Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 4,119,599 : : Positions : :2,367,719 937,047 330,151 1,733,071 256,224 316,022 55,854 381,544 17,617 324,693 416,042 : : : : Changes from: December 15, 2015 : : 113,233 -18,559 24,374 86,255 -23,072 -52,964 17,684 129,634 -17,438 -19,496 42,281 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 22.7 8.0 42.1 6.2 7.7 1.4 9.3 0.4 7.9 10.1 : : : : Number of Traders in Each Category Total Traders: 222 : : 118 94 8 19 22 13 11 19 11 31 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 3,421,366 : : Positions : : 320,352 301,734 61,355 136,729 989,137 91,135 142,679 1,107,558 119,880 10,558 731,717 : : : : Changes from: December 15, 2015 : : 5,666 -5,428 -17,439 8,627 -26,666 -40,007 -22,453 31,944 33,201 219 -15,223 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.4 8.8 1.8 4.0 28.9 2.7 4.2 32.4 3.5 0.3 21.4 : : : : Number of Traders in Each Category Total Traders: 103 : : 36 32 7 11 18 8 10 18 20 9 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023393 Open Interest is 227,324 : : Positions : : 147,831 185,846 21,704 5,032 15,520 15,014 419 2,188 5,918 10,008 1,002 : : : : Changes from: December 15, 2015 : : -4,807 9,407 1,618 -484 -29 7,482 -55 313 784 -2,858 488 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 81.8 9.5 2.2 6.8 6.6 0.2 1.0 2.6 4.4 0.4 : : : : Number of Traders in Each Category Total Traders: 52 : : 27 20 5 4 7 4 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 107,698 : : Positions : : 95,677 80,053 361 19,461 1,312 0 0 0 766 1,170 1,187 : : : : Changes from: December 15, 2015 : : -4,664 -5,243 361 445 916 0 0 0 749 1,170 -328 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 74.3 0.3 18.1 1.2 0.0 0.0 0.0 0.7 1.1 1.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 24 . 5 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 238,543 : : Positions : : 200,890 53,209 1,088 150,123 9,967 3,092 7,378 9,241 341 0 0 : : : : Changes from: December 15, 2015 : : 15,938 -670 -2,707 9,038 662 -428 3,098 4,391 341 -1,715 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 22.3 0.5 62.9 4.2 1.3 3.1 3.9 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 21 16 . 15 6 . . 4 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 641,996 : : Positions : : 554,189 200,858 21,294 378,343 42,066 1,338 2,436 6,334 4,950 4,988 1,894 : : : : Changes from: December 15, 2015 : : 28,419 -3,003 -893 29,091 -2,064 1,338 441 2,384 -2,851 0 368 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 31.3 3.3 58.9 6.6 0.2 0.4 1.0 0.8 0.8 0.3 : : : : Number of Traders in Each Category Total Traders: 61 : : 36 26 4 10 13 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 304,290 : : Positions : : 269,119 165,072 13,065 121,023 673 348 2,227 4,783 6,000 2,141 240 : : : : Changes from: December 15, 2015 : : -586 -4,809 459 5,280 0 -380 660 -1,435 -91 276 -645 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 54.2 4.3 39.8 0.2 0.1 0.7 1.6 2.0 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 58 : : 29 28 . 8 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 271,500 : : Positions : : 232,764 187,102 19,362 58,592 11,860 0 2,265 3,272 0 1,263 300 : : : : Changes from: December 15, 2015 : : 17,973 22,764 304 -1,961 2,716 -362 2,174 -344 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 68.9 7.1 21.6 4.4 0.0 0.8 1.2 0.0 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 28 33 . 8 9 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 101,877 : : Positions : : 88,618 57,573 1,794 32,012 571 1,720 0 3,048 0 310 0 : : : : Changes from: December 15, 2015 : : 1,558 3,045 0 611 0 1,655 -1,330 498 0 62 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 56.5 1.8 31.4 0.6 1.7 0.0 3.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 16 . 5 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 112,063 : : Positions : : 89,356 82,510 10,575 3,424 3,363 360 7,343 0 0 3,507 2,159 : : : : Changes from: December 15, 2015 : : -478 2,421 3,194 0 379 0 555 -186 0 -672 178 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 73.6 9.4 3.1 3.0 0.3 6.6 0.0 0.0 3.1 1.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 21 5 . . . . 0 0 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 26,676 : : Positions : : 24,430 19,704 0 5,329 465 0 0 0 1,533 527 0 : : : : Changes from: December 15, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 73.9 0.0 20.0 1.7 0.0 0.0 0.0 5.7 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 8 0 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 83,732 : : Positions : : 69,862 30,196 2,768 36,241 277 0 2,912 1,896 0 0 0 : : : : Changes from: December 15, 2015 : : 9,242 5,322 31 6,446 60 -296 -217 444 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 36.1 3.3 43.3 0.3 0.0 3.5 2.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 11 . 7 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 170,958 : : Positions : : 129,203 80,354 32,824 80,571 4,356 0 2,782 0 0 0 0 : : : : Changes from: December 15, 2015 : : 2,340 1,193 0 1,034 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 47.0 19.2 47.1 2.5 0.0 1.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 11 4 8 6 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 89,633 : : Positions : : 70,779 57,412 10,260 29,701 530 0 0 0 0 0 0 : : : : Changes from: December 15, 2015 : : 888 2,268 0 -1,380 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 64.1 11.4 33.1 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 336,334 : : Positions : : 247,966 156,222 60,699 152,701 12,512 3,464 0 0 552 4,726 4,099 : : : : Changes from: December 15, 2015 : : -5,549 1,657 -728 -5,060 5,280 -426 0 0 552 1,830 -920 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 46.4 18.0 45.4 3.7 1.0 0.0 0.0 0.2 1.4 1.2 : : : : Number of Traders in Each Category Total Traders: 64 : : 40 28 4 11 7 . 0 0 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 64,729 : : Positions : : 47,597 32,853 248 16,393 4,002 0 1,163 2,676 0 0 0 : : : : Changes from: December 15, 2015 : : 5,091 -397 248 1,545 744 -2,419 1,163 1,166 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 50.8 0.4 25.3 6.2 0.0 1.8 4.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 14 . 6 6 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 70,639 : : Positions : : 32,404 40,820 29,146 18,122 4,130 0 2,202 997 0 0 0 : : : : Changes from: December 15, 2015 : : 1,365 936 481 -62 248 0 1,258 -354 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.9 57.8 41.3 25.7 5.8 0.0 3.1 1.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 12 5 4 7 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 77,528 : : Positions : : 45,764 68,010 15,672 3,730 2,103 8,439 1,999 0 3,689 1,023 0 : : : : Changes from: December 15, 2015 : : -573 11,648 7,395 0 31 3,627 1,999 0 3,441 1,023 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 87.7 20.2 4.8 2.7 10.9 2.6 0.0 4.8 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 14 18 6 . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 115,878 : : Positions : : 66,861 91,016 10,110 3,601 2,630 28,217 6,324 0 3,503 7,874 3,689 : : : : Changes from: December 15, 2015 : : 1,204 8,065 2,924 31 62 3,627 2,170 0 0 -2,294 3,441 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 78.5 8.7 3.1 2.3 24.4 5.5 0.0 3.0 6.8 3.2 : : : : Number of Traders in Each Category Total Traders: 69 : : 27 23 7 . . 7 . 0 4 8 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 73,309 : : Positions : : 69,837 71,275 0 868 0 3,007 0 0 0 0 0 : : : : Changes from: December 15, 2015 : : 1,953 1,736 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.3 97.2 0.0 1.2 0.0 4.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 22 0 . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 208,495 : : Positions : : 173,272 148,890 12,791 34,851 12,504 338 19 3,359 0 0 0 : : : : Changes from: December 15, 2015 : : -1,755 1,462 915 -893 503 338 -827 -48 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 71.4 6.1 16.7 6.0 0.2 0.0 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 35 29 . 4 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 23,476 : : Positions : : 22,461 18,082 0 151 403 0 248 0 0 1,612 0 : : : : Changes from: December 15, 2015 : : 6,401 5,378 -314 151 97 0 248 0 0 310 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.7 77.0 0.0 0.6 1.7 0.0 1.1 0.0 0.0 6.9 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 9 0 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 102,209 : : Positions : : 79,670 50,160 936 16,546 13,254 615 5,136 2,032 0 4,708 0 : : : : Changes from: December 15, 2015 : : 565 -112 -1,306 -667 2,752 115 -455 95 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 49.1 0.9 16.2 13.0 0.6 5.0 2.0 0.0 4.6 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 14 21 . 6 6 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 105,411 : : Positions : : 70,897 99,286 12,190 280 1,909 8,958 0 1,308 1,693 372 0 : : : : Changes from: December 15, 2015 : : 640 1,398 481 0 0 507 0 -65 -62 372 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 94.2 11.6 0.3 1.8 8.5 0.0 1.2 1.6 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 18 . . . 4 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 115,042 : : Positions : : 84,569 106,906 21,992 3,757 206 647 0 0 2,996 0 0 : : : : Changes from: December 15, 2015 : : 810 652 -96 0 0 62 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 92.9 19.1 3.3 0.2 0.6 0.0 0.0 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 12 6 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 114,602 : : Positions : : 103,644 109,950 3,899 0 215 1,120 353 664 0 0 0 : : : : Changes from: December 15, 2015 : : 1,799 3,042 674 0 215 1,120 -457 661 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 95.9 3.4 0.0 0.2 1.0 0.3 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 . 0 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 141,154 : : Positions : : 106,849 33,865 10,264 81,257 4,578 0 5,574 1,578 0 2,022 0 : : : : Changes from: December 15, 2015 : : -391 -1,510 0 276 0 0 86 -122 0 310 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 24.0 7.3 57.6 3.2 0.0 3.9 1.1 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 15 . 7 6 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 22,965 : : Positions : : 21,167 19,276 1,550 0 0 0 496 0 0 2,697 124 : : : : Changes from: December 15, 2015 : : 1,085 1,364 279 0 0 0 0 0 0 -124 124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 83.9 6.7 0.0 0.0 0.0 2.2 0.0 0.0 11.7 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 14 . 0 0 0 . 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233CG Open Interest is 48,742 : : Positions : : 28,551 45,022 16,126 0 1,767 0 0 0 0 806 0 : : : : Changes from: December 15, 2015 : : 2,722 7,637 5,266 0 -279 0 0 0 0 310 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 92.4 33.1 0.0 3.6 0.0 0.0 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 16 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 194,504 : : Positions : : 147,573 126,327 27,012 40,562 10,130 0 769 330 0 7,457 893 : : : : Changes from: December 15, 2015 : : 9,363 3,627 374 3,654 -1,153 -1,101 -214 -243 -745 1,466 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 64.9 13.9 20.9 5.2 0.0 0.4 0.2 0.0 3.8 0.5 : : : : Number of Traders in Each Category Total Traders: 54 : : 32 27 . 6 5 0 . . 0 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 95,989 : : Positions : : 77,155 45,892 3,064 40,039 6,045 0 0 0 0 0 0 : : : : Changes from: December 15, 2015 : : 4,754 343 -1,836 3,613 1,476 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 47.8 3.2 41.7 6.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . 6 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 77,715 : : Positions : : 38,316 47,595 27,920 19,715 1,451 0 0 0 0 0 0 : : : : Changes from: December 15, 2015 : : 1,044 826 1,309 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 61.2 35.9 25.4 1.9 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 December 22, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CZ Open Interest is 74,164 : : Positions : : 54,331 37,925 5,218 25,434 6,834 0 0 0 0 0 0 : : : : Changes from: December 15, 2015 : : 60 2,563 2,571 342 -1,253 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 51.1 7.0 34.3 9.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 92,488 : : Positions : : 75,840 39,430 2,488 44,597 2,161 0 0 0 3,772 0 0 : : : : Changes from: December 15, 2015 : : 1,687 639 31 974 122 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 42.6 2.7 48.2 2.3 0.0 0.0 0.0 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 5 . 5 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 1,057,130 : : Positions : : 168,314 175,597 200,342 17,012 82,161 184,198 365,073 158,038 54,440 76,660 139,023 : : : : Changes from: December 15, 2015 : : 898 -4,150 -3,720 216 -2,244 1,683 9,145 -13,897 -3,099 -9,999 -13,493 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.9 16.6 19.0 1.6 7.8 17.4 34.5 14.9 5.1 7.3 13.2 : : : : Number of Traders in Each Category Total Traders: 328 : : 38 29 26 8 25 50 88 66 54 54 75 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 1,028,351 : : Positions : : 175,647 143,214 41,811 57,384 362,850 17,665 27,203 196,398 12,799 22,120 216,805 : : : : Changes from: December 15, 2015 : : -3,188 -3,880 -1,193 5,616 2,899 3,222 -4,109 28 -2,856 29 3,776 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.1 13.9 4.1 5.6 35.3 1.7 2.6 19.1 1.2 2.2 21.1 : : : : Number of Traders in Each Category Total Traders: 131 : : 30 29 10 13 23 18 17 30 20 20 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 326,485 : : Positions : : 101,738 63,086 30,411 32,996 42,544 43,138 6,394 26,863 31,999 105,485 42,364 : : : : Changes from: December 15, 2015 : : -1,157 1,498 -2,136 -2,023 -1,512 4,922 175 -1,426 -3,133 -774 7,166 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.2 19.3 9.3 10.1 13.0 13.2 2.0 8.2 9.8 32.3 13.0 : : : : Number of Traders in Each Category Total Traders: 73 : : 24 22 7 7 13 9 4 10 11 7 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 135,679 : : Positions : : 17,465 29,380 25,555 9,335 34,983 18,969 22,485 8,243 11,818 14,134 12,644 : : : : Changes from: December 15, 2015 : : 2,855 6,820 -976 -3,245 4,722 1,149 12,431 398 7,419 -5,827 805 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.9 21.7 18.8 6.9 25.8 14.0 16.6 6.1 8.7 10.4 9.3 : : : : Number of Traders in Each Category Total Traders: 58 : : 12 11 7 6 13 4 8 11 8 13 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A84 Open Interest is 11,862 : : Positions : : 1,901 5,695 0 0 0 130 1,268 922 5,006 42 3,889 : : : : Changes from: December 15, 2015 : : -57 -227 0 0 0 8 -181 -22 -359 6 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.0 48.0 0.0 0.0 0.0 1.1 10.7 7.8 42.2 0.4 32.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 7 0 0 0 . . . 6 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 136,699 : : Positions : : 5,683 3,542 3,984 10,513 60,191 3,285 285 33,015 2,373 1,230 27,703 : : : : Changes from: December 15, 2015 : : 660 873 -342 1,359 -427 1,979 -1,126 -676 -1,076 92 2,182 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.2 2.6 2.9 7.7 44.0 2.4 0.2 24.2 1.7 0.9 20.3 : : : : Number of Traders in Each Category Total Traders: 24 : : . . . . 5 . . 4 8 4 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 1,515,081 : : Positions : : 542,925 247,390 32,237 828,828 222,127 44,969 38,237 66,090 526,474 36,040 39,057 : : : : Changes from: December 15, 2015 : : 11,124 781 7,786 23,165 -3,781 2,344 11,993 -6,289 18,067 688 771 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.8 16.3 2.1 54.7 14.7 3.0 2.5 4.4 34.7 2.4 2.6 : : : : Number of Traders in Each Category Total Traders: 103 : : 38 32 4 16 18 8 8 13 14 8 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 396,429 : : Positions : : 72,152 97,488 173,338 126,521 47,481 4,825 40,769 24,499 35,493 20,909 37,091 : : : : Changes from: December 15, 2015 : : 684 730 5,692 1,138 46 -2,041 4,433 1,947 2,900 82 2,967 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.2 24.6 43.7 31.9 12.0 1.2 10.3 6.2 9.0 5.3 9.4 : : : : Number of Traders in Each Category Total Traders: 77 : : 19 16 11 9 14 . 9 9 14 11 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 25,266 : : Positions : : 22,556 17,143 816 6,858 785 0 0 0 907 0 62 : : : : Changes from: December 15, 2015 : : 681 851 25 -25 -20 0 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 67.9 3.2 27.1 3.1 0.0 0.0 0.0 3.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 21 4 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 99,877 : : Positions : : 80,086 65,317 8,747 17,328 7,280 301 2,220 0 1,716 6,536 829 : : : : Changes from: December 15, 2015 : : 867 1,522 500 -85 356 0 0 0 130 90 38 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 65.4 8.8 17.3 7.3 0.3 2.2 0.0 1.7 6.5 0.8 : : : : Number of Traders in Each Category Total Traders: 83 : : 49 44 5 6 9 . . 0 6 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 27,957 : : Positions : : 21,248 22,254 3,584 2,953 2,128 255 0 57 0 480 0 : : : : Changes from: December 15, 2015 : : 1,878 2,368 570 195 -75 87 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 79.6 12.8 10.6 7.6 0.9 0.0 0.2 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 13 . 4 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 33,042 : : Positions : : 25,805 24,364 3,001 1,826 984 1,860 0 0 649 5,203 254 : : : : Changes from: December 15, 2015 : : 880 790 -10 75 0 0 0 0 -20 0 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 73.7 9.1 5.5 3.0 5.6 0.0 0.0 2.0 15.7 0.8 : : : : Number of Traders in Each Category Total Traders: 48 : : 25 24 5 4 6 . 0 0 5 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 9,368 : : Positions : : 7,113 4,081 1,080 3,589 178 0 0 0 120 796 459 : : : : Changes from: December 15, 2015 : : 390 668 265 0 0 0 0 0 0 24 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 43.6 11.5 38.3 1.9 0.0 0.0 0.0 1.3 8.5 4.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 16 . 5 4 0 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 13,314 : : Positions : : 11,428 7,444 564 4,311 240 0 188 0 0 834 58 : : : : Changes from: December 15, 2015 : : 1,154 1,009 -120 -20 114 0 0 0 0 15 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 55.9 4.2 32.4 1.8 0.0 1.4 0.0 0.0 6.3 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 14 . 5 4 0 . 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated December 25, 2015