Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 3,839,185 : : Positions : :2,187,274 1,110,906 359,586 1,411,927 328,250 276,088 70,136 242,501 28,304 288,357 372,574 : : : : Changes from: September 22, 2015 : : -83,067 -41,676 -172 -79,433 2,489 10,951 -2,136 -16,942 -8,732 47,246 -87,236 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 28.9 9.4 36.8 8.5 7.2 1.8 6.3 0.7 7.5 9.7 : : : : Number of Traders in Each Category Total Traders: 214 : : 108 93 10 17 23 14 14 21 14 25 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 1,707,520 : : Positions : : 223,648 200,835 67,383 118,796 547,919 17,552 61,968 412,507 80,813 7,066 357,622 : : : : Changes from: September 22, 2015 : : -39,172 -46,096 3,383 -34,137 -77,546 2,546 17,117 -90,559 -29,383 353 -90,352 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.1 11.8 3.9 7.0 32.1 1.0 3.6 24.2 4.7 0.4 20.9 : : : : Number of Traders in Each Category Total Traders: 94 : : 29 31 11 7 18 8 9 17 11 13 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 239,828 : : Positions : : 169,977 196,413 32,785 16,090 14,043 7,172 656 2,300 282 4,173 214 : : : : Changes from: September 22, 2015 : : 6,073 7,063 3,443 826 -110 -604 -199 -77 282 612 214 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 81.9 13.7 6.7 5.9 3.0 0.3 1.0 0.1 1.7 0.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 30 29 6 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 118,116 : : Positions : : 99,000 87,939 139 17,289 6,319 3,291 0 1,718 0 279 0 : : : : Changes from: September 22, 2015 : : 3,631 811 -273 976 1,792 -704 0 645 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 74.5 0.1 14.6 5.3 2.8 0.0 1.5 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 26 . 4 4 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 214,259 : : Positions : : 187,632 73,239 2,460 111,281 11,956 1,832 4,280 2,935 0 1,575 0 : : : : Changes from: September 22, 2015 : : 3,732 3,103 1,396 4,661 60 1,088 -337 -55 0 -868 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 34.2 1.1 51.9 5.6 0.9 2.0 1.4 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 22 20 . 11 9 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 645,714 : : Positions : : 550,137 197,911 22,009 385,025 50,723 2,798 1,578 2,366 6,913 1,021 1,794 : : : : Changes from: September 22, 2015 : : -1,201 8,637 -31 -5,239 943 922 48 442 3,332 691 460 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 30.6 3.4 59.6 7.9 0.4 0.2 0.4 1.1 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 60 : : 36 24 4 10 13 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 344,770 : : Positions : : 317,322 184,129 5,323 143,313 4,976 1,544 1,968 1,314 3,852 1,940 428 : : : : Changes from: September 22, 2015 : : 9,773 655 811 16,724 624 729 -2,011 4 2,044 -361 -974 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 53.4 1.5 41.6 1.4 0.4 0.6 0.4 1.1 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 61 : : 32 29 . 9 6 . 4 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 231,941 : : Positions : : 186,369 137,539 20,946 74,589 9,324 3,288 849 2,426 3,424 1,493 1,523 : : : : Changes from: September 22, 2015 : : 1,458 3,172 60 974 -60 1,216 -713 124 93 29 -153 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 59.3 9.0 32.2 4.0 1.4 0.4 1.0 1.5 0.6 0.7 : : : : Number of Traders in Each Category Total Traders: 56 : : 28 32 . 9 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 105,562 : : Positions : : 91,820 62,390 2,062 27,789 1,690 341 3,175 3,058 0 620 0 : : : : Changes from: September 22, 2015 : : 11,797 6,527 0 2,714 -124 -323 1,960 -102 0 248 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 59.1 2.0 26.3 1.6 0.3 3.0 2.9 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 21 . 5 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 103,693 : : Positions : : 80,485 84,583 8,185 5,485 4,010 0 591 0 2,952 109 2,014 : : : : Changes from: September 22, 2015 : : 1,542 1,926 92 123 29 0 0 0 868 109 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 81.6 7.9 5.3 3.9 0.0 0.6 0.0 2.8 0.1 1.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 24 5 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 23,152 : : Positions : : 20,147 9,810 0 10,338 1,824 0 0 0 390 270 0 : : : : Changes from: September 22, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 42.4 0.0 44.7 7.9 0.0 0.0 0.0 1.7 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 7 0 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 75,039 : : Positions : : 63,341 27,438 2,924 32,627 146 1,704 3,389 803 0 0 0 : : : : Changes from: September 22, 2015 : : 1,279 -265 0 1,095 0 365 351 -100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 36.6 3.9 43.5 0.2 2.3 4.5 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 10 . 7 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 177,771 : : Positions : : 130,414 76,807 37,315 89,130 3,912 0 2,140 0 248 0 0 : : : : Changes from: September 22, 2015 : : 1,164 677 -464 -1,160 16 0 2,140 0 248 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 43.2 21.0 50.1 2.2 0.0 1.2 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 13 4 8 7 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Y Open Interest is 94,940 : : Positions : : 71,913 58,641 15,438 32,375 302 0 0 0 0 0 0 : : : : Changes from: September 22, 2015 : : 1,961 1,479 124 496 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 61.8 16.3 34.1 0.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 15 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 14,065 : : Positions : : 11,807 9,507 737 3,070 540 0 0 0 248 0 0 : : : : Changes from: September 22, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 67.6 5.2 21.8 3.8 0.0 0.0 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 350,711 : : Positions : : 261,559 174,438 64,053 152,363 9,805 1,216 372 0 2,483 0 3,390 : : : : Changes from: September 22, 2015 : : 5,665 12,039 5,099 -4,356 1,521 0 372 0 99 0 660 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 49.7 18.3 43.4 2.8 0.3 0.1 0.0 0.7 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 62 : : 42 29 4 10 8 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 72,150 : : Positions : : 56,036 43,174 0 8,508 5,885 1,204 678 2,513 0 0 0 : : : : Changes from: September 22, 2015 : : 1,377 1,962 0 -1,318 -124 -37 401 159 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 59.8 0.0 11.8 8.2 1.7 0.9 3.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 12 0 6 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A8 Open Interest is 62,800 : : Positions : : 25,489 34,620 25,591 13,901 5,865 0 1,239 820 0 0 0 : : : : Changes from: September 22, 2015 : : 1,292 -618 -366 0 331 0 1,175 -888 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.6 55.1 40.8 22.1 9.3 0.0 2.0 1.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 8 5 6 6 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 104,609 : : Positions : : 85,023 82,158 6,351 9,036 4,623 984 5,063 610 4,340 1,302 0 : : : : Changes from: September 22, 2015 : : 24,033 17,101 -961 62 31 -1,466 5,063 610 3,007 1,302 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 78.5 6.1 8.6 4.4 0.9 4.8 0.6 4.1 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 23 25 6 . 5 . . . 7 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 128,620 : : Positions : : 112,441 111,380 3,619 4,518 837 3,614 5,778 1,185 3,934 2,751 1,401 : : : : Changes from: September 22, 2015 : : 24,469 18,034 -1,037 -169 -451 -1,778 4,488 1,185 1,761 -99 1,401 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 86.6 2.8 3.5 0.7 2.8 4.5 0.9 3.1 2.1 1.1 : : : : Number of Traders in Each Category Total Traders: 67 : : 30 36 4 4 . . . . 6 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 69,030 : : Positions : : 68,634 65,589 0 426 0 0 0 0 0 1,888 0 : : : : Changes from: September 22, 2015 : : 6,226 5,575 0 186 0 0 0 0 0 248 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.4 95.0 0.0 0.6 0.0 0.0 0.0 0.0 0.0 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 15 25 0 . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 203,264 : : Positions : : 162,002 156,491 19,094 25,869 10,952 3,532 355 1,467 0 763 0 : : : : Changes from: September 22, 2015 : : 7,875 6,463 694 511 0 58 69 -100 0 484 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 77.0 9.4 12.7 5.4 1.7 0.2 0.7 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 31 30 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 24,407 : : Positions : : 21,887 18,867 0 247 969 0 2,100 0 0 270 0 : : : : Changes from: September 22, 2015 : : 1,857 1,333 0 -403 279 0 0 0 -558 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 77.3 0.0 1.0 4.0 0.0 8.6 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 12 0 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 65,061 : : Positions : : 47,135 51,300 248 4,761 4,208 1,378 666 1,434 986 0 0 : : : : Changes from: September 22, 2015 : : -217 -631 0 0 0 -314 30 125 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 78.8 0.4 7.3 6.5 2.1 1.0 2.2 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 14 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233B1 Open Interest is 99,489 : : Positions : : 72,586 53,330 5,076 17,840 9,667 362 1,186 3,744 0 5,136 0 : : : : Changes from: September 22, 2015 : : 2,015 -101 0 0 0 95 467 -95 0 1,498 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 53.6 5.1 17.9 9.7 0.4 1.2 3.8 0.0 5.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 18 4 . 5 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 113,951 : : Positions : : 78,658 102,794 14,564 288 5,037 4,798 0 695 1,645 1,925 31 : : : : Changes from: September 22, 2015 : : -781 3,523 118 0 0 1,074 0 -93 363 458 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 90.2 12.8 0.3 4.4 4.2 0.0 0.6 1.4 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 18 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 111,098 : : Positions : : 74,435 104,425 27,662 4,484 766 360 0 0 4,714 0 0 : : : : Changes from: September 22, 2015 : : 383 912 -121 389 492 360 0 0 152 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 94.0 24.9 4.0 0.7 0.3 0.0 0.0 4.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 17 6 . 4 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 112,575 : : Positions : : 101,251 106,164 3,100 0 124 445 0 639 0 0 0 : : : : Changes from: September 22, 2015 : : 2,960 2,277 0 0 0 -784 -864 -644 0 -217 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 94.3 2.8 0.0 0.1 0.4 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 16 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 184,363 : : Positions : : 147,398 60,118 13,193 91,399 6,583 1,874 15,973 3,280 0 217 0 : : : : Changes from: September 22, 2015 : : 409 -252 124 -733 0 31 -331 615 0 217 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 32.6 7.2 49.6 3.6 1.0 8.7 1.8 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 16 4 8 7 . . 4 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BM Open Interest is 24,233 : : Positions : : 17,707 23,989 0 0 0 1,822 0 0 2,416 0 0 : : : : Changes from: September 22, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 99.0 0.0 0.0 0.0 7.5 0.0 0.0 10.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 12 0 0 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 14,645 : : Positions : : 12,251 6,676 954 2,480 0 1,080 1,405 0 270 3,294 0 : : : : Changes from: September 22, 2015 : : 907 1,034 744 434 0 0 124 0 0 -248 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 45.6 6.5 16.9 0.0 7.4 9.6 0.0 1.8 22.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 12 . . 0 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 38,086 : : Positions : : 30,418 30,906 6,232 4,558 0 490 1,080 0 248 999 210 : : : : Changes from: September 22, 2015 : : 1,608 713 651 1,302 0 0 0 0 248 248 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 81.1 16.4 12.0 0.0 1.3 2.8 0.0 0.7 2.6 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 11 . . 0 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 48,539 : : Positions : : 30,200 43,477 11,418 0 2,775 1,980 0 0 496 540 0 : : : : Changes from: September 22, 2015 : : 4,162 4,509 1,240 0 0 0 0 0 496 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 89.6 23.5 0.0 5.7 4.1 0.0 0.0 1.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 12 15 4 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 218,597 : : Positions : : 169,206 141,953 32,441 56,995 9,744 0 0 0 1,404 5,842 998 : : : : Changes from: September 22, 2015 : : 3,204 3,951 -365 1,117 1,234 0 0 0 -1 -1,391 -140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 64.9 14.8 26.1 4.5 0.0 0.0 0.0 0.6 2.7 0.5 : : : : Number of Traders in Each Category Total Traders: 57 : : 36 31 . 6 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233CU Open Interest is 101,495 : : Positions : : 85,872 61,459 7,433 34,263 3,307 0 0 0 0 0 0 : : : : Changes from: September 22, 2015 : : -2,125 428 -31 -1,576 614 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 60.6 7.3 33.8 3.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 21 . 5 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 74,562 : : Positions : : 39,150 51,891 25,737 10,633 3,674 0 0 0 0 0 0 : : : : Changes from: September 22, 2015 : : 1,754 505 2,156 5,633 978 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 69.6 34.5 14.3 4.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 17 6 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 72,762 : : Positions : : 52,515 35,935 4,896 26,560 6,931 0 0 0 0 0 0 : : : : Changes from: September 22, 2015 : : 2,515 2,663 -31 642 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 49.4 6.7 36.5 9.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 16 . . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 85,345 : : Positions : : 71,869 34,516 3,351 46,144 748 0 0 0 2,258 0 0 : : : : Changes from: September 22, 2015 : : 3,755 5,070 91 -584 31 0 0 0 124 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 40.4 3.9 54.1 0.9 0.0 0.0 0.0 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 6 . 5 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 929,044 : : Positions : : 119,231 120,030 217,606 17,896 44,019 186,721 395,691 127,318 68,789 82,246 99,421 : : : : Changes from: September 22, 2015 : : 2,057 -2,336 3,222 -1,522 4,558 -14,395 12,293 -7,127 12,307 -8,666 -13,817 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.8 12.9 23.4 1.9 4.7 20.1 42.6 13.7 7.4 8.9 10.7 : : : : Number of Traders in Each Category Total Traders: 309 : : 35 29 27 6 25 55 86 76 42 46 59 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 692,470 : : Positions : : 120,644 109,813 35,865 42,359 294,237 15,113 15,706 80,053 21,690 25,704 119,833 : : : : Changes from: September 22, 2015 : : -14,776 -18,322 -9,763 -49 -30,388 -5,640 -19,848 -10,578 -15,507 -9,407 -23,362 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.4 15.9 5.2 6.1 42.5 2.2 2.3 11.6 3.1 3.7 17.3 : : : : Number of Traders in Each Category Total Traders: 130 : : 29 29 10 10 20 17 20 32 28 12 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 357,463 : : Positions : : 85,749 83,101 11,509 39,568 50,762 113,266 1,669 20,481 39,980 125,423 30,655 : : : : Changes from: September 22, 2015 : : -3,346 -5,143 1,813 -1,464 -8,490 -5,982 -6,262 -5,979 -1,564 2,798 -2,355 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.0 23.2 3.2 11.1 14.2 31.7 0.5 5.7 11.2 35.1 8.6 : : : : Number of Traders in Each Category Total Traders: 70 : : 21 24 4 9 12 9 . 10 11 9 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 78,403 : : Positions : : 9,794 17,499 19,929 12,452 21,122 2,988 4,344 4,542 7,605 6,404 4,923 : : : : Changes from: September 22, 2015 : : -4,339 -1,167 1,323 3,117 -9,568 -5,773 -839 -1,043 -470 -11,095 -1,883 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.5 22.3 25.4 15.9 26.9 3.8 5.5 5.8 9.7 8.2 6.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 7 6 5 7 12 4 . 5 4 5 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 1,572,924 : : Positions : : 518,409 272,651 40,436 897,881 210,357 95,059 21,555 85,237 558,969 32,073 28,145 : : : : Changes from: September 22, 2015 : : -17,272 -9,856 -8,913 -51,037 -14,136 -24,327 -4,604 -5,369 -34,640 -12,797 990 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.0 17.3 2.6 57.1 13.4 6.0 1.4 5.4 35.5 2.0 1.8 : : : : Number of Traders in Each Category Total Traders: 105 : : 35 34 . 18 19 12 5 12 16 4 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 373,529 : : Positions : : 79,937 85,189 173,791 138,219 46,384 4,062 13,845 20,380 13,327 33,570 32,990 : : : : Changes from: September 22, 2015 : : -15,984 -13,692 -1,682 -13,322 -12,869 256 4,656 -10,046 -16,060 -11,086 -10,399 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.4 22.8 46.5 37.0 12.4 1.1 3.7 5.5 3.6 9.0 8.8 : : : : Number of Traders in Each Category Total Traders: 69 : : 18 18 12 8 14 4 6 7 7 13 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665G Open Interest is 24,306 : : Positions : : 20,315 18,560 2,318 4,665 933 0 0 0 585 0 13 : : : : Changes from: September 22, 2015 : : 5,945 6,233 0 0 0 0 0 0 226 -62 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 76.4 9.5 19.2 3.8 0.0 0.0 0.0 2.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 21 4 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 81,625 : : Positions : : 64,315 57,519 5,470 5,660 7,999 0 2,420 0 1,240 6,009 1,567 : : : : Changes from: September 22, 2015 : : 773 -2,930 -3,630 -74 3,163 0 0 0 -188 14 76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 70.5 6.7 6.9 9.8 0.0 3.0 0.0 1.5 7.4 1.9 : : : : Number of Traders in Each Category Total Traders: 78 : : 49 46 . 7 8 0 . 0 6 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 22,536 : : Positions : : 17,863 15,537 1,424 3,595 2,654 0 46 0 0 480 0 : : : : Changes from: September 22, 2015 : : -115 -355 0 240 1,040 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 68.9 6.3 16.0 11.8 0.0 0.2 0.0 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 13 . 4 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 34,802 : : Positions : : 27,217 23,627 2,974 2,056 1,253 1,860 0 0 1,010 7,080 119 : : : : Changes from: September 22, 2015 : : 1,587 1,459 5 24 -103 0 0 0 -48 51 -27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 67.9 8.5 5.9 3.6 5.3 0.0 0.0 2.9 20.3 0.3 : : : : Number of Traders in Each Category Total Traders: 48 : : 25 25 5 . 5 . 0 0 5 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 9,626 : : Positions : : 8,024 3,594 210 3,727 90 0 0 0 405 971 785 : : : : Changes from: September 22, 2015 : : 235 141 0 -45 0 0 0 0 0 99 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 37.3 2.2 38.7 0.9 0.0 0.0 0.0 4.2 10.1 8.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 16 . 5 . 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 10,810 : : Positions : : 8,765 4,852 653 4,593 194 0 0 0 0 844 153 : : : : Changes from: September 22, 2015 : : 87 -93 -60 120 91 0 0 0 0 -15 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 44.9 6.0 42.5 1.8 0.0 0.0 0.0 0.0 7.8 1.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 15 . 5 6 0 0 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated October 2, 2015