Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #023391 Open Interest is 4,021,359 : : Positions : :2,321,749 1,147,787 354,434 1,482,916 336,772 268,084 72,653 282,362 33,212 296,552 390,081 : : : : Changes from: October 13, 2015 : : 38,112 -632 -10,141 29,885 3,228 -2,343 -743 -5,559 2,564 -172 17,673 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 28.5 8.8 36.9 8.4 6.7 1.8 7.0 0.8 7.4 9.7 : : : : Number of Traders in Each Category Total Traders: 227 : : 115 92 11 15 23 17 11 23 21 28 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 2,450,814 : : Positions : : 303,598 262,010 99,595 138,349 781,060 25,731 129,974 608,122 107,181 5,747 524,931 : : : : Changes from: October 13, 2015 : : 6,263 9,104 8,379 2,416 56,224 2,946 22,243 80,445 6,933 -9,180 47,362 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.4 10.7 4.1 5.6 31.9 1.0 5.3 24.8 4.4 0.2 21.4 : : : : Number of Traders in Each Category Total Traders: 95 : : 34 33 9 10 18 6 10 16 13 10 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 227,924 : : Positions : : 165,497 188,775 24,420 15,533 10,731 7,746 306 1,282 1,687 4,933 0 : : : : Changes from: October 13, 2015 : : 8,101 11,366 550 -750 530 661 124 -783 0 1,121 -58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 82.8 10.7 6.8 4.7 3.4 0.1 0.6 0.7 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 26 23 5 . 5 4 . . . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 109,100 : : Positions : : 95,476 83,675 985 19,046 878 4,341 0 1,163 0 111 1,100 : : : : Changes from: October 13, 2015 : : 6,824 6,473 -589 77 -366 674 0 -776 0 91 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 76.7 0.9 17.5 0.8 4.0 0.0 1.1 0.0 0.1 1.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 24 . 5 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 207,032 : : Positions : : 182,485 66,271 1,664 108,429 11,468 215 8,155 2,187 0 372 0 : : : : Changes from: October 13, 2015 : : 1,901 1,262 0 1,691 -402 0 -543 338 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 32.0 0.8 52.4 5.5 0.1 3.9 1.1 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 16 . 12 9 . . 4 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 625,085 : : Positions : : 530,122 205,280 23,598 356,470 51,763 2,054 664 5,264 4,914 993 1,410 : : : : Changes from: October 13, 2015 : : 13,738 11,009 731 1,229 1,326 -119 -75 1,289 -2,643 63 -285 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 32.8 3.8 57.0 8.3 0.3 0.1 0.8 0.8 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 62 : : 38 27 4 10 13 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 335,847 : : Positions : : 304,421 187,115 6,883 132,111 3,511 0 2,203 3,925 8,470 1,884 124 : : : : Changes from: October 13, 2015 : : 3,721 5,311 336 2,285 -213 -495 293 855 4,024 424 -214 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 55.7 2.0 39.3 1.0 0.0 0.7 1.2 2.5 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 30 29 . 9 4 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 223,495 : : Positions : : 183,294 135,212 19,887 68,911 9,592 1,976 659 2,374 0 1,066 1,606 : : : : Changes from: October 13, 2015 : : 5,508 5,042 0 213 0 0 -601 321 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 60.5 8.9 30.8 4.3 0.9 0.3 1.1 0.0 0.5 0.7 : : : : Number of Traders in Each Category Total Traders: 52 : : 28 30 . 9 9 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 106,911 : : Positions : : 92,949 61,404 2,806 32,003 1,036 0 3,142 2,356 0 0 0 : : : : Changes from: October 13, 2015 : : 10,901 7,566 605 -184 -362 -436 3,142 -1,084 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 57.4 2.6 29.9 1.0 0.0 2.9 2.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 18 . 5 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 98,126 : : Positions : : 74,561 73,597 7,484 5,809 5,041 0 591 0 799 1,627 4,403 : : : : Changes from: October 13, 2015 : : 2,793 785 -395 337 150 0 0 0 -249 163 668 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 75.0 7.6 5.9 5.1 0.0 0.6 0.0 0.8 1.7 4.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 20 4 . . 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 21,202 : : Positions : : 17,687 11,109 0 7,788 1,464 0 600 0 1,590 210 0 : : : : Changes from: October 13, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 52.4 0.0 36.7 6.9 0.0 2.8 0.0 7.5 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 7 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339U Open Interest is 74,161 : : Positions : : 61,034 29,478 2,924 27,682 146 2,236 2,779 651 0 0 0 : : : : Changes from: October 13, 2015 : : 3,017 2,968 0 -333 0 488 880 -229 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 39.7 3.9 37.3 0.2 3.0 3.7 0.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 9 . 6 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #02339W Open Interest is 178,212 : : Positions : : 131,587 79,575 36,549 85,766 4,570 0 2,996 0 0 0 0 : : : : Changes from: October 13, 2015 : : 2,676 3,470 0 -794 856 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 44.7 20.5 48.1 2.6 0.0 1.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 13 4 8 7 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 94,357 : : Positions : : 72,976 56,048 12,769 35,219 302 0 0 0 0 0 0 : : : : Changes from: October 13, 2015 : : 5,420 2,834 0 1,460 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 59.4 13.5 37.3 0.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 17,019 : : Positions : : 15,447 12,553 527 3,970 0 270 0 0 248 0 0 : : : : Changes from: October 13, 2015 : : 4,576 4,824 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 73.8 3.1 23.3 0.0 1.6 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 14 . . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A3 Open Interest is 355,782 : : Positions : : 265,274 175,923 66,449 152,310 9,867 0 82 720 420 1,370 3,894 : : : : Changes from: October 13, 2015 : : 4,905 5,004 93 -1,032 1,290 0 -155 -300 120 148 356 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 49.4 18.7 42.8 2.8 0.0 0.0 0.2 0.1 0.4 1.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 37 26 4 10 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 68,195 : : Positions : : 52,264 38,465 0 11,336 4,201 2,941 1,354 1,499 0 0 0 : : : : Changes from: October 13, 2015 : : 3,132 -2,405 0 142 -360 -1,863 1,354 219 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 56.4 0.0 16.6 6.2 4.3 2.0 2.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 0 6 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 59,897 : : Positions : : 23,615 33,894 25,459 12,582 5,826 0 680 662 0 0 0 : : : : Changes from: October 13, 2015 : : 1,068 1,034 334 0 0 0 181 -90 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.4 56.6 42.5 21.0 9.7 0.0 1.1 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 8 5 6 6 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 65,360 : : Positions : : 50,186 52,665 7,097 7,207 2,984 522 0 1,500 360 0 0 : : : : Changes from: October 13, 2015 : : 3,359 3,463 2,400 0 0 -1,800 0 1,500 360 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 80.6 10.9 11.0 4.6 0.8 0.0 2.3 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 16 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 99,408 : : Positions : : 86,073 88,368 3,640 0 1,116 984 5,517 1,836 4,790 1,302 0 : : : : Changes from: October 13, 2015 : : 7,934 8,068 1,284 -1,116 1,116 0 1,800 -120 450 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 88.9 3.7 0.0 1.1 1.0 5.5 1.8 4.8 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 22 26 6 0 . . . . 8 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 79,940 : : Positions : : 79,450 77,965 0 302 0 0 0 0 0 868 0 : : : : Changes from: October 13, 2015 : : 8,570 8,326 0 302 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.4 97.5 0.0 0.4 0.0 0.0 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 13 21 0 . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 213,652 : : Positions : : 172,274 159,287 13,248 32,506 12,739 4,312 0 1,402 0 120 248 : : : : Changes from: October 13, 2015 : : 11,078 3,250 -2,533 7,660 -428 548 -2,537 606 0 0 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 74.6 6.2 15.2 6.0 2.0 0.0 0.7 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 33 28 . 4 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 19,524 : : Positions : : 17,838 16,261 0 757 279 0 0 0 0 599 31 : : : : Changes from: October 13, 2015 : : 153 705 0 120 -60 0 0 0 0 329 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 83.3 0.0 3.9 1.4 0.0 0.0 0.0 0.0 3.1 0.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 0 . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 59,301 : : Positions : : 38,533 44,916 155 4,746 3,814 2,723 483 922 0 0 0 : : : : Changes from: October 13, 2015 : : -711 -1,071 0 608 -608 976 150 -377 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 75.7 0.3 8.0 6.4 4.6 0.8 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 99,149 : : Positions : : 72,330 50,154 3,158 17,262 13,343 1,552 2,354 2,663 0 5,992 0 : : : : Changes from: October 13, 2015 : : 2,660 1,574 456 -1,196 1,737 -544 214 2 0 856 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 50.6 3.2 17.4 13.5 1.6 2.4 2.7 0.0 6.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 19 . 5 7 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 107,813 : : Positions : : 77,151 95,294 9,972 288 5,838 2,178 0 1,107 1,969 2,440 31 : : : : Changes from: October 13, 2015 : : 1,624 3,180 -1,066 0 210 -536 0 109 0 275 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 88.4 9.2 0.3 5.4 2.0 0.0 1.0 1.8 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 15 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 112,053 : : Positions : : 77,111 105,133 25,648 3,940 181 0 0 0 5,564 0 0 : : : : Changes from: October 13, 2015 : : 3,182 2,180 179 0 0 0 0 0 -214 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 93.8 22.9 3.5 0.2 0.0 0.0 0.0 5.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 16 6 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 108,766 : : Positions : : 98,625 103,319 3,224 0 0 0 1,182 490 0 0 0 : : : : Changes from: October 13, 2015 : : 3,562 1,368 0 0 0 0 630 -364 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 95.0 3.0 0.0 0.0 0.0 1.1 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 17 . 0 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 168,092 : : Positions : : 133,170 52,905 11,818 85,375 6,325 1,022 15,997 1,937 0 0 0 : : : : Changes from: October 13, 2015 : : -1,676 -179 152 0 -61 847 -97 543 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 31.5 7.0 50.8 3.8 0.6 9.5 1.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 16 . 8 7 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 16,697 : : Positions : : 15,623 11,375 954 2,480 0 0 775 0 0 1,674 0 : : : : Changes from: October 13, 2015 : : 2,412 3,890 210 0 0 0 0 0 0 -1,200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 68.1 5.7 14.9 0.0 0.0 4.6 0.0 0.0 10.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 . . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 27,894 : : Positions : : 23,162 23,864 3,622 2,578 0 310 0 0 248 1,359 0 : : : : Changes from: October 13, 2015 : : 248 428 150 0 0 0 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 85.6 13.0 9.2 0.0 1.1 0.0 0.0 0.9 4.9 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 12 . . 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 42,586 : : Positions : : 26,971 38,193 11,139 0 2,790 0 0 0 496 0 0 : : : : Changes from: October 13, 2015 : : 813 1,147 420 0 217 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 89.7 26.2 0.0 6.6 0.0 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 4 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 203,968 : : Positions : : 158,298 126,303 31,603 60,279 5,358 146 0 184 1,120 4,731 1,215 : : : : Changes from: October 13, 2015 : : 2,122 3,047 397 2 -1,218 120 0 0 -28 -726 -429 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 61.9 15.5 29.6 2.6 0.1 0.0 0.1 0.5 2.3 0.6 : : : : Number of Traders in Each Category Total Traders: 52 : : 31 25 . 6 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 99,415 : : Positions : : 85,589 50,999 3,671 38,032 5,158 0 0 0 0 0 0 : : : : Changes from: October 13, 2015 : : 6,014 -646 -1,365 2,893 1,232 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 51.3 3.7 38.3 5.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 11 . 6 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CZ Open Interest is 75,476 : : Positions : : 52,977 36,408 3,487 28,357 7,244 0 0 0 1,712 0 0 : : : : Changes from: October 13, 2015 : : 847 3,356 486 -798 -606 0 0 0 1,712 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 48.2 4.6 37.6 9.6 0.0 0.0 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 84,250 : : Positions : : 70,671 36,667 3,082 42,297 906 0 0 0 3,404 0 0 : : : : Changes from: October 13, 2015 : : 930 428 -92 642 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 43.5 3.7 50.2 1.1 0.0 0.0 0.0 4.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 5 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 1,028,235 : : Positions : : 116,599 130,384 221,264 14,781 53,335 185,025 396,099 190,332 81,031 88,082 109,869 : : : : Changes from: October 13, 2015 : : -6,724 -2,742 -2,458 -502 2,257 -1,590 579 18,813 7,060 2,079 8,054 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.3 12.7 21.5 1.4 5.2 18.0 38.5 18.5 7.9 8.6 10.7 : : : : Number of Traders in Each Category Total Traders: 323 : : 35 26 26 4 23 54 91 81 49 53 71 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 782,763 : : Positions : : 135,610 122,363 35,260 42,163 320,958 14,648 21,088 96,328 23,103 23,215 152,558 : : : : Changes from: October 13, 2015 : : 7,785 7,017 2,553 -543 11,388 -4,202 2,409 12,677 3,619 956 11,584 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.3 15.6 4.5 5.4 41.0 1.9 2.7 12.3 3.0 3.0 19.5 : : : : Number of Traders in Each Category Total Traders: 136 : : 29 27 10 11 21 20 19 33 28 15 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 363,731 : : Positions : : 100,080 66,229 12,407 35,038 54,921 97,049 3,258 24,354 38,744 143,311 30,582 : : : : Changes from: October 13, 2015 : : -1,777 -7,681 1,314 -1,526 1,373 -4,497 1,872 2,561 -1,924 193 1,792 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.5 18.2 3.4 9.6 15.1 26.7 0.9 6.7 10.7 39.4 8.4 : : : : Number of Traders in Each Category Total Traders: 76 : : 25 23 4 9 12 10 . 12 12 9 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 90,956 : : Positions : : 11,543 19,677 23,297 17,427 21,674 5,838 3,765 6,351 6,782 9,156 8,116 : : : : Changes from: October 13, 2015 : : 1,185 1,262 720 1,867 421 1,715 -1,319 1,140 -195 2,736 878 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.7 21.6 25.6 19.2 23.8 6.4 4.1 7.0 7.5 10.1 8.9 : : : : Number of Traders in Each Category Total Traders: 46 : : 8 8 7 7 14 4 4 5 5 11 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 43,320 : : Positions : : 1,282 1,552 1,245 2,296 16,257 378 1,942 9,176 2,921 2 10,515 : : : : Changes from: October 13, 2015 : : 452 463 90 210 4,658 15 501 2,039 725 2 2,463 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.0 3.6 2.9 5.3 37.5 0.9 4.5 21.2 6.7 0.0 24.3 : : : : Number of Traders in Each Category Total Traders: 22 : : . . . . 5 . . 4 9 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 1,629,893 : : Positions : : 550,253 283,992 23,144 911,288 223,958 78,586 24,875 89,381 592,355 37,508 34,676 : : : : Changes from: October 13, 2015 : : 7,852 1,409 -3,602 861 1,066 -4,847 4,556 323 8,084 762 5,974 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.8 17.4 1.4 55.9 13.7 4.8 1.5 5.5 36.3 2.3 2.1 : : : : Number of Traders in Each Category Total Traders: 108 : : 37 35 . 18 19 11 6 13 16 5 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 381,095 : : Positions : : 82,169 86,314 176,113 137,393 48,883 5,958 18,663 18,742 15,029 37,939 32,105 : : : : Changes from: October 13, 2015 : : -381 1,096 448 -783 528 570 5,103 -5,330 1,513 -3,168 1,761 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.6 22.6 46.2 36.1 12.8 1.6 4.9 4.9 3.9 10.0 8.4 : : : : Number of Traders in Each Category Total Traders: 81 : : 19 18 12 9 17 4 9 7 13 14 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 23,835 : : Positions : : 20,536 16,819 1,823 5,920 753 0 0 0 591 0 0 : : : : Changes from: October 13, 2015 : : -120 -60 10 0 0 0 0 0 60 0 -9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 70.6 7.6 24.8 3.2 0.0 0.0 0.0 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 20 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 84,736 : : Positions : : 68,080 61,565 5,783 5,430 7,217 0 2,150 0 1,131 6,461 1,449 : : : : Changes from: October 13, 2015 : : 1,741 1,638 45 45 -534 0 50 0 -49 78 46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 72.7 6.8 6.4 8.5 0.0 2.5 0.0 1.3 7.6 1.7 : : : : Number of Traders in Each Category Total Traders: 76 : : 48 45 4 6 9 0 . 0 6 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 23,368 : : Positions : : 17,570 16,853 2,319 3,041 2,774 0 0 0 0 480 0 : : : : Changes from: October 13, 2015 : : 184 514 210 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 72.1 9.9 13.0 11.9 0.0 0.0 0.0 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 13 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 35,239 : : Positions : : 27,897 24,738 3,077 2,073 980 1,860 0 0 918 6,619 156 : : : : Changes from: October 13, 2015 : : 794 899 65 0 20 0 0 0 25 -30 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 70.2 8.7 5.9 2.8 5.3 0.0 0.0 2.6 18.8 0.4 : : : : Number of Traders in Each Category Total Traders: 47 : : 27 25 5 . 5 . 0 0 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 8,624 : : Positions : : 7,110 3,516 350 3,543 90 0 0 0 380 418 583 : : : : Changes from: October 13, 2015 : : 111 256 250 0 0 0 0 0 0 106 -82 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 40.8 4.1 41.1 1.0 0.0 0.0 0.0 4.4 4.8 6.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 13 . 5 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 12,391 : : Positions : : 10,402 6,644 774 4,382 70 0 0 0 0 998 123 : : : : Changes from: October 13, 2015 : : 851 861 15 10 0 0 0 0 0 -27 11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 53.6 6.2 35.4 0.6 0.0 0.0 0.0 0.0 8.1 1.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 13 . 5 . 0 0 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated October 23, 2015