NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 MMBtus : : : Positions : All : 4,060,945: 2,291,899 1,006,026 337,083 1,568,681 358,241 287,622 74,833 292,472 21,347 310,422 440,461: 31,820 9,809 Old : 4,060,945: 2,291,899 1,006,026 337,083 1,568,681 358,241 287,622 74,833 292,472 21,347 310,422 440,461: 31,820 9,809 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 71,279: 29,683 -3,899 6,169 4,985 2,664 1,899 10,432 13,177 -1,267 22,443 21,728: -2,774 -251 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.4 24.8 8.3 38.6 8.8 7.1 1.8 7.2 0.5 7.6 10.8: 0.8 0.2 Old : 100.0: 56.4 24.8 8.3 38.6 8.8 7.1 1.8 7.2 0.5 7.6 10.8: 0.8 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 228: 119 95 10 18 22 14 12 20 18 27 39: Old : 228: 119 95 10 18 22 14 12 20 18 27 39: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.1 24.7 34.6 41.9 18.1 23.3 27.8 33.6 Old : 21.1 24.7 34.6 41.9 18.1 23.3 27.8 33.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 2,352,486: 261,581 262,119 86,772 125,302 744,422 120,904 185,177 582,108 87,743 8,275 423,316: 45,642 21,768 Old : 2,352,486: 261,581 262,119 86,772 125,302 744,422 120,904 185,177 582,108 87,743 8,275 423,316: 45,642 21,768 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : -233,154: -30,030 1,729 16,134 -3,677 -60,594 23,473 65,976 -100,338 33,856 3,300 -160,876: 45,220 21,325 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.1 11.1 3.7 5.3 31.6 5.1 7.9 24.7 3.7 0.4 18.0: 1.9 0.9 Old : 100.0: 11.1 11.1 3.7 5.3 31.6 5.1 7.9 24.7 3.7 0.4 18.0: 1.9 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 96: 34 30 8 11 18 6 12 18 15 9 22: Old : 96: 34 30 8 11 18 6 12 18 15 9 22: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.5 42.7 68.6 64.6 9.8 9.0 11.8 11.9 Old : 45.5 42.7 68.6 64.6 9.8 9.0 11.8 11.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 237,413: 180,867 191,318 21,486 12,944 14,794 5,107 2,109 2,097 1,719 8,644 0: 11,343 5,507 Old : 237,413: 180,867 191,318 21,486 12,944 14,794 5,107 2,109 2,097 1,719 8,644 0: 11,343 5,507 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : -153: -91 -1,945 -2,287 -4,344 3,607 -1,649 1,925 -2 121 1,014 0: 148 -408 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.2 80.6 9.1 5.5 6.2 2.2 0.9 0.9 0.7 3.6 0.0: 4.8 2.3 Old : 100.0: 76.2 80.6 9.1 5.5 6.2 2.2 0.9 0.9 0.7 3.6 0.0: 4.8 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 53: 28 24 6 5 8 . . . . 4 0: Old : 53: 28 24 6 5 8 . . . . 4 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.0 45.3 61.2 70.4 40.3 40.8 53.9 58.5 Old : 46.0 45.3 61.2 70.4 40.3 40.8 53.9 58.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 111,659: 98,010 83,716 0 20,391 1,100 1,401 0 1,573 1,796 0 1,641: 6,138 3,238 Old : 111,659: 98,010 83,716 0 20,391 1,100 1,401 0 1,573 1,796 0 1,641: 6,138 3,238 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 4,008: 4,709 3,462 0 -128 186 -1,375 0 366 671 0 -428: -121 550 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.8 75.0 0.0 18.3 1.0 1.3 0.0 1.4 1.6 0.0 1.5: 5.5 2.9 Old : 100.0: 87.8 75.0 0.0 18.3 1.0 1.3 0.0 1.4 1.6 0.0 1.5: 5.5 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 24 26 0 5 4 . 0 . . 0 .: Old : 38: 24 26 0 5 4 . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.0 48.1 74.2 70.2 52.4 45.5 69.0 64.9 Old : 54.0 48.1 74.2 70.2 52.4 45.5 69.0 64.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 215,918: 183,583 56,472 1,212 132,719 10,182 3,465 4,280 3,613 527 372 0: 13,336 8,280 Old : 215,918: 183,583 56,472 1,212 132,719 10,182 3,465 4,280 3,613 527 372 0: 13,336 8,280 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 6,857: 5,737 -1,739 -321 8,547 34 1,808 0 293 248 0 0: -942 -278 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.0 26.2 0.6 61.5 4.7 1.6 2.0 1.7 0.2 0.2 0.0: 6.2 3.8 Old : 100.0: 85.0 26.2 0.6 61.5 4.7 1.6 2.0 1.7 0.2 0.2 0.0: 6.2 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 46: 22 17 . 14 8 4 . 4 . . 0: Old : 46: 22 17 . 14 8 4 . 4 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.7 51.7 67.8 69.5 47.1 50.9 63.3 68.0 Old : 49.7 51.7 67.8 69.5 47.1 50.9 63.3 68.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 630,612: 542,287 218,651 22,011 346,548 49,564 1,660 2,180 5,015 1,835 4,996 0: 8,240 3,658 Old : 630,612: 542,287 218,651 22,011 346,548 49,564 1,660 2,180 5,015 1,835 4,996 0: 8,240 3,658 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 5,367: 3,307 3,929 -276 -3,419 1,804 1,660 973 -546 92 4,068 -1,070: 396 -372 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.0 34.7 3.5 55.0 7.9 0.3 0.3 0.8 0.3 0.8 0.0: 1.3 0.6 Old : 100.0: 86.0 34.7 3.5 55.0 7.9 0.3 0.3 0.8 0.3 0.8 0.0: 1.3 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 59: 37 27 4 10 13 . . . . . 0: Old : 59: 37 27 4 10 13 . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.9 42.6 55.3 71.0 32.0 38.0 50.7 61.9 Old : 32.9 42.6 55.3 71.0 32.0 38.0 50.7 61.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 318,743: 282,176 169,682 12,952 129,962 735 855 2,112 5,815 8,480 1,009 2,687: 5,043 6,741 Old : 318,743: 282,176 169,682 12,952 129,962 735 855 2,112 5,815 8,480 1,009 2,687: 5,043 6,741 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 5,599: 6,547 5,262 2,318 -916 -398 245 679 -649 -3,575 692 673: 438 256 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.5 53.2 4.1 40.8 0.2 0.3 0.7 1.8 2.7 0.3 0.8: 1.6 2.1 Old : 100.0: 88.5 53.2 4.1 40.8 0.2 0.3 0.7 1.8 2.7 0.3 0.8: 1.6 2.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 66: 34 30 . 9 . . . 4 . . .: Old : 66: 34 30 . 9 . . . 4 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.6 42.9 61.7 62.5 45.1 42.3 56.3 59.4 Old : 45.6 42.9 61.7 62.5 45.1 42.3 56.3 59.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 246,593: 207,283 160,928 19,465 66,438 10,184 1,963 2,583 1,636 992 1,201 362: 4,708 3,261 Old : 246,593: 207,283 160,928 19,465 66,438 10,184 1,963 2,583 1,636 992 1,201 362: 4,708 3,261 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 14,947: 13,443 12,330 55 1,242 157 411 1,001 -81 992 309 -260: 230 249 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.1 65.3 7.9 26.9 4.1 0.8 1.0 0.7 0.4 0.5 0.1: 1.9 1.3 Old : 100.0: 84.1 65.3 7.9 26.9 4.1 0.8 1.0 0.7 0.4 0.5 0.1: 1.9 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 57: 31 32 . 9 10 . . . . . .: Old : 57: 31 32 . 9 10 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.2 27.6 78.7 48.0 59.2 25.8 75.4 45.2 Old : 59.2 27.6 78.7 48.0 59.2 25.8 75.4 45.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 107,316: 95,430 56,739 2,750 33,061 1,195 0 6,132 2,022 0 744 0: 5,919 7,423 Old : 107,316: 95,430 56,739 2,750 33,061 1,195 0 6,132 2,022 0 744 0: 5,919 7,423 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 3,874: 3,434 53 0 31 -6 0 2,763 70 0 744 0: 376 219 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.9 52.9 2.6 30.8 1.1 0.0 5.7 1.9 0.0 0.7 0.0: 5.5 6.9 Old : 100.0: 88.9 52.9 2.6 30.8 1.1 0.0 5.7 1.9 0.0 0.7 0.0: 5.5 6.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 17 16 . 6 4 0 . . 0 . 0: Old : 35: 17 16 . 6 4 0 . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.1 49.9 85.9 70.1 75.1 49.2 85.1 68.1 Old : 75.1 49.9 85.9 70.1 75.1 49.2 85.1 68.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 108,908: 87,447 88,429 10,888 5,381 2,062 360 398 0 0 4,367 1,630: 6,521 6,641 Old : 108,908: 87,447 88,429 10,888 5,381 2,062 360 398 0 0 4,367 1,630: 6,521 6,641 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 1,804: 129 2,218 2,004 -217 -570 360 -193 0 0 -28 -64: -55 658 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.3 81.2 10.0 4.9 1.9 0.3 0.4 0.0 0.0 4.0 1.5: 6.0 6.1 Old : 100.0: 80.3 81.2 10.0 4.9 1.9 0.3 0.4 0.0 0.0 4.0 1.5: 6.0 6.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 43: 28 22 5 . 5 . . 0 0 . .: Old : 43: 28 22 5 . 5 . . 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.8 44.6 64.8 69.0 49.7 42.5 62.2 62.5 Old : 50.8 44.6 64.8 69.0 49.7 42.5 62.2 62.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 26,238: 22,098 16,786 0 6,146 0 0 1,530 0 3,714 737 0: 426 1,039 Old : 26,238: 22,098 16,786 0 6,146 0 0 1,530 0 3,714 737 0: 426 1,039 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.2 64.0 0.0 23.4 0.0 0.0 5.8 0.0 14.2 2.8 0.0: 1.6 4.0 Old : 100.0: 84.2 64.0 0.0 23.4 0.0 0.0 5.8 0.0 14.2 2.8 0.0: 1.6 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 12 7 0 . 0 0 . 0 . . 0: Old : 20: 12 7 0 . 0 0 . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.9 73.9 88.8 93.9 59.9 72.5 84.1 87.6 Old : 59.9 73.9 88.8 93.9 59.9 72.5 84.1 87.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 77,408: 62,933 29,485 2,909 30,337 31 174 3,311 1,935 0 0 0: 9,426 12,309 Old : 77,408: 62,933 29,485 2,909 30,337 31 174 3,311 1,935 0 0 0: 9,426 12,309 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 3,414: 3,723 59 62 1,940 -146 -800 1,719 427 0 0 0: 148 -585 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.3 38.1 3.8 39.2 0.0 0.2 4.3 2.5 0.0 0.0 0.0: 12.2 15.9 Old : 100.0: 81.3 38.1 3.8 39.2 0.0 0.2 4.3 2.5 0.0 0.0 0.0: 12.2 15.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 17 10 . 6 . . . . 0 0 0: Old : 27: 17 10 . 6 . . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.0 43.8 66.0 64.9 45.8 40.4 61.3 60.7 Old : 50.0 43.8 66.0 64.9 45.8 40.4 61.3 60.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mm btu : : : Positions : All : 178,160: 133,173 83,414 34,866 81,866 4,763 0 2,996 0 0 0 0: 5,358 5,121 Old : 178,160: 133,173 83,414 34,866 81,866 4,763 0 2,996 0 0 0 0: 5,358 5,121 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 962: 793 809 170 153 0 0 0 0 0 0 0: -1 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.7 46.8 19.6 46.0 2.7 0.0 1.7 0.0 0.0 0.0 0.0: 3.0 2.9 Old : 100.0: 74.7 46.8 19.6 46.0 2.7 0.0 1.7 0.0 0.0 0.0 0.0: 3.0 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 21 14 4 8 7 0 . 0 0 0 0: Old : 37: 21 14 4 8 7 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.8 65.2 64.7 79.8 38.6 65.2 60.2 77.4 Old : 40.8 65.2 64.7 79.8 38.6 65.2 60.2 77.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 95,394: 75,429 58,168 11,345 34,117 530 0 0 0 0 0 0: 8,090 2,579 Old : 95,394: 75,429 58,168 11,345 34,117 530 0 0 0 0 0 0: 8,090 2,579 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 1,933: 2,421 2,954 -217 -683 0 0 0 0 0 0 0: -271 -338 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.1 61.0 11.9 35.8 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 8.5 2.7 Old : 100.0: 79.1 61.0 11.9 35.8 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 8.5 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 17 16 . . . 0 0 0 0 0 0: Old : 28: 17 16 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.9 60.3 68.0 85.1 43.5 59.1 61.1 79.7 Old : 47.9 60.3 68.0 85.1 43.5 59.1 61.1 79.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 355,613: 266,895 160,164 65,408 173,358 6,615 1,392 217 310 4,315 2,788 3,728: 6,950 8,433 Old : 355,613: 266,895 160,164 65,408 173,358 6,615 1,392 217 310 4,315 2,788 3,728: 6,950 8,433 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 7,985: 8,189 2,691 -371 4,961 532 1,392 97 -180 1,146 62 -193: -2,530 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.1 45.0 18.4 48.7 1.9 0.4 0.1 0.1 1.2 0.8 1.0: 2.0 2.4 Old : 100.0: 75.1 45.0 18.4 48.7 1.9 0.4 0.1 0.1 1.2 0.8 1.0: 2.0 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 64: 41 29 4 10 6 . . . . . .: Old : 64: 41 29 4 10 6 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.8 55.2 52.6 72.0 31.9 51.6 50.2 67.3 Old : 33.8 55.2 52.6 72.0 31.9 51.6 50.2 67.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 62,211: 44,573 36,317 366 10,431 5,616 2,231 760 1,242 0 0 0: 8,183 7,845 Old : 62,211: 44,573 36,317 366 10,431 5,616 2,231 760 1,242 0 0 0: 8,183 7,845 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 815: -124 593 -180 418 -306 -841 377 88 0 0 0: 2,178 -355 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.6 58.4 0.6 16.8 9.0 3.6 1.2 2.0 0.0 0.0 0.0: 13.2 12.6 Old : 100.0: 71.6 58.4 0.6 16.8 9.0 3.6 1.2 2.0 0.0 0.0 0.0: 13.2 12.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 14 16 . 6 7 . . . 0 0 0: Old : 30: 14 16 . 6 7 . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.7 49.4 70.9 67.3 52.0 43.9 62.4 55.1 Old : 57.7 49.4 70.9 67.3 52.0 43.9 62.4 55.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV Code-0233A8 Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 68,735: 29,517 37,582 28,782 19,225 4,418 258 0 1,212 0 0 0: 4,548 6,298 Old : 68,735: 29,517 37,582 28,782 19,225 4,418 258 0 1,212 0 0 0: 4,548 6,298 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 2,246: 829 -186 0 2,959 0 258 -2,430 357 0 0 0: 802 1,546 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.9 54.7 41.9 28.0 6.4 0.4 0.0 1.8 0.0 0.0 0.0: 6.6 9.2 Old : 100.0: 42.9 54.7 41.9 28.0 6.4 0.4 0.0 1.8 0.0 0.0 0.0: 6.6 9.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 7 9 6 5 7 . 0 . 0 0 0: Old : 23: 7 9 6 5 7 . 0 . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.0 62.0 77.7 79.2 48.1 56.3 70.0 69.5 Old : 50.0 62.0 77.7 79.2 48.1 56.3 70.0 69.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 94,956: 54,688 70,461 11,287 6,086 4,831 19,847 3,844 0 2,976 8,866 0: 1,327 868 Old : 94,956: 54,688 70,461 11,287 6,086 4,831 19,847 3,844 0 2,976 8,866 0: 1,327 868 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 25,036: 5,971 9,412 1,433 310 2,387 13,588 3,844 0 2,573 8,866 0: -916 217 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.6 74.2 11.9 6.4 5.1 20.9 4.0 0.0 3.1 9.3 0.0: 1.4 0.9 Old : 100.0: 57.6 74.2 11.9 6.4 5.1 20.9 4.0 0.0 3.1 9.3 0.0: 1.4 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 53: 18 22 7 . 5 4 . 0 . 5 0: Old : 53: 18 22 7 . 5 4 . 0 . 5 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.0 49.6 69.7 67.9 42.7 46.4 58.3 60.5 Old : 52.0 49.6 69.7 67.9 42.7 46.4 58.3 60.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 139,876: 91,614 110,242 14,167 774 3,467 17,820 4,457 2,027 7,727 16,550 1,267: 1,787 1,092 Old : 139,876: 91,614 110,242 14,167 774 3,467 17,820 4,457 2,027 7,727 16,550 1,267: 1,787 1,092 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 29,748: 9,001 13,750 1,797 774 2,078 13,248 3,347 527 1,984 7,998 1,147: -34 127 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.5 78.8 10.1 0.6 2.5 12.7 3.2 1.4 5.5 11.8 0.9: 1.3 0.8 Old : 100.0: 65.5 78.8 10.1 0.6 2.5 12.7 3.2 1.4 5.5 11.8 0.9: 1.3 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 69: 32 29 8 . . . . . 7 6 .: Old : 69: 32 29 8 . . . . . 7 6 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.8 52.3 60.6 69.0 31.8 51.4 51.1 61.6 Old : 37.8 52.3 60.6 69.0 31.8 51.4 51.1 61.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 83,389: 80,588 81,273 0 958 0 2,046 124 240 455 0 0: 60 794 Old : 83,389: 80,588 81,273 0 958 0 2,046 124 240 455 0 0: 60 794 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 7,719: 5,730 6,876 0 496 0 2,046 124 0 155 0 0: -212 223 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 96.6 97.5 0.0 1.1 0.0 2.5 0.1 0.3 0.5 0.0 0.0: 0.1 1.0 Old : 100.0: 96.6 97.5 0.0 1.1 0.0 2.5 0.1 0.3 0.5 0.0 0.0: 0.1 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 15 24 0 . 0 . . . . 0 0: Old : 38: 15 24 0 . 0 . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 82.4 60.9 92.3 76.4 81.4 58.5 88.4 73.6 Old : 82.4 60.9 92.3 76.4 81.4 58.5 88.4 73.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 213,081: 174,887 154,455 12,798 35,067 11,951 5,718 0 1,468 0 1,736 0: 6,259 8,404 Old : 213,081: 174,887 154,455 12,798 35,067 11,951 5,718 0 1,468 0 1,736 0: 6,259 8,404 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 1,071: 1,849 -57 -856 -1,008 453 137 0 11 0 1,736 0: -523 -64 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.1 72.5 6.0 16.5 5.6 2.7 0.0 0.7 0.0 0.8 0.0: 2.9 3.9 Old : 100.0: 82.1 72.5 6.0 16.5 5.6 2.7 0.0 0.7 0.0 0.8 0.0: 2.9 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 45: 32 29 . 4 . . 0 . 0 . 0: Old : 45: 32 29 . 4 . . 0 . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.9 42.6 66.8 63.1 45.5 31.4 54.3 45.2 Old : 48.9 42.6 66.8 63.1 45.5 31.4 54.3 45.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :mmbtu : : : Positions : All : 20,482: 18,744 14,317 0 295 433 0 240 0 0 2,202 120: 1,185 2,875 Old : 20,482: 18,744 14,317 0 295 433 0 240 0 0 2,202 120: 1,185 2,875 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 1,457: 1,173 434 0 -217 217 0 0 0 0 682 0: 67 341 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.5 69.9 0.0 1.4 2.1 0.0 1.2 0.0 0.0 10.8 0.6: 5.8 14.0 Old : 100.0: 91.5 69.9 0.0 1.4 2.1 0.0 1.2 0.0 0.0 10.8 0.6: 5.8 14.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 11 10 0 . . 0 . 0 0 . .: Old : 23: 11 10 0 . . 0 . 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.4 50.9 88.4 71.3 75.4 47.7 87.8 68.0 Old : 75.4 50.9 88.4 71.3 75.4 47.7 87.8 68.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 105,758: 80,106 50,721 4,312 16,765 12,980 0 6,639 2,119 0 5,328 0: 6,241 11,206 Old : 105,758: 80,106 50,721 4,312 16,765 12,980 0 6,639 2,119 0 5,328 0: 6,241 11,206 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 3,488: 2,651 -65 806 147 0 0 1,262 0 0 620 0: 31 1,524 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.7 48.0 4.1 15.9 12.3 0.0 6.3 2.0 0.0 5.0 0.0: 5.9 10.6 Old : 100.0: 75.7 48.0 4.1 15.9 12.3 0.0 6.3 2.0 0.0 5.0 0.0: 5.9 10.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 17 17 4 4 7 0 . . 0 . 0: Old : 35: 17 17 4 4 7 0 . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.9 37.4 74.2 57.6 52.8 28.3 63.5 44.4 Old : 52.9 37.4 74.2 57.6 52.8 28.3 63.5 44.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 107,418: 75,180 99,281 11,036 164 5,296 1,851 0 31 2,117 0 0: 11,907 2,646 Old : 107,418: 75,180 99,281 11,036 164 5,296 1,851 0 31 2,117 0 0: 11,907 2,646 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 1,248: 38 3,678 1,201 -356 -355 -1,225 0 -671 20 0 0: 2,240 -1,048 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.0 92.4 10.3 0.2 4.9 1.7 0.0 0.0 2.0 0.0 0.0: 11.1 2.5 Old : 100.0: 70.0 92.4 10.3 0.2 4.9 1.7 0.0 0.0 2.0 0.0 0.0: 11.1 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 17 16 . . . . 0 . . 0 0: Old : 29: 17 16 . . . . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.6 64.8 70.8 83.0 42.8 55.8 56.3 69.7 Old : 53.6 64.8 70.8 83.0 42.8 55.8 56.3 69.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 115,581: 83,934 107,212 24,457 3,850 206 961 403 0 2,996 0 0: 3,027 3,910 Old : 115,581: 83,934 107,212 24,457 3,850 206 961 403 0 2,996 0 0: 3,027 3,910 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 2,275: 2,124 1,928 -241 0 0 961 403 0 0 0 0: -569 -56 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.6 92.8 21.2 3.3 0.2 0.8 0.3 0.0 2.6 0.0 0.0: 2.6 3.4 Old : 100.0: 72.6 92.8 21.2 3.3 0.2 0.8 0.3 0.0 2.6 0.0 0.0: 2.6 3.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 16 14 7 . . . . 0 . 0 0: Old : 31: 16 14 7 . . . . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.9 68.1 76.1 88.8 43.1 50.6 54.8 66.6 Old : 58.9 68.1 76.1 88.8 43.1 50.6 54.8 66.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 113,424: 102,876 108,679 3,378 0 0 89 1,321 793 0 0 0: 6,288 2,631 Old : 113,424: 102,876 108,679 3,378 0 0 89 1,321 793 0 0 0: 6,288 2,631 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 2,397: 1,737 2,902 214 0 0 89 -1,076 233 0 0 0: 124 338 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.7 95.8 3.0 0.0 0.0 0.1 1.2 0.7 0.0 0.0 0.0: 5.5 2.3 Old : 100.0: 90.7 95.8 3.0 0.0 0.0 0.1 1.2 0.7 0.0 0.0 0.0: 5.5 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 17 16 . 0 0 . . . 0 0 0: Old : 24: 17 16 . 0 0 . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.0 64.7 81.9 84.1 60.3 62.4 73.9 80.7 Old : 65.0 64.7 81.9 84.1 60.3 62.4 73.9 80.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 160,569: 125,320 43,515 13,751 83,614 4,889 0 13,137 1,583 0 4,494 0: 15,026 9,337 Old : 160,569: 125,320 43,515 13,751 83,614 4,889 0 13,137 1,583 0 4,494 0: 15,026 9,337 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : -2,067: -2,564 -2,824 123 65 -30 0 -349 -197 0 428 0: 601 840 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.0 27.1 8.6 52.1 3.0 0.0 8.2 1.0 0.0 2.8 0.0: 9.4 5.8 Old : 100.0: 78.0 27.1 8.6 52.1 3.0 0.0 8.2 1.0 0.0 2.8 0.0: 9.4 5.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 19 16 . 8 9 0 . . 0 . 0: Old : 39: 19 16 . 8 9 0 . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.7 47.0 63.5 64.0 42.1 46.7 57.5 61.8 Old : 45.7 47.0 63.5 64.0 42.1 46.7 57.5 61.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 14,708: 13,174 12,287 436 1,534 184 0 0 0 0 0 0: 914 703 Old : 14,708: 13,174 12,287 436 1,534 184 0 0 0 0 0 0: 914 703 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.6 83.5 3.0 10.4 1.3 0.0 0.0 0.0 0.0 0.0 0.0: 6.2 4.8 Old : 100.0: 89.6 83.5 3.0 10.4 1.3 0.0 0.0 0.0 0.0 0.0 0.0: 6.2 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 12 10 . . . 0 0 0 0 0 0: Old : 20: 12 10 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.3 80.7 81.2 91.9 58.3 80.7 80.4 89.6 Old : 58.3 80.7 81.2 91.9 58.3 80.7 80.4 89.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 25,011: 23,440 20,129 491 276 744 0 496 0 0 2,848 0: 336 518 Old : 25,011: 23,440 20,129 491 276 744 0 496 0 0 2,848 0: 336 518 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 3,782: 3,063 1,798 491 -744 744 0 496 0 0 1,360 0: -516 128 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.7 80.5 2.0 1.1 3.0 0.0 2.0 0.0 0.0 11.4 0.0: 1.3 2.1 Old : 100.0: 93.7 80.5 2.0 1.1 3.0 0.0 2.0 0.0 0.0 11.4 0.0: 1.3 2.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 13 15 . . . 0 . 0 0 4 0: Old : 27: 13 15 . . . 0 . 0 0 4 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.0 51.3 92.6 70.6 63.6 50.8 82.1 67.1 Old : 69.0 51.3 92.6 70.6 63.6 50.8 82.1 67.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 47,593: 28,445 43,563 14,184 0 1,922 0 0 0 360 796 0: 2,682 1,312 Old : 47,593: 28,445 43,563 14,184 0 1,922 0 0 0 360 796 0: 2,682 1,312 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 6,518: 4,713 5,991 1,588 0 -186 0 0 0 0 496 0: 403 217 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.8 91.5 29.8 0.0 4.0 0.0 0.0 0.0 0.8 1.7 0.0: 5.6 2.8 Old : 100.0: 59.8 91.5 29.8 0.0 4.0 0.0 0.0 0.0 0.8 1.7 0.0: 5.6 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 10 18 . 0 . 0 0 0 . . 0: Old : 28: 10 18 . 0 . 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.1 69.0 82.9 83.7 47.2 69.0 73.1 77.3 Old : 50.1 69.0 82.9 83.7 47.2 69.0 73.1 77.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mm btu : : : Positions : All : 193,267: 146,435 122,256 30,643 48,774 8,047 0 379 578 92 5,234 788: 6,684 7,211 Old : 193,267: 146,435 122,256 30,643 48,774 8,047 0 379 578 92 5,234 788: 6,684 7,211 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 1,702: 694 1,389 -214 -1,928 1,161 -82 -235 24 92 -270 -616: 643 2,177 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.8 63.3 15.9 25.2 4.2 0.0 0.2 0.3 0.0 2.7 0.4: 3.5 3.7 Old : 100.0: 75.8 63.3 15.9 25.2 4.2 0.0 0.2 0.3 0.0 2.7 0.4: 3.5 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 56: 35 28 . 6 4 0 . . . 4 .: Old : 56: 35 28 . 6 4 0 . . . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.4 50.2 65.2 65.2 45.9 46.4 63.5 59.8 Old : 46.4 50.2 65.2 65.2 45.9 46.4 63.5 59.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :mmbtu : : : Positions : All : 100,419: 83,047 53,280 5,311 37,083 5,018 0 0 0 310 0 0: 6,733 5,038 Old : 100,419: 83,047 53,280 5,311 37,083 5,018 0 0 0 310 0 0: 6,733 5,038 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 1,688: 1,482 1,377 -222 190 244 0 0 0 310 0 0: -126 -123 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.7 53.1 5.3 36.9 5.0 0.0 0.0 0.0 0.3 0.0 0.0: 6.7 5.0 Old : 100.0: 82.7 53.1 5.3 36.9 5.0 0.0 0.0 0.0 0.3 0.0 0.0: 6.7 5.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 15 11 . 5 5 0 0 0 . 0 0: Old : 26: 15 11 . 5 5 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.9 58.3 73.8 78.4 52.1 52.9 66.7 66.7 Old : 54.9 58.3 73.8 78.4 52.1 52.9 66.7 66.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mm btu : : : Positions : All : 75,004: 37,782 46,633 24,033 17,660 2,381 0 0 0 0 0 0: 10,808 8,330 Old : 75,004: 37,782 46,633 24,033 17,660 2,381 0 0 0 0 0 0: 10,808 8,330 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 1,154: 735 1,356 730 -620 707 0 0 0 0 0 0: -1,018 -289 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.4 62.2 32.0 23.5 3.2 0.0 0.0 0.0 0.0 0.0 0.0: 14.4 11.1 Old : 100.0: 50.4 62.2 32.0 23.5 3.2 0.0 0.0 0.0 0.0 0.0 0.0: 14.4 11.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 8 14 5 . . 0 0 0 0 0 0: Old : 24: 8 14 5 . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.2 61.3 74.3 78.2 47.4 59.7 65.0 72.3 Old : 51.2 61.3 74.3 78.2 47.4 59.7 65.0 72.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mm btu : : : Positions : All : 75,078: 57,522 37,158 2,004 24,110 8,686 0 0 0 217 0 0: 6,649 5,124 Old : 75,078: 57,522 37,158 2,004 24,110 8,686 0 0 0 217 0 0: 6,649 5,124 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 2,632: 2,463 1,349 -89 -436 834 0 0 0 217 0 0: -793 885 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.6 49.5 2.7 32.1 11.6 0.0 0.0 0.0 0.3 0.0 0.0: 8.9 6.8 Old : 100.0: 76.6 49.5 2.7 32.1 11.6 0.0 0.0 0.0 0.3 0.0 0.0: 8.9 6.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 17 12 . . . 0 0 0 . 0 0: Old : 26: 17 12 . . . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.2 66.3 71.2 80.6 52.9 63.0 64.8 73.1 Old : 53.2 66.3 71.2 80.6 52.9 63.0 64.8 73.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV Code-0233D4 Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mm btu : : : Positions : All : 19,742: 17,346 17,150 0 1,704 0 1,237 0 123 0 0 0: 1,036 765 Old : 19,742: 17,346 17,150 0 1,704 0 1,237 0 123 0 0 0: 1,036 765 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.9 86.9 0.0 8.6 0.0 6.3 0.0 0.6 0.0 0.0 0.0: 5.2 3.9 Old : 100.0: 87.9 86.9 0.0 8.6 0.0 6.3 0.0 0.6 0.0 0.0 0.0: 5.2 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 6 13 0 . 0 . 0 . 0 0 0: Old : 20: 6 13 0 . 0 . 0 . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 82.0 57.0 94.8 81.6 80.9 49.7 86.8 74.2 Old : 82.0 57.0 94.8 81.6 80.9 49.7 86.8 74.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 MM Btus : : : Positions : All : 91,700: 77,811 42,892 3,315 41,292 2,215 0 0 0 4,082 0 0: 4,277 5,301 Old : 91,700: 77,811 42,892 3,315 41,292 2,215 0 0 0 4,082 0 0: 4,277 5,301 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 383: 3,315 3,083 365 -1,621 604 0 0 0 62 0 0: -3,963 -1,683 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.9 46.8 3.6 45.0 2.4 0.0 0.0 0.0 4.5 0.0 0.0: 4.7 5.8 Old : 100.0: 84.9 46.8 3.6 45.0 2.4 0.0 0.0 0.0 4.5 0.0 0.0: 4.7 5.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 13 7 . 5 . 0 0 0 . 0 0: Old : 25: 13 7 . 5 . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.0 70.2 76.5 88.2 60.0 68.8 76.5 85.4 Old : 60.0 70.2 76.5 88.2 60.0 68.8 76.5 85.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 10,000 MMBTU'S) : : : Positions : All : 1,021,957: 124,611 143,839 222,797 18,565 43,944 190,277 368,446 184,284 53,150 87,972 129,372: 73,523 45,536 Old : 1,021,957: 124,611 143,839 222,797 18,565 43,944 190,277 368,446 184,284 53,150 87,972 129,372: 73,523 45,536 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : -28,857: -7,187 -1,298 -2,504 -973 -1,388 3,611 -13,907 -470 -10,393 1,674 -11,929: 1,405 -564 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.2 14.1 21.8 1.8 4.3 18.6 36.1 18.0 5.2 8.6 12.7: 7.2 4.5 Old : 100.0: 12.2 14.1 21.8 1.8 4.3 18.6 36.1 18.0 5.2 8.6 12.7: 7.2 4.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 325: 36 26 26 5 26 50 94 76 48 54 69: Old : 325: 36 26 26 5 26 50 94 76 48 54 69: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 16.8 17.3 28.1 30.3 11.1 12.0 18.7 19.7 Old : 16.8 17.3 28.1 30.3 11.1 12.0 18.7 19.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 10,000 MMBTU'S) : : : Positions : All : 707,705: 138,236 111,080 29,146 42,505 278,472 10,943 29,199 96,188 21,777 17,611 129,268: 3,675 3,381 Old : 707,705: 138,236 111,080 29,146 42,505 278,472 10,943 29,199 96,188 21,777 17,611 129,268: 3,675 3,381 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : -138,691: -10,364 -14,655 -1,647 1,483 -63,272 -1,410 -5,250 -15,910 -612 4,501 -44,776: -701 -814 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.5 15.7 4.1 6.0 39.3 1.5 4.1 13.6 3.1 2.5 18.3: 0.5 0.5 Old : 100.0: 19.5 15.7 4.1 6.0 39.3 1.5 4.1 13.6 3.1 2.5 18.3: 0.5 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 126: 30 27 10 11 21 21 13 27 28 11 34: Old : 126: 30 27 10 11 21 21 13 27 28 11 34: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.9 38.2 53.8 55.4 6.9 6.1 9.3 10.1 Old : 39.9 38.2 53.8 55.4 6.9 6.1 9.3 10.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 10,000 MMBTU'S) : : : Positions : All : 342,698: 111,506 65,527 21,325 33,465 54,789 54,635 9,598 19,468 38,481 119,892 34,670: 7,824 5,289 Old : 342,698: 111,506 65,527 21,325 33,465 54,789 54,635 9,598 19,468 38,481 119,892 34,670: 7,824 5,289 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : -2,818: 4,383 945 4,884 -105 410 -13,516 1,162 457 -1,433 -6,718 1,192: 804 -161 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.5 19.1 6.2 9.8 16.0 15.9 2.8 5.7 11.2 35.0 10.1: 2.3 1.5 Old : 100.0: 32.5 19.1 6.2 9.8 16.0 15.9 2.8 5.7 11.2 35.0 10.1: 2.3 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 82: 29 22 8 9 14 10 5 11 10 9 16: Old : 82: 29 22 8 9 14 10 5 11 10 9 16: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.8 46.0 48.6 58.2 28.2 37.8 40.1 43.5 Old : 32.8 46.0 48.6 58.2 28.2 37.8 40.1 43.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 10,000 MMBTU'S) : : : Positions : All : 116,736: 13,649 22,091 27,021 14,791 30,581 7,717 9,305 13,592 6,964 10,106 10,739: 6,473 5,531 Old : 116,736: 13,649 22,091 27,021 14,791 30,581 7,717 9,305 13,592 6,964 10,106 10,739: 6,473 5,531 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 8,870: 1,943 39 1,057 991 2,612 -145 5,715 926 3,581 -712 409: -1,513 -1,110 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.7 18.9 23.1 12.7 26.2 6.6 8.0 11.6 6.0 8.7 9.2: 5.5 4.7 Old : 100.0: 11.7 18.9 23.1 12.7 26.2 6.6 8.0 11.6 6.0 8.7 9.2: 5.5 4.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 58: 9 11 9 6 15 5 6 8 10 11 17: Old : 58: 9 11 9 6 15 5 6 8 10 11 17: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.0 30.2 55.3 49.6 22.6 13.5 28.4 22.2 Old : 36.0 30.2 55.3 49.6 22.6 13.5 28.4 22.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES Code-023P02 Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 10,000 MMBTU'S) : : : Positions : All : 76,706: 3,336 4,090 6,002 13,861 26,038 3,807 0 18,516 5,000 399 13,192: 816 612 Old : 76,706: 3,336 4,090 6,002 13,861 26,038 3,807 0 18,516 5,000 399 13,192: 816 612 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : -1,619: -175 1,346 5,031 9,771 -4,494 1,326 -3,062 -3,229 1,746 7 -2,268: 444 309 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.3 5.3 7.8 18.1 33.9 5.0 0.0 24.1 6.5 0.5 17.2: 1.1 0.8 Old : 100.0: 4.3 5.3 7.8 18.1 33.9 5.0 0.0 24.1 6.5 0.5 17.2: 1.1 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: . . . . 5 4 0 4 8 . 10: Old : 23: . . . . 5 4 0 4 8 . 10: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.0 69.6 81.8 86.1 14.1 19.4 18.1 19.9 Old : 63.0 69.6 81.8 86.1 14.1 19.4 18.1 19.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 1,571,648: 555,735 269,289 22,869 871,503 222,814 73,076 22,545 78,920 536,445 34,662 41,428: 40,361 30,487 Old : 1,571,648: 555,735 269,289 22,869 871,503 222,814 73,076 22,545 78,920 536,445 34,662 41,428: 40,361 30,487 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 5,019: 4,794 2,231 151 11,013 -5,659 4,981 -2,316 -6,786 3,266 -1,116 3,776: 496 3,876 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.4 17.1 1.5 55.5 14.2 4.6 1.4 5.0 34.1 2.2 2.6: 2.6 1.9 Old : 100.0: 35.4 17.1 1.5 55.5 14.2 4.6 1.4 5.0 34.1 2.2 2.6: 2.6 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 110: 40 37 . 19 19 10 6 12 17 6 15: Old : 110: 40 37 . 19 19 10 6 12 17 6 15: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.5 35.3 62.6 56.1 47.7 34.3 54.1 51.3 Old : 50.5 35.3 62.6 56.1 47.7 34.3 54.1 51.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 395,083: 85,755 95,291 170,275 130,712 53,189 17,002 15,316 18,889 13,046 44,783 34,534: 2,393 2,369 Old : 395,083: 85,755 95,291 170,275 130,712 53,189 17,002 15,316 18,889 13,046 44,783 34,534: 2,393 2,369 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : -1,646: 886 -22 -388 -1,956 -592 3,994 1,252 -702 -4,153 682 -832: 141 524 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.7 24.1 43.1 33.1 13.5 4.3 3.9 4.8 3.3 11.3 8.7: 0.6 0.6 Old : 100.0: 21.7 24.1 43.1 33.1 13.5 4.3 3.9 4.8 3.3 11.3 8.7: 0.6 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 76: 21 17 11 10 16 7 5 9 9 13 16: Old : 76: 21 17 11 10 16 7 5 9 9 13 16: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.4 45.5 55.6 67.5 29.9 30.7 41.2 41.0 Old : 35.4 45.5 55.6 67.5 29.9 30.7 41.2 41.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 25,397: 22,423 17,919 1,044 5,812 1,163 0 0 0 565 0 62: 140 441 Old : 25,397: 22,423 17,919 1,044 5,812 1,163 0 0 0 565 0 62: 140 441 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 1,247: 1,089 852 -430 0 410 0 0 0 170 0 0: 8 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.3 70.6 4.1 22.9 4.6 0.0 0.0 0.0 2.2 0.0 0.2: 0.6 1.7 Old : 100.0: 88.3 70.6 4.1 22.9 4.6 0.0 0.0 0.0 2.2 0.0 0.2: 0.6 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 23 21 4 . . 0 0 0 . 0 .: Old : 37: 23 21 4 . . 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.1 46.6 75.1 68.4 42.7 32.5 49.1 46.4 Old : 60.1 46.6 75.1 68.4 42.7 32.5 49.1 46.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 89,498: 69,468 65,611 7,899 5,484 8,443 301 2,230 0 1,579 6,583 820: 988 327 Old : 89,498: 69,468 65,611 7,899 5,484 8,443 301 2,230 0 1,579 6,583 820: 988 327 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 1,693: 1,839 2,028 75 35 0 25 60 0 303 135 -549: 0 -16 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.6 73.3 8.8 6.1 9.4 0.3 2.5 0.0 1.8 7.4 0.9: 1.1 0.4 Old : 100.0: 77.6 73.3 8.8 6.1 9.4 0.3 2.5 0.0 1.8 7.4 0.9: 1.1 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 79: 48 46 4 6 9 . . 0 5 6 5: Old : 79: 48 46 4 6 9 . . 0 5 6 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.5 34.9 65.7 56.2 22.8 25.0 27.9 34.7 Old : 47.5 34.9 65.7 56.2 22.8 25.0 27.9 34.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 22,764: 16,937 16,839 2,419 2,747 2,543 0 0 0 0 480 0: 865 155 Old : 22,764: 16,937 16,839 2,419 2,747 2,543 0 0 0 0 480 0: 865 155 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : -115: -270 -145 -175 -300 330 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.4 74.0 10.6 12.1 11.2 0.0 0.0 0.0 0.0 2.1 0.0: 3.8 0.7 Old : 100.0: 74.4 74.0 10.6 12.1 11.2 0.0 0.0 0.0 0.0 2.1 0.0: 3.8 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 13 14 . 4 . 0 0 0 0 . 0: Old : 21: 13 14 . 4 . 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.1 55.1 92.1 78.2 41.5 30.1 42.4 40.3 Old : 68.1 55.1 92.1 78.2 41.5 30.1 42.4 40.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 32,425: 24,355 22,888 3,558 1,342 1,233 1,860 0 0 559 6,124 247: 613 591 Old : 32,425: 24,355 22,888 3,558 1,342 1,233 1,860 0 0 559 6,124 247: 613 591 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : -150: -292 -146 -34 0 -58 0 0 0 38 30 24: 172 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.1 70.6 11.0 4.1 3.8 5.7 0.0 0.0 1.7 18.9 0.8: 1.9 1.8 Old : 100.0: 75.1 70.6 11.0 4.1 3.8 5.7 0.0 0.0 1.7 18.9 0.8: 1.9 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 45: 25 25 6 . 6 . 0 0 . 4 .: Old : 45: 25 25 6 . 6 . 0 0 . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.8 48.9 63.4 65.8 20.4 27.8 34.0 37.9 Old : 43.8 48.9 63.4 65.8 20.4 27.8 34.0 37.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 8,737: 7,107 3,222 425 3,555 168 0 0 0 200 1,037 449: 388 306 Old : 8,737: 7,107 3,222 425 3,555 168 0 0 0 200 1,037 449: 388 306 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 298: 99 24 0 124 66 0 0 0 -100 -139 223: 10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.3 36.9 4.9 40.7 1.9 0.0 0.0 0.0 2.3 11.9 5.1: 4.4 3.5 Old : 100.0: 81.3 36.9 4.9 40.7 1.9 0.0 0.0 0.0 2.3 11.9 5.1: 4.4 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 19 16 . 5 4 0 0 0 . 4 5: Old : 35: 19 16 . 5 4 0 0 0 . 4 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.1 40.4 62.7 65.5 43.9 38.8 56.6 55.3 Old : 49.1 40.4 62.7 65.5 43.9 38.8 56.6 55.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 12,923: 10,938 6,532 655 4,687 193 0 138 0 116 1,040 73: 948 260 Old : 12,923: 10,938 6,532 655 4,687 193 0 138 0 116 1,040 73: 948 260 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 320: 147 123 -15 95 95 0 0 0 116 9 9: -32 -11 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.6 50.5 5.1 36.3 1.5 0.0 1.1 0.0 0.9 8.0 0.6: 7.3 2.0 Old : 100.0: 84.6 50.5 5.1 36.3 1.5 0.0 1.1 0.0 0.9 8.0 0.6: 7.3 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 16 13 . 6 . 0 . 0 . . .: Old : 30: 16 13 . 6 . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.8 47.3 71.1 69.7 35.7 38.3 51.5 55.7 Old : 45.8 47.3 71.1 69.7 35.7 38.3 51.5 55.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 30, 2015