Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 4,060,945 : : Positions : :2,291,899 1,006,026 337,083 1,568,681 358,241 287,622 74,833 292,472 21,347 310,422 440,461 : : : : Changes from: November 17, 2015 : : 29,683 -3,899 6,169 4,985 2,664 1,899 10,432 13,177 -1,267 22,443 21,728 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 24.8 8.3 38.6 8.8 7.1 1.8 7.2 0.5 7.6 10.8 : : : : Number of Traders in Each Category Total Traders: 228 : : 119 95 10 18 22 14 12 20 18 27 39 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 2,352,486 : : Positions : : 261,581 262,119 86,772 125,302 744,422 120,904 185,177 582,108 87,743 8,275 423,316 : : : : Changes from: November 17, 2015 : : -30,030 1,729 16,134 -3,677 -60,594 23,473 65,976 -100,338 33,856 3,300 -160,876 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.1 11.1 3.7 5.3 31.6 5.1 7.9 24.7 3.7 0.4 18.0 : : : : Number of Traders in Each Category Total Traders: 96 : : 34 30 8 11 18 6 12 18 15 9 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 237,413 : : Positions : : 180,867 191,318 21,486 12,944 14,794 5,107 2,109 2,097 1,719 8,644 0 : : : : Changes from: November 17, 2015 : : -91 -1,945 -2,287 -4,344 3,607 -1,649 1,925 -2 121 1,014 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 80.6 9.1 5.5 6.2 2.2 0.9 0.9 0.7 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 28 24 6 5 8 . . . . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 111,659 : : Positions : : 98,010 83,716 0 20,391 1,100 1,401 0 1,573 1,796 0 1,641 : : : : Changes from: November 17, 2015 : : 4,709 3,462 0 -128 186 -1,375 0 366 671 0 -428 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 75.0 0.0 18.3 1.0 1.3 0.0 1.4 1.6 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 26 0 5 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 215,918 : : Positions : : 183,583 56,472 1,212 132,719 10,182 3,465 4,280 3,613 527 372 0 : : : : Changes from: November 17, 2015 : : 5,737 -1,739 -321 8,547 34 1,808 0 293 248 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 26.2 0.6 61.5 4.7 1.6 2.0 1.7 0.2 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 17 . 14 8 4 . 4 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 630,612 : : Positions : : 542,287 218,651 22,011 346,548 49,564 1,660 2,180 5,015 1,835 4,996 0 : : : : Changes from: November 17, 2015 : : 3,307 3,929 -276 -3,419 1,804 1,660 973 -546 92 4,068 -1,070 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 34.7 3.5 55.0 7.9 0.3 0.3 0.8 0.3 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 37 27 4 10 13 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 318,743 : : Positions : : 282,176 169,682 12,952 129,962 735 855 2,112 5,815 8,480 1,009 2,687 : : : : Changes from: November 17, 2015 : : 6,547 5,262 2,318 -916 -398 245 679 -649 -3,575 692 673 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 53.2 4.1 40.8 0.2 0.3 0.7 1.8 2.7 0.3 0.8 : : : : Number of Traders in Each Category Total Traders: 66 : : 34 30 . 9 . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 246,593 : : Positions : : 207,283 160,928 19,465 66,438 10,184 1,963 2,583 1,636 992 1,201 362 : : : : Changes from: November 17, 2015 : : 13,443 12,330 55 1,242 157 411 1,001 -81 992 309 -260 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 65.3 7.9 26.9 4.1 0.8 1.0 0.7 0.4 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 31 32 . 9 10 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 107,316 : : Positions : : 95,430 56,739 2,750 33,061 1,195 0 6,132 2,022 0 744 0 : : : : Changes from: November 17, 2015 : : 3,434 53 0 31 -6 0 2,763 70 0 744 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 52.9 2.6 30.8 1.1 0.0 5.7 1.9 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 16 . 6 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 108,908 : : Positions : : 87,447 88,429 10,888 5,381 2,062 360 398 0 0 4,367 1,630 : : : : Changes from: November 17, 2015 : : 129 2,218 2,004 -217 -570 360 -193 0 0 -28 -64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 81.2 10.0 4.9 1.9 0.3 0.4 0.0 0.0 4.0 1.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 28 22 5 . 5 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 26,238 : : Positions : : 22,098 16,786 0 6,146 0 0 1,530 0 3,714 737 0 : : : : Changes from: November 17, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 64.0 0.0 23.4 0.0 0.0 5.8 0.0 14.2 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 7 0 . 0 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 77,408 : : Positions : : 62,933 29,485 2,909 30,337 31 174 3,311 1,935 0 0 0 : : : : Changes from: November 17, 2015 : : 3,723 59 62 1,940 -146 -800 1,719 427 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 38.1 3.8 39.2 0.0 0.2 4.3 2.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 10 . 6 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 178,160 : : Positions : : 133,173 83,414 34,866 81,866 4,763 0 2,996 0 0 0 0 : : : : Changes from: November 17, 2015 : : 793 809 170 153 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 46.8 19.6 46.0 2.7 0.0 1.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 14 4 8 7 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 95,394 : : Positions : : 75,429 58,168 11,345 34,117 530 0 0 0 0 0 0 : : : : Changes from: November 17, 2015 : : 2,421 2,954 -217 -683 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 61.0 11.9 35.8 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 16 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 355,613 : : Positions : : 266,895 160,164 65,408 173,358 6,615 1,392 217 310 4,315 2,788 3,728 : : : : Changes from: November 17, 2015 : : 8,189 2,691 -371 4,961 532 1,392 97 -180 1,146 62 -193 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 45.0 18.4 48.7 1.9 0.4 0.1 0.1 1.2 0.8 1.0 : : : : Number of Traders in Each Category Total Traders: 64 : : 41 29 4 10 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 62,211 : : Positions : : 44,573 36,317 366 10,431 5,616 2,231 760 1,242 0 0 0 : : : : Changes from: November 17, 2015 : : -124 593 -180 418 -306 -841 377 88 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 58.4 0.6 16.8 9.0 3.6 1.2 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 16 . 6 7 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 68,735 : : Positions : : 29,517 37,582 28,782 19,225 4,418 258 0 1,212 0 0 0 : : : : Changes from: November 17, 2015 : : 829 -186 0 2,959 0 258 -2,430 357 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.9 54.7 41.9 28.0 6.4 0.4 0.0 1.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 7 9 6 5 7 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 94,956 : : Positions : : 54,688 70,461 11,287 6,086 4,831 19,847 3,844 0 2,976 8,866 0 : : : : Changes from: November 17, 2015 : : 5,971 9,412 1,433 310 2,387 13,588 3,844 0 2,573 8,866 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 74.2 11.9 6.4 5.1 20.9 4.0 0.0 3.1 9.3 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 18 22 7 . 5 4 . 0 . 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 139,876 : : Positions : : 91,614 110,242 14,167 774 3,467 17,820 4,457 2,027 7,727 16,550 1,267 : : : : Changes from: November 17, 2015 : : 9,001 13,750 1,797 774 2,078 13,248 3,347 527 1,984 7,998 1,147 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 78.8 10.1 0.6 2.5 12.7 3.2 1.4 5.5 11.8 0.9 : : : : Number of Traders in Each Category Total Traders: 69 : : 32 29 8 . . . . . 7 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 83,389 : : Positions : : 80,588 81,273 0 958 0 2,046 124 240 455 0 0 : : : : Changes from: November 17, 2015 : : 5,730 6,876 0 496 0 2,046 124 0 155 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.6 97.5 0.0 1.1 0.0 2.5 0.1 0.3 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 15 24 0 . 0 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 213,081 : : Positions : : 174,887 154,455 12,798 35,067 11,951 5,718 0 1,468 0 1,736 0 : : : : Changes from: November 17, 2015 : : 1,849 -57 -856 -1,008 453 137 0 11 0 1,736 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 72.5 6.0 16.5 5.6 2.7 0.0 0.7 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 32 29 . 4 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 20,482 : : Positions : : 18,744 14,317 0 295 433 0 240 0 0 2,202 120 : : : : Changes from: November 17, 2015 : : 1,173 434 0 -217 217 0 0 0 0 682 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 69.9 0.0 1.4 2.1 0.0 1.2 0.0 0.0 10.8 0.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 0 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 105,758 : : Positions : : 80,106 50,721 4,312 16,765 12,980 0 6,639 2,119 0 5,328 0 : : : : Changes from: November 17, 2015 : : 2,651 -65 806 147 0 0 1,262 0 0 620 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 48.0 4.1 15.9 12.3 0.0 6.3 2.0 0.0 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 17 4 4 7 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 107,418 : : Positions : : 75,180 99,281 11,036 164 5,296 1,851 0 31 2,117 0 0 : : : : Changes from: November 17, 2015 : : 38 3,678 1,201 -356 -355 -1,225 0 -671 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 92.4 10.3 0.2 4.9 1.7 0.0 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 16 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 115,581 : : Positions : : 83,934 107,212 24,457 3,850 206 961 403 0 2,996 0 0 : : : : Changes from: November 17, 2015 : : 2,124 1,928 -241 0 0 961 403 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 92.8 21.2 3.3 0.2 0.8 0.3 0.0 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 14 7 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 113,424 : : Positions : : 102,876 108,679 3,378 0 0 89 1,321 793 0 0 0 : : : : Changes from: November 17, 2015 : : 1,737 2,902 214 0 0 89 -1,076 233 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 95.8 3.0 0.0 0.0 0.1 1.2 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 16 . 0 0 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 160,569 : : Positions : : 125,320 43,515 13,751 83,614 4,889 0 13,137 1,583 0 4,494 0 : : : : Changes from: November 17, 2015 : : -2,564 -2,824 123 65 -30 0 -349 -197 0 428 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 27.1 8.6 52.1 3.0 0.0 8.2 1.0 0.0 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 16 . 8 9 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BQ Open Interest is 14,708 : : Positions : : 13,174 12,287 436 1,534 184 0 0 0 0 0 0 : : : : Changes from: November 17, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 83.5 3.0 10.4 1.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 25,011 : : Positions : : 23,440 20,129 491 276 744 0 496 0 0 2,848 0 : : : : Changes from: November 17, 2015 : : 3,063 1,798 491 -744 744 0 496 0 0 1,360 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 80.5 2.0 1.1 3.0 0.0 2.0 0.0 0.0 11.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 15 . . . 0 . 0 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 47,593 : : Positions : : 28,445 43,563 14,184 0 1,922 0 0 0 360 796 0 : : : : Changes from: November 17, 2015 : : 4,713 5,991 1,588 0 -186 0 0 0 0 496 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 91.5 29.8 0.0 4.0 0.0 0.0 0.0 0.8 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 10 18 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 193,267 : : Positions : : 146,435 122,256 30,643 48,774 8,047 0 379 578 92 5,234 788 : : : : Changes from: November 17, 2015 : : 694 1,389 -214 -1,928 1,161 -82 -235 24 92 -270 -616 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 63.3 15.9 25.2 4.2 0.0 0.2 0.3 0.0 2.7 0.4 : : : : Number of Traders in Each Category Total Traders: 56 : : 35 28 . 6 4 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 100,419 : : Positions : : 83,047 53,280 5,311 37,083 5,018 0 0 0 310 0 0 : : : : Changes from: November 17, 2015 : : 1,482 1,377 -222 190 244 0 0 0 310 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 53.1 5.3 36.9 5.0 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 11 . 5 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 75,004 : : Positions : : 37,782 46,633 24,033 17,660 2,381 0 0 0 0 0 0 : : : : Changes from: November 17, 2015 : : 735 1,356 730 -620 707 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 62.2 32.0 23.5 3.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 14 5 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 75,078 : : Positions : : 57,522 37,158 2,004 24,110 8,686 0 0 0 217 0 0 : : : : Changes from: November 17, 2015 : : 2,463 1,349 -89 -436 834 0 0 0 217 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 49.5 2.7 32.1 11.6 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233D4 Open Interest is 19,742 : : Positions : : 17,346 17,150 0 1,704 0 1,237 0 123 0 0 0 : : : : Changes from: November 17, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 86.9 0.0 8.6 0.0 6.3 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 13 0 . 0 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 91,700 : : Positions : : 77,811 42,892 3,315 41,292 2,215 0 0 0 4,082 0 0 : : : : Changes from: November 17, 2015 : : 3,315 3,083 365 -1,621 604 0 0 0 62 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 46.8 3.6 45.0 2.4 0.0 0.0 0.0 4.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 7 . 5 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 1,021,957 : : Positions : : 124,611 143,839 222,797 18,565 43,944 190,277 368,446 184,284 53,150 87,972 129,372 : : : : Changes from: November 17, 2015 : : -7,187 -1,298 -2,504 -973 -1,388 3,611 -13,907 -470 -10,393 1,674 -11,929 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.2 14.1 21.8 1.8 4.3 18.6 36.1 18.0 5.2 8.6 12.7 : : : : Number of Traders in Each Category Total Traders: 325 : : 36 26 26 5 26 50 94 76 48 54 69 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 707,705 : : Positions : : 138,236 111,080 29,146 42,505 278,472 10,943 29,199 96,188 21,777 17,611 129,268 : : : : Changes from: November 17, 2015 : : -10,364 -14,655 -1,647 1,483 -63,272 -1,410 -5,250 -15,910 -612 4,501 -44,776 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.5 15.7 4.1 6.0 39.3 1.5 4.1 13.6 3.1 2.5 18.3 : : : : Number of Traders in Each Category Total Traders: 126 : : 30 27 10 11 21 21 13 27 28 11 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 342,698 : : Positions : : 111,506 65,527 21,325 33,465 54,789 54,635 9,598 19,468 38,481 119,892 34,670 : : : : Changes from: November 17, 2015 : : 4,383 945 4,884 -105 410 -13,516 1,162 457 -1,433 -6,718 1,192 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.5 19.1 6.2 9.8 16.0 15.9 2.8 5.7 11.2 35.0 10.1 : : : : Number of Traders in Each Category Total Traders: 82 : : 29 22 8 9 14 10 5 11 10 9 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 116,736 : : Positions : : 13,649 22,091 27,021 14,791 30,581 7,717 9,305 13,592 6,964 10,106 10,739 : : : : Changes from: November 17, 2015 : : 1,943 39 1,057 991 2,612 -145 5,715 926 3,581 -712 409 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.7 18.9 23.1 12.7 26.2 6.6 8.0 11.6 6.0 8.7 9.2 : : : : Number of Traders in Each Category Total Traders: 58 : : 9 11 9 6 15 5 6 8 10 11 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 76,706 : : Positions : : 3,336 4,090 6,002 13,861 26,038 3,807 0 18,516 5,000 399 13,192 : : : : Changes from: November 17, 2015 : : -175 1,346 5,031 9,771 -4,494 1,326 -3,062 -3,229 1,746 7 -2,268 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.3 5.3 7.8 18.1 33.9 5.0 0.0 24.1 6.5 0.5 17.2 : : : : Number of Traders in Each Category Total Traders: 23 : : . . . . 5 4 0 4 8 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 1,571,648 : : Positions : : 555,735 269,289 22,869 871,503 222,814 73,076 22,545 78,920 536,445 34,662 41,428 : : : : Changes from: November 17, 2015 : : 4,794 2,231 151 11,013 -5,659 4,981 -2,316 -6,786 3,266 -1,116 3,776 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 17.1 1.5 55.5 14.2 4.6 1.4 5.0 34.1 2.2 2.6 : : : : Number of Traders in Each Category Total Traders: 110 : : 40 37 . 19 19 10 6 12 17 6 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 395,083 : : Positions : : 85,755 95,291 170,275 130,712 53,189 17,002 15,316 18,889 13,046 44,783 34,534 : : : : Changes from: November 17, 2015 : : 886 -22 -388 -1,956 -592 3,994 1,252 -702 -4,153 682 -832 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.7 24.1 43.1 33.1 13.5 4.3 3.9 4.8 3.3 11.3 8.7 : : : : Number of Traders in Each Category Total Traders: 76 : : 21 17 11 10 16 7 5 9 9 13 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 25,397 : : Positions : : 22,423 17,919 1,044 5,812 1,163 0 0 0 565 0 62 : : : : Changes from: November 17, 2015 : : 1,089 852 -430 0 410 0 0 0 170 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 70.6 4.1 22.9 4.6 0.0 0.0 0.0 2.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 21 4 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 89,498 : : Positions : : 69,468 65,611 7,899 5,484 8,443 301 2,230 0 1,579 6,583 820 : : : : Changes from: November 17, 2015 : : 1,839 2,028 75 35 0 25 60 0 303 135 -549 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 73.3 8.8 6.1 9.4 0.3 2.5 0.0 1.8 7.4 0.9 : : : : Number of Traders in Each Category Total Traders: 79 : : 48 46 4 6 9 . . 0 5 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 22,764 : : Positions : : 16,937 16,839 2,419 2,747 2,543 0 0 0 0 480 0 : : : : Changes from: November 17, 2015 : : -270 -145 -175 -300 330 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 74.0 10.6 12.1 11.2 0.0 0.0 0.0 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 14 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 32,425 : : Positions : : 24,355 22,888 3,558 1,342 1,233 1,860 0 0 559 6,124 247 : : : : Changes from: November 17, 2015 : : -292 -146 -34 0 -58 0 0 0 38 30 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 70.6 11.0 4.1 3.8 5.7 0.0 0.0 1.7 18.9 0.8 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 25 6 . 6 . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 8,737 : : Positions : : 7,107 3,222 425 3,555 168 0 0 0 200 1,037 449 : : : : Changes from: November 17, 2015 : : 99 24 0 124 66 0 0 0 -100 -139 223 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 36.9 4.9 40.7 1.9 0.0 0.0 0.0 2.3 11.9 5.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 16 . 5 4 0 0 0 . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 12,923 : : Positions : : 10,938 6,532 655 4,687 193 0 138 0 116 1,040 73 : : : : Changes from: November 17, 2015 : : 147 123 -15 95 95 0 0 0 116 9 9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 50.5 5.1 36.3 1.5 0.0 1.1 0.0 0.9 8.0 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 13 . 6 . 0 . 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated November 30, 2015