Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #023391 Open Interest is 4,019,452 : : Positions : :2,319,627 1,055,513 366,425 1,536,002 330,300 260,901 82,269 296,749 31,221 328,562 382,441 : : : : Changes from: October 20, 2015 : : -2,122 -92,274 11,991 53,086 -6,472 -7,183 9,616 14,387 -1,991 32,010 -7,640 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 26.3 9.1 38.2 8.2 6.5 2.0 7.4 0.8 8.2 9.5 : : : : Number of Traders in Each Category Total Traders: 238 : : 115 92 12 16 23 17 15 25 20 32 39 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #023392 Open Interest is 437,304 : : Positions : : 50,816 77,402 92,251 115,056 40,990 173,439 87,247 13,336 14,526 50,093 42,721 : : : : Changes from: October 20, 2015 : : 21,096 2,526 25,923 -2,617 -18,810 -4,760 44,554 -4,627 9,595 6,507 3,418 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.6 17.7 21.1 26.3 9.4 39.7 20.0 3.0 3.3 11.5 9.8 : : : : Number of Traders in Each Category Total Traders: 81 : : 19 19 14 5 17 8 7 8 7 16 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023393 Open Interest is 231,686 : : Positions : : 171,301 190,778 25,775 17,997 10,631 7,213 246 2,377 0 3,780 30 : : : : Changes from: October 20, 2015 : : 5,804 2,003 1,355 2,464 -100 -533 -60 1,095 -1,687 -1,153 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 82.3 11.1 7.8 4.6 3.1 0.1 1.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 29 26 6 4 7 4 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 113,117 : : Positions : : 99,839 86,777 643 20,981 804 4,421 0 1,005 0 111 1,100 : : : : Changes from: October 20, 2015 : : 4,363 3,102 -342 1,935 -74 80 0 -158 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 76.7 0.6 18.5 0.7 3.9 0.0 0.9 0.0 0.1 1.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 25 . 5 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023395 Open Interest is 215,673 : : Positions : : 192,199 65,399 1,484 121,581 10,609 96 5,939 3,301 0 372 0 : : : : Changes from: October 20, 2015 : : 9,714 -872 -180 13,152 -859 -119 -2,216 1,114 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 30.3 0.7 56.4 4.9 0.0 2.8 1.5 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 21 19 . 13 8 . 4 4 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AECO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023396 Open Interest is 627,843 : : Positions : : 538,816 208,913 22,715 351,247 53,562 772 1,593 5,775 913 2,928 180 : : : : Changes from: October 20, 2015 : : 8,694 3,633 -883 -5,223 1,799 -1,282 929 511 -4,001 1,935 -1,230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 33.3 3.6 55.9 8.5 0.1 0.3 0.9 0.1 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 62 : : 39 26 4 10 13 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023397 Open Interest is 334,585 : : Positions : : 302,680 184,300 6,637 133,123 3,421 279 1,195 5,194 8,746 2,306 364 : : : : Changes from: October 20, 2015 : : -1,741 -2,815 -246 1,012 -90 279 -1,008 1,269 276 422 240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 55.1 2.0 39.8 1.0 0.1 0.4 1.6 2.6 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 64 : : 31 29 . 9 4 . 4 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HSC FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023398 Open Interest is 229,915 : : Positions : : 187,777 142,518 20,834 68,431 9,535 2,155 446 2,576 0 1,066 1,606 : : : : Changes from: October 20, 2015 : : 4,483 7,306 947 -480 -57 179 -213 202 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 62.0 9.1 29.8 4.1 0.9 0.2 1.1 0.0 0.5 0.7 : : : : Number of Traders in Each Category Total Traders: 56 : : 29 32 . 9 9 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023399 Open Interest is 108,151 : : Positions : : 94,430 61,175 3,570 32,481 1,311 0 5,040 1,374 0 0 0 : : : : Changes from: October 20, 2015 : : 1,481 -229 764 478 275 0 1,898 -982 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 56.6 3.3 30.0 1.2 0.0 4.7 1.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 18 4 5 5 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339E Open Interest is 102,552 : : Positions : : 82,350 77,934 8,065 5,778 4,781 0 591 0 647 4,583 1,980 : : : : Changes from: October 20, 2015 : : 7,789 4,337 581 -31 -260 0 0 0 -152 2,956 -2,423 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 76.0 7.9 5.6 4.7 0.0 0.6 0.0 0.6 4.5 1.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 20 4 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Q Open Interest is 24,652 : : Positions : : 20,957 13,479 0 7,668 1,464 0 1,530 0 1,530 210 0 : : : : Changes from: October 20, 2015 : : 3,270 2,370 0 -120 0 0 930 0 -60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 54.7 0.0 31.1 5.9 0.0 6.2 0.0 6.2 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 9 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339U Open Interest is 74,067 : : Positions : : 60,409 29,927 3,045 27,508 665 2,164 2,461 732 0 0 0 : : : : Changes from: October 20, 2015 : : -625 449 121 -174 519 -72 -318 81 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 40.4 4.1 37.1 0.9 2.9 3.3 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 9 . 7 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #02339W Open Interest is 178,036 : : Positions : : 130,809 79,667 36,549 85,198 4,570 0 2,996 0 0 240 0 : : : : Changes from: October 20, 2015 : : -778 92 0 -568 0 0 0 0 0 240 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 44.7 20.5 47.9 2.6 0.0 1.7 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 13 4 8 7 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Y Open Interest is 94,619 : : Positions : : 72,646 56,988 13,401 34,283 102 0 0 0 0 0 0 : : : : Changes from: October 20, 2015 : : -330 940 632 -936 -200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 60.2 14.2 36.2 0.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 15 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A2 Open Interest is 18,489 : : Positions : : 16,197 13,935 527 4,000 0 0 0 0 668 0 0 : : : : Changes from: October 20, 2015 : : 750 1,382 0 30 0 -270 0 0 420 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 75.4 2.9 21.6 0.0 0.0 0.0 0.0 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 16 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A3 Open Interest is 355,181 : : Positions : : 264,174 177,260 69,181 153,874 9,114 0 0 0 420 561 3,980 : : : : Changes from: October 20, 2015 : : -1,100 1,337 2,732 1,564 -753 0 -82 -720 0 -809 86 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 49.9 19.5 43.3 2.6 0.0 0.0 0.0 0.1 0.2 1.1 : : : : Number of Traders in Each Category Total Traders: 59 : : 39 28 4 10 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A5 Open Interest is 67,547 : : Positions : : 51,175 37,693 0 10,972 4,200 3,421 2,192 1,302 0 720 0 : : : : Changes from: October 20, 2015 : : -1,089 -772 0 -364 -1 480 838 -197 0 720 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 55.8 0.0 16.2 6.2 5.1 3.2 1.9 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 0 6 6 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A8 Open Interest is 62,561 : : Positions : : 25,223 33,807 27,237 15,086 5,283 0 2,626 1,026 0 0 0 : : : : Changes from: October 20, 2015 : : 1,608 -87 1,778 2,504 -543 0 1,946 364 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.3 54.0 43.5 24.1 8.4 0.0 4.2 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 8 6 5 6 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AG Open Interest is 92,854 : : Positions : : 67,720 73,503 12,975 7,387 3,618 0 1,278 2,022 4,470 4,170 0 : : : : Changes from: October 20, 2015 : : 17,534 20,838 5,878 180 634 -522 1,278 522 4,110 4,170 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 79.2 14.0 8.0 3.9 0.0 1.4 2.2 4.8 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 18 22 7 . 5 0 . . 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AH Open Interest is 127,952 : : Positions : : 104,001 109,929 7,903 158 1,953 959 6,957 2,041 8,682 5,069 403 : : : : Changes from: October 20, 2015 : : 17,928 21,561 4,263 158 837 -25 1,440 205 3,892 3,767 403 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 85.9 6.2 0.1 1.5 0.7 5.4 1.6 6.8 4.0 0.3 : : : : Number of Traders in Each Category Total Traders: 65 : : 26 32 7 . 4 . 4 . 9 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AM Open Interest is 85,970 : : Positions : : 85,090 83,549 0 0 0 0 0 240 0 1,258 0 : : : : Changes from: October 20, 2015 : : 5,640 5,584 0 -302 0 0 0 240 0 390 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.0 97.2 0.0 0.0 0.0 0.0 0.0 0.3 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 14 24 0 0 0 0 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AQ Open Interest is 217,363 : : Positions : : 176,242 161,074 12,732 32,568 12,890 4,952 0 1,480 0 120 248 : : : : Changes from: October 20, 2015 : : 3,968 1,787 -516 62 151 640 0 78 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 74.1 5.9 15.0 5.9 2.3 0.0 0.7 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 32 31 . 4 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233AW Open Interest is 22,075 : : Positions : : 20,484 18,122 0 667 309 0 0 0 0 1,109 31 : : : : Changes from: October 20, 2015 : : 2,646 1,861 0 -90 30 0 0 0 0 510 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 82.1 0.0 3.0 1.4 0.0 0.0 0.0 0.0 5.0 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 0 . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AY Open Interest is 57,654 : : Positions : : 36,568 42,988 335 4,836 3,634 2,790 483 1,173 0 0 0 : : : : Changes from: October 20, 2015 : : -1,965 -1,928 180 90 -180 67 0 251 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 74.6 0.6 8.4 6.3 4.8 0.8 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233B1 Open Interest is 99,628 : : Positions : : 74,106 50,151 2,578 17,053 13,402 442 3,066 2,967 0 5,008 0 : : : : Changes from: October 20, 2015 : : 1,776 -3 -580 -209 59 -1,110 712 304 0 -984 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 50.3 2.6 17.1 13.5 0.4 3.1 3.0 0.0 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 19 . 6 7 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BB Open Interest is 107,339 : : Positions : : 76,875 97,854 9,638 288 6,339 2,338 0 1,180 2,214 0 0 : : : : Changes from: October 20, 2015 : : -276 2,560 -334 0 501 160 0 73 245 -2,440 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 91.2 9.0 0.3 5.9 2.2 0.0 1.1 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 18 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BC Open Interest is 113,794 : : Positions : : 81,480 106,936 25,528 3,940 181 0 0 0 2,568 0 0 : : : : Changes from: October 20, 2015 : : 4,369 1,803 -120 0 0 0 0 0 -2,996 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 94.0 22.4 3.5 0.2 0.0 0.0 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 15 6 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BH Open Interest is 110,928 : : Positions : : 98,820 104,873 3,224 0 0 181 2,051 1,629 0 0 0 : : : : Changes from: October 20, 2015 : : 195 1,554 0 0 0 181 869 1,139 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 94.5 2.9 0.0 0.0 0.2 1.8 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 18 . 0 0 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BL Open Interest is 170,548 : : Positions : : 134,735 54,781 12,580 85,675 5,857 502 15,523 2,412 0 210 0 : : : : Changes from: October 20, 2015 : : 1,565 1,876 762 300 -468 -520 -474 475 0 210 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 32.1 7.4 50.2 3.4 0.3 9.1 1.4 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 15 . 8 7 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BQ Open Interest is 17,777 : : Positions : : 16,823 10,925 504 3,650 240 0 775 0 0 1,674 0 : : : : Changes from: October 20, 2015 : : 1,200 -450 -450 1,170 240 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 61.5 2.8 20.5 1.4 0.0 4.4 0.0 0.0 9.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 12 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BW Open Interest is 32,112 : : Positions : : 27,380 27,751 3,622 2,818 0 310 0 0 248 1,269 0 : : : : Changes from: October 20, 2015 : : 4,218 3,887 0 240 0 0 0 0 0 -90 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 86.4 11.3 8.8 0.0 1.0 0.0 0.0 0.8 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 15 . . 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233CG Open Interest is 50,157 : : Positions : : 29,394 44,860 15,285 0 3,162 0 0 0 916 300 0 : : : : Changes from: October 20, 2015 : : 2,423 6,667 4,146 0 372 0 0 0 420 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 89.4 30.5 0.0 6.3 0.0 0.0 0.0 1.8 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 18 4 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CH Open Interest is 204,933 : : Positions : : 157,906 126,806 32,201 59,259 5,895 0 102 450 1,002 5,324 1,195 : : : : Changes from: October 20, 2015 : : -392 503 598 -1,020 537 -146 102 266 -118 593 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 61.9 15.7 28.9 2.9 0.0 0.0 0.2 0.5 2.6 0.6 : : : : Number of Traders in Each Category Total Traders: 53 : : 32 25 . 6 5 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233CU Open Interest is 101,585 : : Positions : : 87,398 54,101 4,095 37,869 4,908 0 0 0 402 0 121 : : : : Changes from: October 20, 2015 : : 1,809 3,102 424 -163 -250 0 0 0 402 0 121 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 53.3 4.0 37.3 4.8 0.0 0.0 0.0 0.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 . 6 5 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CW Open Interest is 75,277 : : Positions : : 38,301 48,834 23,969 16,930 1,492 0 0 0 0 0 0 : : : : Changes from: October 20, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 64.9 31.8 22.5 2.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 13 5 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CZ Open Interest is 75,850 : : Positions : : 55,628 39,668 3,729 27,017 7,503 0 0 0 1,926 0 0 : : : : Changes from: October 20, 2015 : : 2,651 3,260 242 -1,340 259 0 0 0 214 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 52.3 4.9 35.6 9.9 0.0 0.0 0.0 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 16 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV 2500 MM Btus : CFTC Code #0233DR Open Interest is 87,923 : : Positions : : 76,537 42,263 3,292 42,652 906 0 0 0 3,404 0 0 : : : : Changes from: October 20, 2015 : : 5,866 5,596 210 355 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 48.1 3.7 48.5 1.0 0.0 0.0 0.0 3.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 6 . 5 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 990,658 : : Positions : : 113,095 129,931 220,495 13,456 57,093 178,608 393,698 177,091 81,657 83,083 94,982 : : : : Changes from: October 20, 2015 : : -1,728 362 -538 385 7,341 -3,812 -4,409 -4,212 -1,247 -465 3,753 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.4 13.1 22.3 1.4 5.8 18.0 39.7 17.9 8.2 8.4 9.6 : : : : Number of Traders in Each Category Total Traders: 316 : : 34 25 27 4 22 51 97 70 43 49 61 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A55 Open Interest is 367,345 : : Positions : : 101,334 65,593 16,773 32,377 56,423 90,825 8,286 25,207 40,774 144,004 31,301 : : : : Changes from: October 20, 2015 : : 2,175 247 3,631 -3,478 3,297 -6,224 5,028 853 1,943 808 1,515 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.6 17.9 4.6 8.8 15.4 24.7 2.3 6.9 11.1 39.2 8.5 : : : : Number of Traders in Each Category Total Traders: 84 : : 28 25 6 9 13 11 6 12 14 8 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A56 Open Interest is 118,469 : : Positions : : 13,388 20,741 21,573 21,203 26,533 20,034 15,798 7,985 11,812 12,210 10,722 : : : : Changes from: October 20, 2015 : : 1,845 1,064 -1,724 3,776 4,859 14,196 12,033 1,634 5,030 3,054 2,606 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.3 17.5 18.2 17.9 22.4 16.9 13.3 6.7 10.0 10.3 9.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 9 8 9 6 15 7 5 8 9 12 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES (Contracts of 10,000 MMBTU'S) : CFTC Code #023P02 Open Interest is 39,037 : : Positions : : 519 2,017 8,731 4,148 5,310 1,696 80 1,431 1,102 5,574 1,081 : : : : Changes from: October 20, 2015 : : 379 1,199 7,807 2,855 4,082 905 -176 843 128 4,980 104 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.3 5.2 22.4 10.6 13.6 4.3 0.2 3.7 2.8 14.3 2.8 : : : : Number of Traders in Each Category Total Traders: 22 : : . . . . 5 . . . 5 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 1,635,678 : : Positions : : 566,047 287,338 23,695 905,682 222,732 75,960 24,974 91,687 582,829 38,604 38,046 : : : : Changes from: October 20, 2015 : : 15,794 3,346 551 -5,606 -1,226 -2,626 99 2,306 -9,526 1,096 3,370 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.6 17.6 1.4 55.4 13.6 4.6 1.5 5.6 35.6 2.4 2.3 : : : : Number of Traders in Each Category Total Traders: 115 : : 40 38 . 19 19 11 6 13 18 6 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 401,066 : : Positions : : 86,438 91,518 178,025 139,346 51,854 6,937 23,249 21,662 20,876 39,550 32,816 : : : : Changes from: October 20, 2015 : : 4,269 5,204 1,912 1,953 2,971 979 4,586 2,920 5,847 1,611 711 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.6 22.8 44.4 34.7 12.9 1.7 5.8 5.4 5.2 9.9 8.2 : : : : Number of Traders in Each Category Total Traders: 83 : : 21 18 12 9 17 5 9 10 13 14 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665G Open Interest is 24,129 : : Positions : : 20,866 17,104 1,823 5,920 753 0 0 0 546 0 9 : : : : Changes from: October 20, 2015 : : 330 285 0 0 0 0 0 0 -45 0 9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 70.9 7.6 24.5 3.1 0.0 0.0 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 22 4 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 87,815 : : Positions : : 69,929 65,029 6,913 5,495 6,869 276 2,150 0 1,293 6,368 1,435 : : : : Changes from: October 20, 2015 : : 1,849 3,464 1,130 65 -348 276 0 0 162 -93 -14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 74.1 7.9 6.3 7.8 0.3 2.4 0.0 1.5 7.3 1.6 : : : : Number of Traders in Each Category Total Traders: 77 : : 47 45 4 6 9 . . 0 7 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 23,293 : : Positions : : 17,265 16,778 2,369 3,041 2,774 0 0 0 0 480 0 : : : : Changes from: October 20, 2015 : : -305 -75 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 72.0 10.2 13.1 11.9 0.0 0.0 0.0 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 13 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 36,579 : : Positions : : 29,270 25,766 3,052 2,163 1,085 1,860 0 0 746 6,664 215 : : : : Changes from: October 20, 2015 : : 1,373 1,028 -25 90 105 0 0 0 -172 45 59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 70.4 8.3 5.9 3.0 5.1 0.0 0.0 2.0 18.2 0.6 : : : : Number of Traders in Each Category Total Traders: 47 : : 27 25 5 . 5 . 0 0 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 9,074 : : Positions : : 7,610 3,821 350 3,543 102 0 0 0 380 793 521 : : : : Changes from: October 20, 2015 : : 500 305 0 0 12 0 0 0 0 375 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 42.1 3.9 39.0 1.1 0.0 0.0 0.0 4.2 8.7 5.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 14 . 5 4 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665T Open Interest is 13,171 : : Positions : : 11,093 6,771 819 4,742 70 0 138 0 0 1,127 110 : : : : Changes from: October 20, 2015 : : 691 127 45 360 0 0 138 0 0 129 -13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 51.4 6.2 36.0 0.5 0.0 1.0 0.0 0.0 8.6 0.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 13 . 5 . 0 . 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated October 30, 2015