NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Disaggregated Commitments of Traders - Futures Only, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 MMBtus :
: : Positions :
All : 4,276,785: 2,411,676 998,142 325,136 1,793,955 254,335 307,823 61,243 388,432 44,075 233,304 499,751: 45,557 47,623
Old : 4,276,785: 2,411,676 998,142 325,136 1,793,955 254,335 307,823 61,243 388,432 44,075 233,304 499,751: 45,557 47,623
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 157,186: 43,957 61,095 -5,015 60,884 -1,889 -8,199 5,389 6,888 26,458 -91,389 83,709: 11,277 32,499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 23.3 7.6 41.9 5.9 7.2 1.4 9.1 1.0 5.5 11.7: 1.1 1.1
Old : 100.0: 56.4 23.3 7.6 41.9 5.9 7.2 1.4 9.1 1.0 5.5 11.7: 1.1 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 : 221: 117 95 8 19 22 14 10 20 11 31 30:
Old : 221: 117 95 8 19 22 14 10 20 11 31 30:
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 : 24.1 25.3 39.3 41.4 19.0 24.5 27.7 34.6
Old : 24.1 25.3 39.3 41.4 19.0 24.5 27.7 34.6
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, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mmbtu :
: : Positions :
All : 330,695: 23,424 61,594 43,682 133,914 31,220 167,497 11,799 18,211 25,975 52,936 20,586: 100 435
Old : 330,695: 23,424 61,594 43,682 133,914 31,220 167,497 11,799 18,211 25,975 52,936 20,586: 100 435
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -187,970: -7,756 -4,087 -45,876 -31,756 -3,636 -87,493 -91,794 -26,642 -788 -14,188 -15,836: 57 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 18.6 13.2 40.5 9.4 50.6 3.6 5.5 7.9 16.0 6.2: 0.0 0.1
Old : 100.0: 7.1 18.6 13.2 40.5 9.4 50.6 3.6 5.5 7.9 16.0 6.2: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 66: 15 13 11 7 14 5 6 5 9 10 7:
Old : 66: 15 13 11 7 14 5 6 5 9 10 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 45.0 77.2 64.4 51.9 41.3 62.3 58.0
Old : 63.6 45.0 77.2 64.4 51.9 41.3 62.3 58.0
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, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 234,500: 154,518 190,251 19,043 8,088 13,652 14,041 0 3,963 6,603 5,852 5,294: 17,386 7,400
Old : 234,500: 154,518 190,251 19,043 8,088 13,652 14,041 0 3,963 6,603 5,852 5,294: 17,386 7,400
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 7,176: 6,687 4,405 -2,661 3,056 -1,868 -973 -419 1,775 685 -4,156 4,292: -761 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 81.1 8.1 3.4 5.8 6.0 0.0 1.7 2.8 2.5 2.3: 7.4 3.2
Old : 100.0: 65.9 81.1 8.1 3.4 5.8 6.0 0.0 1.7 2.8 2.5 2.3: 7.4 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 : 52: 27 21 4 5 7 5 0 . . 4 4:
Old : 52: 27 21 4 5 7 5 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 : 28.7 45.6 44.8 72.0 28.1 38.5 40.8 58.5
Old : 28.7 45.6 44.8 72.0 28.1 38.5 40.8 58.5
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, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 109,447: 97,105 81,926 361 19,133 1,067 637 181 1,628 0 1,170 1,187: 7,462 3,155
Old : 109,447: 97,105 81,926 361 19,133 1,067 637 181 1,628 0 1,170 1,187: 7,462 3,155
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 1,749: 1,428 1,873 0 -328 -245 637 181 1,628 -766 0 0: -933 -1,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.7 74.9 0.3 17.5 1.0 0.6 0.2 1.5 0.0 1.1 1.1: 6.8 2.9
Old : 100.0: 88.7 74.9 0.3 17.5 1.0 0.6 0.2 1.5 0.0 1.1 1.1: 6.8 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 : 36: 23 24 . 4 . . . . 0 . .:
Old : 36: 23 24 . 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 : 51.3 45.3 69.7 67.1 49.6 42.1 63.8 60.0
Old : 51.3 45.3 69.7 67.1 49.6 42.1 63.8 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
Disaggregated Commitments of Traders - Futures Only, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 240,055: 204,301 53,204 1,088 151,422 9,326 2,441 8,205 9,003 315 0 0: 13,581 8,895
Old : 240,055: 204,301 53,204 1,088 151,422 9,326 2,441 8,205 9,003 315 0 0: 13,581 8,895
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 1,512: 3,411 -5 0 1,299 -641 -651 827 -238 -26 0 0: -343 270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 22.2 0.5 63.1 3.9 1.0 3.4 3.8 0.1 0.0 0.0: 5.7 3.7
Old : 100.0: 85.1 22.2 0.5 63.1 3.9 1.0 3.4 3.8 0.1 0.0 0.0: 5.7 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 22 16 . 15 6 . . 4 . 0 0:
Old : 47: 22 16 . 15 6 . . 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 : 49.5 45.5 67.7 67.3 47.7 44.9 64.7 66.2
Old : 49.5 45.5 67.7 67.3 47.7 44.9 64.7 66.2
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, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 643,326: 560,022 191,948 21,935 385,029 43,503 1,641 2,587 6,270 0 7,142 2,074: 7,881 4,773
Old : 643,326: 560,022 191,948 21,935 385,029 43,503 1,641 2,587 6,270 0 7,142 2,074: 7,881 4,773
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 1,330: 5,833 -8,910 641 6,686 1,437 303 151 -64 -4,950 2,154 180: -2,050 -304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 29.8 3.4 59.8 6.8 0.3 0.4 1.0 0.0 1.1 0.3: 1.2 0.7
Old : 100.0: 87.1 29.8 3.4 59.8 6.8 0.3 0.4 1.0 0.0 1.1 0.3: 1.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 60: 36 26 4 10 13 . . 4 0 . .:
Old : 60: 36 26 4 10 13 . . 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 : 31.5 44.1 55.1 71.5 30.2 42.7 49.1 65.8
Old : 31.5 44.1 55.1 71.5 30.2 42.7 49.1 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
Disaggregated Commitments of Traders - Futures Only, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 305,338: 270,820 165,597 13,662 121,359 730 313 2,159 5,025 6,000 1,781 240: 8,548 8,447
Old : 305,338: 270,820 165,597 13,662 121,359 730 313 2,159 5,025 6,000 1,781 240: 8,548 8,447
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 1,048: 1,701 525 597 336 57 -35 -68 242 0 -360 0: -1,514 316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.7 54.2 4.5 39.7 0.2 0.1 0.7 1.6 2.0 0.6 0.1: 2.8 2.8
Old : 100.0: 88.7 54.2 4.5 39.7 0.2 0.1 0.7 1.6 2.0 0.6 0.1: 2.8 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 : 58: 28 28 4 8 4 . . . . . .:
Old : 58: 28 28 4 8 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 40.1 66.9 59.0 45.4 39.5 60.9 58.4
Old : 46.9 40.1 66.9 59.0 45.4 39.5 60.9 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
Disaggregated Commitments of Traders - Futures Only, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 275,187: 235,356 188,502 19,362 60,550 11,840 0 1,011 4,317 248 1,697 300: 3,764 6,970
Old : 275,187: 235,356 188,502 19,362 60,550 11,840 0 1,011 4,317 248 1,697 300: 3,764 6,970
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 3,687: 2,592 1,400 0 1,958 -20 0 -1,254 1,045 248 434 0: -178 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 68.5 7.0 22.0 4.3 0.0 0.4 1.6 0.1 0.6 0.1: 1.4 2.5
Old : 100.0: 85.5 68.5 7.0 22.0 4.3 0.0 0.4 1.6 0.1 0.6 0.1: 1.4 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 29 33 . 8 9 0 . . . . .:
Old : 56: 29 33 . 8 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 : 62.6 31.5 77.8 51.4 62.5 29.5 74.6 46.2
Old : 62.6 31.5 77.8 51.4 62.5 29.5 74.6 46.2
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, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 105,959: 92,247 61,579 1,794 32,012 571 1,397 0 2,998 0 496 0: 6,952 8,303
Old : 105,959: 92,247 61,579 1,794 32,012 571 1,397 0 2,998 0 496 0: 6,952 8,303
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 4,082: 3,629 4,006 0 0 0 -323 0 -50 0 186 0: 826 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 58.1 1.7 30.2 0.5 1.3 0.0 2.8 0.0 0.5 0.0: 6.6 7.8
Old : 100.0: 87.1 58.1 1.7 30.2 0.5 1.3 0.0 2.8 0.0 0.5 0.0: 6.6 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 16 17 . 5 . . 0 . 0 . 0:
Old : 33: 16 17 . 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 : 70.9 48.5 83.6 71.3 70.9 47.5 79.7 70.3
Old : 70.9 48.5 83.6 71.3 70.9 47.5 79.7 70.3
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, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mmbtu :
: : Positions :
All : 112,943: 90,117 83,323 10,558 3,424 3,441 360 7,578 0 5 3,301 2,270: 6,192 9,606
Old : 112,943: 90,117 83,323 10,558 3,424 3,441 360 7,578 0 5 3,301 2,270: 6,192 9,606
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 880: 761 813 -17 0 78 0 235 0 5 -206 111: -58 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 73.8 9.3 3.0 3.0 0.3 6.7 0.0 0.0 2.9 2.0: 5.5 8.5
Old : 100.0: 79.8 73.8 9.3 3.0 3.0 0.3 6.7 0.0 0.0 2.9 2.0: 5.5 8.5
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 : 43: 25 22 5 . . . . 0 . 4 5:
Old : 43: 25 22 5 . . . . 0 . 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 : 47.0 39.3 61.2 65.3 46.7 38.8 59.8 60.1
Old : 47.0 39.3 61.2 65.3 46.7 38.8 59.8 60.1
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, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mmbtu :
: : Positions :
All : 27,513: 24,957 19,890 0 5,143 868 0 0 0 1,440 527 0: 248 1,085
Old : 27,513: 24,957 19,890 0 5,143 868 0 0 0 1,440 527 0: 248 1,085
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 837: 527 186 0 -186 403 0 0 0 -93 0 0: 0 434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.7 72.3 0.0 18.7 3.2 0.0 0.0 0.0 5.2 1.9 0.0: 0.9 3.9
Old : 100.0: 90.7 72.3 0.0 18.7 3.2 0.0 0.0 0.0 5.2 1.9 0.0: 0.9 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 : 21: 13 8 0 . . 0 0 0 . . 0:
Old : 21: 13 8 0 . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 79.1 85.2 92.1 63.8 70.8 81.1 79.6
Old : 64.9 79.1 85.2 92.1 63.8 70.8 81.1 79.6
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, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mmbtu :
: : Positions :
All : 92,717: 78,782 36,666 2,768 37,077 308 0 3,875 1,836 0 0 0: 9,023 12,955
Old : 92,717: 78,782 36,666 2,768 37,077 308 0 3,875 1,836 0 0 0: 9,023 12,955
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 8,985: 8,920 6,470 0 836 31 0 963 -60 0 0 0: 94 745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 39.5 3.0 40.0 0.3 0.0 4.2 2.0 0.0 0.0 0.0: 9.7 14.0
Old : 100.0: 85.0 39.5 3.0 40.0 0.3 0.0 4.2 2.0 0.0 0.0 0.0: 9.7 14.0
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: 16 10 . 7 . 0 . . 0 0 0:
Old : 27: 16 10 . 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 : 62.9 44.6 75.2 66.3 61.8 41.2 73.1 62.8
Old : 62.9 44.6 75.2 66.3 61.8 41.2 73.1 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W
Disaggregated Commitments of Traders - Futures Only, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mm btu :
: : Positions :
All : 167,755: 118,799 77,979 37,420 77,229 6,930 0 2,782 0 0 0 0: 4,606 2,835
Old : 167,755: 118,799 77,979 37,420 77,229 6,930 0 2,782 0 0 0 0: 4,606 2,835
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -3,203: -10,404 -2,375 4,596 -3,342 2,574 0 0 0 0 0 0: 31 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 46.5 22.3 46.0 4.1 0.0 1.7 0.0 0.0 0.0 0.0: 2.7 1.7
Old : 100.0: 70.8 46.5 22.3 46.0 4.1 0.0 1.7 0.0 0.0 0.0 0.0: 2.7 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 21 11 5 7 7 0 . 0 0 0 0:
Old : 36: 21 11 5 7 7 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 69.5 64.9 83.3 40.7 69.0 62.0 81.0
Old : 43.2 69.5 64.9 83.3 40.7 69.0 62.0 81.0
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, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mmbtu :
: : Positions :
All : 90,386: 71,461 58,156 10,322 29,701 539 0 0 0 0 0 0: 8,064 1,990
Old : 90,386: 71,461 58,156 10,322 29,701 539 0 0 0 0 0 0: 8,064 1,990
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 753: 682 744 62 0 9 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 64.3 11.4 32.9 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 8.9 2.2
Old : 100.0: 79.1 64.3 11.4 32.9 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 8.9 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 : 30: 18 14 . . . 0 0 0 0 0 0:
Old : 30: 18 14 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 60.9 67.7 87.1 46.7 58.3 63.5 82.2
Old : 48.0 60.9 67.7 87.1 46.7 58.3 63.5 82.2
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, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mmbtu :
: : Positions :
All : 337,395: 247,730 158,493 61,749 148,923 14,814 3,464 0 0 14 6,252 2,457: 7,167 6,456
Old : 337,395: 247,730 158,493 61,749 148,923 14,814 3,464 0 0 14 6,252 2,457: 7,167 6,456
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 1,061: -236 2,271 1,050 -3,778 2,302 0 0 0 -538 1,526 -1,642: 125 382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 47.0 18.3 44.1 4.4 1.0 0.0 0.0 0.0 1.9 0.7: 2.1 1.9
Old : 100.0: 73.4 47.0 18.3 44.1 4.4 1.0 0.0 0.0 0.0 1.9 0.7: 2.1 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 66: 41 30 4 11 7 . 0 0 . 5 4:
Old : 66: 41 30 4 11 7 . 0 0 . 5 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 55.2 51.8 70.0 28.8 51.3 48.9 63.9
Old : 31.7 55.2 51.8 70.0 28.8 51.3 48.9 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
Disaggregated Commitments of Traders - Futures Only, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mmbtu :
: : Positions :
All : 70,603: 54,001 36,086 469 16,587 4,021 0 3,641 2,026 0 0 0: 10,086 8,242
Old : 70,603: 54,001 36,086 469 16,587 4,021 0 3,641 2,026 0 0 0: 10,086 8,242
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 5,874: 6,404 3,233 221 194 19 0 2,478 -650 0 0 0: -120 600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 51.1 0.7 23.5 5.7 0.0 5.2 2.9 0.0 0.0 0.0: 14.3 11.7
Old : 100.0: 76.5 51.1 0.7 23.5 5.7 0.0 5.2 2.9 0.0 0.0 0.0: 14.3 11.7
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 : 29: 12 14 . 5 6 0 . . 0 0 0:
Old : 29: 12 14 . 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 : 59.9 44.3 76.4 63.7 57.5 37.9 66.7 54.7
Old : 59.9 44.3 76.4 63.7 57.5 37.9 66.7 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
Disaggregated Commitments of Traders - Futures Only, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mmbtu :
: : Positions :
All : 14,478: 11,294 12,324 1,803 372 0 0 0 0 0 0 0: 1,381 1,782
Old : 14,478: 11,294 12,324 1,803 372 0 0 0 0 0 0 0: 1,381 1,782
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 85.1 12.5 2.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 9.5 12.3
Old : 100.0: 78.0 85.1 12.5 2.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 9.5 12.3
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 : 21: 9 13 . . 0 0 0 0 0 0 0:
Old : 21: 9 13 . . 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 : 60.4 49.6 83.3 72.9 57.1 48.3 80.0 70.0
Old : 60.4 49.6 83.3 72.9 57.1 48.3 80.0 70.0
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, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mmbtu :
: : Positions :
All : 73,570: 34,600 44,603 28,996 18,238 4,378 267 1,083 1,243 0 0 0: 4,086 4,025
Old : 73,570: 34,600 44,603 28,996 18,238 4,378 267 1,083 1,243 0 0 0: 4,086 4,025
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 2,931: 2,196 3,783 -150 116 248 267 -1,119 246 0 0 0: 124 -343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 60.6 39.4 24.8 6.0 0.4 1.5 1.7 0.0 0.0 0.0: 5.6 5.5
Old : 100.0: 47.0 60.6 39.4 24.8 6.0 0.4 1.5 1.7 0.0 0.0 0.0: 5.6 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 9 13 5 4 7 . . . 0 0 0:
Old : 25: 9 13 5 4 7 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 57.4 80.0 74.2 41.0 53.4 62.8 63.5
Old : 50.6 57.4 80.0 74.2 41.0 53.4 62.8 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
Disaggregated Commitments of Traders - Futures Only, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mmbtu :
: : Positions :
All : 102,080: 59,187 86,331 19,802 4,102 2,878 5,339 4,495 0 13,547 3,131 0: 1,327 1,143
Old : 102,080: 59,187 86,331 19,802 4,102 2,878 5,339 4,495 0 13,547 3,131 0: 1,327 1,143
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 24,552: 13,423 18,321 4,130 372 775 -3,100 2,496 0 9,858 2,108 0: -534 480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 84.6 19.4 4.0 2.8 5.2 4.4 0.0 13.3 3.1 0.0: 1.3 1.1
Old : 100.0: 58.0 84.6 19.4 4.0 2.8 5.2 4.4 0.0 13.3 3.1 0.0: 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 : 60: 21 27 8 . . . . 0 . . 0:
Old : 60: 21 27 8 . . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 55.9 60.5 71.2 34.5 49.5 50.1 62.6
Old : 42.0 55.9 60.5 71.2 34.5 49.5 50.1 62.6
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, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mmbtu :
: : Positions :
All : 141,639: 81,586 110,856 11,412 2,423 5,110 24,745 8,277 372 10,137 6,355 7,192: 1,085 1,054
Old : 141,639: 81,586 110,856 11,412 2,423 5,110 24,745 8,277 372 10,137 6,355 7,192: 1,085 1,054
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 25,761: 14,725 19,840 1,302 -1,178 2,480 -3,472 1,953 372 6,634 -1,519 3,503: 217 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 78.3 8.1 1.7 3.6 17.5 5.8 0.3 7.2 4.5 5.1: 0.8 0.7
Old : 100.0: 57.6 78.3 8.1 1.7 3.6 17.5 5.8 0.3 7.2 4.5 5.1: 0.8 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 78: 32 33 7 . . 7 . . 6 6 .:
Old : 78: 32 33 7 . . 7 . . 6 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 : 39.5 54.4 55.5 72.0 33.5 48.9 47.3 58.1
Old : 39.5 54.4 55.5 72.0 33.5 48.9 47.3 58.1
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, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mmbtu :
: : Positions :
All : 76,823: 72,421 74,293 248 868 0 3,007 0 0 248 279 155: 744 1,228
Old : 76,823: 72,421 74,293 248 868 0 3,007 0 0 248 279 155: 744 1,228
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 3,514: 2,584 3,018 248 0 0 0 0 0 248 279 155: 279 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.3 96.7 0.3 1.1 0.0 3.9 0.0 0.0 0.3 0.4 0.2: 1.0 1.6
Old : 100.0: 94.3 96.7 0.3 1.1 0.0 3.9 0.0 0.0 0.3 0.4 0.2: 1.0 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 16 23 . . 0 . 0 0 . . .:
Old : 37: 16 23 . . 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 : 76.2 61.6 88.7 79.4 76.2 58.5 87.3 74.8
Old : 76.2 61.6 88.7 79.4 76.2 58.5 87.3 74.8
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, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mmbtu :
: : Positions :
All : 208,576: 173,448 149,280 12,884 34,851 12,429 413 0 3,192 0 0 0: 6,210 8,824
Old : 208,576: 173,448 149,280 12,884 34,851 12,429 413 0 3,192 0 0 0: 6,210 8,824
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 81: 176 390 93 0 -75 75 -19 -167 0 0 0: -21 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 71.6 6.2 16.7 6.0 0.2 0.0 1.5 0.0 0.0 0.0: 3.0 4.2
Old : 100.0: 83.2 71.6 6.2 16.7 6.0 0.2 0.0 1.5 0.0 0.0 0.0: 3.0 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 36 30 . 4 . . 0 . 0 0 0:
Old : 48: 36 30 . 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 : 51.0 41.0 67.1 61.3 49.0 30.9 57.1 44.7
Old : 51.0 41.0 67.1 61.3 49.0 30.9 57.1 44.7
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, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :mmbtu :
: : Positions :
All : 22,942: 21,803 17,300 0 151 403 0 0 0 0 1,612 0: 736 3,476
Old : 22,942: 21,803 17,300 0 151 403 0 0 0 0 1,612 0: 736 3,476
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -534: -658 -782 0 0 0 0 -248 0 0 0 0: 124 496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.0 75.4 0.0 0.7 1.8 0.0 0.0 0.0 0.0 7.0 0.0: 3.2 15.2
Old : 100.0: 95.0 75.4 0.0 0.7 1.8 0.0 0.0 0.0 0.0 7.0 0.0: 3.2 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 9 0 . . 0 0 0 0 . 0:
Old : 22: 14 9 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 : 72.1 57.9 86.4 75.6 72.1 55.0 84.4 69.0
Old : 72.1 57.9 86.4 75.6 72.1 55.0 84.4 69.0
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, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mmbtu :
: : Positions :
All : 104,115: 82,188 50,931 1,089 16,546 13,533 167 6,210 1,698 0 4,708 0: 5,440 10,489
Old : 104,115: 82,188 50,931 1,089 16,546 13,533 167 6,210 1,698 0 4,708 0: 5,440 10,489
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 1,906: 2,518 771 153 0 279 -448 1,074 -334 0 0 0: -262 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 48.9 1.0 15.9 13.0 0.2 6.0 1.6 0.0 4.5 0.0: 5.2 10.1
Old : 100.0: 78.9 48.9 1.0 15.9 13.0 0.2 6.0 1.6 0.0 4.5 0.0: 5.2 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 16 20 . 6 7 . . . 0 . 0:
Old : 38: 16 20 . 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 : 56.9 36.6 76.7 57.7 56.6 29.4 66.8 45.2
Old : 56.9 36.6 76.7 57.7 56.6 29.4 66.8 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
Disaggregated Commitments of Traders - Futures Only, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mmbtu :
: : Positions :
All : 105,823: 70,224 100,135 12,275 280 1,909 9,323 0 1,061 1,816 0 0: 9,215 2,438
Old : 105,823: 70,224 100,135 12,275 280 1,909 9,323 0 1,061 1,816 0 0: 9,215 2,438
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 412: -673 849 85 0 0 365 0 -247 123 -372 0: 759 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 94.6 11.6 0.3 1.8 8.8 0.0 1.0 1.7 0.0 0.0: 8.7 2.3
Old : 100.0: 66.4 94.6 11.6 0.3 1.8 8.8 0.0 1.0 1.7 0.0 0.0: 8.7 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 17 . . . 4 0 . . 0 0:
Old : 31: 16 17 . . . 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 : 51.2 63.4 70.9 81.1 42.6 54.0 58.4 69.8
Old : 51.2 63.4 70.9 81.1 42.6 54.0 58.4 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC
Disaggregated Commitments of Traders - Futures Only, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mmbtu :
: : Positions :
All : 116,394: 84,660 108,103 22,848 3,757 206 957 0 0 2,996 0 0: 4,727 4,328
Old : 116,394: 84,660 108,103 22,848 3,757 206 957 0 0 2,996 0 0: 4,727 4,328
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 1,352: 91 1,197 856 0 0 310 0 0 0 0 0: 95 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 92.9 19.6 3.2 0.2 0.8 0.0 0.0 2.6 0.0 0.0: 4.1 3.7
Old : 100.0: 72.7 92.9 19.6 3.2 0.2 0.8 0.0 0.0 2.6 0.0 0.0: 4.1 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 12 6 . . . 0 0 . 0 0:
Old : 25: 12 12 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 : 59.4 72.0 77.5 91.4 46.6 55.2 59.9 71.1
Old : 59.4 72.0 77.5 91.4 46.6 55.2 59.9 71.1
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, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mmbtu :
: : Positions :
All : 114,490: 103,266 109,545 3,899 0 215 98 0 507 0 0 0: 6,505 4,223
Old : 114,490: 103,266 109,545 3,899 0 215 98 0 507 0 0 0: 6,505 4,223
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -112: -378 -405 0 0 0 -1,022 -353 -157 0 0 0: 1,445 803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.2 95.7 3.4 0.0 0.2 0.1 0.0 0.4 0.0 0.0 0.0: 5.7 3.7
Old : 100.0: 90.2 95.7 3.4 0.0 0.2 0.1 0.0 0.4 0.0 0.0 0.0: 5.7 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 17 . 0 . . 0 . 0 0 0:
Old : 26: 17 17 . 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 : 67.9 63.2 82.8 86.2 63.4 60.3 76.5 82.5
Old : 67.9 63.2 82.8 86.2 63.4 60.3 76.5 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
Disaggregated Commitments of Traders - Futures Only, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mmbtu :
: : Positions :
All : 140,574: 105,525 33,431 10,233 81,346 4,578 0 6,042 1,396 496 1,991 0: 18,346 11,790
Old : 140,574: 105,525 33,431 10,233 81,346 4,578 0 6,042 1,396 496 1,991 0: 18,346 11,790
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -580: -1,324 -434 -31 89 0 0 468 -182 496 -31 0: 461 -490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 23.8 7.3 57.9 3.3 0.0 4.3 1.0 0.4 1.4 0.0: 13.1 8.4
Old : 100.0: 75.1 23.8 7.3 57.9 3.3 0.0 4.3 1.0 0.4 1.4 0.0: 13.1 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 19 16 . 7 6 0 . . . . 0:
Old : 35: 19 16 . 7 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 : 44.8 52.2 61.8 68.2 40.9 52.0 55.9 65.4
Old : 44.8 52.2 61.8 68.2 40.9 52.0 55.9 65.4
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, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mmbtu :
: : Positions :
All : 8,990: 7,316 6,913 496 651 0 0 0 0 0 651 0: 1,178 775
Old : 8,990: 7,316 6,913 496 651 0 0 0 0 0 651 0: 1,178 775
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 76.9 5.5 7.2 0.0 0.0 0.0 0.0 0.0 7.2 0.0: 13.1 8.6
Old : 100.0: 81.4 76.9 5.5 7.2 0.0 0.0 0.0 0.0 0.0 7.2 0.0: 13.1 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 8 . . 0 0 0 0 0 . 0:
Old : 20: 11 8 . . 0 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 60.0 73.4 81.0 41.4 60.0 65.2 77.6
Old : 49.7 60.0 73.4 81.0 41.4 60.0 65.2 77.6
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, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mmbtu :
: : Positions :
All : 24,391: 22,190 20,578 1,612 0 0 0 496 0 0 2,635 186: 403 496
Old : 24,391: 22,190 20,578 1,612 0 0 0 496 0 0 2,635 186: 403 496
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 1,426: 1,023 1,302 62 0 0 0 0 0 0 -62 62: 279 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.0 84.4 6.6 0.0 0.0 0.0 2.0 0.0 0.0 10.8 0.8: 1.7 2.0
Old : 100.0: 91.0 84.4 6.6 0.0 0.0 0.0 2.0 0.0 0.0 10.8 0.8: 1.7 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 15 . 0 0 0 . 0 0 4 .:
Old : 29: 16 15 . 0 0 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 : 64.4 49.2 80.4 71.1 59.0 48.4 73.5 63.8
Old : 64.4 49.2 80.4 71.1 59.0 48.4 73.5 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
Disaggregated Commitments of Traders - Futures Only, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mmbtu :
: : Positions :
All : 49,672: 29,233 46,076 16,250 0 1,767 0 0 0 0 899 0: 2,422 930
Old : 49,672: 29,233 46,076 16,250 0 1,767 0 0 0 0 899 0: 2,422 930
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 930: 682 1,054 124 0 0 0 0 0 0 93 0: 124 -217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 92.8 32.7 0.0 3.6 0.0 0.0 0.0 0.0 1.8 0.0: 4.9 1.9
Old : 100.0: 58.9 92.8 32.7 0.0 3.6 0.0 0.0 0.0 0.0 1.8 0.0: 4.9 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 12 17 . 0 . 0 0 0 0 . 0:
Old : 28: 12 17 . 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 : 62.4 76.3 86.9 87.8 60.4 76.3 78.6 81.6
Old : 62.4 76.3 86.9 87.8 60.4 76.3 78.6 81.6
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, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mm btu :
: : Positions :
All : 200,330: 151,466 132,589 26,981 38,518 11,763 0 798 330 0 7,775 1,260: 8,530 7,297
Old : 200,330: 151,466 132,589 26,981 38,518 11,763 0 798 330 0 7,775 1,260: 8,530 7,297
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 5,826: 3,893 6,262 -31 -2,044 1,633 0 29 0 0 318 367: -36 -739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 66.2 13.5 19.2 5.9 0.0 0.4 0.2 0.0 3.9 0.6: 4.3 3.6
Old : 100.0: 75.6 66.2 13.5 19.2 5.9 0.0 0.4 0.2 0.0 3.9 0.6: 4.3 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 : 56: 32 27 . 6 5 0 . . 0 7 .:
Old : 56: 32 27 . 6 5 0 . . 0 7 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 49.1 65.6 62.6 45.9 44.4 61.8 56.1
Old : 46.5 49.1 65.6 62.6 45.9 44.4 61.8 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
Disaggregated Commitments of Traders - Futures Only, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :mmbtu :
: : Positions :
All : 98,024: 78,384 44,168 2,879 41,896 6,249 0 0 0 0 0 0: 10,512 5,711
Old : 98,024: 78,384 44,168 2,879 41,896 6,249 0 0 0 0 0 0: 10,512 5,711
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 2,035: 1,229 -1,724 -185 1,857 204 0 0 0 0 0 0: 787 1,698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 45.1 2.9 42.7 6.4 0.0 0.0 0.0 0.0 0.0 0.0: 10.7 5.8
Old : 100.0: 80.0 45.1 2.9 42.7 6.4 0.0 0.0 0.0 0.0 0.0 0.0: 10.7 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 9 . 6 6 0 0 0 0 0 0:
Old : 23: 13 9 . 6 6 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 65.2 77.6 82.4 58.2 58.8 67.8 69.6
Old : 60.4 65.2 77.6 82.4 58.2 58.8 67.8 69.6
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, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mm btu :
: : Positions :
All : 77,839: 38,316 47,595 27,920 19,715 1,575 0 0 0 0 0 0: 10,028 8,954
Old : 77,839: 38,316 47,595 27,920 19,715 1,575 0 0 0 0 0 0: 10,028 8,954
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 124: 0 0 0 0 124 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 61.1 35.9 25.3 2.0 0.0 0.0 0.0 0.0 0.0 0.0: 12.9 11.5
Old : 100.0: 49.2 61.1 35.9 25.3 2.0 0.0 0.0 0.0 0.0 0.0 0.0: 12.9 11.5
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 : 24: 9 14 5 . . 0 0 0 0 0 0:
Old : 24: 9 14 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 : 54.9 60.3 75.0 78.4 54.6 59.9 66.1 71.5
Old : 54.9 60.3 75.0 78.4 54.6 59.9 66.1 71.5
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, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mm btu :
: : Positions :
All : 75,414: 56,217 40,020 5,280 25,736 6,772 0 0 0 578 0 0: 6,567 2,886
Old : 75,414: 56,217 40,020 5,280 25,736 6,772 0 0 0 578 0 0: 6,567 2,886
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 1,250: 1,886 2,095 62 302 -62 0 0 0 578 0 0: -1,214 -1,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 53.1 7.0 34.1 9.0 0.0 0.0 0.0 0.8 0.0 0.0: 8.7 3.8
Old : 100.0: 74.5 53.1 7.0 34.1 9.0 0.0 0.0 0.0 0.8 0.0 0.0: 8.7 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 13 . . . 0 0 0 . 0 0:
Old : 28: 18 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 : 53.2 69.2 71.2 85.1 51.4 68.0 63.9 79.8
Old : 53.2 69.2 71.2 85.1 51.4 68.0 63.9 79.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
Disaggregated Commitments of Traders - Futures Only, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 MM Btus :
: : Positions :
All : 94,378: 76,800 41,510 2,488 43,481 3,029 0 0 0 3,834 0 0: 8,227 6,358
Old : 94,378: 76,800 41,510 2,488 43,481 3,029 0 0 0 3,834 0 0: 8,227 6,358
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 1,890: 960 2,080 0 -1,116 868 0 0 0 62 0 0: 0 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 44.0 2.6 46.1 3.2 0.0 0.0 0.0 4.1 0.0 0.0: 8.7 6.7
Old : 100.0: 81.4 44.0 2.6 46.1 3.2 0.0 0.0 0.0 4.1 0.0 0.0: 8.7 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 : 23: 12 5 . 5 . 0 0 0 . 0 0:
Old : 23: 12 5 . 5 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 73.1 75.2 89.8 60.2 71.2 75.2 87.0
Old : 60.2 73.1 75.2 89.8 60.2 71.2 75.2 87.0
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, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 10,000 MMBTU'S) :
: : Positions :
All : 982,886: 154,354 164,048 212,440 17,784 72,252 181,527 347,918 151,552 40,051 81,532 108,916: 61,794 38,884
Old : 982,886: 154,354 164,048 212,440 17,784 72,252 181,527 347,918 151,552 40,051 81,532 108,916: 61,794 38,884
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -15,049: -11,296 -10,491 5,718 767 838 2,083 -20,118 3,475 -14,338 10,529 1,416: -2,945 -1,465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 16.7 21.6 1.8 7.4 18.5 35.4 15.4 4.1 8.3 11.1: 6.3 4.0
Old : 100.0: 15.7 16.7 21.6 1.8 7.4 18.5 35.4 15.4 4.1 8.3 11.1: 6.3 4.0
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 : 292: 35 28 24 7 22 47 81 62 34 54 53:
Old : 292: 35 28 24 7 22 47 81 62 34 54 53:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 22.8 29.7 34.1 10.7 14.3 18.5 21.6
Old : 18.7 22.8 29.7 34.1 10.7 14.3 18.5 21.6
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, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 10,000 MMBTU'S) :
: : Positions :
All : 327,928: 102,124 63,575 30,246 34,399 40,855 43,543 5,706 27,614 28,020 100,513 48,852: 6,674 6,414
Old : 327,928: 102,124 63,575 30,246 34,399 40,855 43,543 5,706 27,614 28,020 100,513 48,852: 6,674 6,414
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 4,541: 662 489 -249 1,409 -666 405 -688 751 -4,075 -4,942 6,905: 808 1,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 19.4 9.2 10.5 12.5 13.3 1.7 8.4 8.5 30.7 14.9: 2.0 2.0
Old : 100.0: 31.1 19.4 9.2 10.5 12.5 13.3 1.7 8.4 8.5 30.7 14.9: 2.0 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 73: 26 24 7 7 13 8 5 10 10 7 16:
Old : 73: 26 24 7 7 13 8 5 10 10 7 16:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 43.2 47.2 54.4 26.4 35.2 37.1 40.7
Old : 32.0 43.2 47.2 54.4 26.4 35.2 37.1 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
Disaggregated Commitments of Traders - Futures Only, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 10,000 MMBTU'S) :
: : Positions :
All : 95,967: 12,682 19,226 17,374 14,237 23,909 11,394 8,435 6,738 8,535 9,281 7,025: 8,310 7,116
Old : 95,967: 12,682 19,226 17,374 14,237 23,909 11,394 8,435 6,738 8,535 9,281 7,025: 8,310 7,116
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -39,712: -4,783 -10,154 -8,181 4,902 -11,074 -7,575 -14,050 -1,505 -3,283 -4,853 -5,619: 2,308 2,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 20.0 18.1 14.8 24.9 11.9 8.8 7.0 8.9 9.7 7.3: 8.7 7.4
Old : 100.0: 13.2 20.0 18.1 14.8 24.9 11.9 8.8 7.0 8.9 9.7 7.3: 8.7 7.4
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 : 46: 7 8 6 6 12 5 4 8 8 9 13:
Old : 46: 7 8 6 6 12 5 4 8 8 9 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 34.3 59.7 50.1 26.5 23.5 35.8 32.9
Old : 39.6 34.3 59.7 50.1 26.5 23.5 35.8 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Disaggregated Commitments of Traders - Futures Only, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 1,510,628: 541,438 250,508 25,849 827,449 224,324 41,258 30,153 70,983 523,345 37,843 38,920: 44,511 30,448
Old : 1,510,628: 541,438 250,508 25,849 827,449 224,324 41,258 30,153 70,983 523,345 37,843 38,920: 44,511 30,448
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -4,453: -1,487 3,118 -6,388 -1,379 2,197 -3,711 -8,084 4,893 -3,129 1,803 -137: 3,309 -6,864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 16.6 1.7 54.8 14.8 2.7 2.0 4.7 34.6 2.5 2.6: 2.9 2.0
Old : 100.0: 35.8 16.6 1.7 54.8 14.8 2.7 2.0 4.7 34.6 2.5 2.6: 2.9 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 105: 39 34 4 16 18 7 9 13 13 10 17:
Old : 105: 39 34 4 16 18 7 9 13 13 10 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 : 51.8 34.6 64.2 57.3 48.7 33.6 55.2 51.3
Old : 51.8 34.6 64.2 57.3 48.7 33.6 55.2 51.3
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, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 313,610: 66,223 72,708 160,369 123,564 35,320 3,361 21,083 12,597 5,685 17,809 28,294: 1,761 2,235
Old : 313,610: 66,223 72,708 160,369 123,564 35,320 3,361 21,083 12,597 5,685 17,809 28,294: 1,761 2,235
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -82,819: -5,929 -24,780 -12,969 -2,957 -12,161 -1,464 -19,686 -11,902 -29,808 -3,100 -8,797: 211 564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 23.2 51.1 39.4 11.3 1.1 6.7 4.0 1.8 5.7 9.0: 0.6 0.7
Old : 100.0: 21.1 23.2 51.1 39.4 11.3 1.1 6.7 4.0 1.8 5.7 9.0: 0.6 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 66: 17 15 12 8 14 . 8 9 6 10 11:
Old : 66: 17 15 12 8 14 . 8 9 6 10 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 48.1 63.1 70.5 35.0 35.2 48.6 46.6
Old : 38.4 48.1 63.1 70.5 35.0 35.2 48.6 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G
Disaggregated Commitments of Traders - Futures Only, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 25,576: 22,806 17,453 816 6,858 785 0 0 0 967 0 62: 140 418
Old : 25,576: 22,806 17,453 816 6,858 785 0 0 0 967 0 62: 140 418
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 310: 250 310 0 0 0 0 0 0 60 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.2 68.2 3.2 26.8 3.1 0.0 0.0 0.0 3.8 0.0 0.2: 0.5 1.6
Old : 100.0: 89.2 68.2 3.2 26.8 3.1 0.0 0.0 0.0 3.8 0.0 0.2: 0.5 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 : 39: 21 21 4 4 . 0 0 0 . 0 .:
Old : 39: 21 21 4 4 . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 44.6 75.2 69.7 49.6 33.6 58.2 50.6
Old : 61.1 44.6 75.2 69.7 49.6 33.6 58.2 50.6
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, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 100,503: 80,611 65,511 8,782 17,253 7,300 301 2,220 0 1,833 7,064 818: 858 337
Old : 100,503: 80,611 65,511 8,782 17,253 7,300 301 2,220 0 1,833 7,064 818: 858 337
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 626: 525 194 35 -75 20 0 0 0 117 528 -11: -60 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 65.2 8.7 17.2 7.3 0.3 2.2 0.0 1.8 7.0 0.8: 0.9 0.3
Old : 100.0: 80.2 65.2 8.7 17.2 7.3 0.3 2.2 0.0 1.8 7.0 0.8: 0.9 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 85: 49 44 5 6 9 . . 0 6 7 7:
Old : 85: 49 44 5 6 9 . . 0 6 7 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 39.3 64.5 60.1 27.6 31.1 34.3 40.2
Old : 48.4 39.3 64.5 60.1 27.6 31.1 34.3 40.2
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, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 29,153: 22,204 23,070 3,404 2,953 2,488 255 0 57 0 480 0: 745 105
Old : 29,153: 22,204 23,070 3,404 2,953 2,488 255 0 57 0 480 0: 745 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 1,196: 956 816 -180 0 360 0 0 0 0 0 0: 60 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 79.1 11.7 10.1 8.5 0.9 0.0 0.2 0.0 1.6 0.0: 2.6 0.4
Old : 100.0: 76.2 79.1 11.7 10.1 8.5 0.9 0.0 0.2 0.0 1.6 0.0: 2.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 14 12 . 4 4 . 0 . 0 . 0:
Old : 21: 14 12 . 4 4 . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.4 49.8 89.8 78.6 37.7 28.2 38.9 36.9
Old : 70.4 49.8 89.8 78.6 37.7 28.2 38.9 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Disaggregated Commitments of Traders - Futures Only, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 33,555: 26,389 24,732 2,980 1,890 925 1,860 0 0 643 5,343 242: 516 423
Old : 33,555: 26,389 24,732 2,980 1,890 925 1,860 0 0 643 5,343 242: 516 423
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 513: 584 368 -21 64 -59 0 0 0 -6 140 -12: 27 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 73.7 8.9 5.6 2.8 5.5 0.0 0.0 1.9 15.9 0.7: 1.5 1.3
Old : 100.0: 78.6 73.7 8.9 5.6 2.8 5.5 0.0 0.0 1.9 15.9 0.7: 1.5 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 25 24 4 5 6 . 0 0 4 4 .:
Old : 47: 25 24 4 5 6 . 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 : 41.8 48.4 61.8 64.9 18.9 27.8 30.8 35.7
Old : 41.8 48.4 61.8 64.9 18.9 27.8 30.8 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Disaggregated Commitments of Traders - Futures Only, December 29, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 9,368: 7,113 4,081 1,080 3,589 178 0 0 0 120 796 459: 418 265
Old : 9,368: 7,113 4,081 1,080 3,589 178 0 0 0 120 796 459: 418 265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 43.6 11.5 38.3 1.9 0.0 0.0 0.0 1.3 8.5 4.9: 4.5 2.8
Old : 100.0: 75.9 43.6 11.5 38.3 1.9 0.0 0.0 0.0 1.3 8.5 4.9: 4.5 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 20 16 . 5 4 0 0 0 . 5 .:
Old : 36: 20 16 . 5 4 0 0 0 . 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 : 47.7 38.6 65.3 62.4 41.5 37.0 53.0 47.1
Old : 47.7 38.6 65.3 62.4 41.5 37.0 53.0 47.1
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, December 29, 2015
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: : 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 : 13,358: 11,496 7,477 564 4,341 246 0 163 0 0 834 58: 994 239
Old : 13,358: 11,496 7,477 564 4,341 246 0 163 0 0 834 58: 994 239
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 44: 68 33 0 30 6 0 -25 0 0 0 0: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 56.0 4.2 32.5 1.8 0.0 1.2 0.0 0.0 6.2 0.4: 7.4 1.8
Old : 100.0: 86.1 56.0 4.2 32.5 1.8 0.0 1.2 0.0 0.0 6.2 0.4: 7.4 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 14 . 5 4 0 . 0 0 . .:
Old : 30: 17 14 . 5 4 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 48.6 70.0 69.1 32.0 39.3 48.2 55.3
Old : 45.5 48.6 70.0 69.1 32.0 39.3 48.2 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 1, 2016