NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 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 : 4,119,599: 2,367,719 937,047 330,151 1,733,071 256,224 316,022 55,854 381,544 17,617 324,693 416,042: 34,280 15,124 Old : 4,119,599: 2,367,719 937,047 330,151 1,733,071 256,224 316,022 55,854 381,544 17,617 324,693 416,042: 34,280 15,124 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 216,266: 113,233 -18,559 24,374 86,255 -23,072 -52,964 17,684 129,634 -17,438 -19,496 42,281: 218 1,539 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.5 22.7 8.0 42.1 6.2 7.7 1.4 9.3 0.4 7.9 10.1: 0.8 0.4 Old : 100.0: 57.5 22.7 8.0 42.1 6.2 7.7 1.4 9.3 0.4 7.9 10.1: 0.8 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 : 222: 118 94 8 19 22 13 11 19 11 31 31: Old : 222: 118 94 8 19 22 13 11 19 11 31 31: 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 : 24.2 25.7 39.9 42.0 20.3 24.6 30.3 35.3 Old : 24.2 25.7 39.9 42.0 20.3 24.6 30.3 35.3 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, December 22, 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 : 3,421,366: 320,352 301,734 61,355 136,729 989,137 91,135 142,679 1,107,558 119,880 10,558 731,717: 231 1,252 Old : 3,421,366: 320,352 301,734 61,355 136,729 989,137 91,135 142,679 1,107,558 119,880 10,558 731,717: 231 1,252 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : -28,850: 5,666 -5,428 -17,439 8,627 -26,666 -40,007 -22,453 31,944 33,201 219 -15,223: -326 129 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.4 8.8 1.8 4.0 28.9 2.7 4.2 32.4 3.5 0.3 21.4: 0.0 0.0 Old : 100.0: 9.4 8.8 1.8 4.0 28.9 2.7 4.2 32.4 3.5 0.3 21.4: 0.0 0.0 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 : 103: 36 32 7 11 18 8 10 18 20 9 26: Old : 103: 36 32 7 11 18 8 10 18 20 9 26: 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 41.9 66.6 65.2 4.5 5.8 6.7 7.4 Old : 45.7 41.9 66.6 65.2 4.5 5.8 6.7 7.4 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, December 22, 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 : 227,324: 147,831 185,846 21,704 5,032 15,520 15,014 419 2,188 5,918 10,008 1,002: 18,147 7,309 Old : 227,324: 147,831 185,846 21,704 5,032 15,520 15,014 419 2,188 5,918 10,008 1,002: 18,147 7,309 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 5,418: -4,807 9,407 1,618 -484 -29 7,482 -55 313 784 -2,858 488: -431 -1,364 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.0 81.8 9.5 2.2 6.8 6.6 0.2 1.0 2.6 4.4 0.4: 8.0 3.2 Old : 100.0: 65.0 81.8 9.5 2.2 6.8 6.6 0.2 1.0 2.6 4.4 0.4: 8.0 3.2 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 : 52: 27 20 5 4 7 4 . . . 4 .: Old : 52: 27 20 5 4 7 4 . . . 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 : 29.8 44.5 46.9 70.5 29.2 36.6 42.6 58.1 Old : 29.8 44.5 46.9 70.5 29.2 36.6 42.6 58.1 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, December 22, 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 : 107,698: 95,677 80,053 361 19,461 1,312 0 0 0 766 1,170 1,187: 8,395 4,515 Old : 107,698: 95,677 80,053 361 19,461 1,312 0 0 0 766 1,170 1,187: 8,395 4,515 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : -3,361: -4,664 -5,243 361 445 916 0 0 0 749 1,170 -328: -395 -321 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.8 74.3 0.3 18.1 1.2 0.0 0.0 0.0 0.7 1.1 1.1: 7.8 4.2 Old : 100.0: 88.8 74.3 0.3 18.1 1.2 0.0 0.0 0.0 0.7 1.1 1.1: 7.8 4.2 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 : 36: 23 24 . 5 . 0 0 0 . . .: Old : 36: 23 24 . 5 . 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 : 49.4 45.5 69.8 67.8 47.7 42.1 63.5 59.3 Old : 49.4 45.5 69.8 67.8 47.7 42.1 63.5 59.3 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, December 22, 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 : 238,543: 200,890 53,209 1,088 150,123 9,967 3,092 7,378 9,241 341 0 0: 13,924 8,625 Old : 238,543: 200,890 53,209 1,088 150,123 9,967 3,092 7,378 9,241 341 0 0: 13,924 8,625 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 16,857: 15,938 -670 -2,707 9,038 662 -428 3,098 4,391 341 -1,715 0: -1,340 2,053 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.2 22.3 0.5 62.9 4.2 1.3 3.1 3.9 0.1 0.0 0.0: 5.8 3.6 Old : 100.0: 84.2 22.3 0.5 62.9 4.2 1.3 3.1 3.9 0.1 0.0 0.0: 5.8 3.6 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 : 46: 21 16 . 15 6 . . 4 . 0 0: Old : 46: 21 16 . 15 6 . . 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 : 48.6 45.8 68.0 67.6 46.7 45.2 65.0 66.5 Old : 48.6 45.8 68.0 67.6 46.7 45.2 65.0 66.5 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, December 22, 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 : 641,996: 554,189 200,858 21,294 378,343 42,066 1,338 2,436 6,334 4,950 4,988 1,894: 9,931 5,077 Old : 641,996: 554,189 200,858 21,294 378,343 42,066 1,338 2,436 6,334 4,950 4,988 1,894: 9,931 5,077 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 26,089: 28,419 -3,003 -893 29,091 -2,064 1,338 441 2,384 -2,851 0 368: -612 -1,128 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.3 31.3 3.3 58.9 6.6 0.2 0.4 1.0 0.8 0.8 0.3: 1.5 0.8 Old : 100.0: 86.3 31.3 3.3 58.9 6.6 0.2 0.4 1.0 0.8 0.8 0.3: 1.5 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 : 61: 36 26 4 10 13 . . 4 . . .: Old : 61: 36 26 4 10 13 . . 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 : 31.0 43.3 54.7 71.8 30.2 41.9 49.0 64.8 Old : 31.0 43.3 54.7 71.8 30.2 41.9 49.0 64.8 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, December 22, 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 : 304,290: 269,119 165,072 13,065 121,023 673 348 2,227 4,783 6,000 2,141 240: 10,062 8,131 Old : 304,290: 269,119 165,072 13,065 121,023 673 348 2,227 4,783 6,000 2,141 240: 10,062 8,131 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 147: -586 -4,809 459 5,280 0 -380 660 -1,435 -91 276 -645: 2,825 820 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.4 54.2 4.3 39.8 0.2 0.1 0.7 1.6 2.0 0.7 0.1: 3.3 2.7 Old : 100.0: 88.4 54.2 4.3 39.8 0.2 0.1 0.7 1.6 2.0 0.7 0.1: 3.3 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 : 58: 29 28 . 8 . . . . . . .: Old : 58: 29 28 . 8 . . . . . . .: 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 : 46.8 40.1 66.7 58.8 45.8 39.5 60.1 58.2 Old : 46.8 40.1 66.7 58.8 45.8 39.5 60.1 58.2 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, December 22, 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 : 271,500: 232,764 187,102 19,362 58,592 11,860 0 2,265 3,272 0 1,263 300: 3,942 6,846 Old : 271,500: 232,764 187,102 19,362 58,592 11,860 0 2,265 3,272 0 1,263 300: 3,942 6,846 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 19,653: 17,973 22,764 304 -1,961 2,716 -362 2,174 -344 0 0 0: -634 -5,696 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.7 68.9 7.1 21.6 4.4 0.0 0.8 1.2 0.0 0.5 0.1: 1.5 2.5 Old : 100.0: 85.7 68.9 7.1 21.6 4.4 0.0 0.8 1.2 0.0 0.5 0.1: 1.5 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 : 53: 28 33 . 8 9 0 . . 0 . .: Old : 53: 28 33 . 8 9 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 : 63.5 31.8 79.2 51.5 63.5 28.9 76.5 45.8 Old : 63.5 31.8 79.2 51.5 63.5 28.9 76.5 45.8 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, December 22, 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 : 101,877: 88,618 57,573 1,794 32,012 571 1,720 0 3,048 0 310 0: 6,126 8,363 Old : 101,877: 88,618 57,573 1,794 32,012 571 1,720 0 3,048 0 310 0: 6,126 8,363 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 2,986: 1,558 3,045 0 611 0 1,655 -1,330 498 0 62 0: -725 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.0 56.5 1.8 31.4 0.6 1.7 0.0 3.0 0.0 0.3 0.0: 6.0 8.2 Old : 100.0: 87.0 56.5 1.8 31.4 0.6 1.7 0.0 3.0 0.0 0.3 0.0: 6.0 8.2 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 : 30: 13 16 . 5 . . 0 . 0 . 0: Old : 30: 13 16 . 5 . . 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 : 73.3 48.7 85.5 70.6 73.2 48.2 82.2 69.5 Old : 73.3 48.7 85.5 70.6 73.2 48.2 82.2 69.5 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, December 22, 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 : 112,063: 89,356 82,510 10,575 3,424 3,363 360 7,343 0 0 3,507 2,159: 6,250 9,757 Old : 112,063: 89,356 82,510 10,575 3,424 3,363 360 7,343 0 0 3,507 2,159: 6,250 9,757 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 3,840: -478 2,421 3,194 0 379 0 555 -186 0 -672 178: 753 1,165 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.7 73.6 9.4 3.1 3.0 0.3 6.6 0.0 0.0 3.1 1.9: 5.6 8.7 Old : 100.0: 79.7 73.6 9.4 3.1 3.0 0.3 6.6 0.0 0.0 3.1 1.9: 5.6 8.7 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 : 43: 25 21 5 . . . . 0 0 5 5: Old : 43: 25 21 5 . . . . 0 0 5 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 : 47.0 39.6 61.3 65.4 46.7 38.9 59.9 60.2 Old : 47.0 39.6 61.3 65.4 46.7 38.9 59.9 60.2 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, December 22, 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 : 26,676: 24,430 19,704 0 5,329 465 0 0 0 1,533 527 0: 248 651 Old : 26,676: 24,430 19,704 0 5,329 465 0 0 0 1,533 527 0: 248 651 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.6 73.9 0.0 20.0 1.7 0.0 0.0 0.0 5.7 2.0 0.0: 0.9 2.4 Old : 100.0: 91.6 73.9 0.0 20.0 1.7 0.0 0.0 0.0 5.7 2.0 0.0: 0.9 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 : 20: 12 8 0 . . 0 0 0 . . 0: Old : 20: 12 8 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 : 67.1 80.8 88.1 94.5 65.8 73.7 83.8 83.5 Old : 67.1 80.8 88.1 94.5 65.8 73.7 83.8 83.5 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, December 22, 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 : 83,732: 69,862 30,196 2,768 36,241 277 0 2,912 1,896 0 0 0: 8,929 12,210 Old : 83,732: 69,862 30,196 2,768 36,241 277 0 2,912 1,896 0 0 0: 8,929 12,210 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 9,179: 9,242 5,322 31 6,446 60 -296 -217 444 0 0 0: -302 -2,876 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.4 36.1 3.3 43.3 0.3 0.0 3.5 2.3 0.0 0.0 0.0: 10.7 14.6 Old : 100.0: 83.4 36.1 3.3 43.3 0.3 0.0 3.5 2.3 0.0 0.0 0.0: 10.7 14.6 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 : 27: 17 11 . 7 . 0 . . 0 0 0: Old : 27: 17 11 . 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 : 60.6 43.2 74.2 65.6 59.2 41.2 71.7 61.7 Old : 60.6 43.2 74.2 65.6 59.2 41.2 71.7 61.7 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, December 22, 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 : 170,958: 129,203 80,354 32,824 80,571 4,356 0 2,782 0 0 0 0: 4,575 2,895 Old : 170,958: 129,203 80,354 32,824 80,571 4,356 0 2,782 0 0 0 0: 4,575 2,895 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 2,134: 2,340 1,193 0 1,034 0 0 0 0 0 0 0: -206 -93 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.6 47.0 19.2 47.1 2.5 0.0 1.6 0.0 0.0 0.0 0.0: 2.7 1.7 Old : 100.0: 75.6 47.0 19.2 47.1 2.5 0.0 1.6 0.0 0.0 0.0 0.0: 2.7 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 : 36: 21 11 4 8 6 0 . 0 0 0 0: Old : 36: 21 11 4 8 6 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 : 42.9 68.2 66.5 82.2 40.4 67.8 61.6 79.7 Old : 42.9 68.2 66.5 82.2 40.4 67.8 61.6 79.7 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, December 22, 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 : 89,633: 70,779 57,412 10,260 29,701 530 0 0 0 0 0 0: 8,064 1,990 Old : 89,633: 70,779 57,412 10,260 29,701 530 0 0 0 0 0 0: 8,064 1,990 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 888: 888 2,268 0 -1,380 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.0 64.1 11.4 33.1 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 9.0 2.2 Old : 100.0: 79.0 64.1 11.4 33.1 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 9.0 2.2 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 : 29: 16 14 . . . 0 0 0 0 0 0: Old : 29: 16 14 . . . 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 : 48.4 60.7 68.2 86.9 47.1 58.0 64.0 81.7 Old : 48.4 60.7 68.2 86.9 47.1 58.0 64.0 81.7 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, December 22, 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 : 336,334: 247,966 156,222 60,699 152,701 12,512 3,464 0 0 552 4,726 4,099: 7,042 6,074 Old : 336,334: 247,966 156,222 60,699 152,701 12,512 3,464 0 0 552 4,726 4,099: 7,042 6,074 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : -2,306: -5,549 1,657 -728 -5,060 5,280 -426 0 0 552 1,830 -920: -515 -5,093 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.7 46.4 18.0 45.4 3.7 1.0 0.0 0.0 0.2 1.4 1.2: 2.1 1.8 Old : 100.0: 73.7 46.4 18.0 45.4 3.7 1.0 0.0 0.0 0.2 1.4 1.2: 2.1 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 : 64: 40 28 4 11 7 . 0 0 . 5 4: Old : 64: 40 28 4 11 7 . 0 0 . 5 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 : 31.2 54.4 51.1 69.9 29.4 50.7 48.2 64.5 Old : 31.2 54.4 51.1 69.9 29.4 50.7 48.2 64.5 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, December 22, 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 : 64,729: 47,597 32,853 248 16,393 4,002 0 1,163 2,676 0 0 0: 10,206 7,642 Old : 64,729: 47,597 32,853 248 16,393 4,002 0 1,163 2,676 0 0 0: 10,206 7,642 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 4,468: 5,091 -397 248 1,545 744 -2,419 1,163 1,166 0 0 0: -362 247 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.5 50.8 0.4 25.3 6.2 0.0 1.8 4.1 0.0 0.0 0.0: 15.8 11.8 Old : 100.0: 73.5 50.8 0.4 25.3 6.2 0.0 1.8 4.1 0.0 0.0 0.0: 15.8 11.8 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: 11 14 . 6 6 0 . . 0 0 0: Old : 26: 11 14 . 6 6 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 : 58.2 45.4 73.4 64.9 55.6 40.0 63.9 56.4 Old : 58.2 45.4 73.4 64.9 55.6 40.0 63.9 56.4 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, December 22, 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 : 70,639: 32,404 40,820 29,146 18,122 4,130 0 2,202 997 0 0 0: 3,962 4,368 Old : 70,639: 32,404 40,820 29,146 18,122 4,130 0 2,202 997 0 0 0: 3,962 4,368 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 2,303: 1,365 936 481 -62 248 0 1,258 -354 0 0 0: 563 277 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.9 57.8 41.3 25.7 5.8 0.0 3.1 1.4 0.0 0.0 0.0: 5.6 6.2 Old : 100.0: 45.9 57.8 41.3 25.7 5.8 0.0 3.1 1.4 0.0 0.0 0.0: 5.6 6.2 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: 8 12 5 4 7 0 . . 0 0 0: Old : 23: 8 12 5 4 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 58.1 80.6 73.5 44.3 54.0 67.2 65.1 Old : 50.0 58.1 80.6 73.5 44.3 54.0 67.2 65.1 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, December 22, 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 : 77,528: 45,764 68,010 15,672 3,730 2,103 8,439 1,999 0 3,689 1,023 0: 1,861 663 Old : 77,528: 45,764 68,010 15,672 3,730 2,103 8,439 1,999 0 3,689 1,023 0: 1,861 663 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 13,408: -573 11,648 7,395 0 31 3,627 1,999 0 3,441 1,023 0: -513 -1,293 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.0 87.7 20.2 4.8 2.7 10.9 2.6 0.0 4.8 1.3 0.0: 2.4 0.9 Old : 100.0: 59.0 87.7 20.2 4.8 2.7 10.9 2.6 0.0 4.8 1.3 0.0: 2.4 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 : 40: 14 18 6 . . . . 0 . . 0: Old : 40: 14 18 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 : 41.3 62.9 61.5 79.5 30.4 57.3 49.8 69.3 Old : 41.3 62.9 61.5 79.5 30.4 57.3 49.8 69.3 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, December 22, 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 : 115,878: 66,861 91,016 10,110 3,601 2,630 28,217 6,324 0 3,503 7,874 3,689: 868 744 Old : 115,878: 66,861 91,016 10,110 3,601 2,630 28,217 6,324 0 3,503 7,874 3,689: 868 744 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 11,227: 1,204 8,065 2,924 31 62 3,627 2,170 0 0 -2,294 3,441: -31 -248 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.7 78.5 8.7 3.1 2.3 24.4 5.5 0.0 3.0 6.8 3.2: 0.7 0.6 Old : 100.0: 57.7 78.5 8.7 3.1 2.3 24.4 5.5 0.0 3.0 6.8 3.2: 0.7 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 : 69: 27 23 7 . . 7 . 0 4 8 .: Old : 69: 27 23 7 . . 7 . 0 4 8 .: 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 : 39.3 57.5 54.8 78.3 36.6 49.9 50.6 61.4 Old : 39.3 57.5 54.8 78.3 36.6 49.9 50.6 61.4 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, December 22, 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 : 73,309: 69,837 71,275 0 868 0 3,007 0 0 0 0 0: 465 1,166 Old : 73,309: 69,837 71,275 0 868 0 3,007 0 0 0 0 0: 465 1,166 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 1,767: 1,953 1,736 0 0 0 0 0 0 0 0 0: -186 31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 95.3 97.2 0.0 1.2 0.0 4.1 0.0 0.0 0.0 0.0 0.0: 0.6 1.6 Old : 100.0: 95.3 97.2 0.0 1.2 0.0 4.1 0.0 0.0 0.0 0.0 0.0: 0.6 1.6 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 : 34: 16 22 0 . 0 . 0 0 0 0 0: Old : 34: 16 22 0 . 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 : 81.0 62.5 92.5 79.9 81.0 61.8 91.6 78.3 Old : 81.0 62.5 92.5 79.9 81.0 61.8 91.6 78.3 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, December 22, 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 : 208,495: 173,272 148,890 12,791 34,851 12,504 338 19 3,359 0 0 0: 6,231 8,872 Old : 208,495: 173,272 148,890 12,791 34,851 12,504 338 19 3,359 0 0 0: 6,231 8,872 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 70: -1,755 1,462 915 -893 503 338 -827 -48 0 0 0: 117 -127 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.1 71.4 6.1 16.7 6.0 0.2 0.0 1.6 0.0 0.0 0.0: 3.0 4.3 Old : 100.0: 83.1 71.4 6.1 16.7 6.0 0.2 0.0 1.6 0.0 0.0 0.0: 3.0 4.3 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 : 47: 35 29 . 4 . . . . 0 0 0: Old : 47: 35 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 : 51.1 40.8 67.3 61.5 49.2 30.3 57.1 44.2 Old : 51.1 40.8 67.3 61.5 49.2 30.3 57.1 44.2 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, December 22, 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 : 23,476: 22,461 18,082 0 151 403 0 248 0 0 1,612 0: 612 2,980 Old : 23,476: 22,461 18,082 0 151 403 0 248 0 0 1,612 0: 612 2,980 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 6,246: 6,401 5,378 -314 151 97 0 248 0 0 310 0: 62 62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 95.7 77.0 0.0 0.6 1.7 0.0 1.1 0.0 0.0 6.9 0.0: 2.6 12.7 Old : 100.0: 95.7 77.0 0.0 0.6 1.7 0.0 1.1 0.0 0.0 6.9 0.0: 2.6 12.7 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 : 23: 14 9 0 . . 0 . 0 0 . 0: Old : 23: 14 9 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 : 76.6 63.6 88.7 78.5 76.6 62.5 86.1 73.3 Old : 76.6 63.6 88.7 78.5 76.6 62.5 86.1 73.3 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, December 22, 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 : 102,209: 79,670 50,160 936 16,546 13,254 615 5,136 2,032 0 4,708 0: 5,702 10,373 Old : 102,209: 79,670 50,160 936 16,546 13,254 615 5,136 2,032 0 4,708 0: 5,702 10,373 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 1,005: 565 -112 -1,306 -667 2,752 115 -455 95 0 0 0: -1,216 -608 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.9 49.1 0.9 16.2 13.0 0.6 5.0 2.0 0.0 4.6 0.0: 5.6 10.1 Old : 100.0: 77.9 49.1 0.9 16.2 13.0 0.6 5.0 2.0 0.0 4.6 0.0: 5.6 10.1 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 : 38: 14 21 . 6 6 . . . 0 . 0: Old : 38: 14 21 . 6 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 : 56.5 37.1 76.8 58.6 56.5 30.1 66.9 46.1 Old : 56.5 37.1 76.8 58.6 56.5 30.1 66.9 46.1 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, December 22, 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 : 105,411: 70,897 99,286 12,190 280 1,909 8,958 0 1,308 1,693 372 0: 8,456 2,256 Old : 105,411: 70,897 99,286 12,190 280 1,909 8,958 0 1,308 1,693 372 0: 8,456 2,256 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 1,167: 640 1,398 481 0 0 507 0 -65 -62 372 0: -334 -538 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.3 94.2 11.6 0.3 1.8 8.5 0.0 1.2 1.6 0.4 0.0: 8.0 2.1 Old : 100.0: 67.3 94.2 11.6 0.3 1.8 8.5 0.0 1.2 1.6 0.4 0.0: 8.0 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 : 34: 18 18 . . . 4 0 . . . 0: Old : 34: 18 18 . . . 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 : 51.5 63.1 71.1 80.5 42.7 53.7 58.6 69.0 Old : 51.5 63.1 71.1 80.5 42.7 53.7 58.6 69.0 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, December 22, 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 : 115,042: 84,569 106,906 21,992 3,757 206 647 0 0 2,996 0 0: 4,632 4,173 Old : 115,042: 84,569 106,906 21,992 3,757 206 647 0 0 2,996 0 0: 4,632 4,173 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 675: 810 652 -96 0 0 62 0 0 0 0 0: -101 23 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.5 92.9 19.1 3.3 0.2 0.6 0.0 0.0 2.6 0.0 0.0: 4.0 3.6 Old : 100.0: 73.5 92.9 19.1 3.3 0.2 0.6 0.0 0.0 2.6 0.0 0.0: 4.0 3.6 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 : 25: 12 12 6 . . . 0 0 . 0 0: Old : 25: 12 12 6 . . . 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 71.7 77.6 91.6 46.1 54.7 59.2 70.7 Old : 60.0 71.7 77.6 91.6 46.1 54.7 59.2 70.7 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, December 22, 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 : 114,602: 103,644 109,950 3,899 0 215 1,120 353 664 0 0 0: 5,060 3,420 Old : 114,602: 103,644 109,950 3,899 0 215 1,120 353 664 0 0 0: 5,060 3,420 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 3,127: 1,799 3,042 674 0 215 1,120 -457 661 0 0 0: -1,342 -334 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.4 95.9 3.4 0.0 0.2 1.0 0.3 0.6 0.0 0.0 0.0: 4.4 3.0 Old : 100.0: 90.4 95.9 3.4 0.0 0.2 1.0 0.3 0.6 0.0 0.0 0.0: 4.4 3.0 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: 17 16 . 0 . . . . 0 0 0: Old : 26: 17 16 . 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 : 67.8 60.9 82.7 84.1 63.0 58.2 75.4 80.1 Old : 67.8 60.9 82.7 84.1 63.0 58.2 75.4 80.1 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, December 22, 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 : 141,154: 106,849 33,865 10,264 81,257 4,578 0 5,574 1,578 0 2,022 0: 17,885 12,280 Old : 141,154: 106,849 33,865 10,264 81,257 4,578 0 5,574 1,578 0 2,022 0: 17,885 12,280 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 204: -391 -1,510 0 276 0 0 86 -122 0 310 0: 717 1,164 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.7 24.0 7.3 57.6 3.2 0.0 3.9 1.1 0.0 1.4 0.0: 12.7 8.7 Old : 100.0: 75.7 24.0 7.3 57.6 3.2 0.0 3.9 1.1 0.0 1.4 0.0: 12.7 8.7 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 : 34: 18 15 . 7 6 0 . . 0 . 0: Old : 34: 18 15 . 7 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 : 45.9 51.9 62.8 67.9 42.5 51.7 57.8 64.9 Old : 45.9 51.9 62.8 67.9 42.5 51.7 57.8 64.9 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, December 22, 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 : 22,965: 21,167 19,276 1,550 0 0 0 496 0 0 2,697 124: 124 372 Old : 22,965: 21,167 19,276 1,550 0 0 0 496 0 0 2,697 124: 124 372 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 1,302: 1,085 1,364 279 0 0 0 0 0 0 -124 124: -186 -62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.2 83.9 6.7 0.0 0.0 0.0 2.2 0.0 0.0 11.7 0.5: 0.5 1.6 Old : 100.0: 92.2 83.9 6.7 0.0 0.0 0.0 2.2 0.0 0.0 11.7 0.5: 0.5 1.6 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 : 29: 15 14 . 0 0 0 . 0 0 4 .: Old : 29: 15 14 . 0 0 0 . 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 : 68.4 51.5 84.3 74.6 68.4 51.5 83.0 69.2 Old : 68.4 51.5 84.3 74.6 68.4 51.5 83.0 69.2 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, December 22, 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 : 48,742: 28,551 45,022 16,126 0 1,767 0 0 0 0 806 0: 2,298 1,147 Old : 48,742: 28,551 45,022 16,126 0 1,767 0 0 0 0 806 0: 2,298 1,147 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 8,168: 2,722 7,637 5,266 0 -279 0 0 0 0 310 0: 459 500 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.6 92.4 33.1 0.0 3.6 0.0 0.0 0.0 0.0 1.7 0.0: 4.7 2.4 Old : 100.0: 58.6 92.4 33.1 0.0 3.6 0.0 0.0 0.0 0.0 1.7 0.0: 4.7 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 : 27: 11 16 . 0 . 0 0 0 0 . 0: Old : 27: 11 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 : 63.3 76.9 88.5 88.4 61.6 76.9 80.2 81.8 Old : 63.3 76.9 88.5 88.4 61.6 76.9 80.2 81.8 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, December 22, 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 : 194,504: 147,573 126,327 27,012 40,562 10,130 0 769 330 0 7,457 893: 8,566 8,036 Old : 194,504: 147,573 126,327 27,012 40,562 10,130 0 769 330 0 7,457 893: 8,566 8,036 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 7,567: 9,363 3,627 374 3,654 -1,153 -1,101 -214 -243 -745 1,466 -120: 1,192 550 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.9 64.9 13.9 20.9 5.2 0.0 0.4 0.2 0.0 3.8 0.5: 4.4 4.1 Old : 100.0: 75.9 64.9 13.9 20.9 5.2 0.0 0.4 0.2 0.0 3.8 0.5: 4.4 4.1 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 : 54: 32 27 . 6 5 0 . . 0 6 .: Old : 54: 32 27 . 6 5 0 . . 0 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 : 47.7 49.1 67.0 63.0 47.2 44.7 63.9 57.5 Old : 47.7 49.1 67.0 63.0 47.2 44.7 63.9 57.5 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, December 22, 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 : 95,989: 77,155 45,892 3,064 40,039 6,045 0 0 0 0 0 0: 9,725 4,013 Old : 95,989: 77,155 45,892 3,064 40,039 6,045 0 0 0 0 0 0: 9,725 4,013 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 5,461: 4,754 343 -1,836 3,613 1,476 0 0 0 0 0 0: 1,067 29 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.4 47.8 3.2 41.7 6.3 0.0 0.0 0.0 0.0 0.0 0.0: 10.1 4.2 Old : 100.0: 80.4 47.8 3.2 41.7 6.3 0.0 0.0 0.0 0.0 0.0 0.0: 10.1 4.2 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 : 24: 13 10 . 6 6 0 0 0 0 0 0: Old : 24: 13 10 . 6 6 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 : 61.1 65.4 78.9 82.6 58.8 59.0 68.9 70.5 Old : 61.1 65.4 78.9 82.6 58.8 59.0 68.9 70.5 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, December 22, 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 : 77,715: 38,316 47,595 27,920 19,715 1,451 0 0 0 0 0 0: 10,028 8,954 Old : 77,715: 38,316 47,595 27,920 19,715 1,451 0 0 0 0 0 0: 10,028 8,954 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 704: 1,044 826 1,309 0 0 0 0 0 0 0 0: -1,649 -122 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.3 61.2 35.9 25.4 1.9 0.0 0.0 0.0 0.0 0.0 0.0: 12.9 11.5 Old : 100.0: 49.3 61.2 35.9 25.4 1.9 0.0 0.0 0.0 0.0 0.0 0.0: 12.9 11.5 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 : 24: 9 14 5 . . 0 0 0 0 0 0: Old : 24: 9 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 : 55.0 60.2 75.1 78.1 54.7 59.9 66.5 71.9 Old : 55.0 60.2 75.1 78.1 54.7 59.9 66.5 71.9 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, December 22, 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 : 74,164: 54,331 37,925 5,218 25,434 6,834 0 0 0 0 0 0: 7,781 3,971 Old : 74,164: 54,331 37,925 5,218 25,434 6,834 0 0 0 0 0 0: 7,781 3,971 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 2,042: 60 2,563 2,571 342 -1,253 0 0 0 0 0 0: 664 390 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.3 51.1 7.0 34.3 9.2 0.0 0.0 0.0 0.0 0.0 0.0: 10.5 5.4 Old : 100.0: 73.3 51.1 7.0 34.3 9.2 0.0 0.0 0.0 0.0 0.0 0.0: 10.5 5.4 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 : 26: 17 12 . . . 0 0 0 0 0 0: Old : 26: 17 12 . . . 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 : 53.9 68.8 72.2 85.0 52.0 67.6 64.7 79.4 Old : 53.9 68.8 72.2 85.0 52.0 67.6 64.7 79.4 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, December 22, 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 : 92,488: 75,840 39,430 2,488 44,597 2,161 0 0 0 3,772 0 0: 8,227 6,300 Old : 92,488: 75,840 39,430 2,488 44,597 2,161 0 0 0 3,772 0 0: 8,227 6,300 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 1,397: 1,687 639 31 974 122 0 0 0 0 0 0: -443 -338 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.0 42.6 2.7 48.2 2.3 0.0 0.0 0.0 4.1 0.0 0.0: 8.9 6.8 Old : 100.0: 82.0 42.6 2.7 48.2 2.3 0.0 0.0 0.0 4.1 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 : 23: 12 5 . 5 . 0 0 0 . 0 0: Old : 23: 12 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 : 61.5 72.7 76.5 89.6 61.5 71.7 76.1 87.7 Old : 61.5 72.7 76.5 89.6 61.5 71.7 76.1 87.7 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, December 22, 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 : 1,057,130: 168,314 175,597 200,342 17,012 82,161 184,198 365,073 158,038 54,440 76,660 139,023: 70,614 43,566 Old : 1,057,130: 168,314 175,597 200,342 17,012 82,161 184,198 365,073 158,038 54,440 76,660 139,023: 70,614 43,566 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : -35,712: 898 -4,150 -3,720 216 -2,244 1,683 9,145 -13,897 -3,099 -9,999 -13,493: -1,840 -1,289 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.9 16.6 19.0 1.6 7.8 17.4 34.5 14.9 5.1 7.3 13.2: 6.7 4.1 Old : 100.0: 15.9 16.6 19.0 1.6 7.8 17.4 34.5 14.9 5.1 7.3 13.2: 6.7 4.1 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 : 328: 38 29 26 8 25 50 88 66 54 54 75: Old : 328: 38 29 26 8 25 50 88 66 54 54 75: 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 : 18.1 20.7 28.0 32.4 9.6 13.3 16.7 20.3 Old : 18.1 20.7 28.0 32.4 9.6 13.3 16.7 20.3 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, December 22, 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 : 1,028,351: 175,647 143,214 41,811 57,384 362,850 17,665 27,203 196,398 12,799 22,120 216,805: 4,375 2,376 Old : 1,028,351: 175,647 143,214 41,811 57,384 362,850 17,665 27,203 196,398 12,799 22,120 216,805: 4,375 2,376 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 2,788: -3,188 -3,880 -1,193 5,616 2,899 3,222 -4,109 28 -2,856 29 3,776: 99 -1,570 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.1 13.9 4.1 5.6 35.3 1.7 2.6 19.1 1.2 2.2 21.1: 0.4 0.2 Old : 100.0: 17.1 13.9 4.1 5.6 35.3 1.7 2.6 19.1 1.2 2.2 21.1: 0.4 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 : 131: 30 29 10 13 23 18 17 30 20 20 35: Old : 131: 30 29 10 13 23 18 17 30 20 20 35: 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 : 35.8 34.6 53.2 53.1 5.8 4.8 7.9 7.5 Old : 35.8 34.6 53.2 53.1 5.8 4.8 7.9 7.5 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, December 22, 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 : 326,485: 101,738 63,086 30,411 32,996 42,544 43,138 6,394 26,863 31,999 105,485 42,364: 7,428 6,753 Old : 326,485: 101,738 63,086 30,411 32,996 42,544 43,138 6,394 26,863 31,999 105,485 42,364: 7,428 6,753 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 3,200: -1,157 1,498 -2,136 -2,023 -1,512 4,922 175 -1,426 -3,133 -774 7,166: 477 96 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.2 19.3 9.3 10.1 13.0 13.2 2.0 8.2 9.8 32.3 13.0: 2.3 2.1 Old : 100.0: 31.2 19.3 9.3 10.1 13.0 13.2 2.0 8.2 9.8 32.3 13.0: 2.3 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 : 73: 24 22 7 7 13 9 4 10 11 7 15: Old : 73: 24 22 7 7 13 9 4 10 11 7 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 : 33.2 43.6 48.8 55.0 28.4 36.5 39.6 42.2 Old : 33.2 43.6 48.8 55.0 28.4 36.5 39.6 42.2 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, December 22, 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 : 135,679: 17,465 29,380 25,555 9,335 34,983 18,969 22,485 8,243 11,818 14,134 12,644: 6,002 4,475 Old : 135,679: 17,465 29,380 25,555 9,335 34,983 18,969 22,485 8,243 11,818 14,134 12,644: 6,002 4,475 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 15,674: 2,855 6,820 -976 -3,245 4,722 1,149 12,431 398 7,419 -5,827 805: -698 -430 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.9 21.7 18.8 6.9 25.8 14.0 16.6 6.1 8.7 10.4 9.3: 4.4 3.3 Old : 100.0: 12.9 21.7 18.8 6.9 25.8 14.0 16.6 6.1 8.7 10.4 9.3: 4.4 3.3 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 : 58: 12 11 7 6 13 4 8 11 8 13 18: Old : 58: 12 11 7 6 13 4 8 11 8 13 18: 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 : 43.0 35.8 60.0 50.5 29.0 18.7 36.2 29.0 Old : 43.0 35.8 60.0 50.5 29.0 18.7 36.2 29.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84 Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 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 : 11,862: 1,901 5,695 0 0 0 130 1,268 922 5,006 42 3,889: 14 46 Old : 11,862: 1,901 5,695 0 0 0 130 1,268 922 5,006 42 3,889: 14 46 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : -486: -57 -227 0 0 0 8 -181 -22 -359 6 -55: -2 -8 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.0 48.0 0.0 0.0 0.0 1.1 10.7 7.8 42.2 0.4 32.8: 0.1 0.4 Old : 100.0: 16.0 48.0 0.0 0.0 0.0 1.1 10.7 7.8 42.2 0.4 32.8: 0.1 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 : 20: 5 7 0 0 0 . . . 6 . 6: Old : 20: 5 7 0 0 0 . . . 6 . 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 : 74.9 54.7 92.0 79.6 40.6 37.3 45.8 45.2 Old : 74.9 54.7 92.0 79.6 40.6 37.3 45.8 45.2 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, December 22, 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 : 136,699: 5,683 3,542 3,984 10,513 60,191 3,285 285 33,015 2,373 1,230 27,703: 467 220 Old : 136,699: 5,683 3,542 3,984 10,513 60,191 3,285 285 33,015 2,373 1,230 27,703: 467 220 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 2,339: 660 873 -342 1,359 -427 1,979 -1,126 -676 -1,076 92 2,182: 39 63 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.2 2.6 2.9 7.7 44.0 2.4 0.2 24.2 1.7 0.9 20.3: 0.3 0.2 Old : 100.0: 4.2 2.6 2.9 7.7 44.0 2.4 0.2 24.2 1.7 0.9 20.3: 0.3 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 : 24: . . . . 5 . . 4 8 4 11: Old : 24: . . . . 5 . . 4 8 4 11: 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 : 62.6 66.1 80.4 82.2 5.7 8.6 8.0 9.0 Old : 62.6 66.1 80.4 82.2 5.7 8.6 8.0 9.0 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, December 22, 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 : 1,515,081: 542,925 247,390 32,237 828,828 222,127 44,969 38,237 66,090 526,474 36,040 39,057: 41,202 37,312 Old : 1,515,081: 542,925 247,390 32,237 828,828 222,127 44,969 38,237 66,090 526,474 36,040 39,057: 41,202 37,312 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 24,494: 11,124 781 7,786 23,165 -3,781 2,344 11,993 -6,289 18,067 688 771: -5,528 -2,834 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.8 16.3 2.1 54.7 14.7 3.0 2.5 4.4 34.7 2.4 2.6: 2.7 2.5 Old : 100.0: 35.8 16.3 2.1 54.7 14.7 3.0 2.5 4.4 34.7 2.4 2.6: 2.7 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 : 103: 38 32 4 16 18 8 8 13 14 8 17: Old : 103: 38 32 4 16 18 8 8 13 14 8 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 : 51.8 34.1 64.2 56.4 48.8 33.0 55.4 51.2 Old : 51.8 34.1 64.2 56.4 48.8 33.0 55.4 51.2 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, December 22, 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 : 396,429: 72,152 97,488 173,338 126,521 47,481 4,825 40,769 24,499 35,493 20,909 37,091: 1,550 1,671 Old : 396,429: 72,152 97,488 173,338 126,521 47,481 4,825 40,769 24,499 35,493 20,909 37,091: 1,550 1,671 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 11,497: 684 730 5,692 1,138 46 -2,041 4,433 1,947 2,900 82 2,967: -698 154 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.2 24.6 43.7 31.9 12.0 1.2 10.3 6.2 9.0 5.3 9.4: 0.4 0.4 Old : 100.0: 18.2 24.6 43.7 31.9 12.0 1.2 10.3 6.2 9.0 5.3 9.4: 0.4 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 : 77: 19 16 11 9 14 . 9 9 14 11 18: Old : 77: 19 16 11 9 14 . 9 9 14 11 18: 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 : 34.9 44.7 55.5 66.6 30.0 31.4 41.6 42.9 Old : 34.9 44.7 55.5 66.6 30.0 31.4 41.6 42.9 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, December 22, 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 : 25,266: 22,556 17,143 816 6,858 785 0 0 0 907 0 62: 140 418 Old : 25,266: 22,556 17,143 816 6,858 785 0 0 0 907 0 62: 140 418 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 806: 681 851 25 -25 -20 0 0 0 120 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.3 67.9 3.2 27.1 3.1 0.0 0.0 0.0 3.6 0.0 0.2: 0.6 1.7 Old : 100.0: 89.3 67.9 3.2 27.1 3.1 0.0 0.0 0.0 3.6 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 : 39: 21 21 4 4 . 0 0 0 . 0 .: Old : 39: 21 21 4 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 : 61.2 45.2 75.2 70.2 49.0 34.0 57.7 50.5 Old : 61.2 45.2 75.2 70.2 49.0 34.0 57.7 50.5 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, December 22, 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 : 99,877: 80,086 65,317 8,747 17,328 7,280 301 2,220 0 1,716 6,536 829: 918 367 Old : 99,877: 80,086 65,317 8,747 17,328 7,280 301 2,220 0 1,716 6,536 829: 918 367 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 1,891: 867 1,522 500 -85 356 0 0 0 130 90 38: 0 -30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.2 65.4 8.8 17.3 7.3 0.3 2.2 0.0 1.7 6.5 0.8: 0.9 0.4 Old : 100.0: 80.2 65.4 8.8 17.3 7.3 0.3 2.2 0.0 1.7 6.5 0.8: 0.9 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 : 83: 49 44 5 6 9 . . 0 6 6 6: Old : 83: 49 44 5 6 9 . . 0 6 6 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 : 48.6 38.9 64.3 59.6 28.2 31.0 34.8 40.2 Old : 48.6 38.9 64.3 59.6 28.2 31.0 34.8 40.2 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, December 22, 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 : 27,957: 21,248 22,254 3,584 2,953 2,128 255 0 57 0 480 0: 685 85 Old : 27,957: 21,248 22,254 3,584 2,953 2,128 255 0 57 0 480 0: 685 85 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 2,465: 1,878 2,368 570 195 -75 87 0 0 0 0 0: 5 -23 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.0 79.6 12.8 10.6 7.6 0.9 0.0 0.2 0.0 1.7 0.0: 2.5 0.3 Old : 100.0: 76.0 79.6 12.8 10.6 7.6 0.9 0.0 0.2 0.0 1.7 0.0: 2.5 0.3 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 : 22: 15 13 . 4 . . 0 . 0 . 0: Old : 22: 15 13 . 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 : 69.8 51.9 90.5 80.6 39.3 30.3 41.1 39.5 Old : 69.8 51.9 90.5 80.6 39.3 30.3 41.1 39.5 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, December 22, 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 : 33,042: 25,805 24,364 3,001 1,826 984 1,860 0 0 649 5,203 254: 489 411 Old : 33,042: 25,805 24,364 3,001 1,826 984 1,860 0 0 649 5,203 254: 489 411 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 866: 880 790 -10 75 0 0 0 0 -20 0 1: 15 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.1 73.7 9.1 5.5 3.0 5.6 0.0 0.0 2.0 15.7 0.8: 1.5 1.2 Old : 100.0: 78.1 73.7 9.1 5.5 3.0 5.6 0.0 0.0 2.0 15.7 0.8: 1.5 1.2 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 : 48: 25 24 5 4 6 . 0 0 5 4 4: Old : 48: 25 24 5 4 6 . 0 0 5 4 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 : 41.8 48.4 61.5 65.1 18.6 27.2 29.8 35.1 Old : 41.8 48.4 61.5 65.1 18.6 27.2 29.8 35.1 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, December 22, 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 : 9,368: 7,113 4,081 1,080 3,589 178 0 0 0 120 796 459: 418 265 Old : 9,368: 7,113 4,081 1,080 3,589 178 0 0 0 120 796 459: 418 265 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 750: 390 668 265 0 0 0 0 0 0 24 62: 33 -4 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.9 43.6 11.5 38.3 1.9 0.0 0.0 0.0 1.3 8.5 4.9: 4.5 2.8 Old : 100.0: 75.9 43.6 11.5 38.3 1.9 0.0 0.0 0.0 1.3 8.5 4.9: 4.5 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 : 36: 20 16 . 5 4 0 0 0 . 5 .: Old : 36: 20 16 . 5 4 0 0 0 . 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 : 47.0 38.6 65.3 62.1 40.7 37.0 53.0 46.8 Old : 47.0 38.6 65.3 62.1 40.7 37.0 53.0 46.8 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, December 22, 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 : 13,314: 11,428 7,444 564 4,311 240 0 188 0 0 834 58: 1,024 239 Old : 13,314: 11,428 7,444 564 4,311 240 0 188 0 0 834 58: 1,024 239 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 15, 2015 : : 1,127: 1,154 1,009 -120 -20 114 0 0 0 0 15 -6: -15 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.8 55.9 4.2 32.4 1.8 0.0 1.4 0.0 0.0 6.3 0.4: 7.7 1.8 Old : 100.0: 85.8 55.9 4.2 32.4 1.8 0.0 1.4 0.0 0.0 6.3 0.4: 7.7 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 : 30: 17 14 . 5 4 0 . 0 0 . .: Old : 30: 17 14 . 5 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 : 45.5 48.5 69.7 69.7 32.3 39.2 48.3 55.3 Old : 45.5 48.5 69.7 69.7 32.3 39.2 48.3 55.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 25, 2015