NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 Disaggregated Commitments of Traders - Futures Only, September 29, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 MMBtus : : : Positions : All : 3,839,185: 2,187,274 1,110,906 359,586 1,411,927 328,250 276,088 70,136 242,501 28,304 288,357 372,574: 44,608 14,534 Old : 3,839,185: 2,187,274 1,110,906 359,586 1,411,927 328,250 276,088 70,136 242,501 28,304 288,357 372,574: 44,608 14,534 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : -175,832: -83,067 -41,676 -172 -79,433 2,489 10,951 -2,136 -16,942 -8,732 47,246 -87,236: 6,877 1,856 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.0 28.9 9.4 36.8 8.5 7.2 1.8 6.3 0.7 7.5 9.7: 1.2 0.4 Old : 100.0: 57.0 28.9 9.4 36.8 8.5 7.2 1.8 6.3 0.7 7.5 9.7: 1.2 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 214: 108 93 10 17 23 14 14 21 14 25 29: Old : 214: 108 93 10 17 23 14 14 21 14 25 29: 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 : 21.1 24.6 35.9 41.9 17.6 20.9 28.7 30.9 Old : 21.1 24.6 35.9 41.9 17.6 20.9 28.7 30.9 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 29, 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 : 316,145: 26,852 67,972 53,704 86,553 57,916 118,641 25,551 16,343 10,495 29,252 32,172: 22 386 Old : 316,145: 26,852 67,972 53,704 86,553 57,916 118,641 25,551 16,343 10,495 29,252 32,172: 22 386 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : -66,363: -7,865 -6,775 -7,550 -4,380 -12,434 -14,036 -6,460 -2,854 -13,557 -25,386 -8,067: 0 -7 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.5 21.5 17.0 27.4 18.3 37.5 8.1 5.2 3.3 9.3 10.2: 0.0 0.1 Old : 100.0: 8.5 21.5 17.0 27.4 18.3 37.5 8.1 5.2 3.3 9.3 10.2: 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 : 63: 15 14 11 7 14 5 7 7 7 9 10: Old : 63: 15 14 11 7 14 5 7 7 7 9 10: 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 : 54.4 39.1 69.6 67.3 40.2 31.3 50.7 48.6 Old : 54.4 39.1 69.6 67.3 40.2 31.3 50.7 48.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 Disaggregated Commitments of Traders - Futures Only, September 29, 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 : 239,828: 169,977 196,413 32,785 16,090 14,043 7,172 656 2,300 282 4,173 214: 13,055 5,939 Old : 239,828: 169,977 196,413 32,785 16,090 14,043 7,172 656 2,300 282 4,173 214: 13,055 5,939 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 8,087: 6,073 7,063 3,443 826 -110 -604 -199 -77 282 612 214: -1,134 -242 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.9 81.9 13.7 6.7 5.9 3.0 0.3 1.0 0.1 1.7 0.1: 5.4 2.5 Old : 100.0: 70.9 81.9 13.7 6.7 5.9 3.0 0.3 1.0 0.1 1.7 0.1: 5.4 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 55: 30 29 6 . 5 . . . . . .: Old : 55: 30 29 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 : 36.5 51.3 56.2 74.7 28.8 43.2 40.7 54.1 Old : 36.5 51.3 56.2 74.7 28.8 43.2 40.7 54.1 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 29, 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 : 118,116: 99,000 87,939 139 17,289 6,319 3,291 0 1,718 0 279 0: 7,649 4,572 Old : 118,116: 99,000 87,939 139 17,289 6,319 3,291 0 1,718 0 279 0: 7,649 4,572 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 4,647: 3,631 811 -273 976 1,792 -704 0 645 0 0 0: -444 423 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.8 74.5 0.1 14.6 5.3 2.8 0.0 1.5 0.0 0.2 0.0: 6.5 3.9 Old : 100.0: 83.8 74.5 0.1 14.6 5.3 2.8 0.0 1.5 0.0 0.2 0.0: 6.5 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 53.6 48.5 74.6 68.9 49.5 42.2 64.1 58.5 Old : 53.6 48.5 74.6 68.9 49.5 42.2 64.1 58.5 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 29, 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 : 214,259: 187,632 73,239 2,460 111,281 11,956 1,832 4,280 2,935 0 1,575 0: 7,444 8,993 Old : 214,259: 187,632 73,239 2,460 111,281 11,956 1,832 4,280 2,935 0 1,575 0: 7,444 8,993 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 6,230: 3,732 3,103 1,396 4,661 60 1,088 -337 -55 0 -868 0: 9 -334 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.6 34.2 1.1 51.9 5.6 0.9 2.0 1.4 0.0 0.7 0.0: 3.5 4.2 Old : 100.0: 87.6 34.2 1.1 51.9 5.6 0.9 2.0 1.4 0.0 0.7 0.0: 3.5 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 47: 22 20 . 11 9 . . . 0 . 0: Old : 47: 22 20 . 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 : 52.8 44.3 68.6 63.9 44.6 42.2 59.1 58.4 Old : 52.8 44.3 68.6 63.9 44.6 42.2 59.1 58.4 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 29, 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 : 645,714: 550,137 197,911 22,009 385,025 50,723 2,798 1,578 2,366 6,913 1,021 1,794: 8,974 5,296 Old : 645,714: 550,137 197,911 22,009 385,025 50,723 2,798 1,578 2,366 6,913 1,021 1,794: 8,974 5,296 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 6,079: -1,201 8,637 -31 -5,239 943 922 48 442 3,332 691 460: 1,212 97 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.2 30.6 3.4 59.6 7.9 0.4 0.2 0.4 1.1 0.2 0.3: 1.4 0.8 Old : 100.0: 85.2 30.6 3.4 59.6 7.9 0.4 0.2 0.4 1.1 0.2 0.3: 1.4 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: 36 24 4 10 13 . . 4 . . .: Old : 60: 36 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 : 33.4 45.1 55.9 71.3 31.3 40.8 50.0 61.8 Old : 33.4 45.1 55.9 71.3 31.3 40.8 50.0 61.8 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 29, 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 : 344,770: 317,322 184,129 5,323 143,313 4,976 1,544 1,968 1,314 3,852 1,940 428: 10,011 6,702 Old : 344,770: 317,322 184,129 5,323 143,313 4,976 1,544 1,968 1,314 3,852 1,940 428: 10,011 6,702 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 14,448: 9,773 655 811 16,724 624 729 -2,011 4 2,044 -361 -974: 1,437 -213 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.0 53.4 1.5 41.6 1.4 0.4 0.6 0.4 1.1 0.6 0.1: 2.9 1.9 Old : 100.0: 92.0 53.4 1.5 41.6 1.4 0.4 0.6 0.4 1.1 0.6 0.1: 2.9 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 61: 32 29 . 9 6 . 4 4 . . .: Old : 61: 32 29 . 9 6 . 4 4 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.6 49.2 64.8 67.6 43.3 46.8 59.6 60.2 Old : 44.6 49.2 64.8 67.6 43.3 46.8 59.6 60.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 Disaggregated Commitments of Traders - Futures Only, September 29, 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 : 231,941: 186,369 137,539 20,946 74,589 9,324 3,288 849 2,426 3,424 1,493 1,523: 4,641 4,198 Old : 231,941: 186,369 137,539 20,946 74,589 9,324 3,288 849 2,426 3,424 1,493 1,523: 4,641 4,198 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 2,891: 1,458 3,172 60 974 -60 1,216 -713 124 93 29 -153: 153 -482 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.4 59.3 9.0 32.2 4.0 1.4 0.4 1.0 1.5 0.6 0.7: 2.0 1.8 Old : 100.0: 80.4 59.3 9.0 32.2 4.0 1.4 0.4 1.0 1.5 0.6 0.7: 2.0 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 56: 28 32 . 9 8 . . . . . .: Old : 56: 28 32 . 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 : 55.7 26.2 73.1 46.4 54.6 23.8 70.1 42.7 Old : 55.7 26.2 73.1 46.4 54.6 23.8 70.1 42.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 Disaggregated Commitments of Traders - Futures Only, September 29, 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 : 105,562: 91,820 62,390 2,062 27,789 1,690 341 3,175 3,058 0 620 0: 6,591 6,840 Old : 105,562: 91,820 62,390 2,062 27,789 1,690 341 3,175 3,058 0 620 0: 6,591 6,840 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 11,018: 11,797 6,527 0 2,714 -124 -323 1,960 -102 0 248 0: -230 -205 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.0 59.1 2.0 26.3 1.6 0.3 3.0 2.9 0.0 0.6 0.0: 6.2 6.5 Old : 100.0: 87.0 59.1 2.0 26.3 1.6 0.3 3.0 2.9 0.0 0.6 0.0: 6.2 6.5 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 : 39: 18 21 . 5 . . . . 0 . 0: Old : 39: 18 21 . 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 : 65.5 43.9 80.5 67.7 64.6 43.5 77.4 67.2 Old : 65.5 43.9 80.5 67.7 64.6 43.5 77.4 67.2 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 29, 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 : 103,693: 80,485 84,583 8,185 5,485 4,010 0 591 0 2,952 109 2,014: 6,047 6,901 Old : 103,693: 80,485 84,583 8,185 5,485 4,010 0 591 0 2,952 109 2,014: 6,047 6,901 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 2,253: 1,542 1,926 92 123 29 0 0 0 868 109 -155: -123 221 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.6 81.6 7.9 5.3 3.9 0.0 0.6 0.0 2.8 0.1 1.9: 5.8 6.7 Old : 100.0: 77.6 81.6 7.9 5.3 3.9 0.0 0.6 0.0 2.8 0.1 1.9: 5.8 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 : 43: 27 24 5 . . 0 . 0 . . .: Old : 43: 27 24 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 : 50.6 43.9 66.4 67.3 50.0 43.3 62.7 62.2 Old : 50.6 43.9 66.4 67.3 50.0 43.3 62.7 62.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q Disaggregated Commitments of Traders - Futures Only, September 29, 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 : 23,152: 20,147 9,810 0 10,338 1,824 0 0 0 390 270 0: 791 910 Old : 23,152: 20,147 9,810 0 10,338 1,824 0 0 0 390 270 0: 791 910 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.0 42.4 0.0 44.7 7.9 0.0 0.0 0.0 1.7 1.2 0.0: 3.4 3.9 Old : 100.0: 87.0 42.4 0.0 44.7 7.9 0.0 0.0 0.0 1.7 1.2 0.0: 3.4 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 13 7 0 . . 0 0 0 . . 0: Old : 20: 13 7 0 . . 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.4 78.4 86.0 92.3 60.6 67.2 75.2 77.0 Old : 63.4 78.4 86.0 92.3 60.6 67.2 75.2 77.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U Disaggregated Commitments of Traders - Futures Only, September 29, 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 : 75,039: 63,341 27,438 2,924 32,627 146 1,704 3,389 803 0 0 0: 6,121 10,636 Old : 75,039: 63,341 27,438 2,924 32,627 146 1,704 3,389 803 0 0 0: 6,121 10,636 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 1,050: 1,279 -265 0 1,095 0 365 351 -100 0 0 0: -494 -31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.4 36.6 3.9 43.5 0.2 2.3 4.5 1.1 0.0 0.0 0.0: 8.2 14.2 Old : 100.0: 84.4 36.6 3.9 43.5 0.2 2.3 4.5 1.1 0.0 0.0 0.0: 8.2 14.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 17 10 . 7 . . . . 0 0 0: Old : 27: 17 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 : 56.7 39.8 75.1 63.4 52.0 38.0 67.6 59.7 Old : 56.7 39.8 75.1 63.4 52.0 38.0 67.6 59.7 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 29, 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 : 177,771: 130,414 76,807 37,315 89,130 3,912 0 2,140 0 248 0 0: 5,882 5,782 Old : 177,771: 130,414 76,807 37,315 89,130 3,912 0 2,140 0 248 0 0: 5,882 5,782 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 1,611: 1,164 677 -464 -1,160 16 0 2,140 0 248 0 0: 647 -62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.4 43.2 21.0 50.1 2.2 0.0 1.2 0.0 0.1 0.0 0.0: 3.3 3.3 Old : 100.0: 73.4 43.2 21.0 50.1 2.2 0.0 1.2 0.0 0.1 0.0 0.0: 3.3 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 : 38: 22 13 4 8 7 0 . 0 . 0 0: Old : 38: 22 13 4 8 7 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.4 64.2 66.9 82.3 39.2 64.0 62.9 80.8 Old : 41.4 64.2 66.9 82.3 39.2 64.0 62.9 80.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y Disaggregated Commitments of Traders - Futures Only, September 29, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 94,940: 71,913 58,641 15,438 32,375 302 0 0 0 0 0 0: 7,287 3,622 Old : 94,940: 71,913 58,641 15,438 32,375 302 0 0 0 0 0 0: 7,287 3,622 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 1,674: 1,961 1,479 124 496 0 0 0 0 0 0 0: -411 -301 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.7 61.8 16.3 34.1 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 7.7 3.8 Old : 100.0: 75.7 61.8 16.3 34.1 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 7.7 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 18 15 4 . . 0 0 0 0 0 0: Old : 28: 18 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 : 50.6 66.5 70.7 88.3 46.4 64.3 66.2 84.3 Old : 50.6 66.5 70.7 88.3 46.4 64.3 66.2 84.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 Disaggregated Commitments of Traders - Futures Only, September 29, 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 : 14,065: 11,807 9,507 737 3,070 540 0 0 0 248 0 0: 733 948 Old : 14,065: 11,807 9,507 737 3,070 540 0 0 0 248 0 0: 733 948 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.9 67.6 5.2 21.8 3.8 0.0 0.0 0.0 1.8 0.0 0.0: 5.2 6.7 Old : 100.0: 83.9 67.6 5.2 21.8 3.8 0.0 0.0 0.0 1.8 0.0 0.0: 5.2 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 : 24: 12 10 . . . 0 0 0 . 0 0: Old : 24: 12 10 . . . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.3 60.7 76.4 88.0 59.3 52.9 75.4 80.0 Old : 59.3 60.7 76.4 88.0 59.3 52.9 75.4 80.0 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 29, 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 : 350,711: 261,559 174,438 64,053 152,363 9,805 1,216 372 0 2,483 0 3,390: 8,205 10,343 Old : 350,711: 261,559 174,438 64,053 152,363 9,805 1,216 372 0 2,483 0 3,390: 8,205 10,343 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 10,347: 5,665 12,039 5,099 -4,356 1,521 0 372 0 99 0 660: -2,697 111 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.6 49.7 18.3 43.4 2.8 0.3 0.1 0.0 0.7 0.0 1.0: 2.3 2.9 Old : 100.0: 74.6 49.7 18.3 43.4 2.8 0.3 0.1 0.0 0.7 0.0 1.0: 2.3 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 62: 42 29 4 10 8 . . 0 . 0 .: Old : 62: 42 29 4 10 8 . . 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.7 57.1 53.4 73.1 32.0 53.7 50.3 68.9 Old : 33.7 57.1 53.4 73.1 32.0 53.7 50.3 68.9 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 29, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 72,150: 56,036 43,174 0 8,508 5,885 1,204 678 2,513 0 0 0: 6,512 11,392 Old : 72,150: 56,036 43,174 0 8,508 5,885 1,204 678 2,513 0 0 0: 6,512 11,392 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 1,658: 1,377 1,962 0 -1,318 -124 -37 401 159 0 0 0: 283 578 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.7 59.8 0.0 11.8 8.2 1.7 0.9 3.5 0.0 0.0 0.0: 9.0 15.8 Old : 100.0: 77.7 59.8 0.0 11.8 8.2 1.7 0.9 3.5 0.0 0.0 0.0: 9.0 15.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 16 12 0 6 6 . . . 0 0 0: Old : 28: 16 12 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 51.3 73.0 67.5 49.4 47.6 62.7 53.9 Old : 54.3 51.3 73.0 67.5 49.4 47.6 62.7 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 29, 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 : 62,800: 25,489 34,620 25,591 13,901 5,865 0 1,239 820 0 0 0: 5,035 6,355 Old : 62,800: 25,489 34,620 25,591 13,901 5,865 0 1,239 820 0 0 0: 5,035 6,355 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 612: 1,292 -618 -366 0 331 0 1,175 -888 0 0 0: 243 612 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.6 55.1 40.8 22.1 9.3 0.0 2.0 1.3 0.0 0.0 0.0: 8.0 10.1 Old : 100.0: 40.6 55.1 40.8 22.1 9.3 0.0 2.0 1.3 0.0 0.0 0.0: 8.0 10.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 10 8 5 6 6 0 . . 0 0 0: Old : 24: 10 8 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 : 54.8 57.8 77.5 76.8 50.1 53.9 69.1 68.3 Old : 54.8 57.8 77.5 76.8 50.1 53.9 69.1 68.3 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 29, 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 : 104,609: 85,023 82,158 6,351 9,036 4,623 984 5,063 610 4,340 1,302 0: 2,678 1,817 Old : 104,609: 85,023 82,158 6,351 9,036 4,623 984 5,063 610 4,340 1,302 0: 2,678 1,817 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 24,882: 24,033 17,101 -961 62 31 -1,466 5,063 610 3,007 1,302 0: -372 713 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.3 78.5 6.1 8.6 4.4 0.9 4.8 0.6 4.1 1.2 0.0: 2.6 1.7 Old : 100.0: 81.3 78.5 6.1 8.6 4.4 0.9 4.8 0.6 4.1 1.2 0.0: 2.6 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 57: 23 25 6 . 5 . . . 7 . 0: Old : 57: 23 25 6 . 5 . . . 7 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.8 53.4 67.2 73.1 45.8 50.2 53.9 63.4 Old : 53.8 53.4 67.2 73.1 45.8 50.2 53.9 63.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH Disaggregated Commitments of Traders - Futures Only, September 29, 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 : 128,620: 112,441 111,380 3,619 4,518 837 3,614 5,778 1,185 3,934 2,751 1,401: 1,589 770 Old : 128,620: 112,441 111,380 3,619 4,518 837 3,614 5,778 1,185 3,934 2,751 1,401: 1,589 770 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 24,855: 24,469 18,034 -1,037 -169 -451 -1,778 4,488 1,185 1,761 -99 1,401: -695 466 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.4 86.6 2.8 3.5 0.7 2.8 4.5 0.9 3.1 2.1 1.1: 1.2 0.6 Old : 100.0: 87.4 86.6 2.8 3.5 0.7 2.8 4.5 0.9 3.1 2.1 1.1: 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 : 67: 30 36 4 4 . . . . 6 5 .: Old : 67: 30 36 4 4 . . . . 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 : 50.4 57.8 69.1 69.9 39.4 53.9 53.8 60.0 Old : 50.4 57.8 69.1 69.9 39.4 53.9 53.8 60.0 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 29, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 69,030: 68,634 65,589 0 426 0 0 0 0 0 1,888 0: 396 1,127 Old : 69,030: 68,634 65,589 0 426 0 0 0 0 0 1,888 0: 396 1,127 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 6,350: 6,226 5,575 0 186 0 0 0 0 0 248 0: 124 341 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 99.4 95.0 0.0 0.6 0.0 0.0 0.0 0.0 0.0 2.7 0.0: 0.6 1.6 Old : 100.0: 99.4 95.0 0.0 0.6 0.0 0.0 0.0 0.0 0.0 2.7 0.0: 0.6 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 : 36: 15 25 0 . 0 0 0 0 0 . 0: Old : 36: 15 25 0 . 0 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 82.7 54.7 93.4 74.3 78.3 48.4 85.6 64.0 Old : 82.7 54.7 93.4 74.3 78.3 48.4 85.6 64.0 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 29, 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 : 203,264: 162,002 156,491 19,094 25,869 10,952 3,532 355 1,467 0 763 0: 6,217 7,367 Old : 203,264: 162,002 156,491 19,094 25,869 10,952 3,532 355 1,467 0 763 0: 6,217 7,367 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 7,482: 7,875 6,463 694 511 0 58 69 -100 0 484 0: -1,045 55 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.7 77.0 9.4 12.7 5.4 1.7 0.2 0.7 0.0 0.4 0.0: 3.1 3.6 Old : 100.0: 79.7 77.0 9.4 12.7 5.4 1.7 0.2 0.7 0.0 0.4 0.0: 3.1 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 46: 31 30 . . . . . . 0 . 0: Old : 46: 31 30 . . . . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.5 39.8 65.3 58.3 38.1 31.2 47.1 45.9 Old : 48.5 39.8 65.3 58.3 38.1 31.2 47.1 45.9 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 29, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :mmbtu : : : Positions : All : 24,407: 21,887 18,867 0 247 969 0 2,100 0 0 270 0: 1,551 1,954 Old : 24,407: 21,887 18,867 0 247 969 0 2,100 0 0 270 0: 1,551 1,954 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 1,612: 1,857 1,333 0 -403 279 0 0 0 -558 0 0: 34 403 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.7 77.3 0.0 1.0 4.0 0.0 8.6 0.0 0.0 1.1 0.0: 6.4 8.0 Old : 100.0: 89.7 77.3 0.0 1.0 4.0 0.0 8.6 0.0 0.0 1.1 0.0: 6.4 8.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 16 12 0 . . 0 . 0 0 . 0: Old : 24: 16 12 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 : 66.3 51.3 81.2 79.1 63.6 47.9 73.1 69.2 Old : 66.3 51.3 81.2 79.1 63.6 47.9 73.1 69.2 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 29, 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 : 65,061: 47,135 51,300 248 4,761 4,208 1,378 666 1,434 986 0 0: 9,672 2,692 Old : 65,061: 47,135 51,300 248 4,761 4,208 1,378 666 1,434 986 0 0: 9,672 2,692 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 80: -217 -631 0 0 0 -314 30 125 0 0 0: 486 556 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.4 78.8 0.4 7.3 6.5 2.1 1.0 2.2 1.5 0.0 0.0: 14.9 4.1 Old : 100.0: 72.4 78.8 0.4 7.3 6.5 2.1 1.0 2.2 1.5 0.0 0.0: 14.9 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 15 14 . . . . . . . 0 0: Old : 25: 15 14 . . . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.4 52.2 65.5 72.2 42.2 48.5 51.3 62.2 Old : 50.4 52.2 65.5 72.2 42.2 48.5 51.3 62.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 Disaggregated Commitments of Traders - Futures Only, September 29, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 99,489: 72,586 53,330 5,076 17,840 9,667 362 1,186 3,744 0 5,136 0: 8,054 8,586 Old : 99,489: 72,586 53,330 5,076 17,840 9,667 362 1,186 3,744 0 5,136 0: 8,054 8,586 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 2,499: 2,015 -101 0 0 0 95 467 -95 0 1,498 0: 484 730 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.0 53.6 5.1 17.9 9.7 0.4 1.2 3.8 0.0 5.2 0.0: 8.1 8.6 Old : 100.0: 73.0 53.6 5.1 17.9 9.7 0.4 1.2 3.8 0.0 5.2 0.0: 8.1 8.6 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 : 31: 16 18 4 . 5 . . . 0 . 0: Old : 31: 16 18 4 . 5 . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.4 38.5 78.0 60.6 54.2 31.9 64.5 48.4 Old : 55.4 38.5 78.0 60.6 54.2 31.9 64.5 48.4 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 29, 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 : 113,951: 78,658 102,794 14,564 288 5,037 4,798 0 695 1,645 1,925 31: 8,523 3,181 Old : 113,951: 78,658 102,794 14,564 288 5,037 4,798 0 695 1,645 1,925 31: 8,523 3,181 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 4,144: -781 3,523 118 0 0 1,074 0 -93 363 458 0: 3,463 256 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.0 90.2 12.8 0.3 4.4 4.2 0.0 0.6 1.4 1.7 0.0: 7.5 2.8 Old : 100.0: 69.0 90.2 12.8 0.3 4.4 4.2 0.0 0.6 1.4 1.7 0.0: 7.5 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 20 18 . . . . 0 . . . .: Old : 33: 20 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 : 54.0 69.5 72.3 85.1 43.2 61.2 58.0 71.8 Old : 54.0 69.5 72.3 85.1 43.2 61.2 58.0 71.8 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 29, 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 : 111,098: 74,435 104,425 27,662 4,484 766 360 0 0 4,714 0 0: 3,161 1,423 Old : 111,098: 74,435 104,425 27,662 4,484 766 360 0 0 4,714 0 0: 3,161 1,423 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 960: 383 912 -121 389 492 360 0 0 152 0 0: -306 -833 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.0 94.0 24.9 4.0 0.7 0.3 0.0 0.0 4.2 0.0 0.0: 2.8 1.3 Old : 100.0: 67.0 94.0 24.9 4.0 0.7 0.3 0.0 0.0 4.2 0.0 0.0: 2.8 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 : 30: 16 17 6 . 4 . 0 0 . 0 0: Old : 30: 16 17 6 . 4 . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.8 64.2 74.7 87.1 38.1 46.9 50.5 61.4 Old : 54.8 64.2 74.7 87.1 38.1 46.9 50.5 61.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH Disaggregated Commitments of Traders - Futures Only, September 29, 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 : 112,575: 101,251 106,164 3,100 0 124 445 0 639 0 0 0: 7,016 5,648 Old : 112,575: 101,251 106,164 3,100 0 124 445 0 639 0 0 0: 7,016 5,648 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 2,286: 2,960 2,277 0 0 0 -784 -864 -644 0 -217 0: 754 1,734 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.9 94.3 2.8 0.0 0.1 0.4 0.0 0.6 0.0 0.0 0.0: 6.2 5.0 Old : 100.0: 89.9 94.3 2.8 0.0 0.1 0.4 0.0 0.6 0.0 0.0 0.0: 6.2 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 : 25: 18 16 . 0 . . 0 . 0 0 0: Old : 25: 18 16 . 0 . . 0 . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.0 62.8 86.2 80.1 62.5 59.8 77.2 73.8 Old : 71.0 62.8 86.2 80.1 62.5 59.8 77.2 73.8 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 29, 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 : 184,363: 147,398 60,118 13,193 91,399 6,583 1,874 15,973 3,280 0 217 0: 12,035 6,793 Old : 184,363: 147,398 60,118 13,193 91,399 6,583 1,874 15,973 3,280 0 217 0: 12,035 6,793 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 990: 409 -252 124 -733 0 31 -331 615 0 217 0: -189 1,474 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.9 32.6 7.2 49.6 3.6 1.0 8.7 1.8 0.0 0.1 0.0: 6.5 3.7 Old : 100.0: 79.9 32.6 7.2 49.6 3.6 1.0 8.7 1.8 0.0 0.1 0.0: 6.5 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 24 16 4 8 7 . . 4 0 . 0: Old : 42: 24 16 4 8 7 . . 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 : 46.0 49.0 63.7 68.1 40.1 46.5 53.1 61.9 Old : 46.0 49.0 63.7 68.1 40.1 46.5 53.1 61.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE EASTERN- POOL GAS (INDEX) - ICE FUTURES ENERGY DIV Code-0233BM Disaggregated Commitments of Traders - Futures Only, September 29, 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 : 24,233: 17,707 23,989 0 0 0 1,822 0 0 2,416 0 0: 2,288 244 Old : 24,233: 17,707 23,989 0 0 0 1,822 0 0 2,416 0 0: 2,288 244 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.1 99.0 0.0 0.0 0.0 7.5 0.0 0.0 10.0 0.0 0.0: 9.4 1.0 Old : 100.0: 73.1 99.0 0.0 0.0 0.0 7.5 0.0 0.0 10.0 0.0 0.0: 9.4 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 : 20: 10 12 0 0 0 . 0 0 . 0 0: Old : 20: 10 12 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 : 61.8 79.8 81.2 93.5 52.1 68.0 65.5 78.9 Old : 61.8 79.8 81.2 93.5 52.1 68.0 65.5 78.9 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 29, 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 : 14,645: 12,251 6,676 954 2,480 0 1,080 1,405 0 270 3,294 0: 90 790 Old : 14,645: 12,251 6,676 954 2,480 0 1,080 1,405 0 270 3,294 0: 90 790 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 1,527: 907 1,034 744 434 0 0 124 0 0 -248 0: -124 183 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.7 45.6 6.5 16.9 0.0 7.4 9.6 0.0 1.8 22.5 0.0: 0.6 5.4 Old : 100.0: 83.7 45.6 6.5 16.9 0.0 7.4 9.6 0.0 1.8 22.5 0.0: 0.6 5.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 10 12 . . 0 . . 0 . . 0: Old : 24: 10 12 . . 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 58.1 87.2 79.8 53.3 58.1 78.8 79.1 Old : 60.6 58.1 87.2 79.8 53.3 58.1 78.8 79.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW Disaggregated Commitments of Traders - Futures Only, September 29, 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 : 38,086: 30,418 30,906 6,232 4,558 0 490 1,080 0 248 999 210: 488 333 Old : 38,086: 30,418 30,906 6,232 4,558 0 490 1,080 0 248 999 210: 488 333 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 2,356: 1,608 713 651 1,302 0 0 0 0 248 248 0: -151 93 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.9 81.1 16.4 12.0 0.0 1.3 2.8 0.0 0.7 2.6 0.6: 1.3 0.9 Old : 100.0: 79.9 81.1 16.4 12.0 0.0 1.3 2.8 0.0 0.7 2.6 0.6: 1.3 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 14 11 . . 0 . . 0 . . .: Old : 30: 14 11 . . 0 . . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.3 65.0 84.2 84.0 52.4 65.0 81.3 83.6 Old : 55.3 65.0 84.2 84.0 52.4 65.0 81.3 83.6 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 29, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 48,539: 30,200 43,477 11,418 0 2,775 1,980 0 0 496 540 0: 1,670 1,747 Old : 48,539: 30,200 43,477 11,418 0 2,775 1,980 0 0 496 540 0: 1,670 1,747 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 5,625: 4,162 4,509 1,240 0 0 0 0 0 496 0 0: -273 1,116 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.2 89.6 23.5 0.0 5.7 4.1 0.0 0.0 1.0 1.1 0.0: 3.4 3.6 Old : 100.0: 62.2 89.6 23.5 0.0 5.7 4.1 0.0 0.0 1.0 1.1 0.0: 3.4 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 12 15 4 0 . . 0 0 . . 0: Old : 30: 12 15 4 0 . . 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.0 58.9 77.1 88.5 42.1 58.9 67.0 72.7 Old : 46.0 58.9 77.1 88.5 42.1 58.9 67.0 72.7 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 29, 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 : 218,597: 169,206 141,953 32,441 56,995 9,744 0 0 0 1,404 5,842 998: 4,804 3,065 Old : 218,597: 169,206 141,953 32,441 56,995 9,744 0 0 0 1,404 5,842 998: 4,804 3,065 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 4,410: 3,204 3,951 -365 1,117 1,234 0 0 0 -1 -1,391 -140: 478 -361 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.4 64.9 14.8 26.1 4.5 0.0 0.0 0.0 0.6 2.7 0.5: 2.2 1.4 Old : 100.0: 77.4 64.9 14.8 26.1 4.5 0.0 0.0 0.0 0.6 2.7 0.5: 2.2 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 57: 36 31 . 6 6 0 0 0 . . .: Old : 57: 36 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 : 46.3 53.8 66.1 70.8 45.7 51.2 64.5 66.0 Old : 46.3 53.8 66.1 70.8 45.7 51.2 64.5 66.0 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 29, 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 : 101,495: 85,872 61,459 7,433 34,263 3,307 0 0 0 0 0 0: 4,883 2,466 Old : 101,495: 85,872 61,459 7,433 34,263 3,307 0 0 0 0 0 0: 4,883 2,466 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : -385: -2,125 428 -31 -1,576 614 0 0 0 0 0 0: 1,157 149 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.6 60.6 7.3 33.8 3.3 0.0 0.0 0.0 0.0 0.0 0.0: 4.8 2.4 Old : 100.0: 84.6 60.6 7.3 33.8 3.3 0.0 0.0 0.0 0.0 0.0 0.0: 4.8 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 22 21 . 5 5 0 0 0 0 0 0: Old : 33: 22 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 : 50.7 56.3 69.5 76.7 47.0 54.4 60.7 63.8 Old : 50.7 56.3 69.5 76.7 47.0 54.4 60.7 63.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW Disaggregated Commitments of Traders - Futures Only, September 29, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mm btu : : : Positions : All : 74,562: 39,150 51,891 25,737 10,633 3,674 0 0 0 0 0 0: 6,001 8,364 Old : 74,562: 39,150 51,891 25,737 10,633 3,674 0 0 0 0 0 0: 6,001 8,364 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 4,096: 1,754 505 2,156 5,633 978 0 0 0 0 0 0: -792 -3,020 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.5 69.6 34.5 14.3 4.9 0.0 0.0 0.0 0.0 0.0 0.0: 8.0 11.2 Old : 100.0: 52.5 69.6 34.5 14.3 4.9 0.0 0.0 0.0 0.0 0.0 0.0: 8.0 11.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 11 17 6 . 5 0 0 0 0 0 0: Old : 28: 11 17 6 . 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 : 49.1 55.4 74.1 70.9 44.1 53.7 63.7 63.3 Old : 49.1 55.4 74.1 70.9 44.1 53.7 63.7 63.3 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 29, 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 : 72,762: 52,515 35,935 4,896 26,560 6,931 0 0 0 0 0 0: 8,420 3,336 Old : 72,762: 52,515 35,935 4,896 26,560 6,931 0 0 0 0 0 0: 8,420 3,336 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 2,331: 2,515 2,663 -31 642 0 0 0 0 0 0 0: -153 -974 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.2 49.4 6.7 36.5 9.5 0.0 0.0 0.0 0.0 0.0 0.0: 11.6 4.6 Old : 100.0: 72.2 49.4 6.7 36.5 9.5 0.0 0.0 0.0 0.0 0.0 0.0: 11.6 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 : 29: 19 16 . . 4 0 0 0 0 0 0: Old : 29: 19 16 . . 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 : 44.8 70.7 63.8 83.1 43.0 63.6 58.1 72.8 Old : 44.8 70.7 63.8 83.1 43.0 63.6 58.1 72.8 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 29, 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 : 85,345: 71,869 34,516 3,351 46,144 748 0 0 0 2,258 0 0: 7,119 3,937 Old : 85,345: 71,869 34,516 3,351 46,144 748 0 0 0 2,258 0 0: 7,119 3,937 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 4,365: 3,755 5,070 91 -584 31 0 0 0 124 0 0: 364 -152 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.2 40.4 3.9 54.1 0.9 0.0 0.0 0.0 2.6 0.0 0.0: 8.3 4.6 Old : 100.0: 84.2 40.4 3.9 54.1 0.9 0.0 0.0 0.0 2.6 0.0 0.0: 8.3 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 : 24: 14 6 . 5 . 0 0 0 . 0 0: Old : 24: 14 6 . 5 . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.3 80.3 79.6 93.7 64.2 79.5 79.4 92.4 Old : 64.3 80.3 79.6 93.7 64.2 79.5 79.4 92.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 Disaggregated Commitments of Traders - Futures Only, September 29, 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 : 906,840: 117,903 119,555 218,231 17,655 41,522 185,977 395,848 123,016 68,293 79,490 89,500: 62,398 40,254 Old : 906,840: 117,903 119,555 218,231 17,655 41,522 185,977 395,848 123,016 68,293 79,490 89,500: 62,398 40,254 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 1,067: 2,135 -2,295 -1,141 522 9,245 -3,412 10,381 -3,406 11,549 -2,300 -11,119: -2,784 39 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.0 13.2 24.1 1.9 4.6 20.5 43.7 13.6 7.5 8.8 9.9: 6.9 4.4 Old : 100.0: 13.0 13.2 24.1 1.9 4.6 20.5 43.7 13.6 7.5 8.8 9.9: 6.9 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 : 304: 35 29 27 6 25 53 87 71 39 45 47: Old : 304: 35 29 27 6 25 53 87 71 39 45 47: 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 : 17.0 19.9 28.5 31.6 12.0 19.0 20.3 26.8 Old : 17.0 19.9 28.5 31.6 12.0 19.0 20.3 26.8 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 29, 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 : 353,475: 84,961 82,258 12,241 40,348 48,999 113,266 1,669 20,481 40,049 125,423 29,919: 3,559 4,378 Old : 353,475: 84,961 82,258 12,241 40,348 48,999 113,266 1,669 20,481 40,049 125,423 29,919: 3,559 4,378 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : -26,313: -2,995 -4,688 1,641 -1,430 -8,529 -5,982 -6,262 -5,979 -1,588 2,813 -2,028: -853 -210 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.0 23.3 3.5 11.4 13.9 32.0 0.5 5.8 11.3 35.5 8.5: 1.0 1.2 Old : 100.0: 24.0 23.3 3.5 11.4 13.9 32.0 0.5 5.8 11.3 35.5 8.5: 1.0 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 70: 21 24 4 9 12 9 . 10 12 8 14: Old : 70: 21 24 4 9 12 9 . 10 12 8 14: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.0 51.9 57.1 65.1 38.9 43.2 46.8 48.9 Old : 43.0 51.9 57.1 65.1 38.9 43.2 46.8 48.9 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 29, 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 : 78,403: 9,794 17,499 19,929 12,452 21,122 2,988 4,344 4,542 7,605 6,404 4,923: 7,500 7,117 Old : 78,403: 9,794 17,499 19,929 12,452 21,122 2,988 4,344 4,542 7,605 6,404 4,923: 7,500 7,117 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : -22,108: -4,339 -1,167 1,323 3,117 -9,568 -5,773 -839 -1,043 -470 -11,095 -1,883: -355 370 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.5 22.3 25.4 15.9 26.9 3.8 5.5 5.8 9.7 8.2 6.3: 9.6 9.1 Old : 100.0: 12.5 22.3 25.4 15.9 26.9 3.8 5.5 5.8 9.7 8.2 6.3: 9.6 9.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 7 6 5 7 12 4 . 5 4 5 9: Old : 35: 7 6 5 7 12 4 . 5 4 5 9: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.6 38.6 58.0 56.3 29.8 27.2 37.9 35.6 Old : 40.6 38.6 58.0 56.3 29.8 27.2 37.9 35.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B Disaggregated Commitments of Traders - Futures Only, September 29, 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 : 1,572,924: 518,409 272,651 40,436 897,881 210,357 95,059 21,555 85,237 558,969 32,073 28,145: 36,312 25,025 Old : 1,572,924: 518,409 272,651 40,436 897,881 210,357 95,059 21,555 85,237 558,969 32,073 28,145: 36,312 25,025 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : -100,861: -17,272 -9,856 -8,913 -51,037 -14,136 -24,327 -4,604 -5,369 -34,640 -12,797 990: 2,806 -4,052 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.0 17.3 2.6 57.1 13.4 6.0 1.4 5.4 35.5 2.0 1.8: 2.3 1.6 Old : 100.0: 33.0 17.3 2.6 57.1 13.4 6.0 1.4 5.4 35.5 2.0 1.8: 2.3 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 : 105: 35 34 . 18 19 12 5 12 16 4 16: Old : 105: 35 34 . 18 19 12 5 12 16 4 16: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.2 36.5 65.2 56.9 48.5 35.9 55.0 52.9 Old : 52.2 36.5 65.2 56.9 48.5 35.9 55.0 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 29, 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 : 373,529: 79,937 85,189 173,791 138,219 46,384 4,062 13,845 20,380 13,327 33,570 32,990: 2,658 2,952 Old : 373,529: 79,937 85,189 173,791 138,219 46,384 4,062 13,845 20,380 13,327 33,570 32,990: 2,658 2,952 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : -66,994: -15,984 -13,692 -1,682 -13,322 -12,869 256 4,656 -10,046 -16,060 -11,086 -10,399: -210 -236 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.4 22.8 46.5 37.0 12.4 1.1 3.7 5.5 3.6 9.0 8.8: 0.7 0.8 Old : 100.0: 21.4 22.8 46.5 37.0 12.4 1.1 3.7 5.5 3.6 9.0 8.8: 0.7 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 : 69: 18 18 12 8 14 4 6 7 7 13 11: Old : 69: 18 18 12 8 14 4 6 7 7 13 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 : 39.0 49.5 59.4 70.2 33.0 34.2 45.5 43.8 Old : 39.0 49.5 59.4 70.2 33.0 34.2 45.5 43.8 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 29, 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 : 24,306: 20,315 18,560 2,318 4,665 933 0 0 0 585 0 13: 142 135 Old : 24,306: 20,315 18,560 2,318 4,665 933 0 0 0 585 0 13: 142 135 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 6,171: 5,945 6,233 0 0 0 0 0 0 226 -62 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.6 76.4 9.5 19.2 3.8 0.0 0.0 0.0 2.4 0.0 0.1: 0.6 0.6 Old : 100.0: 83.6 76.4 9.5 19.2 3.8 0.0 0.0 0.0 2.4 0.0 0.1: 0.6 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 21 21 4 4 . 0 0 0 . 0 .: Old : 37: 21 21 4 4 . 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.0 52.9 77.5 72.8 50.3 39.6 58.5 57.2 Old : 60.0 52.9 77.5 72.8 50.3 39.6 58.5 57.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O Disaggregated Commitments of Traders - Futures Only, September 29, 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 : 81,625: 64,315 57,519 5,470 5,660 7,999 0 2,420 0 1,240 6,009 1,567: 1,034 451 Old : 81,625: 64,315 57,519 5,470 5,660 7,999 0 2,420 0 1,240 6,009 1,567: 1,034 451 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 239: 773 -2,930 -3,630 -74 3,163 0 0 0 -188 14 76: 45 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.8 70.5 6.7 6.9 9.8 0.0 3.0 0.0 1.5 7.4 1.9: 1.3 0.6 Old : 100.0: 78.8 70.5 6.7 6.9 9.8 0.0 3.0 0.0 1.5 7.4 1.9: 1.3 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 : 78: 49 46 . 7 8 0 . 0 6 . 7: Old : 78: 49 46 . 7 8 0 . 0 6 . 7: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.6 36.8 64.2 55.7 21.4 24.2 29.8 33.2 Old : 44.6 36.8 64.2 55.7 21.4 24.2 29.8 33.2 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 29, 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 : 22,536: 17,863 15,537 1,424 3,595 2,654 0 46 0 0 480 0: 595 224 Old : 22,536: 17,863 15,537 1,424 3,595 2,654 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 22, 2015 : : 925: -115 -355 0 240 1,040 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.3 68.9 6.3 16.0 11.8 0.0 0.2 0.0 0.0 2.1 0.0: 2.6 1.0 Old : 100.0: 79.3 68.9 6.3 16.0 11.8 0.0 0.2 0.0 0.0 2.1 0.0: 2.6 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 : 68.9 50.3 91.4 79.5 28.4 26.1 33.2 32.9 Old : 68.9 50.3 91.4 79.5 28.4 26.1 33.2 32.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q Disaggregated Commitments of Traders - Futures Only, September 29, 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 : 34,802: 27,217 23,627 2,974 2,056 1,253 1,860 0 0 1,010 7,080 119: 369 667 Old : 34,802: 27,217 23,627 2,974 2,056 1,253 1,860 0 0 1,010 7,080 119: 369 667 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 1,404: 1,587 1,459 5 24 -103 0 0 0 -48 51 -27: -10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.2 67.9 8.5 5.9 3.6 5.3 0.0 0.0 2.9 20.3 0.3: 1.1 1.9 Old : 100.0: 78.2 67.9 8.5 5.9 3.6 5.3 0.0 0.0 2.9 20.3 0.3: 1.1 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 48: 25 25 5 . 5 . 0 0 5 5 .: Old : 48: 25 25 5 . 5 . 0 0 5 5 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.6 43.1 55.2 60.9 19.3 25.5 30.2 34.0 Old : 37.6 43.1 55.2 60.9 19.3 25.5 30.2 34.0 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 29, 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 : 9,626: 8,024 3,594 210 3,727 90 0 0 0 405 971 785: 112 459 Old : 9,626: 8,024 3,594 210 3,727 90 0 0 0 405 971 785: 112 459 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 150: 235 141 0 -45 0 0 0 0 0 99 -105: 20 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.4 37.3 2.2 38.7 0.9 0.0 0.0 0.0 4.2 10.1 8.2: 1.2 4.8 Old : 100.0: 83.4 37.3 2.2 38.7 0.9 0.0 0.0 0.0 4.2 10.1 8.2: 1.2 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 18 16 . 5 . 0 0 0 . . 4: Old : 35: 18 16 . 5 . 0 0 0 . . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.9 45.1 71.2 70.0 47.1 38.3 62.9 57.7 Old : 49.9 45.1 71.2 70.0 47.1 38.3 62.9 57.7 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 29, 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 : 10,810: 8,765 4,852 653 4,593 194 0 0 0 0 844 153: 1,045 174 Old : 10,810: 8,765 4,852 653 4,593 194 0 0 0 0 844 153: 1,045 174 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 133: 87 -93 -60 120 91 0 0 0 0 -15 15: 0 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.1 44.9 6.0 42.5 1.8 0.0 0.0 0.0 0.0 7.8 1.4: 9.7 1.6 Old : 100.0: 81.1 44.9 6.0 42.5 1.8 0.0 0.0 0.0 0.0 7.8 1.4: 9.7 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 : 28: 17 15 . 5 6 0 0 0 0 . .: Old : 28: 17 15 . 5 6 0 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.4 48.9 65.2 73.3 38.1 44.4 52.7 59.8 Old : 42.4 48.9 65.2 73.3 38.1 44.4 52.7 59.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 2, 2015