NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 Disaggregated Commitments of Traders - Futures Only, October 27, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 MMBtus : : : Positions : All : 4,019,452: 2,319,627 1,055,513 366,425 1,536,002 330,300 260,901 82,269 296,749 31,221 328,562 382,441: 31,788 7,616 Old : 4,019,452: 2,319,627 1,055,513 366,425 1,536,002 330,300 260,901 82,269 296,749 31,221 328,562 382,441: 31,788 7,616 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : -1,907: -2,122 -92,274 11,991 53,086 -6,472 -7,183 9,616 14,387 -1,991 32,010 -7,640: -2,877 -4,620 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.7 26.3 9.1 38.2 8.2 6.5 2.0 7.4 0.8 8.2 9.5: 0.8 0.2 Old : 100.0: 57.7 26.3 9.1 38.2 8.2 6.5 2.0 7.4 0.8 8.2 9.5: 0.8 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 238: 115 92 12 16 23 17 15 25 20 32 39: Old : 238: 115 92 12 16 23 17 15 25 20 32 39: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.5 24.8 34.7 42.1 18.7 23.4 29.4 32.7 Old : 20.5 24.8 34.7 42.1 18.7 23.4 29.4 32.7 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, October 27, 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 : 437,304: 50,816 77,402 92,251 115,056 40,990 173,439 87,247 13,336 14,526 50,093 42,721: 9,225 10,459 Old : 437,304: 50,816 77,402 92,251 115,056 40,990 173,439 87,247 13,336 14,526 50,093 42,721: 9,225 10,459 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : 40,940: 21,096 2,526 25,923 -2,617 -18,810 -4,760 44,554 -4,627 9,595 6,507 3,418: 9,105 9,989 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.6 17.7 21.1 26.3 9.4 39.7 20.0 3.0 3.3 11.5 9.8: 2.1 2.4 Old : 100.0: 11.6 17.7 21.1 26.3 9.4 39.7 20.0 3.0 3.3 11.5 9.8: 2.1 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 : 81: 19 19 14 5 17 8 7 8 7 16 13: Old : 81: 19 19 14 5 17 8 7 8 7 16 13: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.2 43.8 69.3 64.7 47.9 39.5 55.7 53.2 Old : 55.2 43.8 69.3 64.7 47.9 39.5 55.7 53.2 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, October 27, 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 : 231,686: 171,301 190,778 25,775 17,997 10,631 7,213 246 2,377 0 3,780 30: 14,359 5,847 Old : 231,686: 171,301 190,778 25,775 17,997 10,631 7,213 246 2,377 0 3,780 30: 14,359 5,847 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : 3,762: 5,804 2,003 1,355 2,464 -100 -533 -60 1,095 -1,687 -1,153 30: -2,202 -517 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.9 82.3 11.1 7.8 4.6 3.1 0.1 1.0 0.0 1.6 0.0: 6.2 2.5 Old : 100.0: 73.9 82.3 11.1 7.8 4.6 3.1 0.1 1.0 0.0 1.6 0.0: 6.2 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 : 52: 29 26 6 4 7 4 . . 0 . .: Old : 52: 29 26 6 4 7 4 . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.5 51.4 60.3 74.2 37.8 44.2 53.0 60.9 Old : 44.5 51.4 60.3 74.2 37.8 44.2 53.0 60.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 Disaggregated Commitments of Traders - Futures Only, October 27, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 113,117: 99,839 86,777 643 20,981 804 4,421 0 1,005 0 111 1,100: 5,305 2,339 Old : 113,117: 99,839 86,777 643 20,981 804 4,421 0 1,005 0 111 1,100: 5,305 2,339 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : 4,017: 4,363 3,102 -342 1,935 -74 80 0 -158 0 0 0: 148 -788 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.3 76.7 0.6 18.5 0.7 3.9 0.0 0.9 0.0 0.1 1.0: 4.7 2.1 Old : 100.0: 88.3 76.7 0.6 18.5 0.7 3.9 0.0 0.9 0.0 0.1 1.0: 4.7 2.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 24 25 . 5 . . 0 . 0 . .: Old : 40: 24 25 . 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 : 55.7 53.6 77.8 74.0 52.8 49.1 71.5 68.1 Old : 55.7 53.6 77.8 74.0 52.8 49.1 71.5 68.1 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, October 27, 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 : 215,673: 192,199 65,399 1,484 121,581 10,609 96 5,939 3,301 0 372 0: 7,984 8,472 Old : 215,673: 192,199 65,399 1,484 121,581 10,609 96 5,939 3,301 0 372 0: 7,984 8,472 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : 8,641: 9,714 -872 -180 13,152 -859 -119 -2,216 1,114 0 0 0: -1,029 -1,678 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.1 30.3 0.7 56.4 4.9 0.0 2.8 1.5 0.0 0.2 0.0: 3.7 3.9 Old : 100.0: 89.1 30.3 0.7 56.4 4.9 0.0 2.8 1.5 0.0 0.2 0.0: 3.7 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 : 46: 21 19 . 13 8 . 4 4 0 . 0: Old : 46: 21 19 . 13 8 . 4 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 : 51.7 48.4 69.3 66.1 45.2 46.8 61.3 62.5 Old : 51.7 48.4 69.3 66.1 45.2 46.8 61.3 62.5 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, October 27, 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 : 627,843: 538,816 208,913 22,715 351,247 53,562 772 1,593 5,775 913 2,928 180: 5,110 3,645 Old : 627,843: 538,816 208,913 22,715 351,247 53,562 772 1,593 5,775 913 2,928 180: 5,110 3,645 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : 2,758: 8,694 3,633 -883 -5,223 1,799 -1,282 929 511 -4,001 1,935 -1,230: -850 404 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.8 33.3 3.6 55.9 8.5 0.1 0.3 0.9 0.1 0.5 0.0: 0.8 0.6 Old : 100.0: 85.8 33.3 3.6 55.9 8.5 0.1 0.3 0.9 0.1 0.5 0.0: 0.8 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 : 62: 39 26 4 10 13 . . . . . .: Old : 62: 39 26 4 10 13 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.8 43.7 55.5 69.2 31.8 38.2 49.1 58.3 Old : 32.8 43.7 55.5 69.2 31.8 38.2 49.1 58.3 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, October 27, 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 : 334,585: 302,680 184,300 6,637 133,123 3,421 279 1,195 5,194 8,746 2,306 364: 7,264 4,682 Old : 334,585: 302,680 184,300 6,637 133,123 3,421 279 1,195 5,194 8,746 2,306 364: 7,264 4,682 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : -1,262: -1,741 -2,815 -246 1,012 -90 279 -1,008 1,269 276 422 240: -1,249 -292 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.5 55.1 2.0 39.8 1.0 0.1 0.4 1.6 2.6 0.7 0.1: 2.2 1.4 Old : 100.0: 90.5 55.1 2.0 39.8 1.0 0.1 0.4 1.6 2.6 0.7 0.1: 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 : 64: 31 29 . 9 4 . 4 5 . . .: Old : 64: 31 29 . 9 4 . 4 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 : 41.7 43.2 63.7 63.1 39.9 42.4 56.8 58.1 Old : 41.7 43.2 63.7 63.1 39.9 42.4 56.8 58.1 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, October 27, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 229,915: 187,777 142,518 20,834 68,431 9,535 2,155 446 2,576 0 1,066 1,606: 5,432 3,737 Old : 229,915: 187,777 142,518 20,834 68,431 9,535 2,155 446 2,576 0 1,066 1,606: 5,432 3,737 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : 6,420: 4,483 7,306 947 -480 -57 179 -213 202 0 0 0: 666 -338 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.7 62.0 9.1 29.8 4.1 0.9 0.2 1.1 0.0 0.5 0.7: 2.4 1.6 Old : 100.0: 81.7 62.0 9.1 29.8 4.1 0.9 0.2 1.1 0.0 0.5 0.7: 2.4 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 : 56: 29 32 . 9 9 . . . 0 . .: Old : 56: 29 32 . 9 9 . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.1 26.9 75.3 48.1 56.8 24.7 73.2 44.8 Old : 57.1 26.9 75.3 48.1 56.8 24.7 73.2 44.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 Disaggregated Commitments of Traders - Futures Only, October 27, 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 : 108,151: 94,430 61,175 3,570 32,481 1,311 0 5,040 1,374 0 0 0: 7,466 6,770 Old : 108,151: 94,430 61,175 3,570 32,481 1,311 0 5,040 1,374 0 0 0: 7,466 6,770 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : 1,240: 1,481 -229 764 478 275 0 1,898 -982 0 0 0: -298 -200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.3 56.6 3.3 30.0 1.2 0.0 4.7 1.3 0.0 0.0 0.0: 6.9 6.3 Old : 100.0: 87.3 56.6 3.3 30.0 1.2 0.0 4.7 1.3 0.0 0.0 0.0: 6.9 6.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 16 18 4 5 5 0 . . 0 0 0: Old : 34: 16 18 4 5 5 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.7 47.9 84.4 70.0 70.4 47.3 82.5 69.3 Old : 70.7 47.9 84.4 70.0 70.4 47.3 82.5 69.3 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, October 27, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 102,552: 82,350 77,934 8,065 5,778 4,781 0 591 0 647 4,583 1,980: 4,729 6,905 Old : 102,552: 82,350 77,934 8,065 5,778 4,781 0 591 0 647 4,583 1,980: 4,729 6,905 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : 4,426: 7,789 4,337 581 -31 -260 0 0 0 -152 2,956 -2,423: -1,109 -153 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.3 76.0 7.9 5.6 4.7 0.0 0.6 0.0 0.6 4.5 1.9: 4.6 6.7 Old : 100.0: 80.3 76.0 7.9 5.6 4.7 0.0 0.6 0.0 0.6 4.5 1.9: 4.6 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 : 39: 24 20 4 . . 0 . 0 . . .: Old : 39: 24 20 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 : 48.8 43.2 65.2 65.0 48.5 42.6 60.8 61.1 Old : 48.8 43.2 65.2 65.0 48.5 42.6 60.8 61.1 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, October 27, 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 : 24,652: 20,957 13,479 0 7,668 1,464 0 1,530 0 1,530 210 0: 701 301 Old : 24,652: 20,957 13,479 0 7,668 1,464 0 1,530 0 1,530 210 0: 701 301 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : 3,450: 3,270 2,370 0 -120 0 0 930 0 -60 0 0: 240 270 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.0 54.7 0.0 31.1 5.9 0.0 6.2 0.0 6.2 0.9 0.0: 2.8 1.2 Old : 100.0: 85.0 54.7 0.0 31.1 5.9 0.0 6.2 0.0 6.2 0.9 0.0: 2.8 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 12 9 0 . . 0 . 0 . . 0: Old : 21: 12 9 0 . . 0 . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.6 75.4 83.5 92.5 50.5 55.0 63.4 65.6 Old : 56.6 75.4 83.5 92.5 50.5 55.0 63.4 65.6 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, October 27, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 74,067: 60,409 29,927 3,045 27,508 665 2,164 2,461 732 0 0 0: 7,052 12,774 Old : 74,067: 60,409 29,927 3,045 27,508 665 2,164 2,461 732 0 0 0: 7,052 12,774 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : -94: -625 449 121 -174 519 -72 -318 81 0 0 0: -118 -651 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.6 40.4 4.1 37.1 0.9 2.9 3.3 1.0 0.0 0.0 0.0: 9.5 17.2 Old : 100.0: 81.6 40.4 4.1 37.1 0.9 2.9 3.3 1.0 0.0 0.0 0.0: 9.5 17.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 16 9 . 7 4 . . . 0 0 0: Old : 26: 16 9 . 7 4 . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.2 42.5 66.9 66.1 45.3 38.9 60.8 59.5 Old : 49.2 42.5 66.9 66.1 45.3 38.9 60.8 59.5 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, October 27, 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 : 178,036: 130,809 79,667 36,549 85,198 4,570 0 2,996 0 0 240 0: 6,108 5,365 Old : 178,036: 130,809 79,667 36,549 85,198 4,570 0 2,996 0 0 240 0: 6,108 5,365 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : -176: -778 92 0 -568 0 0 0 0 0 240 0: 602 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.5 44.7 20.5 47.9 2.6 0.0 1.7 0.0 0.0 0.1 0.0: 3.4 3.0 Old : 100.0: 73.5 44.7 20.5 47.9 2.6 0.0 1.7 0.0 0.0 0.1 0.0: 3.4 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 21 13 4 8 7 0 . 0 0 . 0: Old : 37: 21 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 : 41.6 64.0 65.7 81.3 38.9 63.8 61.9 79.0 Old : 41.6 64.0 65.7 81.3 38.9 63.8 61.9 79.0 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, October 27, 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 : 94,619: 72,646 56,988 13,401 34,283 102 0 0 0 0 0 0: 8,470 3,246 Old : 94,619: 72,646 56,988 13,401 34,283 102 0 0 0 0 0 0: 8,470 3,246 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : 262: -330 940 632 -936 -200 0 0 0 0 0 0: 160 458 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.8 60.2 14.2 36.2 0.1 0.0 0.0 0.0 0.0 0.0 0.0: 9.0 3.4 Old : 100.0: 76.8 60.2 14.2 36.2 0.1 0.0 0.0 0.0 0.0 0.0 0.0: 9.0 3.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 16 15 . . . 0 0 0 0 0 0: Old : 27: 16 15 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.6 63.2 67.8 87.0 43.2 60.9 62.5 81.2 Old : 46.6 63.2 67.8 87.0 43.2 60.9 62.5 81.2 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, October 27, 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 : 18,489: 16,197 13,935 527 4,000 0 0 0 0 668 0 0: 1,097 554 Old : 18,489: 16,197 13,935 527 4,000 0 0 0 0 668 0 0: 1,097 554 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : 1,470: 750 1,382 0 30 0 -270 0 0 420 0 0: 570 58 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.6 75.4 2.9 21.6 0.0 0.0 0.0 0.0 3.6 0.0 0.0: 5.9 3.0 Old : 100.0: 87.6 75.4 2.9 21.6 0.0 0.0 0.0 0.0 3.6 0.0 0.0: 5.9 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 12 16 . . 0 0 0 0 . 0 0: Old : 27: 12 16 . . 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 : 72.7 64.6 82.7 84.0 70.9 61.6 79.5 80.2 Old : 72.7 64.6 82.7 84.0 70.9 61.6 79.5 80.2 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, October 27, 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 : 355,181: 264,174 177,260 69,181 153,874 9,114 0 0 0 420 561 3,980: 8,312 10,392 Old : 355,181: 264,174 177,260 69,181 153,874 9,114 0 0 0 420 561 3,980: 8,312 10,392 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : -601: -1,100 1,337 2,732 1,564 -753 0 -82 -720 0 -809 86: -846 -1,224 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.4 49.9 19.5 43.3 2.6 0.0 0.0 0.0 0.1 0.2 1.1: 2.3 2.9 Old : 100.0: 74.4 49.9 19.5 43.3 2.6 0.0 0.0 0.0 0.1 0.2 1.1: 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 : 59: 39 28 4 10 6 0 0 0 . . .: Old : 59: 39 28 4 10 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 : 34.6 56.1 54.0 72.5 33.6 51.3 51.4 66.2 Old : 34.6 56.1 54.0 72.5 33.6 51.3 51.4 66.2 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, October 27, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 67,547: 51,175 37,693 0 10,972 4,200 3,421 2,192 1,302 0 720 0: 7,449 10,468 Old : 67,547: 51,175 37,693 0 10,972 4,200 3,421 2,192 1,302 0 720 0: 7,449 10,468 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : -648: -1,089 -772 0 -364 -1 480 838 -197 0 720 0: 159 -872 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.8 55.8 0.0 16.2 6.2 5.1 3.2 1.9 0.0 1.1 0.0: 11.0 15.5 Old : 100.0: 75.8 55.8 0.0 16.2 6.2 5.1 3.2 1.9 0.0 1.1 0.0: 11.0 15.5 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 : 26: 13 12 0 6 6 . . . 0 . 0: Old : 26: 13 12 0 6 6 . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.7 51.1 76.5 68.5 51.1 47.3 69.7 58.5 Old : 56.7 51.1 76.5 68.5 51.1 47.3 69.7 58.5 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, October 27, 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 : 62,561: 25,223 33,807 27,237 15,086 5,283 0 2,626 1,026 0 0 0: 3,792 4,733 Old : 62,561: 25,223 33,807 27,237 15,086 5,283 0 2,626 1,026 0 0 0: 3,792 4,733 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : 2,664: 1,608 -87 1,778 2,504 -543 0 1,946 364 0 0 0: -543 -1,520 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.3 54.0 43.5 24.1 8.4 0.0 4.2 1.6 0.0 0.0 0.0: 6.1 7.6 Old : 100.0: 40.3 54.0 43.5 24.1 8.4 0.0 4.2 1.6 0.0 0.0 0.0: 6.1 7.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 8 8 6 5 6 0 . . 0 0 0: Old : 23: 8 8 6 5 6 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.0 58.4 78.2 78.6 51.1 53.6 71.5 71.6 Old : 54.0 58.4 78.2 78.6 51.1 53.6 71.5 71.6 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, October 27, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 92,854: 67,720 73,503 12,975 7,387 3,618 0 1,278 2,022 4,470 4,170 0: 2,049 876 Old : 92,854: 67,720 73,503 12,975 7,387 3,618 0 1,278 2,022 4,470 4,170 0: 2,049 876 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : 27,494: 17,534 20,838 5,878 180 634 -522 1,278 522 4,110 4,170 0: -662 -128 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.9 79.2 14.0 8.0 3.9 0.0 1.4 2.2 4.8 4.5 0.0: 2.2 0.9 Old : 100.0: 72.9 79.2 14.0 8.0 3.9 0.0 1.4 2.2 4.8 4.5 0.0: 2.2 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 50: 18 22 7 . 5 0 . . 4 . 0: Old : 50: 18 22 7 . 5 0 . . 4 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.7 51.4 70.7 69.9 49.7 45.5 59.5 59.8 Old : 50.7 51.4 70.7 69.9 49.7 45.5 59.5 59.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH Disaggregated Commitments of Traders - Futures Only, October 27, 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 : 127,952: 104,001 109,929 7,903 158 1,953 959 6,957 2,041 8,682 5,069 403: 2,010 1,442 Old : 127,952: 104,001 109,929 7,903 158 1,953 959 6,957 2,041 8,682 5,069 403: 2,010 1,442 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : 28,544: 17,928 21,561 4,263 158 837 -25 1,440 205 3,892 3,767 403: 1,041 173 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.3 85.9 6.2 0.1 1.5 0.7 5.4 1.6 6.8 4.0 0.3: 1.6 1.1 Old : 100.0: 81.3 85.9 6.2 0.1 1.5 0.7 5.4 1.6 6.8 4.0 0.3: 1.6 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 65: 26 32 7 . 4 . 4 . 9 4 .: Old : 65: 26 32 7 . 4 . 4 . 9 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 : 41.5 53.0 64.9 71.8 33.3 46.0 47.6 57.8 Old : 41.5 53.0 64.9 71.8 33.3 46.0 47.6 57.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM Disaggregated Commitments of Traders - Futures Only, October 27, 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 : 85,970: 85,090 83,549 0 0 0 0 0 240 0 1,258 0: 640 923 Old : 85,970: 85,090 83,549 0 0 0 0 0 240 0 1,258 0: 640 923 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : 6,030: 5,640 5,584 0 -302 0 0 0 240 0 390 0: 150 118 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 99.0 97.2 0.0 0.0 0.0 0.0 0.0 0.3 0.0 1.5 0.0: 0.7 1.1 Old : 100.0: 99.0 97.2 0.0 0.0 0.0 0.0 0.0 0.3 0.0 1.5 0.0: 0.7 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 14 24 0 0 0 0 0 . 0 . 0: Old : 36: 14 24 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 : 88.3 58.3 94.9 73.7 85.1 54.5 89.9 68.2 Old : 88.3 58.3 94.9 73.7 85.1 54.5 89.9 68.2 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, October 27, 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 : 217,363: 176,242 161,074 12,732 32,568 12,890 4,952 0 1,480 0 120 248: 8,819 8,983 Old : 217,363: 176,242 161,074 12,732 32,568 12,890 4,952 0 1,480 0 120 248: 8,819 8,983 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : 3,711: 3,968 1,787 -516 62 151 640 0 78 0 0 0: -610 1,633 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.1 74.1 5.9 15.0 5.9 2.3 0.0 0.7 0.0 0.1 0.1: 4.1 4.1 Old : 100.0: 81.1 74.1 5.9 15.0 5.9 2.3 0.0 0.7 0.0 0.1 0.1: 4.1 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 : 45: 32 31 . 4 . . 0 . 0 . .: Old : 45: 32 31 . 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 : 47.3 40.4 65.3 61.7 41.3 28.8 50.7 42.1 Old : 47.3 40.4 65.3 61.7 41.3 28.8 50.7 42.1 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, October 27, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :mmbtu : : : Positions : All : 22,075: 20,484 18,122 0 667 309 0 0 0 0 1,109 31: 1,251 1,837 Old : 22,075: 20,484 18,122 0 667 309 0 0 0 0 1,109 31: 1,251 1,837 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : 2,551: 2,646 1,861 0 -90 30 0 0 0 0 510 0: -125 240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.8 82.1 0.0 3.0 1.4 0.0 0.0 0.0 0.0 5.0 0.1: 5.7 8.3 Old : 100.0: 92.8 82.1 0.0 3.0 1.4 0.0 0.0 0.0 0.0 5.0 0.1: 5.7 8.3 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 : 25: 14 13 0 . . 0 0 0 0 . .: Old : 25: 14 13 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 : 72.5 52.8 84.6 76.0 72.5 48.3 82.6 71.4 Old : 72.5 52.8 84.6 76.0 72.5 48.3 82.6 71.4 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, October 27, 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 : 57,654: 36,568 42,988 335 4,836 3,634 2,790 483 1,173 0 0 0: 13,154 4,540 Old : 57,654: 36,568 42,988 335 4,836 3,634 2,790 483 1,173 0 0 0: 13,154 4,540 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : -1,647: -1,965 -1,928 180 90 -180 67 0 251 0 0 0: 0 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.4 74.6 0.6 8.4 6.3 4.8 0.8 2.0 0.0 0.0 0.0: 22.8 7.9 Old : 100.0: 63.4 74.6 0.6 8.4 6.3 4.8 0.8 2.0 0.0 0.0 0.0: 22.8 7.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 12 11 . . . . . . 0 0 0: Old : 21: 12 11 . . . . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.0 54.0 63.2 73.7 39.1 52.7 50.0 65.0 Old : 48.0 54.0 63.2 73.7 39.1 52.7 50.0 65.0 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, October 27, 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 : 99,628: 74,106 50,151 2,578 17,053 13,402 442 3,066 2,967 0 5,008 0: 6,133 7,981 Old : 99,628: 74,106 50,151 2,578 17,053 13,402 442 3,066 2,967 0 5,008 0: 6,133 7,981 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : 479: 1,776 -3 -580 -209 59 -1,110 712 304 0 -984 0: 30 600 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.4 50.3 2.6 17.1 13.5 0.4 3.1 3.0 0.0 5.0 0.0: 6.2 8.0 Old : 100.0: 74.4 50.3 2.6 17.1 13.5 0.4 3.1 3.0 0.0 5.0 0.0: 6.2 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 : 38: 20 19 . 6 7 . . . 0 . 0: Old : 38: 20 19 . 6 7 . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.7 37.8 74.5 58.0 50.9 30.4 61.2 44.7 Old : 51.7 37.8 74.5 58.0 50.9 30.4 61.2 44.7 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, October 27, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 107,339: 76,875 97,854 9,638 288 6,339 2,338 0 1,180 2,214 0 0: 8,755 1,678 Old : 107,339: 76,875 97,854 9,638 288 6,339 2,338 0 1,180 2,214 0 0: 8,755 1,678 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : -474: -276 2,560 -334 0 501 160 0 73 245 -2,440 -31: -812 -1,137 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.6 91.2 9.0 0.3 5.9 2.2 0.0 1.1 2.1 0.0 0.0: 8.2 1.6 Old : 100.0: 71.6 91.2 9.0 0.3 5.9 2.2 0.0 1.1 2.1 0.0 0.0: 8.2 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 20 18 . . . . 0 . . 0 0: Old : 32: 20 18 . . . . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.5 65.8 71.4 84.6 40.2 57.2 55.0 69.7 Old : 52.5 65.8 71.4 84.6 40.2 57.2 55.0 69.7 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, October 27, 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 : 113,794: 81,480 106,936 25,528 3,940 181 0 0 0 2,568 0 0: 4,037 2,737 Old : 113,794: 81,480 106,936 25,528 3,940 181 0 0 0 2,568 0 0: 4,037 2,737 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : 1,741: 4,369 1,803 -120 0 0 0 0 0 -2,996 0 0: 488 -62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.6 94.0 22.4 3.5 0.2 0.0 0.0 0.0 2.3 0.0 0.0: 3.5 2.4 Old : 100.0: 71.6 94.0 22.4 3.5 0.2 0.0 0.0 0.0 2.3 0.0 0.0: 3.5 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 16 15 6 . . 0 0 0 . 0 0: Old : 27: 16 15 6 . . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.4 67.2 76.4 87.4 41.7 47.8 51.7 61.6 Old : 60.4 67.2 76.4 87.4 41.7 47.8 51.7 61.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH Disaggregated Commitments of Traders - Futures Only, October 27, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 110,928: 98,820 104,873 3,224 0 0 181 2,051 1,629 0 0 0: 7,074 2,375 Old : 110,928: 98,820 104,873 3,224 0 0 181 2,051 1,629 0 0 0: 7,074 2,375 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : 2,162: 195 1,554 0 0 0 181 869 1,139 0 0 0: 647 -1,400 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.1 94.5 2.9 0.0 0.0 0.2 1.8 1.5 0.0 0.0 0.0: 6.4 2.1 Old : 100.0: 89.1 94.5 2.9 0.0 0.0 0.2 1.8 1.5 0.0 0.0 0.0: 6.4 2.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 17 18 . 0 0 . . . 0 0 0: Old : 26: 17 18 . 0 0 . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.8 64.4 85.3 80.1 61.9 62.9 77.8 76.8 Old : 67.8 64.4 85.3 80.1 61.9 62.9 77.8 76.8 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, October 27, 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 : 170,548: 134,735 54,781 12,580 85,675 5,857 502 15,523 2,412 0 210 0: 14,462 6,090 Old : 170,548: 134,735 54,781 12,580 85,675 5,857 502 15,523 2,412 0 210 0: 14,462 6,090 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : 2,456: 1,565 1,876 762 300 -468 -520 -474 475 0 210 0: 642 537 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.0 32.1 7.4 50.2 3.4 0.3 9.1 1.4 0.0 0.1 0.0: 8.5 3.6 Old : 100.0: 79.0 32.1 7.4 50.2 3.4 0.3 9.1 1.4 0.0 0.1 0.0: 8.5 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 : 38: 20 15 . 8 7 . . . 0 . 0: Old : 38: 20 15 . 8 7 . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.9 50.3 63.2 69.5 43.1 49.3 57.1 66.9 Old : 45.9 50.3 63.2 69.5 43.1 49.3 57.1 66.9 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, October 27, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 17,777: 16,823 10,925 504 3,650 240 0 775 0 0 1,674 0: 210 513 Old : 17,777: 16,823 10,925 504 3,650 240 0 775 0 0 1,674 0: 210 513 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : 1,080: 1,200 -450 -450 1,170 240 0 0 0 0 0 0: 90 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.6 61.5 2.8 20.5 1.4 0.0 4.4 0.0 0.0 9.4 0.0: 1.2 2.9 Old : 100.0: 94.6 61.5 2.8 20.5 1.4 0.0 4.4 0.0 0.0 9.4 0.0: 1.2 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 : 24: 15 12 . . . 0 . 0 0 . 0: Old : 24: 15 12 . . . 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 : 60.7 56.4 87.3 79.5 57.0 55.0 80.2 77.9 Old : 60.7 56.4 87.3 79.5 57.0 55.0 80.2 77.9 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, October 27, 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 : 32,112: 27,380 27,751 3,622 2,818 0 310 0 0 248 1,269 0: 552 274 Old : 32,112: 27,380 27,751 3,622 2,818 0 310 0 0 248 1,269 0: 552 274 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : 4,218: 4,218 3,887 0 240 0 0 0 0 0 -90 0: 0 181 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.3 86.4 11.3 8.8 0.0 1.0 0.0 0.0 0.8 4.0 0.0: 1.7 0.9 Old : 100.0: 85.3 86.4 11.3 8.8 0.0 1.0 0.0 0.0 0.8 4.0 0.0: 1.7 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: 15 15 . . 0 . 0 0 . . 0: Old : 30: 15 15 . . 0 . 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.5 63.6 84.3 84.1 51.5 63.3 77.7 80.3 Old : 51.5 63.6 84.3 84.1 51.5 63.3 77.7 80.3 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, October 27, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 50,157: 29,394 44,860 15,285 0 3,162 0 0 0 916 300 0: 1,400 1,835 Old : 50,157: 29,394 44,860 15,285 0 3,162 0 0 0 916 300 0: 1,400 1,835 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : 7,571: 2,423 6,667 4,146 0 372 0 0 0 420 300 0: 210 232 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.6 89.4 30.5 0.0 6.3 0.0 0.0 0.0 1.8 0.6 0.0: 2.8 3.7 Old : 100.0: 58.6 89.4 30.5 0.0 6.3 0.0 0.0 0.0 1.8 0.6 0.0: 2.8 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 : 33: 15 18 4 0 . 0 0 0 . . 0: Old : 33: 15 18 4 0 . 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.5 58.3 79.5 83.0 43.4 58.1 66.1 72.7 Old : 50.5 58.3 79.5 83.0 43.4 58.1 66.1 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, October 27, 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 : 204,933: 157,906 126,806 32,201 59,259 5,895 0 102 450 1,002 5,324 1,195: 6,284 5,902 Old : 204,933: 157,906 126,806 32,201 59,259 5,895 0 102 450 1,002 5,324 1,195: 6,284 5,902 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : 965: -392 503 598 -1,020 537 -146 102 266 -118 593 -20: 240 4 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.1 61.9 15.7 28.9 2.9 0.0 0.0 0.2 0.5 2.6 0.6: 3.1 2.9 Old : 100.0: 77.1 61.9 15.7 28.9 2.9 0.0 0.0 0.2 0.5 2.6 0.6: 3.1 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 53: 32 25 . 6 5 0 . . . 4 .: Old : 53: 32 25 . 6 5 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 : 48.1 50.3 67.0 68.3 47.8 47.8 66.0 64.6 Old : 48.1 50.3 67.0 68.3 47.8 47.8 66.0 64.6 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, October 27, 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 : 101,585: 87,398 54,101 4,095 37,869 4,908 0 0 0 402 0 121: 4,661 4,586 Old : 101,585: 87,398 54,101 4,095 37,869 4,908 0 0 0 402 0 121: 4,661 4,586 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : 2,170: 1,809 3,102 424 -163 -250 0 0 0 402 0 121: -336 -640 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.0 53.3 4.0 37.3 4.8 0.0 0.0 0.0 0.4 0.0 0.1: 4.6 4.5 Old : 100.0: 86.0 53.3 4.0 37.3 4.8 0.0 0.0 0.0 0.4 0.0 0.1: 4.6 4.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 14 11 . 6 5 0 0 0 . 0 .: Old : 26: 14 11 . 6 5 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.5 55.6 75.0 77.4 51.4 53.7 66.0 67.1 Old : 54.5 55.6 75.0 77.4 51.4 53.7 66.0 67.1 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, October 27, 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 : 75,277: 38,301 48,834 23,969 16,930 1,492 0 0 0 0 0 0: 11,515 8,021 Old : 75,277: 38,301 48,834 23,969 16,930 1,492 0 0 0 0 0 0: 11,515 8,021 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.9 64.9 31.8 22.5 2.0 0.0 0.0 0.0 0.0 0.0 0.0: 15.3 10.7 Old : 100.0: 50.9 64.9 31.8 22.5 2.0 0.0 0.0 0.0 0.0 0.0 0.0: 15.3 10.7 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 : 23: 9 13 5 . . 0 0 0 0 0 0: Old : 23: 9 13 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 : 51.5 60.7 74.5 78.2 48.1 60.2 66.4 72.7 Old : 51.5 60.7 74.5 78.2 48.1 60.2 66.4 72.7 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, October 27, 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 : 75,850: 55,628 39,668 3,729 27,017 7,503 0 0 0 1,926 0 0: 7,064 1,662 Old : 75,850: 55,628 39,668 3,729 27,017 7,503 0 0 0 1,926 0 0: 7,064 1,662 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : 374: 2,651 3,260 242 -1,340 259 0 0 0 214 0 0: -2,992 -1,805 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.3 52.3 4.9 35.6 9.9 0.0 0.0 0.0 2.5 0.0 0.0: 9.3 2.2 Old : 100.0: 73.3 52.3 4.9 35.6 9.9 0.0 0.0 0.0 2.5 0.0 0.0: 9.3 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 16 16 . . . 0 0 0 . 0 0: Old : 28: 16 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 : 53.9 67.1 72.9 83.0 53.3 61.3 66.5 74.0 Old : 53.9 67.1 72.9 83.0 53.3 61.3 66.5 74.0 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, October 27, 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 : 87,923: 76,537 42,263 3,292 42,652 906 0 0 0 3,404 0 0: 3,784 2,102 Old : 87,923: 76,537 42,263 3,292 42,652 906 0 0 0 3,404 0 0: 3,784 2,102 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : 3,673: 5,866 5,596 210 355 0 0 0 0 0 0 0: -2,403 -2,278 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.1 48.1 3.7 48.5 1.0 0.0 0.0 0.0 3.9 0.0 0.0: 4.3 2.4 Old : 100.0: 87.1 48.1 3.7 48.5 1.0 0.0 0.0 0.0 3.9 0.0 0.0: 4.3 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 13 6 . 5 . 0 0 0 . 0 0: Old : 24: 13 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 : 62.3 73.5 78.7 93.0 62.3 72.4 78.7 91.5 Old : 62.3 73.5 78.7 93.0 62.3 72.4 78.7 91.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 Disaggregated Commitments of Traders - Futures Only, October 27, 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 : 990,658: 113,095 129,931 220,495 13,456 57,093 178,608 393,698 177,091 81,657 83,083 94,982: 67,637 41,324 Old : 990,658: 113,095 129,931 220,495 13,456 57,093 178,608 393,698 177,091 81,657 83,083 94,982: 67,637 41,324 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : 893: -1,728 362 -538 385 7,341 -3,812 -4,409 -4,212 -1,247 -465 3,753: 1,336 -1,862 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.4 13.1 22.3 1.4 5.8 18.0 39.7 17.9 8.2 8.4 9.6: 6.8 4.2 Old : 100.0: 11.4 13.1 22.3 1.4 5.8 18.0 39.7 17.9 8.2 8.4 9.6: 6.8 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 : 316: 34 25 27 4 22 51 97 70 43 49 61: Old : 316: 34 25 27 4 22 51 97 70 43 49 61: 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 : 17.3 16.4 28.4 30.0 11.1 14.7 19.4 22.4 Old : 17.3 16.4 28.4 30.0 11.1 14.7 19.4 22.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 Disaggregated Commitments of Traders - Futures Only, October 27, 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 : 367,345: 101,334 65,593 16,773 32,377 56,423 90,825 8,286 25,207 40,774 144,004 31,301: 4,708 4,154 Old : 367,345: 101,334 65,593 16,773 32,377 56,423 90,825 8,286 25,207 40,774 144,004 31,301: 4,708 4,154 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : 7,849: 2,175 247 3,631 -3,478 3,297 -6,224 5,028 853 1,943 808 1,515: 659 -421 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.6 17.9 4.6 8.8 15.4 24.7 2.3 6.9 11.1 39.2 8.5: 1.3 1.1 Old : 100.0: 27.6 17.9 4.6 8.8 15.4 24.7 2.3 6.9 11.1 39.2 8.5: 1.3 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 84: 28 25 6 9 13 11 6 12 14 8 17: Old : 84: 28 25 6 9 13 11 6 12 14 8 17: 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 50.9 55.0 61.9 34.3 44.2 44.2 48.6 Old : 39.0 50.9 55.0 61.9 34.3 44.2 44.2 48.6 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, October 27, 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 : 118,469: 13,388 20,741 21,573 21,203 26,533 20,034 15,798 7,985 11,812 12,210 10,722: 6,422 3,277 Old : 118,469: 13,388 20,741 21,573 21,203 26,533 20,034 15,798 7,985 11,812 12,210 10,722: 6,422 3,277 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : 27,513: 1,845 1,064 -1,724 3,776 4,859 14,196 12,033 1,634 5,030 3,054 2,606: -933 -1,513 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.3 17.5 18.2 17.9 22.4 16.9 13.3 6.7 10.0 10.3 9.1: 5.4 2.8 Old : 100.0: 11.3 17.5 18.2 17.9 22.4 16.9 13.3 6.7 10.0 10.3 9.1: 5.4 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 57: 9 8 9 6 15 7 5 8 9 12 19: Old : 57: 9 8 9 6 15 7 5 8 9 12 19: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.1 38.9 52.1 56.8 27.1 28.4 35.5 36.8 Old : 34.1 38.9 52.1 56.8 27.1 28.4 35.5 36.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES Code-023P02 Disaggregated Commitments of Traders - Futures Only, October 27, 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 : 39,037: 519 2,017 8,731 4,148 5,310 1,696 80 1,431 1,102 5,574 1,081: 19,167 19,396 Old : 39,037: 519 2,017 8,731 4,148 5,310 1,696 80 1,431 1,102 5,574 1,081: 19,167 19,396 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : 33,146: 379 1,199 7,807 2,855 4,082 905 -176 843 128 4,980 104: 18,898 19,259 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 5.2 22.4 10.6 13.6 4.3 0.2 3.7 2.8 14.3 2.8: 49.1 49.7 Old : 100.0: 1.3 5.2 22.4 10.6 13.6 4.3 0.2 3.7 2.8 14.3 2.8: 49.1 49.7 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 : 22: . . . . 5 . . . 5 5 8: Old : 22: . . . . 5 . . . 5 5 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 : 39.6 34.6 47.0 43.4 24.4 24.3 29.5 29.1 Old : 39.6 34.6 47.0 43.4 24.4 24.3 29.5 29.1 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, October 27, 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 : 1,635,678: 566,047 287,338 23,695 905,682 222,732 75,960 24,974 91,687 582,829 38,604 38,046: 34,682 26,615 Old : 1,635,678: 566,047 287,338 23,695 905,682 222,732 75,960 24,974 91,687 582,829 38,604 38,046: 34,682 26,615 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : 5,785: 15,794 3,346 551 -5,606 -1,226 -2,626 99 2,306 -9,526 1,096 3,370: -2,858 2,400 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.6 17.6 1.4 55.4 13.6 4.6 1.5 5.6 35.6 2.4 2.3: 2.1 1.6 Old : 100.0: 34.6 17.6 1.4 55.4 13.6 4.6 1.5 5.6 35.6 2.4 2.3: 2.1 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 115: 40 38 . 19 19 11 6 13 18 6 17: Old : 115: 40 38 . 19 19 11 6 13 18 6 17: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.2 35.5 63.0 55.3 48.2 34.8 54.1 51.1 Old : 51.2 35.5 63.0 55.3 48.2 34.8 54.1 51.1 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, October 27, 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 : 401,066: 86,438 91,518 178,025 139,346 51,854 6,937 23,249 21,662 20,876 39,550 32,816: 2,458 1,071 Old : 401,066: 86,438 91,518 178,025 139,346 51,854 6,937 23,249 21,662 20,876 39,550 32,816: 2,458 1,071 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : 19,971: 4,269 5,204 1,912 1,953 2,971 979 4,586 2,920 5,847 1,611 711: 362 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.6 22.8 44.4 34.7 12.9 1.7 5.8 5.4 5.2 9.9 8.2: 0.6 0.3 Old : 100.0: 21.6 22.8 44.4 34.7 12.9 1.7 5.8 5.4 5.2 9.9 8.2: 0.6 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 83: 21 18 12 9 17 5 9 10 13 14 20: Old : 83: 21 18 12 9 17 5 9 10 13 14 20: 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 : 36.3 45.5 56.1 66.0 30.4 30.5 41.8 40.3 Old : 36.3 45.5 56.1 66.0 30.4 30.5 41.8 40.3 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, October 27, 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 : 24,129: 20,866 17,104 1,823 5,920 753 0 0 0 546 0 9: 132 343 Old : 24,129: 20,866 17,104 1,823 5,920 753 0 0 0 546 0 9: 132 343 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : 294: 330 285 0 0 0 0 0 0 -45 0 9: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.5 70.9 7.6 24.5 3.1 0.0 0.0 0.0 2.3 0.0 0.0: 0.5 1.4 Old : 100.0: 86.5 70.9 7.6 24.5 3.1 0.0 0.0 0.0 2.3 0.0 0.0: 0.5 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 25 22 4 . . 0 0 0 . 0 .: Old : 37: 25 22 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 : 63.9 56.5 78.2 76.2 46.9 37.0 54.0 55.2 Old : 63.9 56.5 78.2 76.2 46.9 37.0 54.0 55.2 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, October 27, 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 : 87,815: 69,929 65,029 6,913 5,495 6,869 276 2,150 0 1,293 6,368 1,435: 1,100 469 Old : 87,815: 69,929 65,029 6,913 5,495 6,869 276 2,150 0 1,293 6,368 1,435: 1,100 469 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : 3,079: 1,849 3,464 1,130 65 -348 276 0 0 162 -93 -14: 24 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.6 74.1 7.9 6.3 7.8 0.3 2.4 0.0 1.5 7.3 1.6: 1.3 0.5 Old : 100.0: 79.6 74.1 7.9 6.3 7.8 0.3 2.4 0.0 1.5 7.3 1.6: 1.3 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 77: 47 45 4 6 9 . . 0 7 . 6: Old : 77: 47 45 4 6 9 . . 0 7 . 6: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.3 37.9 65.3 57.4 20.0 23.2 26.0 32.2 Old : 46.3 37.9 65.3 57.4 20.0 23.2 26.0 32.2 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, October 27, 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 : 23,293: 17,265 16,778 2,369 3,041 2,774 0 0 0 0 480 0: 885 220 Old : 23,293: 17,265 16,778 2,369 3,041 2,774 0 0 0 0 480 0: 885 220 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : -75: -305 -75 50 0 0 0 0 0 0 0 0: 180 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.1 72.0 10.2 13.1 11.9 0.0 0.0 0.0 0.0 2.1 0.0: 3.8 0.9 Old : 100.0: 74.1 72.0 10.2 13.1 11.9 0.0 0.0 0.0 0.0 2.1 0.0: 3.8 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 : 20: 13 13 . 4 . 0 0 0 0 . 0: Old : 20: 13 13 . 4 . 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.9 52.3 91.6 76.7 38.3 24.8 39.0 36.2 Old : 65.9 52.3 91.6 76.7 38.3 24.8 39.0 36.2 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, October 27, 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 : 36,579: 29,270 25,766 3,052 2,163 1,085 1,860 0 0 746 6,664 215: 351 686 Old : 36,579: 29,270 25,766 3,052 2,163 1,085 1,860 0 0 746 6,664 215: 351 686 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : 1,340: 1,373 1,028 -25 90 105 0 0 0 -172 45 59: 0 13 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.0 70.4 8.3 5.9 3.0 5.1 0.0 0.0 2.0 18.2 0.6: 1.0 1.9 Old : 100.0: 80.0 70.4 8.3 5.9 3.0 5.1 0.0 0.0 2.0 18.2 0.6: 1.0 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 47: 27 25 5 . 5 . 0 0 4 4 .: Old : 47: 27 25 5 . 5 . 0 0 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 : 45.0 46.9 62.6 64.3 20.4 23.9 31.6 32.4 Old : 45.0 46.9 62.6 64.3 20.4 23.9 31.6 32.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R Disaggregated Commitments of Traders - Futures Only, October 27, 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 : 9,074: 7,610 3,821 350 3,543 102 0 0 0 380 793 521: 111 294 Old : 9,074: 7,610 3,821 350 3,543 102 0 0 0 380 793 521: 111 294 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : 450: 500 305 0 0 12 0 0 0 0 375 -62: 0 -180 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.9 42.1 3.9 39.0 1.1 0.0 0.0 0.0 4.2 8.7 5.7: 1.2 3.2 Old : 100.0: 83.9 42.1 3.9 39.0 1.1 0.0 0.0 0.0 4.2 8.7 5.7: 1.2 3.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 20 14 . 5 4 0 0 0 . . 4: Old : 35: 20 14 . 5 4 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 : 48.6 40.9 64.3 68.5 46.3 37.0 61.5 57.4 Old : 48.6 40.9 64.3 68.5 46.3 37.0 61.5 57.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T Disaggregated Commitments of Traders - Futures Only, October 27, 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 : 13,171: 11,093 6,771 819 4,742 70 0 138 0 0 1,127 110: 1,079 213 Old : 13,171: 11,093 6,771 819 4,742 70 0 138 0 0 1,127 110: 1,079 213 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2015 : : 780: 691 127 45 360 0 0 138 0 0 129 -13: 57 39 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.2 51.4 6.2 36.0 0.5 0.0 1.0 0.0 0.0 8.6 0.8: 8.2 1.6 Old : 100.0: 84.2 51.4 6.2 36.0 0.5 0.0 1.0 0.0 0.0 8.6 0.8: 8.2 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 16 13 . 5 . 0 . 0 0 . .: Old : 28: 16 13 . 5 . 0 . 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.0 49.3 69.3 72.8 33.8 39.2 47.2 55.6 Old : 48.0 49.3 69.3 72.8 33.8 39.2 47.2 55.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 30, 2015