Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #023391 Open Interest is 3,947,134 : : Positions : :2,143,395 1,108,659 340,152 1,456,918 334,485 275,111 49,545 281,592 58,753 222,010 479,306 : : : : Changes from: August 25, 2015 : : -192,249 -44,006 22,148 -45,696 -20,662 -858 5,854 -44,171 1,568 -88,345 -11,757 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 28.1 8.6 36.9 8.5 7.0 1.3 7.1 1.5 5.6 12.1 : : : : Number of Traders in Each Category Total Traders: 221 : : 112 96 9 18 23 15 13 22 15 26 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #023392 Open Interest is 1,770,905 : : Positions : : 242,321 230,434 71,879 134,973 546,430 3,931 77,569 403,069 127,367 2,044 375,613 : : : : Changes from: August 25, 2015 : : -37,660 -33,300 -691 -8,981 -69,764 -5,835 11,350 -70,759 5,246 -8,361 -98,474 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.7 13.0 4.1 7.6 30.9 0.2 4.4 22.8 7.2 0.1 21.2 : : : : Number of Traders in Each Category Total Traders: 95 : : 31 34 11 7 18 6 12 17 16 7 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023393 Open Interest is 259,284 : : Positions : : 183,082 212,307 34,058 15,284 14,466 8,526 5,030 2,924 1,147 3,297 354 : : : : Changes from: August 25, 2015 : : 3,662 4,064 917 0 62 -277 190 978 123 363 9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 81.9 13.1 5.9 5.6 3.3 1.9 1.1 0.4 1.3 0.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 28 28 6 . 5 . 4 4 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 127,444 : : Positions : : 108,155 101,834 1,920 15,055 4,236 4,739 0 1,618 881 217 0 : : : : Changes from: August 25, 2015 : : 257 1,905 -90 366 152 597 -1,412 573 -1,498 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 79.9 1.5 11.8 3.3 3.7 0.0 1.3 0.7 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 24 4 4 7 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023395 Open Interest is 212,195 : : Positions : : 186,261 62,206 2,289 113,296 11,928 91 8,120 3,021 0 2,018 270 : : : : Changes from: August 25, 2015 : : 5,621 563 0 3,763 -333 -61 67 -68 0 -1,302 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 29.3 1.1 53.4 5.6 0.0 3.8 1.4 0.0 1.0 0.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 21 20 . 11 8 . 4 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AECO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023396 Open Interest is 662,087 : : Positions : : 567,242 192,750 27,162 413,986 48,364 3,881 327 709 3,120 867 1,178 : : : : Changes from: August 25, 2015 : : -3,233 185 31 -811 212 6 327 -344 -562 -403 465 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 29.1 4.1 62.5 7.3 0.6 0.0 0.1 0.5 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 60 : : 38 27 4 10 13 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023397 Open Interest is 333,248 : : Positions : : 314,369 177,996 2,837 132,218 4,457 602 1,796 1,013 824 8,276 0 : : : : Changes from: August 25, 2015 : : 12,435 7,244 428 3,127 -397 -156 644 -358 -3,086 4 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 53.4 0.9 39.7 1.3 0.2 0.5 0.3 0.2 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 33 26 . 11 5 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HSC FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023398 Open Interest is 241,189 : : Positions : : 193,820 139,302 21,971 78,701 9,855 1,468 1,166 4,425 2,710 1,464 1,831 : : : : Changes from: August 25, 2015 : : 6,398 4,541 -946 2,257 1,189 -183 -353 666 52 -150 152 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 57.8 9.1 32.6 4.1 0.6 0.5 1.8 1.1 0.6 0.8 : : : : Number of Traders in Each Category Total Traders: 60 : : 28 32 . 9 9 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023399 Open Interest is 109,142 : : Positions : : 92,526 65,014 2,134 27,199 1,856 1,241 3,749 3,685 0 360 0 : : : : Changes from: August 25, 2015 : : 1,866 -387 0 75 0 0 1,633 -920 0 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 59.6 2.0 24.9 1.7 1.1 3.4 3.4 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 19 . 5 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339E Open Interest is 105,368 : : Positions : : 84,896 81,724 6,878 5,801 3,175 187 6,542 789 882 735 2,066 : : : : Changes from: August 25, 2015 : : 5,064 10,361 226 0 60 -124 0 0 882 -3,019 999 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 77.6 6.5 5.5 3.0 0.2 6.2 0.7 0.8 0.7 2.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 27 25 5 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Q Open Interest is 21,695 : : Positions : : 18,386 9,708 0 9,036 1,824 0 0 0 390 611 0 : : : : Changes from: August 25, 2015 : : -150 -390 0 390 0 0 0 0 0 270 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 44.7 0.0 41.7 8.4 0.0 0.0 0.0 1.8 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 8 0 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339U Open Interest is 78,275 : : Positions : : 66,753 29,335 2,924 34,078 146 130 3,083 1,403 0 0 0 : : : : Changes from: August 25, 2015 : : 812 2,435 0 -62 0 -62 -942 144 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 37.5 3.7 43.5 0.2 0.2 3.9 1.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 12 . 7 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #02339W Open Interest is 186,536 : : Positions : : 137,016 80,999 39,756 95,874 3,252 0 0 0 390 0 0 : : : : Changes from: August 25, 2015 : : 2 123 0 0 0 0 0 0 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 43.4 21.3 51.4 1.7 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 14 4 7 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Y Open Interest is 91,731 : : Positions : : 67,605 54,746 15,688 32,109 80 0 0 0 0 0 0 : : : : Changes from: August 25, 2015 : : 809 1,718 734 650 80 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 59.7 17.1 35.0 0.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 14 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A2 Open Interest is 16,948 : : Positions : : 13,300 11,677 210 1,551 2,152 0 341 0 0 0 0 : : : : Changes from: August 25, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 68.9 1.2 9.2 12.7 0.0 2.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A3 Open Interest is 348,954 : : Positions : : 261,241 162,581 57,160 160,842 11,467 616 0 600 248 0 3,449 : : : : Changes from: August 25, 2015 : : 3,566 2,909 85 1,697 173 0 0 0 144 0 362 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 46.6 16.4 46.1 3.3 0.2 0.0 0.2 0.1 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 39 28 4 10 7 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A5 Open Interest is 77,027 : : Positions : : 60,918 48,665 239 6,915 6,110 625 720 3,430 0 0 0 : : : : Changes from: August 25, 2015 : : 1,309 1,844 -154 60 31 251 -1,354 540 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 63.2 0.3 9.0 7.9 0.8 0.9 4.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 . 5 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A8 Open Interest is 69,400 : : Positions : : 27,786 43,198 29,155 13,683 5,889 29 695 2,186 0 0 0 : : : : Changes from: August 25, 2015 : : 883 -174 1,624 2,631 -189 29 -864 585 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.0 62.2 42.0 19.7 8.5 0.0 1.0 3.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 10 6 5 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AG Open Interest is 106,871 : : Positions : : 86,876 80,383 8,020 15,523 4,322 5,473 1,290 0 840 2,850 0 : : : : Changes from: August 25, 2015 : : 14,451 11,344 120 1,920 120 2,004 1,290 0 480 1,860 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 75.2 7.5 14.5 4.0 5.1 1.2 0.0 0.8 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 21 23 4 4 5 . . 0 . 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AH Open Interest is 122,014 : : Positions : : 103,380 104,792 3,871 3,220 1,887 9,502 4,266 155 1,333 4,462 372 : : : : Changes from: August 25, 2015 : : 11,744 9,452 570 1,741 120 2,654 1,290 155 -337 1,638 222 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 85.9 3.2 2.6 1.5 7.8 3.5 0.1 1.1 3.7 0.3 : : : : Number of Traders in Each Category Total Traders: 70 : : 33 34 . 5 . 4 . . 4 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AM Open Interest is 48,044 : : Positions : : 47,307 43,514 368 982 0 0 0 0 0 2,725 0 : : : : Changes from: August 25, 2015 : : 2,506 1,906 0 240 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.5 90.6 0.8 2.0 0.0 0.0 0.0 0.0 0.0 5.7 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 25 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AQ Open Interest is 179,681 : : Positions : : 146,469 141,483 22,223 24,267 5,027 0 254 1,297 0 494 362 : : : : Changes from: August 25, 2015 : : 3,807 4,831 1,986 0 49 -572 254 93 0 366 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 78.7 12.4 13.5 2.8 0.0 0.1 0.7 0.0 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 30 29 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233AW Open Interest is 24,182 : : Positions : : 22,334 18,010 0 929 690 0 2,596 0 0 673 0 : : : : Changes from: August 25, 2015 : : 630 -638 0 608 0 0 480 0 0 210 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 74.5 0.0 3.8 2.9 0.0 10.7 0.0 0.0 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 10 0 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AY Open Interest is 70,172 : : Positions : : 51,109 54,123 308 5,835 4,208 736 477 2,814 1,172 0 0 : : : : Changes from: August 25, 2015 : : 1,466 1,256 0 856 0 -150 0 150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 77.1 0.4 8.3 6.0 1.0 0.7 4.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 17 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233B1 Open Interest is 101,220 : : Positions : : 73,761 56,040 5,530 18,496 9,989 0 1,086 3,977 0 3,638 0 : : : : Changes from: August 25, 2015 : : 1,312 827 0 365 0 -159 23 -52 0 -1,284 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 55.4 5.5 18.3 9.9 0.0 1.1 3.9 0.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 19 4 . 5 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BB Open Interest is 107,580 : : Positions : : 77,526 96,099 14,060 288 4,669 1,735 0 1,786 0 0 0 : : : : Changes from: August 25, 2015 : : 3,273 -169 446 40 -13 -315 0 361 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 89.3 13.1 0.3 4.3 1.6 0.0 1.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 16 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BC Open Interest is 92,076 : : Positions : : 58,310 83,168 26,382 4,413 1,180 728 330 459 63 0 579 : : : : Changes from: August 25, 2015 : : 2,249 2,702 -140 318 260 62 0 -12 63 -848 151 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 90.3 28.7 4.8 1.3 0.8 0.4 0.5 0.1 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 19 6 . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BH Open Interest is 117,984 : : Positions : : 106,081 111,120 3,010 0 214 1,439 600 296 0 1,944 0 : : : : Changes from: August 25, 2015 : : 357 1,074 0 0 0 920 0 -431 0 -430 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 94.2 2.6 0.0 0.2 1.2 0.5 0.3 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 22 19 . 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BL Open Interest is 196,809 : : Positions : : 161,913 67,051 11,723 96,132 7,457 1,867 18,293 2,310 849 0 0 : : : : Changes from: August 25, 2015 : : 2,921 1,498 -184 68 152 458 1,605 -362 0 -240 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 34.1 6.0 48.8 3.8 0.9 9.3 1.2 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 18 4 8 7 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BQ Open Interest is 15,846 : : Positions : : 12,863 9,300 0 1,585 424 2,010 940 0 332 2,984 0 : : : : Changes from: August 25, 2015 : : 30 60 0 90 -90 0 0 0 60 -60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 58.7 0.0 10.0 2.7 12.7 5.9 0.0 2.1 18.8 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 10 0 . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BW Open Interest is 44,298 : : Positions : : 35,793 38,421 5,333 3,592 0 620 2,010 0 2,126 0 0 : : : : Changes from: August 25, 2015 : : 370 770 399 0 0 0 0 0 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 86.7 12.0 8.1 0.0 1.4 4.5 0.0 4.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 15 . . 0 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233CG Open Interest is 50,913 : : Positions : : 32,192 44,635 10,804 0 2,906 2,476 0 0 0 2,121 0 : : : : Changes from: August 25, 2015 : : 870 78 -1,000 0 1,240 360 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 87.7 21.2 0.0 5.7 4.9 0.0 0.0 0.0 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 15 . 0 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CH Open Interest is 227,872 : : Positions : : 175,880 140,340 30,714 63,416 8,247 2,512 360 1,955 1,009 7,967 1,229 : : : : Changes from: August 25, 2015 : : -2,213 2,602 3,460 -3,477 1,842 1,039 0 0 0 2,641 -654 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 61.6 13.5 27.8 3.6 1.1 0.2 0.9 0.4 3.5 0.5 : : : : Number of Traders in Each Category Total Traders: 60 : : 36 28 . 6 6 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233CU Open Interest is 104,420 : : Positions : : 88,955 65,801 8,754 32,258 4,696 0 0 0 0 0 0 : : : : Changes from: August 25, 2015 : : 917 29 214 980 -1,070 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 63.0 8.4 30.9 4.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 24 21 . 5 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CW Open Interest is 74,954 : : Positions : : 40,029 55,227 23,142 4,084 4,217 0 0 0 0 0 0 : : : : Changes from: August 25, 2015 : : 1,755 345 -252 0 642 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 73.7 30.9 5.4 5.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 14 7 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CZ Open Interest is 74,345 : : Positions : : 51,654 37,211 5,623 26,968 7,425 0 0 0 0 608 0 : : : : Changes from: August 25, 2015 : : -1,803 120 2,158 -175 696 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 50.1 7.6 36.3 10.0 0.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 17 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV 2500 MM Btus : CFTC Code #0233DR Open Interest is 77,726 : : Positions : : 65,423 30,170 3,017 42,976 495 0 0 0 2,134 0 0 : : : : Changes from: August 25, 2015 : : 512 217 1 296 399 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 38.8 3.9 55.3 0.6 0.0 0.0 0.0 2.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 5 . 5 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 952,452 : : Positions : : 121,279 123,847 218,941 18,121 60,499 190,455 332,315 132,483 48,901 131,637 111,960 : : : : Changes from: August 25, 2015 : : -2,003 -2,725 7,274 163 -823 -1,525 -11,751 -6,291 -12,099 3,484 -7,790 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.7 13.0 23.0 1.9 6.4 20.0 34.9 13.9 5.1 13.8 11.8 : : : : Number of Traders in Each Category Total Traders: 295 : : 34 28 25 8 25 52 76 73 42 45 63 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #02365U Open Interest is 732,332 : : Positions : : 123,507 116,008 40,783 43,345 309,513 18,432 24,941 78,038 30,091 29,988 127,231 : : : : Changes from: August 25, 2015 : : -16,725 -17,771 -3,207 -5,653 -34,277 -4,087 -2,675 -16,395 -7,285 -5,302 -30,041 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.9 15.8 5.6 5.9 42.3 2.5 3.4 10.7 4.1 4.1 17.4 : : : : Number of Traders in Each Category Total Traders: 129 : : 29 29 10 12 22 14 20 23 26 15 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A55 Open Interest is 383,698 : : Positions : : 77,297 86,936 11,113 44,597 53,028 98,888 7,634 25,051 79,120 126,544 33,847 : : : : Changes from: August 25, 2015 : : -7,400 -1,546 -747 -5,479 -1,307 -5,169 -377 -1,027 -2,710 -8,873 -3,166 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.1 22.7 2.9 11.6 13.8 25.8 2.0 6.5 20.6 33.0 8.8 : : : : Number of Traders in Each Category Total Traders: 71 : : 21 24 4 9 12 6 . 9 14 7 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A56 Open Interest is 91,728 : : Positions : : 15,339 16,304 17,947 7,003 29,336 2,930 9,373 3,860 8,426 14,022 5,559 : : : : Changes from: August 25, 2015 : : -401 -1,203 -2,103 -544 -2,947 -700 932 -2,618 -1,979 -5,064 -1,113 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.7 17.8 19.6 7.6 32.0 3.2 10.2 4.2 9.2 15.3 6.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 6 6 5 7 12 . . 4 5 11 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES (Contracts of 10,000 MMBTU'S) : CFTC Code #023P02 Open Interest is 12,648 : : Positions : : 217 274 109 233 4,994 501 660 2,067 343 2 3,684 : : : : Changes from: August 25, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.7 2.2 0.9 1.8 39.5 4.0 5.2 16.3 2.7 0.0 29.1 : : : : Number of Traders in Each Category Total Traders: 20 : : . . . . 5 . . 4 7 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 1,647,934 : : Positions : : 511,829 276,969 51,785 950,330 218,384 129,127 27,362 87,895 585,704 35,958 26,435 : : : : Changes from: August 25, 2015 : : -5,224 -10,739 10,954 -34,179 -10,276 4,939 1,584 -8,223 -56,405 -215 -2,953 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.1 16.8 3.1 57.7 13.3 7.8 1.7 5.3 35.5 2.2 1.6 : : : : Number of Traders in Each Category Total Traders: 107 : : 33 35 4 17 19 11 6 12 15 8 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 419,770 : : Positions : : 88,651 93,713 171,531 148,240 60,705 1,922 9,601 28,187 26,567 38,447 38,484 : : : : Changes from: August 25, 2015 : : -11,133 -7,782 -9,100 -6,459 -10,278 804 -5,844 -973 -3,912 -2,601 -3,301 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.1 22.3 40.9 35.3 14.5 0.5 2.3 6.7 6.3 9.2 9.2 : : : : Number of Traders in Each Category Total Traders: 75 : : 19 18 12 8 13 4 9 10 11 10 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665G Open Interest is 14,321 : : Positions : : 10,573 8,927 2,498 4,444 753 0 0 0 315 62 0 : : : : Changes from: August 25, 2015 : : -690 -307 140 -346 -142 0 0 0 -203 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 62.3 17.4 31.0 5.3 0.0 0.0 0.0 2.2 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 16 4 4 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 73,265 : : Positions : : 56,651 52,054 8,754 6,279 4,313 0 2,420 0 1,209 6,367 1,322 : : : : Changes from: August 25, 2015 : : 2,403 2,035 135 135 20 0 0 0 43 391 -36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 71.0 11.9 8.6 5.9 0.0 3.3 0.0 1.7 8.7 1.8 : : : : Number of Traders in Each Category Total Traders: 75 : : 47 44 . 7 9 0 . 0 5 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 19,751 : : Positions : : 16,453 14,107 1,174 3,310 1,584 0 46 0 0 480 0 : : : : Changes from: August 25, 2015 : : -457 117 -25 -434 -48 0 -46 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 71.4 5.9 16.8 8.0 0.0 0.2 0.0 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 13 . 4 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 27,293 : : Positions : : 19,644 16,193 2,974 2,346 1,228 1,860 0 0 956 6,936 145 : : : : Changes from: August 25, 2015 : : -10 -1 91 -246 -177 0 -228 0 181 698 -272 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 59.3 10.9 8.6 4.5 6.8 0.0 0.0 3.5 25.4 0.5 : : : : Number of Traders in Each Category Total Traders: 48 : : 21 25 5 4 6 . 0 0 5 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 8,500 : : Positions : : 7,161 2,905 200 3,757 110 0 0 0 25 362 942 : : : : Changes from: August 25, 2015 : : -916 -578 -135 -239 -2 0 0 0 -70 -358 99 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 34.2 2.4 44.2 1.3 0.0 0.0 0.0 0.3 4.3 11.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 13 . 5 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665T Open Interest is 8,944 : : Positions : : 7,112 3,465 703 4,333 103 0 0 0 0 779 153 : : : : Changes from: August 25, 2015 : : -752 -360 70 -351 -92 0 0 0 0 18 19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 38.7 7.9 48.4 1.2 0.0 0.0 0.0 0.0 8.7 1.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 14 . 5 4 0 0 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated September 4, 2015