446 288 5,037 3,724 0 788 1,282 1,467 31: 5,060 2,925 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : 7,062: 6,237 7,320 979 0 -151 -425 0 -124 0 1,467 0: 546 -1,450 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.3 90.4 13.2 0.3 4.6 3.4 0.0 0.7 1.2 1.3 0.0: 4.6 2.7 Old : 100.0: 72.3 90.4 13.2 0.3 4.6 3.4 0.0 0.7 1.2 1.3 0.0: 4.6 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 : 33: 19 18 . . . . 0 . . . .: Old : 33: 19 18 . . . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.9 69.9 75.7 85.3 45.7 60.3 60.2 70.4 Old : 57.9 69.9 75.7 85.3 45.7 60.3 60.2 70.4 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 22, 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 : 110,138: 74,052 103,513 27,783 4,095 274 0 0 0 4,562 0 0: 3,467 2,256 Old : 110,138: 74,052 103,513 27,783 4,095 274 0 0 0 4,562 0 0: 3,467 2,256 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : 467: 332 467 -177 0 0 0 0 0 403 0 0: -91 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.2 94.0 25.2 3.7 0.2 0.0 0.0 0.0 4.1 0.0 0.0: 3.1 2.0 Old : 100.0: 67.2 94.0 25.2 3.7 0.2 0.0 0.0 0.0 4.1 0.0 0.0: 3.1 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 : 28: 16 17 6 . . 0 0 0 . 0 0: Old : 28: 16 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 : 54.9 64.5 75.0 87.6 38.1 46.9 50.5 61.5 Old : 54.9 64.5 75.0 87.6 38.1 46.9 50.5 61.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH Disaggregated Commitments of Traders - Futures Only, September 22, 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 : 110,289: 98,291 103,887 3,100 0 124 1,229 864 1,283 0 217 0: 6,262 3,914 Old : 110,289: 98,291 103,887 3,100 0 124 1,229 864 1,283 0 217 0: 6,262 3,914 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : 1,149: 586 1,017 0 0 0 -127 864 1,148 0 -558 0: -458 -1,322 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.1 94.2 2.8 0.0 0.1 1.1 0.8 1.2 0.0 0.2 0.0: 5.7 3.5 Old : 100.0: 89.1 94.2 2.8 0.0 0.1 1.1 0.8 1.2 0.0 0.2 0.0: 5.7 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 19 15 . 0 . . . . 0 . 0: Old : 27: 19 15 . 0 . . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.8 63.9 85.8 81.3 62.3 60.8 77.4 74.6 Old : 69.8 63.9 85.8 81.3 62.3 60.8 77.4 74.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL Disaggregated Commitments of Traders - Futures Only, September 22, 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 : 183,373: 146,989 60,370 13,069 92,132 6,583 1,843 16,304 2,665 0 0 0: 12,224 5,319 Old : 183,373: 146,989 60,370 13,069 92,132 6,583 1,843 16,304 2,665 0 0 0: 12,224 5,319 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : 1,302: -884 677 1,158 465 0 -88 -711 750 0 0 0: 366 121 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.2 32.9 7.1 50.2 3.6 1.0 8.9 1.5 0.0 0.0 0.0: 6.7 2.9 Old : 100.0: 80.2 32.9 7.1 50.2 3.6 1.0 8.9 1.5 0.0 0.0 0.0: 6.7 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 : 42: 23 16 4 8 7 . . 4 0 0 0: Old : 42: 23 16 4 8 7 . . 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 : 46.7 48.9 64.4 68.0 40.7 46.6 53.8 62.5 Old : 46.7 48.9 64.4 68.0 40.7 46.6 53.8 62.5 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 22, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 13,118: 11,344 5,642 210 2,046 0 1,080 1,281 0 270 3,542 0: 214 607 Old : 13,118: 11,344 5,642 210 2,046 0 1,080 1,281 0 270 3,542 0: 214 607 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : 1,302: 1,178 -434 0 806 0 0 651 0 0 496 0: 124 -217 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.5 43.0 1.6 15.6 0.0 8.2 9.8 0.0 2.1 27.0 0.0: 1.6 4.6 Old : 100.0: 86.5 43.0 1.6 15.6 0.0 8.2 9.8 0.0 2.1 27.0 0.0: 1.6 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 10 9 . . 0 . . 0 . . 0: Old : 23: 10 9 . . 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 : 58.2 62.5 84.9 85.4 57.5 62.5 78.5 84.8 Old : 58.2 62.5 84.9 85.4 57.5 62.5 78.5 84.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW Disaggregated Commitments of Traders - Futures Only, September 22, 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 : 35,730: 28,810 30,193 5,581 3,256 0 490 1,080 0 0 751 210: 639 240 Old : 35,730: 28,810 30,193 5,581 3,256 0 490 1,080 0 0 751 210: 639 240 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : 5,351: 3,088 3,982 1,674 780 0 490 0 0 0 589 0: 99 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.6 84.5 15.6 9.1 0.0 1.4 3.0 0.0 0.0 2.1 0.6: 1.8 0.7 Old : 100.0: 80.6 84.5 15.6 9.1 0.0 1.4 3.0 0.0 0.0 2.1 0.6: 1.8 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 : 27: 13 10 . . 0 . . 0 0 . .: Old : 27: 13 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 : 60.3 67.2 85.3 85.2 57.2 67.2 82.2 84.8 Old : 60.3 67.2 85.3 85.2 57.2 67.2 82.2 84.8 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 22, 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 : 42,914: 26,038 38,968 10,178 0 2,775 1,980 0 0 0 540 0: 1,943 631 Old : 42,914: 26,038 38,968 10,178 0 2,775 1,980 0 0 0 540 0: 1,943 631 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : 2,802: 1,658 2,528 472 0 427 0 0 0 0 0 0: 245 -153 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.7 90.8 23.7 0.0 6.5 4.6 0.0 0.0 0.0 1.3 0.0: 4.5 1.5 Old : 100.0: 60.7 90.8 23.7 0.0 6.5 4.6 0.0 0.0 0.0 1.3 0.0: 4.5 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 10 15 . 0 . . 0 0 0 . 0: Old : 25: 10 15 . 0 . . 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.8 60.4 79.4 90.1 46.8 60.4 70.8 76.1 Old : 51.8 60.4 79.4 90.1 46.8 60.4 70.8 76.1 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 22, 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 : 214,187: 166,002 138,002 32,806 55,878 8,510 0 0 0 1,405 7,233 1,138: 4,326 3,426 Old : 214,187: 166,002 138,002 32,806 55,878 8,510 0 0 0 1,405 7,233 1,138: 4,326 3,426 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : 6,234: 5,765 4,299 995 1,110 719 0 0 0 598 717 448: -2,291 -1,059 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.5 64.4 15.3 26.1 4.0 0.0 0.0 0.0 0.7 3.4 0.5: 2.0 1.6 Old : 100.0: 77.5 64.4 15.3 26.1 4.0 0.0 0.0 0.0 0.7 3.4 0.5: 2.0 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 : 57: 35 31 . 6 6 0 0 0 . . .: Old : 57: 35 31 . 6 6 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.0 54.5 66.5 70.7 45.5 52.1 64.8 66.1 Old : 46.0 54.5 66.5 70.7 45.5 52.1 64.8 66.1 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 22, 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 : 101,880: 87,997 61,031 7,464 35,839 2,693 0 0 0 0 0 0: 3,726 2,317 Old : 101,880: 87,997 61,031 7,464 35,839 2,693 0 0 0 0 0 0: 3,726 2,317 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : 1,825: 2,388 2,589 -530 -1,430 210 0 0 0 0 0 0: -243 456 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.4 59.9 7.3 35.2 2.6 0.0 0.0 0.0 0.0 0.0 0.0: 3.7 2.3 Old : 100.0: 86.4 59.9 7.3 35.2 2.6 0.0 0.0 0.0 0.0 0.0 0.0: 3.7 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 23 21 . 5 5 0 0 0 0 0 0: Old : 34: 23 21 . 5 5 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.1 57.1 69.0 76.8 46.9 55.8 60.8 65.7 Old : 50.1 57.1 69.0 76.8 46.9 55.8 60.8 65.7 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 22, 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 : 70,466: 37,396 51,386 23,581 5,000 2,696 0 0 0 0 0 0: 6,793 11,384 Old : 70,466: 37,396 51,386 23,581 5,000 2,696 0 0 0 0 0 0: 6,793 11,384 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : 2,105: 1,465 2,502 792 0 0 0 0 0 0 0 0: -152 -397 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.1 72.9 33.5 7.1 3.8 0.0 0.0 0.0 0.0 0.0 0.0: 9.6 16.2 Old : 100.0: 53.1 72.9 33.5 7.1 3.8 0.0 0.0 0.0 0.0 0.0 0.0: 9.6 16.2 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: 11 16 6 . 4 0 0 0 0 0 0: Old : 27: 11 16 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 : 46.6 55.4 71.4 67.8 41.0 51.1 59.9 59.6 Old : 46.6 55.4 71.4 67.8 41.0 51.1 59.9 59.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ Disaggregated Commitments of Traders - Futures Only, September 22, 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 : 70,431: 50,000 33,272 4,927 25,918 6,931 0 0 0 0 0 0: 8,573 4,310 Old : 70,431: 50,000 33,272 4,927 25,918 6,931 0 0 0 0 0 0: 8,573 4,310 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : 2,823: 4,516 790 0 1,029 -60 0 0 0 0 -217 0: -1,633 1,281 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.0 47.2 7.0 36.8 9.8 0.0 0.0 0.0 0.0 0.0 0.0: 12.2 6.1 Old : 100.0: 71.0 47.2 7.0 36.8 9.8 0.0 0.0 0.0 0.0 0.0 0.0: 12.2 6.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 19 15 . . 4 0 0 0 0 0 0: Old : 29: 19 15 . . 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 : 44.2 71.7 62.8 83.3 42.0 64.5 56.5 72.9 Old : 44.2 71.7 62.8 83.3 42.0 64.5 56.5 72.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR Disaggregated Commitments of Traders - Futures Only, September 22, 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 : 80,980: 68,114 29,446 3,260 46,728 717 0 0 0 2,134 0 0: 6,755 4,089 Old : 80,980: 68,114 29,446 3,260 46,728 717 0 0 0 2,134 0 0: 6,755 4,089 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : 1,614: -393 487 1 -30 -31 0 0 0 0 0 0: 2,037 1,188 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.1 36.4 4.0 57.7 0.9 0.0 0.0 0.0 2.6 0.0 0.0: 8.3 5.0 Old : 100.0: 84.1 36.4 4.0 57.7 0.9 0.0 0.0 0.0 2.6 0.0 0.0: 8.3 5.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 14 5 . 5 . 0 0 0 . 0 0: Old : 23: 14 5 . 5 . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.8 80.6 82.3 94.3 66.7 79.4 81.5 92.5 Old : 66.8 80.6 82.3 94.3 66.7 79.4 81.5 92.5 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 22, 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 : 905,773: 115,768 121,850 219,372 17,133 32,277 189,389 385,467 126,422 56,744 81,790 100,619: 65,182 40,215 Old : 905,773: 115,768 121,850 219,372 17,133 32,277 189,389 385,467 126,422 56,744 81,790 100,619: 65,182 40,215 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : 1,517: -6,356 -9,258 5,457 -5,005 -3,937 2,714 77,490 -2,826 14,623 -51,328 -6,549: -1,609 2,930 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.8 13.5 24.2 1.9 3.6 20.9 42.6 14.0 6.3 9.0 11.1: 7.2 4.4 Old : 100.0: 12.8 13.5 24.2 1.9 3.6 20.9 42.6 14.0 6.3 9.0 11.1: 7.2 4.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 310: 35 27 29 5 26 55 83 78 41 48 51: Old : 310: 35 27 29 5 26 55 83 78 41 48 51: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 15.5 20.9 27.3 33.3 12.2 19.6 20.2 27.1 Old : 15.5 20.9 27.3 33.3 12.2 19.6 20.2 27.1 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 22, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 10,000 MMBTU'S) : : : Positions : All : 379,788: 87,956 86,946 10,600 41,778 57,528 119,248 7,931 26,460 41,637 122,610 31,947: 4,412 4,588 Old : 379,788: 87,956 86,946 10,600 41,778 57,528 119,248 7,931 26,460 41,637 122,610 31,947: 4,412 4,588 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : 2,427: 5,763 1,880 -538 -2,692 4,279 32,894 2,796 1,457 -38,328 -2,430 -2,891: -209 28 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.2 22.9 2.8 11.0 15.1 31.4 2.1 7.0 11.0 32.3 8.4: 1.2 1.2 Old : 100.0: 23.2 22.9 2.8 11.0 15.1 31.4 2.1 7.0 11.0 32.3 8.4: 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 : 72: 24 24 4 9 12 5 4 10 14 6 15: Old : 72: 24 24 4 9 12 5 4 10 14 6 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 : 42.5 47.8 55.1 61.9 37.9 37.8 45.2 43.8 Old : 42.5 47.8 55.1 61.9 37.9 37.8 45.2 43.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 Disaggregated Commitments of Traders - Futures Only, September 22, 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 : 100,511: 14,133 18,666 18,606 9,335 30,690 8,761 5,183 5,585 8,075 17,499 6,806: 7,855 6,747 Old : 100,511: 14,133 18,666 18,606 9,335 30,690 8,761 5,183 5,585 8,075 17,499 6,806: 7,855 6,747 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : 7,059: -497 1,530 364 1,690 1,888 5,455 -5,140 1,727 -1,349 4,786 163: -692 415 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.1 18.6 18.5 9.3 30.5 8.7 5.2 5.6 8.0 17.4 6.8: 7.8 6.7 Old : 100.0: 14.1 18.6 18.5 9.3 30.5 8.7 5.2 5.6 8.0 17.4 6.8: 7.8 6.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 6 6 5 7 12 5 4 6 6 9 13: Old : 42: 6 6 5 7 12 5 4 6 6 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 : 38.7 36.0 55.7 52.9 22.6 23.0 32.7 31.9 Old : 38.7 36.0 55.7 52.9 22.6 23.0 32.7 31.9 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 22, 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 : 1,673,785: 535,681 282,507 49,349 948,918 224,493 119,386 26,159 90,606 593,609 44,870 27,155: 33,506 29,077 Old : 1,673,785: 535,681 282,507 49,349 948,918 224,493 119,386 26,159 90,606 593,609 44,870 27,155: 33,506 29,077 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : 27,211: 14,128 4,811 1,568 12,591 -1,053 -4,171 -537 1,714 15,459 8,120 759: -1,193 806 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.0 16.9 2.9 56.7 13.4 7.1 1.6 5.4 35.5 2.7 1.6: 2.0 1.7 Old : 100.0: 32.0 16.9 2.9 56.7 13.4 7.1 1.6 5.4 35.5 2.7 1.6: 2.0 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 : 113: 37 36 4 17 19 12 5 14 18 7 19: Old : 113: 37 36 4 17 19 12 5 14 18 7 19: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.9 36.8 65.1 56.6 47.4 35.9 54.7 52.9 Old : 50.9 36.8 65.1 56.6 47.4 35.9 54.7 52.9 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 22, 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 : 440,523: 95,921 98,881 175,473 151,541 59,253 3,806 9,189 30,426 29,387 44,656 43,389: 2,868 3,188 Old : 440,523: 95,921 98,881 175,473 151,541 59,253 3,806 9,189 30,426 29,387 44,656 43,389: 2,868 3,188 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : 9,640: 3,500 4,478 1,636 1,123 -129 1,296 1,015 423 2,182 983 643: 89 1,104 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.8 22.4 39.8 34.4 13.5 0.9 2.1 6.9 6.7 10.1 9.8: 0.7 0.7 Old : 100.0: 21.8 22.4 39.8 34.4 13.5 0.9 2.1 6.9 6.7 10.1 9.8: 0.7 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 : 83: 21 20 12 8 16 5 8 10 12 16 15: Old : 83: 21 20 12 8 16 5 8 10 12 16 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 : 37.3 48.1 56.7 67.7 27.4 34.2 39.5 41.6 Old : 37.3 48.1 56.7 67.7 27.4 34.2 39.5 41.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G Disaggregated Commitments of Traders - Futures Only, September 22, 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 : 18,135: 14,370 12,327 2,318 4,665 933 0 0 0 359 62 13: 142 135 Old : 18,135: 14,370 12,327 2,318 4,665 933 0 0 0 359 62 13: 142 135 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : 3,469: 3,485 3,520 0 -39 0 0 0 0 36 0 -12: -40 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.2 68.0 12.8 25.7 5.1 0.0 0.0 0.0 2.0 0.3 0.1: 0.8 0.7 Old : 100.0: 79.2 68.0 12.8 25.7 5.1 0.0 0.0 0.0 2.0 0.3 0.1: 0.8 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 : 36: 18 20 4 4 . 0 0 0 . . .: Old : 36: 18 20 4 4 . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.9 43.7 72.6 67.0 42.2 37.3 55.3 56.7 Old : 49.9 43.7 72.6 67.0 42.2 37.3 55.3 56.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O Disaggregated Commitments of Traders - Futures Only, September 22, 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 : 81,386: 63,542 60,449 9,100 5,734 4,836 0 2,420 0 1,428 5,995 1,491: 989 461 Old : 81,386: 63,542 60,449 9,100 5,734 4,836 0 2,420 0 1,428 5,995 1,491: 989 461 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : 8,351: 7,916 7,785 55 65 155 0 0 0 39 90 331: -145 -75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.1 74.3 11.2 7.0 5.9 0.0 3.0 0.0 1.8 7.4 1.8: 1.2 0.6 Old : 100.0: 78.1 74.3 11.2 7.0 5.9 0.0 3.0 0.0 1.8 7.4 1.8: 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 : 76: 48 43 . 7 8 0 . 0 5 4 8: Old : 76: 48 43 . 7 8 0 . 0 5 4 8: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.4 44.7 65.1 59.7 25.3 24.0 33.7 34.3 Old : 45.4 44.7 65.1 59.7 25.3 24.0 33.7 34.3 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 22, 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 : 21,611: 17,978 15,892 1,424 3,355 1,614 0 46 0 0 480 0: 595 224 Old : 21,611: 17,978 15,892 1,424 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 15, 2015 : : 365: 160 365 205 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.2 73.5 6.6 15.5 7.5 0.0 0.2 0.0 0.0 2.2 0.0: 2.8 1.0 Old : 100.0: 83.2 73.5 6.6 15.5 7.5 0.0 0.2 0.0 0.0 2.2 0.0: 2.8 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 71.2 53.9 91.5 79.8 29.2 26.9 32.7 33.6 Old : 71.2 53.9 91.5 79.8 29.2 26.9 32.7 33.6 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 22, 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 : 33,398: 25,630 22,168 2,969 2,032 1,356 1,860 0 0 1,058 7,029 146: 379 667 Old : 33,398: 25,630 22,168 2,969 2,032 1,356 1,860 0 0 1,058 7,029 146: 379 667 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : 3,622: 3,637 3,557 30 -279 -2 0 0 0 16 20 63: -122 263 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.7 66.4 8.9 6.1 4.1 5.6 0.0 0.0 3.2 21.0 0.4: 1.1 2.0 Old : 100.0: 76.7 66.4 8.9 6.1 4.1 5.6 0.0 0.0 3.2 21.0 0.4: 1.1 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 : 49: 24 25 5 . 5 . 0 0 6 5 .: Old : 49: 24 25 5 . 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 : 35.9 41.3 54.5 60.5 20.1 26.8 31.8 35.7 Old : 35.9 41.3 54.5 60.5 20.1 26.8 31.8 35.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R Disaggregated Commitments of Traders - Futures Only, September 22, 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 : 9,476: 7,789 3,453 210 3,772 90 0 0 0 405 872 890: 92 399 Old : 9,476: 7,789 3,453 210 3,772 90 0 0 0 405 872 890: 92 399 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : 331: 125 265 10 15 -20 0 0 0 120 -25 96: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.2 36.4 2.2 39.8 0.9 0.0 0.0 0.0 4.3 9.2 9.4: 1.0 4.2 Old : 100.0: 82.2 36.4 2.2 39.8 0.9 0.0 0.0 0.0 4.3 9.2 9.4: 1.0 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 19 16 . 5 . 0 0 0 . . 4: Old : 35: 19 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 : 50.5 45.9 72.9 71.2 48.4 38.4 62.7 57.4 Old : 50.5 45.9 72.9 71.2 48.4 38.4 62.7 57.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T Disaggregated Commitments of Traders - Futures Only, September 22, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 10,677: 8,678 4,945 713 4,473 103 0 0 0 0 859 138: 1,045 159 Old : 10,677: 8,678 4,945 713 4,473 103 0 0 0 0 859 138: 1,045 159 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : 741: 614 723 0 0 0 0 0 0 0 0 0: 127 18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.3 46.3 6.7 41.9 1.0 0.0 0.0 0.0 0.0 8.0 1.3: 9.8 1.5 Old : 100.0: 81.3 46.3 6.7 41.9 1.0 0.0 0.0 0.0 0.0 8.0 1.3: 9.8 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 17 15 . 5 4 0 0 0 0 . .: Old : 28: 17 15 . 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 : 42.7 48.5 64.9 72.4 38.1 43.8 52.5 60.2 Old : 42.7 48.5 64.9 72.4 38.1 43.8 52.5 60.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 25, 2015