Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 3,826,622 : : Positions : :2,173,653 993,149 360,874 1,490,860 336,151 286,348 78,705 254,283 19,283 301,372 362,404 : : : : Changes from: October 27, 2015 : : -145,974 -62,364 -5,551 -45,142 5,851 25,447 -3,564 -42,466 -11,938 -27,190 -20,037 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 26.0 9.4 39.0 8.8 7.5 2.1 6.6 0.5 7.9 9.5 : : : : Number of Traders in Each Category Total Traders: 227 : : 113 90 12 16 23 14 14 24 17 31 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 2,581,840 : : Positions : : 296,810 264,465 58,220 131,416 804,240 97,183 99,058 697,758 54,779 11,994 572,454 : : : : Changes from: October 27, 2015 : : -13,619 2,400 -13,226 -2,959 23,072 39,662 18,162 19,224 -17,304 -21,099 59,171 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.5 10.2 2.3 5.1 31.1 3.8 3.8 27.0 2.1 0.5 22.2 : : : : Number of Traders in Each Category Total Traders: 99 : : 37 33 9 9 18 7 10 17 15 10 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 237,905 : : Positions : : 177,904 195,498 24,587 18,759 11,332 7,960 0 2,510 0 3,348 0 : : : : Changes from: October 27, 2015 : : 6,603 4,720 -1,188 762 701 747 -246 133 0 -432 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 82.2 10.3 7.9 4.8 3.3 0.0 1.1 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 30 26 6 4 7 5 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 120,397 : : Positions : : 105,862 93,046 643 21,714 1,048 4,618 0 469 0 26 1,886 : : : : Changes from: October 27, 2015 : : 6,023 6,269 0 733 244 197 0 -536 0 -85 786 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 77.3 0.5 18.0 0.9 3.8 0.0 0.4 0.0 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 26 . 5 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 224,854 : : Positions : : 195,187 62,803 1,332 132,090 11,189 1,187 5,111 3,505 0 372 0 : : : : Changes from: October 27, 2015 : : 2,988 -2,596 -152 10,509 580 1,091 -828 204 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 27.9 0.6 58.7 5.0 0.5 2.3 1.6 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 18 . 14 8 . . 4 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 597,997 : : Positions : : 513,783 199,122 22,109 336,554 49,431 1,705 1,627 4,930 0 2,426 0 : : : : Changes from: October 27, 2015 : : -25,033 -9,791 -606 -14,693 -4,131 933 34 -845 -913 -502 -180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 33.3 3.7 56.3 8.3 0.3 0.3 0.8 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 37 27 4 10 13 . . 4 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 325,757 : : Positions : : 294,787 176,753 7,494 128,781 3,849 102 2,622 5,414 8,892 2,406 240 : : : : Changes from: October 27, 2015 : : -7,893 -7,547 857 -4,342 428 -177 1,427 220 146 100 -124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 54.3 2.3 39.5 1.2 0.0 0.8 1.7 2.7 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 65 : : 31 29 4 9 4 . 4 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 237,022 : : Positions : : 193,270 148,789 20,834 68,216 10,039 3,457 1,480 1,853 300 1,066 1,606 : : : : Changes from: October 27, 2015 : : 5,493 6,271 0 -215 504 1,302 1,034 -723 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 62.8 8.8 28.8 4.2 1.5 0.6 0.8 0.1 0.4 0.7 : : : : Number of Traders in Each Category Total Traders: 55 : : 29 32 . 9 10 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 105,856 : : Positions : : 92,297 58,795 3,570 33,002 1,311 0 4,095 1,893 0 270 0 : : : : Changes from: October 27, 2015 : : -2,133 -2,380 0 521 0 0 -945 519 0 270 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 55.5 3.4 31.2 1.2 0.0 3.9 1.8 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 18 4 5 5 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339E Open Interest is 105,132 : : Positions : : 82,649 79,448 8,689 5,778 4,694 0 591 0 266 5,838 2,068 : : : : Changes from: October 27, 2015 : : 299 1,514 624 0 -87 0 0 0 -381 1,255 88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 75.6 8.3 5.5 4.5 0.0 0.6 0.0 0.3 5.6 2.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 20 4 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Q Open Interest is 24,652 : : Positions : : 20,957 13,419 0 7,668 1,464 0 1,530 0 1,530 210 0 : : : : Changes from: October 27, 2015 : : 0 -60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 54.4 0.0 31.1 5.9 0.0 6.2 0.0 6.2 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 9 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 74,617 : : Positions : : 60,085 30,537 3,075 27,294 665 1,743 2,802 687 0 0 0 : : : : Changes from: October 27, 2015 : : -324 610 30 -214 0 -421 341 -45 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 40.9 4.1 36.6 0.9 2.3 3.8 0.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 10 . 7 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 180,972 : : Positions : : 133,654 80,586 35,265 85,626 6,068 0 2,996 0 0 240 0 : : : : Changes from: October 27, 2015 : : 2,845 919 -1,284 428 1,498 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 44.5 19.5 47.3 3.4 0.0 1.7 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 13 4 8 8 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 95,105 : : Positions : : 72,168 59,974 13,401 31,723 102 0 0 0 0 0 0 : : : : Changes from: October 27, 2015 : : -478 2,986 0 -2,560 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 63.1 14.1 33.4 0.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 15 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A2 Open Interest is 18,644 : : Positions : : 16,290 13,935 465 4,000 62 0 0 0 668 0 0 : : : : Changes from: October 27, 2015 : : 93 0 -62 0 62 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 74.7 2.5 21.5 0.3 0.0 0.0 0.0 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 16 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 363,393 : : Positions : : 274,082 179,765 68,088 160,127 8,949 391 0 248 522 1,080 3,619 : : : : Changes from: October 27, 2015 : : 9,908 2,505 -1,093 6,253 -165 391 0 248 102 519 -361 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 49.5 18.7 44.1 2.5 0.1 0.0 0.1 0.1 0.3 1.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 41 28 4 10 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 65,659 : : Positions : : 50,076 35,228 180 10,758 4,448 2,387 2,346 1,335 0 750 0 : : : : Changes from: October 27, 2015 : : -1,099 -2,465 180 -214 248 -1,034 154 33 0 30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 53.7 0.3 16.4 6.8 3.6 3.6 2.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 12 . 6 7 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 65,674 : : Positions : : 28,399 34,545 26,809 15,816 5,648 0 3,477 965 0 0 0 : : : : Changes from: October 27, 2015 : : 3,176 738 -428 730 365 0 851 -61 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.2 52.6 40.8 24.1 8.6 0.0 5.3 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 9 6 5 7 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AG Open Interest is 106,898 : : Positions : : 77,944 83,583 13,609 7,027 3,888 1,638 1,110 1,500 5,340 1,710 0 : : : : Changes from: October 27, 2015 : : 10,224 10,080 634 -360 270 1,638 -168 -522 870 -2,460 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 78.2 12.7 6.6 3.6 1.5 1.0 1.4 5.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 22 21 7 . 5 . . . 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 142,626 : : Positions : : 114,885 120,403 9,672 428 2,108 959 5,241 3,067 7,754 9,389 403 : : : : Changes from: October 27, 2015 : : 10,884 10,474 1,769 270 155 0 -1,716 1,026 -928 4,320 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 84.4 6.8 0.3 1.5 0.7 3.7 2.2 5.4 6.6 0.3 : : : : Number of Traders in Each Category Total Traders: 67 : : 31 32 8 . 5 . 4 . 6 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 90,008 : : Positions : : 88,948 87,287 0 0 0 0 0 240 424 630 0 : : : : Changes from: October 27, 2015 : : 3,858 3,738 0 0 0 0 0 0 424 -628 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.8 97.0 0.0 0.0 0.0 0.0 0.0 0.3 0.5 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 25 0 0 0 0 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 223,875 : : Positions : : 184,045 166,498 11,654 33,669 11,879 4,817 358 1,255 0 182 310 : : : : Changes from: October 27, 2015 : : 7,803 5,424 -1,078 1,101 -1,011 -135 358 -225 0 62 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 74.4 5.2 15.0 5.3 2.2 0.2 0.6 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 32 31 . 4 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233AW Open Interest is 22,404 : : Positions : : 20,393 18,083 0 667 309 0 240 0 0 869 151 : : : : Changes from: October 27, 2015 : : -91 -39 0 0 0 0 240 0 0 -240 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 80.7 0.0 3.0 1.4 0.0 1.1 0.0 0.0 3.9 0.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 14 0 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 55,681 : : Positions : : 33,786 41,574 335 4,685 3,724 2,968 397 878 0 0 0 : : : : Changes from: October 27, 2015 : : -2,782 -1,414 0 -151 90 178 -86 -295 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 74.7 0.6 8.4 6.7 5.3 0.7 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 99,300 : : Positions : : 74,137 50,358 2,712 17,032 13,423 1,149 3,574 1,560 0 5,008 0 : : : : Changes from: October 27, 2015 : : 31 207 134 -21 21 707 508 -1,407 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 50.7 2.7 17.2 13.5 1.2 3.6 1.6 0.0 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 19 . 5 7 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 108,622 : : Positions : : 77,237 99,499 10,002 288 6,221 2,886 0 1,044 2,305 0 0 : : : : Changes from: October 27, 2015 : : 362 1,645 364 0 -118 548 0 -136 91 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 91.6 9.2 0.3 5.7 2.7 0.0 1.0 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 18 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 118,495 : : Positions : : 85,676 110,084 25,650 3,940 181 210 0 0 2,996 0 0 : : : : Changes from: October 27, 2015 : : 4,196 3,148 122 0 0 210 0 0 428 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 92.9 21.6 3.3 0.2 0.2 0.0 0.0 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 6 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 115,135 : : Positions : : 103,488 109,085 3,224 0 0 0 2,478 1,227 0 0 0 : : : : Changes from: October 27, 2015 : : 4,668 4,212 0 0 0 -181 427 -402 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 94.7 2.8 0.0 0.0 0.0 2.2 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 19 . 0 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 172,172 : : Positions : : 136,024 47,192 12,977 89,497 4,930 0 16,509 2,456 0 4,066 0 : : : : Changes from: October 27, 2015 : : 1,289 -7,589 397 3,822 -927 -502 986 44 0 3,856 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 27.4 7.5 52.0 2.9 0.0 9.6 1.4 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 16 . 8 7 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BQ Open Interest is 17,777 : : Positions : : 16,823 10,925 504 3,650 240 0 775 0 0 0 0 : : : : Changes from: October 27, 2015 : : 0 0 0 0 0 0 0 0 0 -1,674 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 61.5 2.8 20.5 1.4 0.0 4.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 33,536 : : Positions : : 28,804 29,115 3,622 2,818 0 310 0 0 0 1,329 0 : : : : Changes from: October 27, 2015 : : 1,424 1,364 0 0 0 0 0 0 -248 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 86.8 10.8 8.4 0.0 0.9 0.0 0.0 0.0 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 . . 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233CG Open Interest is 50,871 : : Positions : : 30,774 46,060 15,045 0 3,162 0 0 0 856 300 0 : : : : Changes from: October 27, 2015 : : 1,380 1,200 -240 0 0 0 0 0 -60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 90.5 29.6 0.0 6.2 0.0 0.0 0.0 1.7 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 19 4 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 207,117 : : Positions : : 158,258 126,141 33,026 59,768 6,628 296 0 184 298 5,921 2,143 : : : : Changes from: October 27, 2015 : : 352 -665 825 509 733 296 -102 -266 -704 597 948 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 60.9 15.9 28.9 3.2 0.1 0.0 0.1 0.1 2.9 1.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 32 25 . 6 4 . 0 . . 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233CU Open Interest is 104,008 : : Positions : : 90,415 55,260 3,894 40,127 3,716 0 0 0 602 0 288 : : : : Changes from: October 27, 2015 : : 3,017 1,159 -201 2,258 -1,192 0 0 0 200 0 167 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 53.1 3.7 38.6 3.6 0.0 0.0 0.0 0.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 . 6 5 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 76,284 : : Positions : : 39,065 49,627 24,183 16,930 1,492 0 0 0 0 0 0 : : : : Changes from: October 27, 2015 : : 764 793 214 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 65.1 31.7 22.2 2.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 14 5 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 77,440 : : Positions : : 56,576 41,289 3,729 27,077 7,443 0 0 0 2,354 0 0 : : : : Changes from: October 27, 2015 : : 948 1,621 0 60 -60 0 0 0 428 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 53.3 4.8 35.0 9.6 0.0 0.0 0.0 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 16 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 91,858 : : Positions : : 77,505 43,119 3,503 43,344 3,020 0 0 0 3,404 0 0 : : : : Changes from: October 27, 2015 : : 968 856 211 692 2,114 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 46.9 3.8 47.2 3.3 0.0 0.0 0.0 3.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 6 . 6 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 1,092,365 : : Positions : : 120,257 140,221 228,455 14,630 70,535 187,510 415,112 195,043 84,121 75,783 133,954 : : : : Changes from: October 27, 2015 : : 5,674 9,852 8,872 644 8,972 3,914 22,601 12,907 5,841 -11,475 18,122 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.0 12.8 20.9 1.3 6.5 17.2 38.0 17.9 7.7 6.9 12.3 : : : : Number of Traders in Each Category Total Traders: 350 : : 36 26 27 5 23 49 106 81 64 52 81 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 820,932 : : Positions : : 150,571 124,070 31,364 42,192 327,352 16,952 34,729 105,227 18,720 17,020 166,397 : : : : Changes from: October 27, 2015 : : 10,890 6,582 -279 4,531 15,428 2,960 -121 11,075 -864 1,962 20,256 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.3 15.1 3.8 5.1 39.9 2.1 4.2 12.8 2.3 2.1 20.3 : : : : Number of Traders in Each Category Total Traders: 134 : : 33 30 11 10 21 20 16 31 25 15 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 347,457 : : Positions : : 101,634 63,104 15,824 34,690 51,743 81,541 5,112 23,526 36,132 133,614 30,354 : : : : Changes from: October 27, 2015 : : -742 -3,409 -1,046 2,394 -5,762 -9,284 -3,174 -1,681 -4,296 -10,490 -2,033 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.3 18.2 4.6 10.0 14.9 23.5 1.5 6.8 10.4 38.5 8.7 : : : : Number of Traders in Each Category Total Traders: 69 : : 22 22 5 7 12 10 . 10 11 8 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A56 Open Interest is 91,338 : : Positions : : 11,222 21,335 25,212 14,117 23,649 4,168 3,266 7,867 5,492 7,506 6,413 : : : : Changes from: October 27, 2015 : : -2,166 594 3,639 -7,086 -2,884 -15,866 -12,532 -118 -6,320 -4,704 -4,309 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.3 23.4 27.6 15.5 25.9 4.6 3.6 8.6 6.0 8.2 7.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 6 8 7 6 13 4 6 8 6 8 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 77,242 : : Positions : : 3,643 3,075 1,476 5,868 27,470 2,318 3,193 22,723 4,917 91 14,236 : : : : Changes from: October 27, 2015 : : 1,055 -2,259 -5,407 4,243 -4,708 265 444 1,681 3,491 -2,975 -1,462 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.7 4.0 1.9 7.6 35.6 3.0 4.1 29.4 6.4 0.1 18.4 : : : : Number of Traders in Each Category Total Traders: 21 : : . . . . 5 . . 4 7 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 1,550,364 : : Positions : : 539,423 260,201 25,793 856,963 221,447 68,320 19,446 92,028 528,559 36,701 35,895 : : : : Changes from: October 27, 2015 : : -26,624 -27,137 2,098 -48,719 -1,285 -7,640 -5,528 341 -54,270 -1,903 -2,151 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.8 16.8 1.7 55.3 14.3 4.4 1.3 5.9 34.1 2.4 2.3 : : : : Number of Traders in Each Category Total Traders: 107 : : 36 34 . 19 19 10 6 13 17 6 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 388,680 : : Positions : : 84,665 86,129 169,222 132,802 57,415 7,861 18,629 17,938 15,680 40,054 34,139 : : : : Changes from: October 27, 2015 : : -1,773 -5,389 -8,803 -6,544 5,561 924 -4,620 -3,724 -5,196 504 1,323 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.8 22.2 43.5 34.2 14.8 2.0 4.8 4.6 4.0 10.3 8.8 : : : : Number of Traders in Each Category Total Traders: 77 : : 21 17 12 9 17 4 7 8 11 13 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 22,569 : : Positions : : 19,886 15,875 1,454 5,500 753 0 0 0 356 0 0 : : : : Changes from: October 27, 2015 : : -980 -1,229 -369 -420 0 0 0 0 -190 0 -9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 70.3 6.4 24.4 3.3 0.0 0.0 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 21 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 94,137 : : Positions : : 75,891 71,137 7,092 5,405 7,124 276 2,150 0 1,339 6,569 1,333 : : : : Changes from: October 27, 2015 : : 5,962 6,108 179 -90 255 0 0 0 46 201 -102 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 75.6 7.5 5.7 7.6 0.3 2.3 0.0 1.4 7.0 1.4 : : : : Number of Traders in Each Category Total Traders: 78 : : 48 47 4 6 9 . . 0 6 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 22,334 : : Positions : : 16,737 16,454 2,519 3,032 2,213 0 0 0 0 480 0 : : : : Changes from: October 27, 2015 : : -528 -324 150 -9 -561 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 73.7 11.3 13.6 9.9 0.0 0.0 0.0 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 13 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 34,267 : : Positions : : 27,594 24,408 2,581 1,913 1,059 1,860 0 0 545 6,104 199 : : : : Changes from: October 27, 2015 : : -1,676 -1,358 -471 -250 -26 0 0 0 -201 -560 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 71.2 7.5 5.6 3.1 5.4 0.0 0.0 1.6 17.8 0.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 24 5 . 5 . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 7,526 : : Positions : : 6,287 2,801 335 3,359 57 0 0 0 300 564 439 : : : : Changes from: October 27, 2015 : : -1,323 -1,020 -15 -184 -45 0 0 0 -80 -229 -82 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 37.2 4.5 44.6 0.8 0.0 0.0 0.0 4.0 7.5 5.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 13 . 5 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 12,141 : : Positions : : 10,372 6,322 670 4,340 98 0 138 0 0 1,024 51 : : : : Changes from: October 27, 2015 : : -721 -449 -149 -402 28 0 0 0 0 -103 -59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 52.1 5.5 35.7 0.8 0.0 1.1 0.0 0.0 8.4 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 12 . 5 . 0 . 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated November 6, 2015