NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 Disaggregated Commitments of Traders - Options and Futures Combined, 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 - Options and Futures Combined, 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 : 2,119,976: 280,111 244,485 55,254 102,039 673,329 15,346 93,507 566,729 95,665 5,563 433,352: 190 973 Old : 2,119,976: 280,111 244,485 55,254 102,039 673,329 15,346 93,507 566,729 95,665 5,563 433,352: 190 973 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 22, 2015 : :-1,301,390: -40,241 -57,250 -6,101 -34,690 -315,808 -75,789 -49,173 -540,829 -24,216 -4,996 -298,366: -40 -279 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.2 11.5 2.6 4.8 31.8 0.7 4.4 26.7 4.5 0.3 20.4: 0.0 0.0 Old : 100.0: 13.2 11.5 2.6 4.8 31.8 0.7 4.4 26.7 4.5 0.3 20.4: 0.0 0.0 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 : 91: 33 28 7 11 18 9 6 15 15 9 22: Old : 91: 33 28 7 11 18 9 6 15 15 9 22: 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 : 47.6 45.8 66.8 68.0 5.9 6.7 7.9 8.5 Old : 47.6 45.8 66.8 68.0 5.9 6.7 7.9 8.5 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 : 1,018,859: 155,450 164,948 211,909 18,028 75,874 187,190 348,876 158,446 38,652 84,707 125,715: 65,623 42,265 Old : 1,018,859: 155,450 164,948 211,909 18,028 75,874 187,190 348,876 158,446 38,652 84,707 125,715: 65,623 42,265 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 22, 2015 : : -38,271: -12,864 -10,649 11,567 1,016 -6,287 2,992 -16,197 408 -15,788 8,047 -13,308: -4,990 -1,301 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.3 16.2 20.8 1.8 7.4 18.4 34.2 15.6 3.8 8.3 12.3: 6.4 4.1 Old : 100.0: 15.3 16.2 20.8 1.8 7.4 18.4 34.2 15.6 3.8 8.3 12.3: 6.4 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 306: 36 28 24 7 22 48 81 65 43 58 64: Old : 306: 36 28 24 7 22 48 81 65 43 58 64: 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 : 18.1 22.2 28.6 33.3 10.3 13.9 17.9 20.9 Old : 18.1 22.2 28.6 33.3 10.3 13.9 17.9 20.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U Disaggregated Commitments of Traders - Options and Futures Combined, 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 : 703,735: 130,379 111,761 23,762 44,895 278,345 18,265 17,905 95,004 13,216 13,229 140,340: 4,424 2,256 Old : 703,735: 130,379 111,761 23,762 44,895 278,345 18,265 17,905 95,004 13,216 13,229 140,340: 4,424 2,256 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 22, 2015 : : -324,615: -45,269 -31,453 -18,048 -12,489 -84,505 600 -9,297 -101,395 417 -8,891 -76,465: 49 -120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.5 15.9 3.4 6.4 39.6 2.6 2.5 13.5 1.9 1.9 19.9: 0.6 0.3 Old : 100.0: 18.5 15.9 3.4 6.4 39.6 2.6 2.5 13.5 1.9 1.9 19.9: 0.6 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 123: 28 27 10 12 22 16 13 22 26 14 33: Old : 123: 28 27 10 12 22 16 13 22 26 14 33: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.6 36.5 55.0 54.8 6.7 5.6 9.3 8.8 Old : 38.6 36.5 55.0 54.8 6.7 5.6 9.3 8.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 Disaggregated Commitments of Traders - Options and Futures Combined, 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 : 330,875: 102,395 63,575 30,147 34,405 41,835 43,543 5,706 27,614 28,081 100,677 49,101: 8,160 7,962 Old : 330,875: 102,395 63,575 30,147 34,405 41,835 43,543 5,706 27,614 28,081 100,677 49,101: 8,160 7,962 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 22, 2015 : : 4,390: 656 489 -264 1,409 -709 405 -688 751 -3,917 -4,808 6,737: 732 1,210 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.9 19.2 9.1 10.4 12.6 13.2 1.7 8.3 8.5 30.4 14.8: 2.5 2.4 Old : 100.0: 30.9 19.2 9.1 10.4 12.6 13.2 1.7 8.3 8.5 30.4 14.8: 2.5 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 31.7 42.8 47.1 53.9 26.2 34.9 37.0 40.3 Old : 31.7 42.8 47.1 53.9 26.2 34.9 37.0 40.3 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 - Options and Futures Combined, 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 HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES Code-023P02 Disaggregated Commitments of Traders - Options and Futures Combined, 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 : 64,268: 2,204 2,416 1,674 4,515 26,019 1,688 471 19,230 2,067 177 11,383: 5 57 Old : 64,268: 2,204 2,416 1,674 4,515 26,019 1,688 471 19,230 2,067 177 11,383: 5 57 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 22, 2015 : : -72,431: -3,479 -1,126 -2,310 -5,998 -34,172 -1,597 186 -13,785 -306 -1,053 -16,320: -462 -163 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.4 3.8 2.6 7.0 40.5 2.6 0.7 29.9 3.2 0.3 17.7: 0.0 0.1 Old : 100.0: 3.4 3.8 2.6 7.0 40.5 2.6 0.7 29.9 3.2 0.3 17.7: 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 : 20: . . 4 . 5 . . . 6 . 10: Old : 20: . . 4 . 5 . . . 6 . 10: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.0 67.9 84.7 84.2 6.4 8.1 8.1 8.4 Old : 65.0 67.9 84.7 84.2 6.4 8.1 8.1 8.4 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 : 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