NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 3,982,622: 2,258,253 916,761 227,102 1,825,646 267,233 350,605 53,222 309,295 137,711 197,362 400,355: 32,068 12,748 Old : 3,982,622: 2,258,253 916,761 227,102 1,825,646 267,233 350,605 53,222 309,295 137,711 197,362 400,355: 32,068 12,748 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : -294,163: -153,423 -81,381 -98,034 31,691 12,898 42,782 -8,021 -79,137 93,636 -35,942 -99,396: -13,489 -34,875 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.7 23.0 5.7 45.8 6.7 8.8 1.3 7.8 3.5 5.0 10.1: 0.8 0.3 Old : 100.0: 56.7 23.0 5.7 45.8 6.7 8.8 1.3 7.8 3.5 5.0 10.1: 0.8 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 : 219: 111 93 7 19 22 16 7 20 15 29 32: Old : 219: 111 93 7 19 22 16 7 20 15 29 32: 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 : 25.4 26.6 41.3 42.2 18.9 26.2 29.6 37.1 Old : 25.4 26.6 41.3 42.2 18.9 26.2 29.6 37.1 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, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 2,135,544: 277,764 247,459 58,922 99,327 679,078 11,607 94,503 566,349 99,108 5,499 442,272: 445 1,057 Old : 2,135,544: 277,764 247,459 58,922 99,327 679,078 11,607 94,503 566,349 99,108 5,499 442,272: 445 1,057 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 15,568: -2,348 2,975 3,668 -2,712 5,749 -3,739 997 -380 3,443 -64 8,920: 254 84 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.0 11.6 2.8 4.7 31.8 0.5 4.4 26.5 4.6 0.3 20.7: 0.0 0.0 Old : 100.0: 13.0 11.6 2.8 4.7 31.8 0.5 4.4 26.5 4.6 0.3 20.7: 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 : 94: 34 28 7 11 18 5 10 15 18 9 24: Old : 94: 34 28 7 11 18 5 10 15 18 9 24: 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 45.4 66.7 67.4 6.0 6.5 8.0 8.1 Old : 47.7 45.4 66.7 67.4 6.0 6.5 8.0 8.1 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, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 247,181: 166,486 199,130 19,165 9,143 13,503 12,497 0 5,601 7,056 7,636 4,695: 18,178 7,473 Old : 247,181: 166,486 199,130 19,165 9,143 13,503 12,497 0 5,601 7,056 7,636 4,695: 18,178 7,473 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 12,681: 11,968 8,879 122 1,055 -149 -1,544 0 1,638 453 1,784 -599: 792 73 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.4 80.6 7.8 3.7 5.5 5.1 0.0 2.3 2.9 3.1 1.9: 7.4 3.0 Old : 100.0: 67.4 80.6 7.8 3.7 5.5 5.1 0.0 2.3 2.9 3.1 1.9: 7.4 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 : 51: 28 21 4 5 7 4 0 . . 4 5: Old : 51: 28 21 4 5 7 4 0 . . 4 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.6 46.0 44.4 70.6 26.1 36.5 37.2 54.7 Old : 27.6 46.0 44.4 70.6 26.1 36.5 37.2 54.7 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, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 112,486: 99,242 84,561 361 19,101 1,461 852 582 1,624 0 1,170 1,187: 7,759 2,800 Old : 112,486: 99,242 84,561 361 19,101 1,461 852 582 1,624 0 1,170 1,187: 7,759 2,800 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 3,039: 2,137 2,635 0 -32 394 215 401 -4 0 0 0: 297 -355 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.2 75.2 0.3 17.0 1.3 0.8 0.5 1.4 0.0 1.0 1.1: 6.9 2.5 Old : 100.0: 88.2 75.2 0.3 17.0 1.3 0.8 0.5 1.4 0.0 1.0 1.1: 6.9 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 : 37: 23 24 . 5 . . . . 0 . .: Old : 37: 23 24 . 5 . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.8 45.6 69.4 66.6 49.1 42.8 63.0 60.5 Old : 50.8 45.6 69.4 66.6 49.1 42.8 63.0 60.5 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, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 243,548: 207,831 53,285 1,173 153,357 9,032 2,317 9,987 8,778 315 0 0: 14,102 9,109 Old : 243,548: 207,831 53,285 1,173 153,357 9,032 2,317 9,987 8,778 315 0 0: 14,102 9,109 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 3,493: 3,530 81 85 1,935 -294 -124 1,782 -225 0 0 0: 521 214 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.3 21.9 0.5 63.0 3.7 1.0 4.1 3.6 0.1 0.0 0.0: 5.8 3.7 Old : 100.0: 85.3 21.9 0.5 63.0 3.7 1.0 4.1 3.6 0.1 0.0 0.0: 5.8 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 47: 22 16 . 14 6 . 4 4 . 0 0: Old : 47: 22 16 . 14 6 . 4 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 : 49.6 45.5 67.9 67.4 47.7 44.9 65.1 66.3 Old : 49.6 45.5 67.9 67.4 47.7 44.9 65.1 66.3 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, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 611,145: 527,566 175,615 21,238 367,846 44,268 240 2,109 6,181 0 6,813 1,526: 10,126 6,787 Old : 611,145: 527,566 175,615 21,238 367,846 44,268 240 2,109 6,181 0 6,813 1,526: 10,126 6,787 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : -32,181: -32,456 -16,333 -697 -17,183 765 -1,401 -478 -89 0 -329 -548: 2,245 2,014 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.3 28.7 3.5 60.2 7.2 0.0 0.3 1.0 0.0 1.1 0.2: 1.7 1.1 Old : 100.0: 86.3 28.7 3.5 60.2 7.2 0.0 0.3 1.0 0.0 1.1 0.2: 1.7 1.1 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 : 58: 35 24 5 9 13 . . . 0 . .: Old : 58: 35 24 5 9 13 . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.8 44.9 55.3 71.3 30.5 43.3 48.9 65.7 Old : 31.8 44.9 55.3 71.3 30.5 43.3 48.9 65.7 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, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 307,687: 273,156 166,375 13,422 122,914 730 0 2,022 5,251 5,666 1,572 240: 9,222 8,583 Old : 307,687: 273,156 166,375 13,422 122,914 730 0 2,022 5,251 5,666 1,572 240: 9,222 8,583 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 2,349: 2,336 778 -240 1,555 0 -313 -137 226 -334 -209 0: 674 136 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.8 54.1 4.4 39.9 0.2 0.0 0.7 1.7 1.8 0.5 0.1: 3.0 2.8 Old : 100.0: 88.8 54.1 4.4 39.9 0.2 0.0 0.7 1.7 1.8 0.5 0.1: 3.0 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 : 58: 28 28 4 8 4 0 4 . . . .: Old : 58: 28 28 4 8 4 0 4 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.6 40.5 67.0 59.2 44.9 39.8 61.5 58.5 Old : 46.6 40.5 67.0 59.2 44.9 39.8 61.5 58.5 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, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 281,386: 237,402 191,705 20,177 62,584 11,929 0 3,100 3,101 4,023 1,698 330: 4,424 6,939 Old : 281,386: 237,402 191,705 20,177 62,584 11,929 0 3,100 3,101 4,023 1,698 330: 4,424 6,939 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 6,199: 2,046 3,203 815 2,034 89 0 2,089 -1,216 3,775 1 30: 660 -31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.4 68.1 7.2 22.2 4.2 0.0 1.1 1.1 1.4 0.6 0.1: 1.6 2.5 Old : 100.0: 84.4 68.1 7.2 22.2 4.2 0.0 1.1 1.1 1.4 0.6 0.1: 1.6 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 : 57: 30 33 . 8 9 0 . . . . .: Old : 57: 30 33 . 8 9 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 : 61.7 32.8 76.6 53.0 61.6 31.0 73.7 47.6 Old : 61.7 32.8 76.6 53.0 61.6 31.0 73.7 47.6 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, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 107,958: 95,766 63,376 1,794 32,030 571 20 451 3,519 0 558 0: 6,288 7,453 Old : 107,958: 95,766 63,376 1,794 32,030 571 20 451 3,519 0 558 0: 6,288 7,453 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 1,999: 3,519 1,797 0 18 0 -1,377 451 521 0 62 0: -664 -850 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.7 58.7 1.7 29.7 0.5 0.0 0.4 3.3 0.0 0.5 0.0: 5.8 6.9 Old : 100.0: 88.7 58.7 1.7 29.7 0.5 0.0 0.4 3.3 0.0 0.5 0.0: 5.8 6.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 17 18 . 5 . . . . 0 . 0: Old : 33: 17 18 . 5 . . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.7 49.3 84.0 70.5 70.5 48.1 80.2 69.1 Old : 70.7 49.3 84.0 70.5 70.5 48.1 80.2 69.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 116,083: 92,007 85,399 10,523 3,424 3,441 360 7,792 0 252 3,755 2,165: 7,335 10,107 Old : 116,083: 92,007 85,399 10,523 3,424 3,441 360 7,792 0 252 3,755 2,165: 7,335 10,107 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 3,140: 1,890 2,076 -35 0 0 0 214 0 247 454 -105: 1,143 501 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.3 73.6 9.1 2.9 3.0 0.3 6.7 0.0 0.2 3.2 1.9: 6.3 8.7 Old : 100.0: 79.3 73.6 9.1 2.9 3.0 0.3 6.7 0.0 0.2 3.2 1.9: 6.3 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 : 42: 24 21 5 . . . . 0 . . 5: Old : 42: 24 21 5 . . . . 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 38.1 60.9 64.7 46.7 38.0 59.6 59.9 Old : 47.0 38.1 60.9 64.7 46.7 38.0 59.6 59.9 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, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 27,745: 25,189 20,122 0 5,143 868 0 0 0 1,440 527 0: 248 1,085 Old : 27,745: 25,189 20,122 0 5,143 868 0 0 0 1,440 527 0: 248 1,085 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 232: 232 232 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.8 72.5 0.0 18.5 3.1 0.0 0.0 0.0 5.2 1.9 0.0: 0.9 3.9 Old : 100.0: 90.8 72.5 0.0 18.5 3.1 0.0 0.0 0.0 5.2 1.9 0.0: 0.9 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 13 8 0 . . 0 0 0 . . 0: Old : 21: 13 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 : 65.2 78.4 85.4 92.2 64.9 70.2 81.2 79.5 Old : 65.2 78.4 85.4 92.2 64.9 70.2 81.2 79.5 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, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 100,798: 86,449 40,739 2,888 39,972 308 0 4,667 1,775 0 0 0: 9,378 13,337 Old : 100,798: 86,449 40,739 2,888 39,972 308 0 4,667 1,775 0 0 0: 9,378 13,337 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 8,081: 7,667 4,073 120 2,895 0 0 792 -61 0 0 0: 355 382 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.8 40.4 2.9 39.7 0.3 0.0 4.6 1.8 0.0 0.0 0.0: 9.3 13.2 Old : 100.0: 85.8 40.4 2.9 39.7 0.3 0.0 4.6 1.8 0.0 0.0 0.0: 9.3 13.2 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 : 27: 17 10 . 7 . 0 . . 0 0 0: Old : 27: 17 10 . 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 : 65.3 45.2 76.4 66.1 64.3 42.0 74.5 62.6 Old : 65.3 45.2 76.4 66.1 64.3 42.0 74.5 62.6 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, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 168,927: 120,125 76,891 36,778 78,116 7,358 0 2,782 0 0 0 0: 4,666 3,780 Old : 168,927: 120,125 76,891 36,778 78,116 7,358 0 2,782 0 0 0 0: 4,666 3,780 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 1,172: 1,326 -1,088 -642 887 428 0 0 0 0 0 0: 60 945 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.1 45.5 21.8 46.2 4.4 0.0 1.6 0.0 0.0 0.0 0.0: 2.8 2.2 Old : 100.0: 71.1 45.5 21.8 46.2 4.4 0.0 1.6 0.0 0.0 0.0 0.0: 2.8 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 : 36: 21 10 5 7 7 0 . 0 0 0 0: Old : 36: 21 10 5 7 7 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.2 69.4 64.2 83.5 41.0 69.1 61.2 81.0 Old : 42.2 69.4 64.2 83.5 41.0 69.1 61.2 81.0 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, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 90,479: 71,182 58,187 10,322 29,701 539 0 0 0 0 0 0: 8,436 2,052 Old : 90,479: 71,182 58,187 10,322 29,701 539 0 0 0 0 0 0: 8,436 2,052 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 93: -279 31 0 0 0 0 0 0 0 0 0: 372 62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.7 64.3 11.4 32.8 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 9.3 2.3 Old : 100.0: 78.7 64.3 11.4 32.8 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 9.3 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 17 14 . . . 0 0 0 0 0 0: Old : 30: 17 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 : 48.0 60.8 67.6 86.9 46.6 58.2 63.2 82.0 Old : 48.0 60.8 67.6 86.9 46.6 58.2 63.2 82.0 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, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 338,362: 248,814 161,541 60,930 148,024 14,674 3,464 0 0 628 5,706 2,434: 7,418 5,983 Old : 338,362: 248,814 161,541 60,930 148,024 14,674 3,464 0 0 628 5,706 2,434: 7,418 5,983 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 967: 1,084 3,048 -819 -899 -140 0 0 0 614 -546 -23: 251 -473 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.5 47.7 18.0 43.7 4.3 1.0 0.0 0.0 0.2 1.7 0.7: 2.2 1.8 Old : 100.0: 73.5 47.7 18.0 43.7 4.3 1.0 0.0 0.0 0.2 1.7 0.7: 2.2 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 : 66: 42 30 4 11 7 . 0 0 . 5 4: Old : 66: 42 30 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 : 32.1 54.4 52.4 69.7 29.4 50.7 49.7 64.0 Old : 32.1 54.4 52.4 69.7 29.4 50.7 49.7 64.0 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, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 72,388: 56,878 37,813 469 16,527 4,050 0 2,968 2,499 0 0 0: 8,492 8,531 Old : 72,388: 56,878 37,813 469 16,527 4,050 0 2,968 2,499 0 0 0: 8,492 8,531 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 1,785: 2,877 1,727 0 -60 29 0 -673 473 0 0 0: -1,594 289 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.6 52.2 0.6 22.8 5.6 0.0 4.1 3.5 0.0 0.0 0.0: 11.7 11.8 Old : 100.0: 78.6 52.2 0.6 22.8 5.6 0.0 4.1 3.5 0.0 0.0 0.0: 11.7 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 : 30: 14 13 . 5 6 0 . . 0 0 0: Old : 30: 14 13 . 5 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 : 57.6 44.4 74.6 64.1 55.4 38.1 68.3 54.6 Old : 57.6 44.4 74.6 64.1 55.4 38.1 68.3 54.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 14,478: 11,294 12,324 1,803 372 0 0 0 0 0 0 0: 1,381 1,782 Old : 14,478: 11,294 12,324 1,803 372 0 0 0 0 0 0 0: 1,381 1,782 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.0 85.1 12.5 2.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 9.5 12.3 Old : 100.0: 78.0 85.1 12.5 2.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 9.5 12.3 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 : 21: 9 13 . . 0 0 0 0 0 0 0: Old : 21: 9 13 . . 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 : 60.4 49.6 83.3 72.9 57.1 48.3 80.0 70.0 Old : 60.4 49.6 83.3 72.9 57.1 48.3 80.0 70.0 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, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 75,935: 36,032 46,126 29,629 18,238 4,349 550 2,005 1,165 0 0 0: 4,210 4,052 Old : 75,935: 36,032 46,126 29,629 18,238 4,349 550 2,005 1,165 0 0 0: 4,210 4,052 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 2,365: 1,432 1,523 633 0 -29 283 922 -78 0 0 0: 124 27 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.5 60.7 39.0 24.0 5.7 0.7 2.6 1.5 0.0 0.0 0.0: 5.5 5.3 Old : 100.0: 47.5 60.7 39.0 24.0 5.7 0.7 2.6 1.5 0.0 0.0 0.0: 5.5 5.3 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 : 26: 10 13 5 4 7 . . . 0 0 0: Old : 26: 10 13 5 4 7 . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.9 58.4 80.2 75.7 42.4 53.5 63.7 63.2 Old : 47.9 58.4 80.2 75.7 42.4 53.5 63.7 63.2 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, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 102,540: 59,368 87,039 19,802 4,102 2,878 5,339 4,495 0 1,736 2,139 0: 13,417 1,887 Old : 102,540: 59,368 87,039 19,802 4,102 2,878 5,339 4,495 0 1,736 2,139 0: 13,417 1,887 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 460: 181 708 0 0 0 0 0 0 -11,811 -992 0: 12,090 744 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.9 84.9 19.3 4.0 2.8 5.2 4.4 0.0 1.7 2.1 0.0: 13.1 1.8 Old : 100.0: 57.9 84.9 19.3 4.0 2.8 5.2 4.4 0.0 1.7 2.1 0.0: 13.1 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 : 58: 20 27 8 . . . . 0 . . 0: Old : 58: 20 27 8 . . . . 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 : 33.7 55.6 51.1 70.8 24.9 49.3 39.5 61.1 Old : 33.7 55.6 51.1 70.8 24.9 49.3 39.5 61.1 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, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 141,727: 81,922 111,564 11,412 2,423 5,110 24,745 8,277 372 14,291 5,828 310: 3,565 7,843 Old : 141,727: 81,922 111,564 11,412 2,423 5,110 24,745 8,277 372 14,291 5,828 310: 3,565 7,843 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 88: 336 708 0 0 0 0 0 0 4,154 -527 -6,882: 2,480 6,789 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.8 78.7 8.1 1.7 3.6 17.5 5.8 0.3 10.1 4.1 0.2: 2.5 5.5 Old : 100.0: 57.8 78.7 8.1 1.7 3.6 17.5 5.8 0.3 10.1 4.1 0.2: 2.5 5.5 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 : 75: 32 33 7 . . 7 . . . 6 .: Old : 75: 32 33 7 . . 7 . . . 6 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.1 54.4 55.5 70.1 37.1 48.9 51.7 57.5 Old : 39.1 54.4 55.5 70.1 37.1 48.9 51.7 57.5 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, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 76,979: 72,577 74,046 248 868 0 3,007 0 0 248 310 155: 744 1,600 Old : 76,979: 72,577 74,046 248 868 0 3,007 0 0 248 310 155: 744 1,600 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 156: 156 -247 0 0 0 0 0 0 0 31 0: 0 372 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.3 96.2 0.3 1.1 0.0 3.9 0.0 0.0 0.3 0.4 0.2: 1.0 2.1 Old : 100.0: 94.3 96.2 0.3 1.1 0.0 3.9 0.0 0.0 0.3 0.4 0.2: 1.0 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 : 37: 16 22 . . 0 . 0 0 . . .: Old : 37: 16 22 . . 0 . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.7 59.5 88.5 78.0 75.7 56.5 87.7 73.7 Old : 75.7 59.5 88.5 78.0 75.7 56.5 87.7 73.7 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, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 208,897: 173,349 149,632 12,884 34,820 12,460 616 0 2,913 0 0 0: 6,675 9,072 Old : 208,897: 173,349 149,632 12,884 34,820 12,460 616 0 2,913 0 0 0: 6,675 9,072 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 321: -99 352 0 -31 31 203 0 -279 0 0 0: 465 248 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.0 71.6 6.2 16.7 6.0 0.3 0.0 1.4 0.0 0.0 0.0: 3.2 4.3 Old : 100.0: 83.0 71.6 6.2 16.7 6.0 0.3 0.0 1.4 0.0 0.0 0.0: 3.2 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: 36 31 . 4 . . 0 . 0 0 0: Old : 47: 36 31 . 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 : 50.4 41.2 66.6 61.5 48.5 31.0 56.4 44.8 Old : 50.4 41.2 66.6 61.5 48.5 31.0 56.4 44.8 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, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 22,973: 21,803 17,362 0 151 403 0 0 0 0 1,550 0: 767 3,507 Old : 22,973: 21,803 17,362 0 151 403 0 0 0 0 1,550 0: 767 3,507 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 31: 0 62 0 0 0 0 0 0 0 -62 0: 31 31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.9 75.6 0.0 0.7 1.8 0.0 0.0 0.0 0.0 6.7 0.0: 3.3 15.3 Old : 100.0: 94.9 75.6 0.0 0.7 1.8 0.0 0.0 0.0 0.0 6.7 0.0: 3.3 15.3 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: 14 9 0 . . 0 0 0 0 . 0: Old : 22: 14 9 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 : 72.0 57.9 86.3 75.5 72.0 54.9 84.3 68.6 Old : 72.0 57.9 86.3 75.5 72.0 54.9 84.3 68.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233AY Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 53,306: 35,538 40,150 0 312 1,888 1,659 0 1,696 0 0 0: 12,525 9,260 Old : 53,306: 35,538 40,150 0 312 1,888 1,659 0 1,696 0 0 0: 12,525 9,260 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.7 75.3 0.0 0.6 3.5 3.1 0.0 3.2 0.0 0.0 0.0: 23.5 17.4 Old : 100.0: 66.7 75.3 0.0 0.6 3.5 3.1 0.0 3.2 0.0 0.0 0.0: 23.5 17.4 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 13 0 . . . 0 . 0 0 0: Old : 20: 12 13 0 . . . 0 . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.3 51.6 64.6 68.8 38.7 43.3 48.7 55.1 Old : 50.3 51.6 64.6 68.8 38.7 43.3 48.7 55.1 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, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 107,622: 85,298 50,983 1,089 17,540 13,533 0 6,877 1,550 0 5,639 428: 5,724 11,072 Old : 107,622: 85,298 50,983 1,089 17,540 13,533 0 6,877 1,550 0 5,639 428: 5,724 11,072 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 3,507: 3,110 52 0 994 0 -167 667 -148 0 931 428: 284 583 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.3 47.4 1.0 16.3 12.6 0.0 6.4 1.4 0.0 5.2 0.4: 5.3 10.3 Old : 100.0: 79.3 47.4 1.0 16.3 12.6 0.0 6.4 1.4 0.0 5.2 0.4: 5.3 10.3 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 : 37: 16 19 . 6 7 0 . . 0 . .: Old : 37: 16 19 . 6 7 0 . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.0 36.3 76.2 58.3 56.7 29.3 66.9 45.7 Old : 57.0 36.3 76.2 58.3 56.7 29.3 66.9 45.7 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, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 106,094: 69,508 100,262 12,681 280 1,897 9,229 0 1,217 1,816 0 0: 9,746 2,438 Old : 106,094: 69,508 100,262 12,681 280 1,897 9,229 0 1,217 1,816 0 0: 9,746 2,438 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 271: -716 127 406 0 -12 -94 0 156 0 0 0: 531 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.5 94.5 12.0 0.3 1.8 8.7 0.0 1.1 1.7 0.0 0.0: 9.2 2.3 Old : 100.0: 65.5 94.5 12.0 0.3 1.8 8.7 0.0 1.1 1.7 0.0 0.0: 9.2 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 17 17 . . . 4 0 . . 0 0: Old : 32: 17 17 . . . 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 : 50.7 63.5 70.6 81.2 42.1 54.1 58.2 69.8 Old : 50.7 63.5 70.6 81.2 42.1 54.1 58.2 69.8 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, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 116,763: 85,174 108,410 22,639 3,757 268 957 0 0 2,996 0 0: 4,729 4,328 Old : 116,763: 85,174 108,410 22,639 3,757 268 957 0 0 2,996 0 0: 4,729 4,328 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 369: 514 307 -209 0 62 0 0 0 0 0 0: 2 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.9 92.8 19.4 3.2 0.2 0.8 0.0 0.0 2.6 0.0 0.0: 4.1 3.7 Old : 100.0: 72.9 92.8 19.4 3.2 0.2 0.8 0.0 0.0 2.6 0.0 0.0: 4.1 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 59.7 72.0 77.5 91.3 46.4 55.0 59.5 70.8 Old : 59.7 72.0 77.5 91.3 46.4 55.0 59.5 70.8 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, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 116,465: 104,650 111,459 4,327 0 215 871 0 1,342 0 0 0: 5,060 3,449 Old : 116,465: 104,650 111,459 4,327 0 215 871 0 1,342 0 0 0: 5,060 3,449 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 1,975: 1,384 1,914 428 0 0 773 0 835 0 0 0: -1,445 -774 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.9 95.7 3.7 0.0 0.2 0.7 0.0 1.2 0.0 0.0 0.0: 4.3 3.0 Old : 100.0: 89.9 95.7 3.7 0.0 0.2 0.7 0.0 1.2 0.0 0.0 0.0: 4.3 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 : 28: 17 18 . 0 . . 0 . 0 0 0: Old : 28: 17 18 . 0 . . 0 . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.2 63.3 83.2 87.4 62.7 60.4 77.2 83.4 Old : 68.2 63.3 83.2 87.4 62.7 60.4 77.2 83.4 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, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 141,290: 105,405 32,573 10,233 81,132 4,578 0 5,819 1,597 1,085 3,373 0: 18,392 12,218 Old : 141,290: 105,405 32,573 10,233 81,132 4,578 0 5,819 1,597 1,085 3,373 0: 18,392 12,218 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 716: -120 -858 0 -214 0 0 -223 201 589 1,382 0: 46 428 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.6 23.1 7.2 57.4 3.2 0.0 4.1 1.1 0.8 2.4 0.0: 13.0 8.6 Old : 100.0: 74.6 23.1 7.2 57.4 3.2 0.0 4.1 1.1 0.8 2.4 0.0: 13.0 8.6 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: 19 16 . 7 6 0 . . . . 0: Old : 34: 19 16 . 7 6 0 . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.6 52.1 62.7 66.7 40.5 51.9 55.1 65.2 Old : 45.6 52.1 62.7 66.7 40.5 51.9 55.1 65.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 8,990: 7,316 6,913 496 651 0 0 0 0 0 651 0: 1,178 775 Old : 8,990: 7,316 6,913 496 651 0 0 0 0 0 651 0: 1,178 775 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.4 76.9 5.5 7.2 0.0 0.0 0.0 0.0 0.0 7.2 0.0: 13.1 8.6 Old : 100.0: 81.4 76.9 5.5 7.2 0.0 0.0 0.0 0.0 0.0 7.2 0.0: 13.1 8.6 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 : 20: 11 8 . . 0 0 0 0 0 . 0: Old : 20: 11 8 . . 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 : 49.7 60.0 73.4 81.0 41.4 60.0 65.2 77.6 Old : 49.7 60.0 73.4 81.0 41.4 60.0 65.2 77.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 25,335: 23,134 21,522 1,612 0 0 0 496 0 0 2,635 186: 403 496 Old : 25,335: 23,134 21,522 1,612 0 0 0 496 0 0 2,635 186: 403 496 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 944: 944 944 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.3 84.9 6.4 0.0 0.0 0.0 2.0 0.0 0.0 10.4 0.7: 1.6 2.0 Old : 100.0: 91.3 84.9 6.4 0.0 0.0 0.0 2.0 0.0 0.0 10.4 0.7: 1.6 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 16 15 . 0 0 0 . 0 0 4 .: Old : 29: 16 15 . 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 : 64.8 48.8 81.1 72.1 59.7 47.6 74.5 63.8 Old : 64.8 48.8 81.1 72.1 59.7 47.6 74.5 63.8 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, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 49,672: 29,264 46,076 16,250 0 1,767 0 0 0 0 310 0: 2,391 1,519 Old : 49,672: 29,264 46,076 16,250 0 1,767 0 0 0 0 310 0: 2,391 1,519 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 0: 31 0 0 0 0 0 0 0 0 -589 0: -31 589 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.9 92.8 32.7 0.0 3.6 0.0 0.0 0.0 0.0 0.6 0.0: 4.8 3.1 Old : 100.0: 58.9 92.8 32.7 0.0 3.6 0.0 0.0 0.0 0.0 0.6 0.0: 4.8 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 12 17 . 0 . 0 0 0 0 . 0: Old : 27: 12 17 . 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 : 62.4 76.3 87.0 87.8 60.4 76.3 78.6 81.6 Old : 62.4 76.3 87.0 87.8 60.4 76.3 78.6 81.6 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, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 203,349: 151,533 134,931 26,585 33,845 14,935 1,861 1,012 517 0 8,459 1,171: 6,747 8,479 Old : 203,349: 151,533 134,931 26,585 33,845 14,935 1,861 1,012 517 0 8,459 1,171: 6,747 8,479 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 3,019: 67 2,342 -396 -4,673 3,172 1,861 214 187 0 684 -89: -1,783 1,182 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.5 66.4 13.1 16.6 7.3 0.9 0.5 0.3 0.0 4.2 0.6: 3.3 4.2 Old : 100.0: 74.5 66.4 13.1 16.6 7.3 0.9 0.5 0.3 0.0 4.2 0.6: 3.3 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 : 57: 32 27 . 6 6 . . . 0 7 .: Old : 57: 32 27 . 6 6 . . . 0 7 .: 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 : 46.1 49.6 66.2 62.2 45.4 43.3 61.2 54.7 Old : 46.1 49.6 66.2 62.2 45.4 43.3 61.2 54.7 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, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 98,624: 78,771 44,529 3,030 42,198 6,249 0 0 0 0 0 0: 10,574 5,648 Old : 98,624: 78,771 44,529 3,030 42,198 6,249 0 0 0 0 0 0: 10,574 5,648 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 600: 387 361 151 302 0 0 0 0 0 0 0: 62 -63 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.9 45.2 3.1 42.8 6.3 0.0 0.0 0.0 0.0 0.0 0.0: 10.7 5.7 Old : 100.0: 79.9 45.2 3.1 42.8 6.3 0.0 0.0 0.0 0.0 0.0 0.0: 10.7 5.7 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: 13 9 . 6 6 0 0 0 0 0 0: Old : 23: 13 9 . 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 : 60.4 64.2 77.5 82.2 58.0 58.0 67.5 69.4 Old : 60.4 64.2 77.5 82.2 58.0 58.0 67.5 69.4 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, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 77,901: 38,378 50,163 28,268 17,771 1,013 0 0 0 0 0 0: 10,242 8,954 Old : 77,901: 38,378 50,163 28,268 17,771 1,013 0 0 0 0 0 0: 10,242 8,954 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 62: 62 2,568 348 -1,944 -562 0 0 0 0 0 0: 214 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.3 64.4 36.3 22.8 1.3 0.0 0.0 0.0 0.0 0.0 0.0: 13.1 11.5 Old : 100.0: 49.3 64.4 36.3 22.8 1.3 0.0 0.0 0.0 0.0 0.0 0.0: 13.1 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 6 . . 0 0 0 0 0 0: Old : 24: 9 14 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 : 54.8 60.3 74.7 78.0 54.5 60.0 65.8 72.5 Old : 54.8 60.3 74.7 78.0 54.5 60.0 65.8 72.5 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, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 76,419: 56,371 40,725 5,616 25,887 6,952 0 0 0 609 0 0: 6,871 2,855 Old : 76,419: 56,371 40,725 5,616 25,887 6,952 0 0 0 609 0 0: 6,871 2,855 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 1,005: 154 705 336 151 180 0 0 0 31 0 0: 304 -31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.8 53.3 7.3 33.9 9.1 0.0 0.0 0.0 0.8 0.0 0.0: 9.0 3.7 Old : 100.0: 73.8 53.3 7.3 33.9 9.1 0.0 0.0 0.0 0.8 0.0 0.0: 9.0 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 18 13 . . . 0 0 0 . 0 0: Old : 28: 18 13 . . . 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 : 53.4 68.5 71.1 84.2 50.9 67.3 63.8 79.4 Old : 53.4 68.5 71.1 84.2 50.9 67.3 63.8 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, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 93,880: 78,603 41,963 3,130 44,327 2,660 0 0 0 3,834 0 0: 5,653 4,930 Old : 93,880: 78,603 41,963 3,130 44,327 2,660 0 0 0 3,834 0 0: 5,653 4,930 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : -498: 1,803 453 642 846 -369 0 0 0 0 0 0: -2,574 -1,428 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.7 44.7 3.3 47.2 2.8 0.0 0.0 0.0 4.1 0.0 0.0: 6.0 5.3 Old : 100.0: 83.7 44.7 3.3 47.2 2.8 0.0 0.0 0.0 4.1 0.0 0.0: 6.0 5.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 12 5 . 6 . 0 0 0 . 0 0: Old : 24: 12 5 . 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 : 60.8 75.3 76.3 89.4 60.8 73.3 76.3 86.1 Old : 60.8 75.3 76.3 89.4 60.8 73.3 76.3 86.1 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, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 972,327: 132,781 144,629 204,020 20,182 72,577 179,703 307,724 162,448 31,918 98,246 122,554: 66,327 43,969 Old : 972,327: 132,781 144,629 204,020 20,182 72,577 179,703 307,724 162,448 31,918 98,246 122,554: 66,327 43,969 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : -46,531: -22,669 -20,319 -7,889 2,154 -3,297 -7,487 -41,152 4,002 -6,733 13,538 -3,161: 704 1,704 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.7 14.9 21.0 2.1 7.5 18.5 31.6 16.7 3.3 10.1 12.6: 6.8 4.5 Old : 100.0: 13.7 14.9 21.0 2.1 7.5 18.5 31.6 16.7 3.3 10.1 12.6: 6.8 4.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 301: 36 27 23 8 22 50 74 70 41 59 70: Old : 301: 36 27 23 8 22 50 74 70 41 59 70: 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 : 17.0 22.6 27.9 34.3 10.6 14.8 18.1 21.9 Old : 17.0 22.6 27.9 34.3 10.6 14.8 18.1 21.9 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, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 725,631: 132,715 116,603 25,284 44,140 283,388 18,416 20,314 96,469 16,647 14,165 148,331: 4,382 2,220 Old : 725,631: 132,715 116,603 25,284 44,140 283,388 18,416 20,314 96,469 16,647 14,165 148,331: 4,382 2,220 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 21,896: 2,336 4,842 1,522 -755 5,043 151 2,409 1,465 3,431 937 7,991: -43 -36 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.3 16.1 3.5 6.1 39.1 2.5 2.8 13.3 2.3 2.0 20.4: 0.6 0.3 Old : 100.0: 18.3 16.1 3.5 6.1 39.1 2.5 2.8 13.3 2.3 2.0 20.4: 0.6 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 : 128: 28 31 10 12 22 15 16 22 27 14 35: Old : 128: 28 31 10 12 22 15 16 22 27 14 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 : 38.1 36.4 54.5 54.3 6.5 5.4 9.1 8.7 Old : 38.1 36.4 54.5 54.3 6.5 5.4 9.1 8.7 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, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 301,515: 94,597 54,916 24,399 30,913 43,080 40,067 6,422 26,702 23,957 91,767 41,497: 7,216 6,218 Old : 301,515: 94,597 54,916 24,399 30,913 43,080 40,067 6,422 26,702 23,957 91,767 41,497: 7,216 6,218 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : -29,360: -7,797 -8,659 -5,748 -3,492 1,245 -3,476 716 -912 -4,125 -8,910 -7,603: -943 -1,744 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.4 18.2 8.1 10.3 14.3 13.3 2.1 8.9 7.9 30.4 13.8: 2.4 2.1 Old : 100.0: 31.4 18.2 8.1 10.3 14.3 13.3 2.1 8.9 7.9 30.4 13.8: 2.4 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 : 67: 21 19 6 7 13 7 6 10 9 8 15: Old : 67: 21 19 6 7 13 7 6 10 9 8 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 : 34.6 42.9 50.8 54.5 30.0 33.8 39.2 40.4 Old : 34.6 42.9 50.8 54.5 30.0 33.8 39.2 40.4 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, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 101,476: 13,225 19,943 16,874 12,712 26,686 11,892 10,401 7,024 9,614 10,223 6,999: 9,162 7,488 Old : 101,476: 13,225 19,943 16,874 12,712 26,686 11,892 10,401 7,024 9,614 10,223 6,999: 9,162 7,488 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 5,509: 543 717 -500 -1,525 2,777 498 1,966 286 1,079 942 -26: 852 372 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.0 19.7 16.6 12.5 26.3 11.7 10.2 6.9 9.5 10.1 6.9: 9.0 7.4 Old : 100.0: 13.0 19.7 16.6 12.5 26.3 11.7 10.2 6.9 9.5 10.1 6.9: 9.0 7.4 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 : 47: 7 8 6 6 12 5 5 9 8 9 13: Old : 47: 7 8 6 6 12 5 5 9 8 9 13: 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 : 38.8 34.3 58.8 49.2 25.8 23.1 35.5 31.4 Old : 38.8 34.3 58.8 49.2 25.8 23.1 35.5 31.4 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, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 69,462: 2,312 2,624 1,367 3,801 29,019 1,355 659 19,452 2,287 185 13,577: 95 146 Old : 69,462: 2,312 2,624 1,367 3,801 29,019 1,355 659 19,452 2,287 185 13,577: 95 146 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 5,194: 108 208 -307 -714 3,000 -332 188 222 220 8 2,194: 90 89 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.3 3.8 2.0 5.5 41.8 2.0 0.9 28.0 3.3 0.3 19.5: 0.1 0.2 Old : 100.0: 3.3 3.8 2.0 5.5 41.8 2.0 0.9 28.0 3.3 0.3 19.5: 0.1 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 : 20: . . . . 5 . . . 6 4 10: Old : 20: . . . . 5 . . . 6 4 10: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.9 64.3 84.1 83.7 5.6 6.8 6.9 7.1 Old : 62.9 64.3 84.1 83.7 5.6 6.8 6.9 7.1 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, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 1,432,907: 518,277 226,183 35,929 803,081 213,404 49,529 28,380 59,634 476,710 30,598 39,403: 40,021 32,224 Old : 1,432,907: 518,277 226,183 35,929 803,081 213,404 49,529 28,380 59,634 476,710 30,598 39,403: 40,021 32,224 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : -77,721: -23,161 -24,325 10,080 -24,368 -10,920 8,271 -1,773 -11,349 -46,635 -7,245 483: -4,490 1,776 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.2 15.8 2.5 56.0 14.9 3.5 2.0 4.2 33.3 2.1 2.7: 2.8 2.2 Old : 100.0: 36.2 15.8 2.5 56.0 14.9 3.5 2.0 4.2 33.3 2.1 2.7: 2.8 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 : 101: 38 30 4 16 18 8 8 13 15 6 17: Old : 101: 38 30 4 16 18 8 8 13 15 6 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 : 50.9 35.7 63.8 58.5 47.5 34.7 54.2 52.5 Old : 50.9 35.7 63.8 58.5 47.5 34.7 54.2 52.5 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, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 321,476: 67,909 73,050 161,986 127,627 34,488 6,173 23,535 12,902 4,969 16,151 31,777: 1,272 1,946 Old : 321,476: 67,909 73,050 161,986 127,627 34,488 6,173 23,535 12,902 4,969 16,151 31,777: 1,272 1,946 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 7,866: 1,686 342 1,617 4,063 -832 2,812 2,452 305 -716 -1,658 3,483: -489 -289 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.1 22.7 50.4 39.7 10.7 1.9 7.3 4.0 1.5 5.0 9.9: 0.4 0.6 Old : 100.0: 21.1 22.7 50.4 39.7 10.7 1.9 7.3 4.0 1.5 5.0 9.9: 0.4 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 : 70: 17 15 11 9 13 4 8 10 8 11 14: Old : 70: 17 15 11 9 13 4 8 10 8 11 14: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.5 47.8 61.8 69.4 34.1 35.4 48.1 46.6 Old : 37.5 47.8 61.8 69.4 34.1 35.4 48.1 46.6 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, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 20,889: 19,819 13,414 0 7,008 25 0 0 0 843 0 62: 140 380 Old : 20,889: 19,819 13,414 0 7,008 25 0 0 0 843 0 62: 140 380 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : -4,687: -2,987 -4,039 -816 150 -760 0 0 0 -124 0 0: 0 -38 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.9 64.2 0.0 33.5 0.1 0.0 0.0 0.0 4.0 0.0 0.3: 0.7 1.8 Old : 100.0: 94.9 64.2 0.0 33.5 0.1 0.0 0.0 0.0 4.0 0.0 0.3: 0.7 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 18 0 5 . 0 0 0 . 0 .: Old : 30: 17 18 0 5 . 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 : 69.0 51.9 85.6 76.0 57.4 40.6 63.3 56.6 Old : 69.0 51.9 85.6 76.0 57.4 40.6 63.3 56.6 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, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 102,114: 81,836 66,229 8,783 17,665 7,620 301 2,150 0 1,818 7,279 789: 967 382 Old : 102,114: 81,836 66,229 8,783 17,665 7,620 301 2,150 0 1,818 7,279 789: 967 382 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 1,611: 1,225 718 1 412 320 0 -70 0 -15 215 -29: 109 45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.1 64.9 8.6 17.3 7.5 0.3 2.1 0.0 1.8 7.1 0.8: 0.9 0.4 Old : 100.0: 80.1 64.9 8.6 17.3 7.5 0.3 2.1 0.0 1.8 7.1 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 : 84: 48 43 5 6 9 . . 0 6 8 7: Old : 84: 48 43 5 6 9 . . 0 6 8 7: 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 : 48.2 39.4 64.9 60.7 27.1 30.8 33.9 39.9 Old : 48.2 39.4 64.9 60.7 27.1 30.8 33.9 39.9 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, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 29,312: 21,666 21,881 3,487 1,724 966 1,860 0 0 594 4,080 300: 439 361 Old : 29,312: 21,666 21,881 3,487 1,724 966 1,860 0 0 594 4,080 300: 439 361 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : -4,243: -4,723 -2,851 507 -166 41 0 0 0 -49 -1,263 58: -77 -62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.9 74.6 11.9 5.9 3.3 6.3 0.0 0.0 2.0 13.9 1.0: 1.5 1.2 Old : 100.0: 73.9 74.6 11.9 5.9 3.3 6.3 0.0 0.0 2.0 13.9 1.0: 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 : 49: 26 24 4 5 6 . 0 0 4 5 4: Old : 49: 26 24 4 5 6 . 0 0 4 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 : 39.9 49.0 61.5 67.3 23.7 35.4 36.5 42.4 Old : 39.9 49.0 61.5 67.3 23.7 35.4 36.5 42.4 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, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 8,085: 6,043 3,580 1,015 3,333 133 0 0 0 140 409 377: 377 253 Old : 8,085: 6,043 3,580 1,015 3,333 133 0 0 0 140 409 377: 377 253 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : -1,283: -1,070 -501 -65 -256 -45 0 0 0 20 -387 -82: -41 -12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.7 44.3 12.6 41.2 1.6 0.0 0.0 0.0 1.7 5.1 4.7: 4.7 3.1 Old : 100.0: 74.7 44.3 12.6 41.2 1.6 0.0 0.0 0.0 1.7 5.1 4.7: 4.7 3.1 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 : 36: 19 14 . 5 . 0 0 0 . 4 .: Old : 36: 19 14 . 5 . 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 : 48.8 43.3 67.9 65.1 42.8 40.6 56.1 51.9 Old : 48.8 43.3 67.9 65.1 42.8 40.6 56.1 51.9 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, January 05, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 11,998: 10,200 7,269 632 3,601 240 0 113 0 54 553 93: 779 129 Old : 11,998: 10,200 7,269 632 3,601 240 0 113 0 54 553 93: 779 129 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : -1,360: -1,296 -208 68 -740 -6 0 -50 0 54 -281 35: -215 -110 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.0 60.6 5.3 30.0 2.0 0.0 0.9 0.0 0.5 4.6 0.8: 6.5 1.1 Old : 100.0: 85.0 60.6 5.3 30.0 2.0 0.0 0.9 0.0 0.5 4.6 0.8: 6.5 1.1 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 : 32: 19 14 . 5 . 0 . 0 . . .: Old : 32: 19 14 . 5 . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.9 49.9 67.7 72.1 26.5 38.2 41.6 51.9 Old : 44.9 49.9 67.7 72.1 26.5 38.2 41.6 51.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 8, 2016