Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #023391 Open Interest is 3,982,622 : : Positions : :2,258,253 916,761 227,102 1,825,646 267,233 350,605 53,222 309,295 137,711 197,362 400,355 : : : : Changes from: December 29, 2015 : : -153,423 -81,381 -98,034 31,691 12,898 42,782 -8,021 -79,137 93,636 -35,942 -99,396 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 23.0 5.7 45.8 6.7 8.8 1.3 7.8 3.5 5.0 10.1 : : : : Number of Traders in Each Category Total Traders: 219 : : 111 93 7 19 22 16 7 20 15 29 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : 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 2,135,544 : : Positions : : 277,764 247,459 58,922 99,327 679,078 11,607 94,503 566,349 99,108 5,499 442,272 : : : : Changes from: December 29, 2015 : : -2,348 2,975 3,668 -2,712 5,749 -3,739 997 -380 3,443 -64 8,920 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.0 11.6 2.8 4.7 31.8 0.5 4.4 26.5 4.6 0.3 20.7 : : : : Number of Traders in Each Category Total Traders: 94 : : 34 28 7 11 18 5 10 15 18 9 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : 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 247,181 : : Positions : : 166,486 199,130 19,165 9,143 13,503 12,497 0 5,601 7,056 7,636 4,695 : : : : Changes from: December 29, 2015 : : 11,968 8,879 122 1,055 -149 -1,544 0 1,638 453 1,784 -599 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 80.6 7.8 3.7 5.5 5.1 0.0 2.3 2.9 3.1 1.9 : : : : Number of Traders in Each Category Total Traders: 51 : : 28 21 4 5 7 4 0 . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : 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 112,486 : : Positions : : 99,242 84,561 361 19,101 1,461 852 582 1,624 0 1,170 1,187 : : : : Changes from: December 29, 2015 : : 2,137 2,635 0 -32 394 215 401 -4 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 75.2 0.3 17.0 1.3 0.8 0.5 1.4 0.0 1.0 1.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 24 . 5 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : 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 243,548 : : Positions : : 207,831 53,285 1,173 153,357 9,032 2,317 9,987 8,778 315 0 0 : : : : Changes from: December 29, 2015 : : 3,530 81 85 1,935 -294 -124 1,782 -225 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 21.9 0.5 63.0 3.7 1.0 4.1 3.6 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 22 16 . 14 6 . 4 4 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : 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 611,145 : : Positions : : 527,566 175,615 21,238 367,846 44,268 240 2,109 6,181 0 6,813 1,526 : : : : Changes from: December 29, 2015 : : -32,456 -16,333 -697 -17,183 765 -1,401 -478 -89 0 -329 -548 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 28.7 3.5 60.2 7.2 0.0 0.3 1.0 0.0 1.1 0.2 : : : : Number of Traders in Each Category Total Traders: 58 : : 35 24 5 9 13 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : 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 307,687 : : Positions : : 273,156 166,375 13,422 122,914 730 0 2,022 5,251 5,666 1,572 240 : : : : Changes from: December 29, 2015 : : 2,336 778 -240 1,555 0 -313 -137 226 -334 -209 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 54.1 4.4 39.9 0.2 0.0 0.7 1.7 1.8 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 58 : : 28 28 4 8 4 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : 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 281,386 : : Positions : : 237,402 191,705 20,177 62,584 11,929 0 3,100 3,101 4,023 1,698 330 : : : : Changes from: December 29, 2015 : : 2,046 3,203 815 2,034 89 0 2,089 -1,216 3,775 1 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 68.1 7.2 22.2 4.2 0.0 1.1 1.1 1.4 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 30 33 . 8 9 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : 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 107,958 : : Positions : : 95,766 63,376 1,794 32,030 571 20 451 3,519 0 558 0 : : : : Changes from: December 29, 2015 : : 3,519 1,797 0 18 0 -1,377 451 521 0 62 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 58.7 1.7 29.7 0.5 0.0 0.4 3.3 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 18 . 5 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : 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 116,083 : : Positions : : 92,007 85,399 10,523 3,424 3,441 360 7,792 0 252 3,755 2,165 : : : : Changes from: December 29, 2015 : : 1,890 2,076 -35 0 0 0 214 0 247 454 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 73.6 9.1 2.9 3.0 0.3 6.7 0.0 0.2 3.2 1.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 21 5 . . . . 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : 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 27,745 : : Positions : : 25,189 20,122 0 5,143 868 0 0 0 1,440 527 0 : : : : Changes from: December 29, 2015 : : 232 232 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 72.5 0.0 18.5 3.1 0.0 0.0 0.0 5.2 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 8 0 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : 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 100,798 : : Positions : : 86,449 40,739 2,888 39,972 308 0 4,667 1,775 0 0 0 : : : : Changes from: December 29, 2015 : : 7,667 4,073 120 2,895 0 0 792 -61 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 40.4 2.9 39.7 0.3 0.0 4.6 1.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 10 . 7 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : 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 168,927 : : Positions : : 120,125 76,891 36,778 78,116 7,358 0 2,782 0 0 0 0 : : : : Changes from: December 29, 2015 : : 1,326 -1,088 -642 887 428 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 45.5 21.8 46.2 4.4 0.0 1.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 10 5 7 7 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : 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 90,479 : : Positions : : 71,182 58,187 10,322 29,701 539 0 0 0 0 0 0 : : : : Changes from: December 29, 2015 : : -279 31 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 64.3 11.4 32.8 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : 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 338,362 : : Positions : : 248,814 161,541 60,930 148,024 14,674 3,464 0 0 628 5,706 2,434 : : : : Changes from: December 29, 2015 : : 1,084 3,048 -819 -899 -140 0 0 0 614 -546 -23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 47.7 18.0 43.7 4.3 1.0 0.0 0.0 0.2 1.7 0.7 : : : : Number of Traders in Each Category Total Traders: 66 : : 42 30 4 11 7 . 0 0 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A5 Open Interest is 72,388 : : Positions : : 56,878 37,813 469 16,527 4,050 0 2,968 2,499 0 0 0 : : : : Changes from: December 29, 2015 : : 2,877 1,727 0 -60 29 0 -673 473 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 52.2 0.6 22.8 5.6 0.0 4.1 3.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 13 . 5 6 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : 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 (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A6 Open Interest is 14,478 : : Positions : : 11,294 12,324 1,803 372 0 0 0 0 0 0 0 : : : : Changes from: December 29, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 85.1 12.5 2.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 13 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : 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 75,935 : : Positions : : 36,032 46,126 29,629 18,238 4,349 550 2,005 1,165 0 0 0 : : : : Changes from: December 29, 2015 : : 1,432 1,523 633 0 -29 283 922 -78 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.5 60.7 39.0 24.0 5.7 0.7 2.6 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 13 5 4 7 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : 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 102,540 : : Positions : : 59,368 87,039 19,802 4,102 2,878 5,339 4,495 0 1,736 2,139 0 : : : : Changes from: December 29, 2015 : : 181 708 0 0 0 0 0 0 -11,811 -992 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 84.9 19.3 4.0 2.8 5.2 4.4 0.0 1.7 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 20 27 8 . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : 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 141,727 : : Positions : : 81,922 111,564 11,412 2,423 5,110 24,745 8,277 372 14,291 5,828 310 : : : : Changes from: December 29, 2015 : : 336 708 0 0 0 0 0 0 4,154 -527 -6,882 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 78.7 8.1 1.7 3.6 17.5 5.8 0.3 10.1 4.1 0.2 : : : : Number of Traders in Each Category Total Traders: 75 : : 32 33 7 . . 7 . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : 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 76,979 : : Positions : : 72,577 74,046 248 868 0 3,007 0 0 248 310 155 : : : : Changes from: December 29, 2015 : : 156 -247 0 0 0 0 0 0 0 31 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 96.2 0.3 1.1 0.0 3.9 0.0 0.0 0.3 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 22 . . 0 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : 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 208,897 : : Positions : : 173,349 149,632 12,884 34,820 12,460 616 0 2,913 0 0 0 : : : : Changes from: December 29, 2015 : : -99 352 0 -31 31 203 0 -279 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 71.6 6.2 16.7 6.0 0.3 0.0 1.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 36 31 . 4 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233AW Open Interest is 22,973 : : Positions : : 21,803 17,362 0 151 403 0 0 0 0 1,550 0 : : : : Changes from: December 29, 2015 : : 0 62 0 0 0 0 0 0 0 -62 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 75.6 0.0 0.7 1.8 0.0 0.0 0.0 0.0 6.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 9 0 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AY Open Interest is 53,306 : : Positions : : 35,538 40,150 0 312 1,888 1,659 0 1,696 0 0 0 : : : : Changes from: December 29, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 75.3 0.0 0.6 3.5 3.1 0.0 3.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 13 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : 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 107,622 : : Positions : : 85,298 50,983 1,089 17,540 13,533 0 6,877 1,550 0 5,639 428 : : : : Changes from: December 29, 2015 : : 3,110 52 0 994 0 -167 667 -148 0 931 428 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 47.4 1.0 16.3 12.6 0.0 6.4 1.4 0.0 5.2 0.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 19 . 6 7 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : 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 106,094 : : Positions : : 69,508 100,262 12,681 280 1,897 9,229 0 1,217 1,816 0 0 : : : : Changes from: December 29, 2015 : : -716 127 406 0 -12 -94 0 156 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 94.5 12.0 0.3 1.8 8.7 0.0 1.1 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 17 . . . 4 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : 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 116,763 : : Positions : : 85,174 108,410 22,639 3,757 268 957 0 0 2,996 0 0 : : : : Changes from: December 29, 2015 : : 514 307 -209 0 62 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 92.8 19.4 3.2 0.2 0.8 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 January 5, 2016 : 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 116,465 : : Positions : : 104,650 111,459 4,327 0 215 871 0 1,342 0 0 0 : : : : Changes from: December 29, 2015 : : 1,384 1,914 428 0 0 773 0 835 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 95.7 3.7 0.0 0.2 0.7 0.0 1.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 18 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : 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 141,290 : : Positions : : 105,405 32,573 10,233 81,132 4,578 0 5,819 1,597 1,085 3,373 0 : : : : Changes from: December 29, 2015 : : -120 -858 0 -214 0 0 -223 201 589 1,382 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 23.1 7.2 57.4 3.2 0.0 4.1 1.1 0.8 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 16 . 7 6 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : 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 8,990 : : Positions : : 7,316 6,913 496 651 0 0 0 0 0 651 0 : : : : Changes from: December 29, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 76.9 5.5 7.2 0.0 0.0 0.0 0.0 0.0 7.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 8 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : 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 25,335 : : Positions : : 23,134 21,522 1,612 0 0 0 496 0 0 2,635 186 : : : : Changes from: December 29, 2015 : : 944 944 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 84.9 6.4 0.0 0.0 0.0 2.0 0.0 0.0 10.4 0.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 . 0 0 0 . 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : 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 49,672 : : Positions : : 29,264 46,076 16,250 0 1,767 0 0 0 0 310 0 : : : : Changes from: December 29, 2015 : : 31 0 0 0 0 0 0 0 0 -589 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 92.8 32.7 0.0 3.6 0.0 0.0 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 17 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CH Open Interest is 203,349 : : Positions : : 151,533 134,931 26,585 33,845 14,935 1,861 1,012 517 0 8,459 1,171 : : : : Changes from: December 29, 2015 : : 67 2,342 -396 -4,673 3,172 1,861 214 187 0 684 -89 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 66.4 13.1 16.6 7.3 0.9 0.5 0.3 0.0 4.2 0.6 : : : : Number of Traders in Each Category Total Traders: 57 : : 32 27 . 6 6 . . . 0 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : 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 98,624 : : Positions : : 78,771 44,529 3,030 42,198 6,249 0 0 0 0 0 0 : : : : Changes from: December 29, 2015 : : 387 361 151 302 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 45.2 3.1 42.8 6.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 . 6 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : 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 77,901 : : Positions : : 38,378 50,163 28,268 17,771 1,013 0 0 0 0 0 0 : : : : Changes from: December 29, 2015 : : 62 2,568 348 -1,944 -562 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 64.4 36.3 22.8 1.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 14 6 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : 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 76,419 : : Positions : : 56,371 40,725 5,616 25,887 6,952 0 0 0 609 0 0 : : : : Changes from: December 29, 2015 : : 154 705 336 151 180 0 0 0 31 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 53.3 7.3 33.9 9.1 0.0 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 13 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : 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 93,880 : : Positions : : 78,603 41,963 3,130 44,327 2,660 0 0 0 3,834 0 0 : : : : Changes from: December 29, 2015 : : 1,803 453 642 846 -369 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 44.7 3.3 47.2 2.8 0.0 0.0 0.0 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 5 . 6 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : 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 972,327 : : Positions : : 132,781 144,629 204,020 20,182 72,577 179,703 307,724 162,448 31,918 98,246 122,554 : : : : Changes from: December 29, 2015 : : -22,669 -20,319 -7,889 2,154 -3,297 -7,487 -41,152 4,002 -6,733 13,538 -3,161 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.7 14.9 21.0 2.1 7.5 18.5 31.6 16.7 3.3 10.1 12.6 : : : : Number of Traders in Each Category Total Traders: 301 : : 36 27 23 8 22 50 74 70 41 59 70 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : 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 725,631 : : Positions : : 132,715 116,603 25,284 44,140 283,388 18,416 20,314 96,469 16,647 14,165 148,331 : : : : Changes from: December 29, 2015 : : 2,336 4,842 1,522 -755 5,043 151 2,409 1,465 3,431 937 7,991 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.3 16.1 3.5 6.1 39.1 2.5 2.8 13.3 2.3 2.0 20.4 : : : : Number of Traders in Each Category Total Traders: 128 : : 28 31 10 12 22 15 16 22 27 14 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : 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 301,515 : : Positions : : 94,597 54,916 24,399 30,913 43,080 40,067 6,422 26,702 23,957 91,767 41,497 : : : : Changes from: December 29, 2015 : : -7,797 -8,659 -5,748 -3,492 1,245 -3,476 716 -912 -4,125 -8,910 -7,603 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.4 18.2 8.1 10.3 14.3 13.3 2.1 8.9 7.9 30.4 13.8 : : : : Number of Traders in Each Category Total Traders: 67 : : 21 19 6 7 13 7 6 10 9 8 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : 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 101,476 : : Positions : : 13,225 19,943 16,874 12,712 26,686 11,892 10,401 7,024 9,614 10,223 6,999 : : : : Changes from: December 29, 2015 : : 543 717 -500 -1,525 2,777 498 1,966 286 1,079 942 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.0 19.7 16.6 12.5 26.3 11.7 10.2 6.9 9.5 10.1 6.9 : : : : Number of Traders in Each Category Total Traders: 47 : : 7 8 6 6 12 5 5 9 8 9 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : 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 69,462 : : Positions : : 2,312 2,624 1,367 3,801 29,019 1,355 659 19,452 2,287 185 13,577 : : : : Changes from: December 29, 2015 : : 108 208 -307 -714 3,000 -332 188 222 220 8 2,194 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.3 3.8 2.0 5.5 41.8 2.0 0.9 28.0 3.3 0.3 19.5 : : : : Number of Traders in Each Category Total Traders: 20 : : . . . . 5 . . . 6 4 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : 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 1,432,907 : : Positions : : 518,277 226,183 35,929 803,081 213,404 49,529 28,380 59,634 476,710 30,598 39,403 : : : : Changes from: December 29, 2015 : : -23,161 -24,325 10,080 -24,368 -10,920 8,271 -1,773 -11,349 -46,635 -7,245 483 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.2 15.8 2.5 56.0 14.9 3.5 2.0 4.2 33.3 2.1 2.7 : : : : Number of Traders in Each Category Total Traders: 101 : : 38 30 4 16 18 8 8 13 15 6 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : 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 321,476 : : Positions : : 67,909 73,050 161,986 127,627 34,488 6,173 23,535 12,902 4,969 16,151 31,777 : : : : Changes from: December 29, 2015 : : 1,686 342 1,617 4,063 -832 2,812 2,452 305 -716 -1,658 3,483 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.1 22.7 50.4 39.7 10.7 1.9 7.3 4.0 1.5 5.0 9.9 : : : : Number of Traders in Each Category Total Traders: 70 : : 17 15 11 9 13 4 8 10 8 11 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : 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 20,889 : : Positions : : 19,819 13,414 0 7,008 25 0 0 0 843 0 62 : : : : Changes from: December 29, 2015 : : -2,987 -4,039 -816 150 -760 0 0 0 -124 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 64.2 0.0 33.5 0.1 0.0 0.0 0.0 4.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 18 0 5 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : 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 102,114 : : Positions : : 81,836 66,229 8,783 17,665 7,620 301 2,150 0 1,818 7,279 789 : : : : Changes from: December 29, 2015 : : 1,225 718 1 412 320 0 -70 0 -15 215 -29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 64.9 8.6 17.3 7.5 0.3 2.1 0.0 1.8 7.1 0.8 : : : : Number of Traders in Each Category Total Traders: 84 : : 48 43 5 6 9 . . 0 6 8 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : 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 29,312 : : Positions : : 21,666 21,881 3,487 1,724 966 1,860 0 0 594 4,080 300 : : : : Changes from: December 29, 2015 : : -4,723 -2,851 507 -166 41 0 0 0 -49 -1,263 58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 74.6 11.9 5.9 3.3 6.3 0.0 0.0 2.0 13.9 1.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 26 24 4 5 6 . 0 0 4 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : 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 8,085 : : Positions : : 6,043 3,580 1,015 3,333 133 0 0 0 140 409 377 : : : : Changes from: December 29, 2015 : : -1,070 -501 -65 -256 -45 0 0 0 20 -387 -82 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 44.3 12.6 41.2 1.6 0.0 0.0 0.0 1.7 5.1 4.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 14 . 5 . 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2016 : 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 11,998 : : Positions : : 10,200 7,269 632 3,601 240 0 113 0 54 553 93 : : : : Changes from: December 29, 2015 : : -1,296 -208 68 -740 -6 0 -50 0 54 -281 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 60.6 5.3 30.0 2.0 0.0 0.9 0.0 0.5 4.6 0.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 14 . 5 . 0 . 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated January 8, 2016