Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #023391 Open Interest is 4,276,785 : : Positions : :2,411,676 998,142 325,136 1,793,955 254,335 307,823 61,243 388,432 44,075 233,304 499,751 : : : : Changes from: December 22, 2015 : : 43,957 61,095 -5,015 60,884 -1,889 -8,199 5,389 6,888 26,458 -91,389 83,709 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 23.3 7.6 41.9 5.9 7.2 1.4 9.1 1.0 5.5 11.7 : : : : Number of Traders in Each Category Total Traders: 221 : : 117 95 8 19 22 14 10 20 11 31 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #023392 Open Interest is 330,695 : : Positions : : 23,424 61,594 43,682 133,914 31,220 167,497 11,799 18,211 25,975 52,936 20,586 : : : : Changes from: December 22, 2015 : : -7,756 -4,087 -45,876 -31,756 -3,636 -87,493 -91,794 -26,642 -788 -14,188 -15,836 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.1 18.6 13.2 40.5 9.4 50.6 3.6 5.5 7.9 16.0 6.2 : : : : Number of Traders in Each Category Total Traders: 66 : : 15 13 11 7 14 5 6 5 9 10 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023393 Open Interest is 234,500 : : Positions : : 154,518 190,251 19,043 8,088 13,652 14,041 0 3,963 6,603 5,852 5,294 : : : : Changes from: December 22, 2015 : : 6,687 4,405 -2,661 3,056 -1,868 -973 -419 1,775 685 -4,156 4,292 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 81.1 8.1 3.4 5.8 6.0 0.0 1.7 2.8 2.5 2.3 : : : : Number of Traders in Each Category Total Traders: 52 : : 27 21 4 5 7 5 0 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 109,447 : : Positions : : 97,105 81,926 361 19,133 1,067 637 181 1,628 0 1,170 1,187 : : : : Changes from: December 22, 2015 : : 1,428 1,873 0 -328 -245 637 181 1,628 -766 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 74.9 0.3 17.5 1.0 0.6 0.2 1.5 0.0 1.1 1.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 24 . 4 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023395 Open Interest is 240,055 : : Positions : : 204,301 53,204 1,088 151,422 9,326 2,441 8,205 9,003 315 0 0 : : : : Changes from: December 22, 2015 : : 3,411 -5 0 1,299 -641 -651 827 -238 -26 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 22.2 0.5 63.1 3.9 1.0 3.4 3.8 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 22 16 . 15 6 . . 4 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AECO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023396 Open Interest is 643,326 : : Positions : : 560,022 191,948 21,935 385,029 43,503 1,641 2,587 6,270 0 7,142 2,074 : : : : Changes from: December 22, 2015 : : 5,833 -8,910 641 6,686 1,437 303 151 -64 -4,950 2,154 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 29.8 3.4 59.8 6.8 0.3 0.4 1.0 0.0 1.1 0.3 : : : : Number of Traders in Each Category Total Traders: 60 : : 36 26 4 10 13 . . 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023397 Open Interest is 305,338 : : Positions : : 270,820 165,597 13,662 121,359 730 313 2,159 5,025 6,000 1,781 240 : : : : Changes from: December 22, 2015 : : 1,701 525 597 336 57 -35 -68 242 0 -360 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 54.2 4.5 39.7 0.2 0.1 0.7 1.6 2.0 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 58 : : 28 28 4 8 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HSC FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023398 Open Interest is 275,187 : : Positions : : 235,356 188,502 19,362 60,550 11,840 0 1,011 4,317 248 1,697 300 : : : : Changes from: December 22, 2015 : : 2,592 1,400 0 1,958 -20 0 -1,254 1,045 248 434 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 68.5 7.0 22.0 4.3 0.0 0.4 1.6 0.1 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 56 : : 29 33 . 8 9 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023399 Open Interest is 105,959 : : Positions : : 92,247 61,579 1,794 32,012 571 1,397 0 2,998 0 496 0 : : : : Changes from: December 22, 2015 : : 3,629 4,006 0 0 0 -323 0 -50 0 186 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 58.1 1.7 30.2 0.5 1.3 0.0 2.8 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 17 . 5 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339E Open Interest is 112,943 : : Positions : : 90,117 83,323 10,558 3,424 3,441 360 7,578 0 5 3,301 2,270 : : : : Changes from: December 22, 2015 : : 761 813 -17 0 78 0 235 0 5 -206 111 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 73.8 9.3 3.0 3.0 0.3 6.7 0.0 0.0 2.9 2.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 22 5 . . . . 0 . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Q Open Interest is 27,513 : : Positions : : 24,957 19,890 0 5,143 868 0 0 0 1,440 527 0 : : : : Changes from: December 22, 2015 : : 527 186 0 -186 403 0 0 0 -93 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 72.3 0.0 18.7 3.2 0.0 0.0 0.0 5.2 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 8 0 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339U Open Interest is 92,717 : : Positions : : 78,782 36,666 2,768 37,077 308 0 3,875 1,836 0 0 0 : : : : Changes from: December 22, 2015 : : 8,920 6,470 0 836 31 0 963 -60 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 39.5 3.0 40.0 0.3 0.0 4.2 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 10 . 7 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #02339W Open Interest is 167,755 : : Positions : : 118,799 77,979 37,420 77,229 6,930 0 2,782 0 0 0 0 : : : : Changes from: December 22, 2015 : : -10,404 -2,375 4,596 -3,342 2,574 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 46.5 22.3 46.0 4.1 0.0 1.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 11 5 7 7 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Y Open Interest is 90,386 : : Positions : : 71,461 58,156 10,322 29,701 539 0 0 0 0 0 0 : : : : Changes from: December 22, 2015 : : 682 744 62 0 9 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 64.3 11.4 32.9 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A3 Open Interest is 337,395 : : Positions : : 247,730 158,493 61,749 148,923 14,814 3,464 0 0 14 6,252 2,457 : : : : Changes from: December 22, 2015 : : -236 2,271 1,050 -3,778 2,302 0 0 0 -538 1,526 -1,642 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 47.0 18.3 44.1 4.4 1.0 0.0 0.0 0.0 1.9 0.7 : : : : Number of Traders in Each Category Total Traders: 66 : : 41 30 4 11 7 . 0 0 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A5 Open Interest is 70,603 : : Positions : : 54,001 36,086 469 16,587 4,021 0 3,641 2,026 0 0 0 : : : : Changes from: December 22, 2015 : : 6,404 3,233 221 194 19 0 2,478 -650 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 51.1 0.7 23.5 5.7 0.0 5.2 2.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 14 . 5 6 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A6 Open Interest is 14,478 : : Positions : : 11,294 12,324 1,803 372 0 0 0 0 0 0 0 : : : : Changes from: December 22, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 85.1 12.5 2.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 13 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A8 Open Interest is 73,570 : : Positions : : 34,600 44,603 28,996 18,238 4,378 267 1,083 1,243 0 0 0 : : : : Changes from: December 22, 2015 : : 2,196 3,783 -150 116 248 267 -1,119 246 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.0 60.6 39.4 24.8 6.0 0.4 1.5 1.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 13 5 4 7 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AG Open Interest is 102,080 : : Positions : : 59,187 86,331 19,802 4,102 2,878 5,339 4,495 0 13,547 3,131 0 : : : : Changes from: December 22, 2015 : : 13,423 18,321 4,130 372 775 -3,100 2,496 0 9,858 2,108 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 84.6 19.4 4.0 2.8 5.2 4.4 0.0 13.3 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 60 : : 21 27 8 . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AH Open Interest is 141,639 : : Positions : : 81,586 110,856 11,412 2,423 5,110 24,745 8,277 372 10,137 6,355 7,192 : : : : Changes from: December 22, 2015 : : 14,725 19,840 1,302 -1,178 2,480 -3,472 1,953 372 6,634 -1,519 3,503 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 78.3 8.1 1.7 3.6 17.5 5.8 0.3 7.2 4.5 5.1 : : : : Number of Traders in Each Category Total Traders: 78 : : 32 33 7 . . 7 . . 6 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AM Open Interest is 76,823 : : Positions : : 72,421 74,293 248 868 0 3,007 0 0 248 279 155 : : : : Changes from: December 22, 2015 : : 2,584 3,018 248 0 0 0 0 0 248 279 155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 96.7 0.3 1.1 0.0 3.9 0.0 0.0 0.3 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 23 . . 0 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AQ Open Interest is 208,576 : : Positions : : 173,448 149,280 12,884 34,851 12,429 413 0 3,192 0 0 0 : : : : Changes from: December 22, 2015 : : 176 390 93 0 -75 75 -19 -167 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 71.6 6.2 16.7 6.0 0.2 0.0 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 36 30 . 4 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233AW Open Interest is 22,942 : : Positions : : 21,803 17,300 0 151 403 0 0 0 0 1,612 0 : : : : Changes from: December 22, 2015 : : -658 -782 0 0 0 0 -248 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 75.4 0.0 0.7 1.8 0.0 0.0 0.0 0.0 7.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 9 0 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233B1 Open Interest is 104,115 : : Positions : : 82,188 50,931 1,089 16,546 13,533 167 6,210 1,698 0 4,708 0 : : : : Changes from: December 22, 2015 : : 2,518 771 153 0 279 -448 1,074 -334 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 48.9 1.0 15.9 13.0 0.2 6.0 1.6 0.0 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 16 20 . 6 7 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BB Open Interest is 105,823 : : Positions : : 70,224 100,135 12,275 280 1,909 9,323 0 1,061 1,816 0 0 : : : : Changes from: December 22, 2015 : : -673 849 85 0 0 365 0 -247 123 -372 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 94.6 11.6 0.3 1.8 8.8 0.0 1.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 17 . . . 4 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BC Open Interest is 116,394 : : Positions : : 84,660 108,103 22,848 3,757 206 957 0 0 2,996 0 0 : : : : Changes from: December 22, 2015 : : 91 1,197 856 0 0 310 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 92.9 19.6 3.2 0.2 0.8 0.0 0.0 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 12 6 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BH Open Interest is 114,490 : : Positions : : 103,266 109,545 3,899 0 215 98 0 507 0 0 0 : : : : Changes from: December 22, 2015 : : -378 -405 0 0 0 -1,022 -353 -157 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 95.7 3.4 0.0 0.2 0.1 0.0 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 17 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BL Open Interest is 140,574 : : Positions : : 105,525 33,431 10,233 81,346 4,578 0 6,042 1,396 496 1,991 0 : : : : Changes from: December 22, 2015 : : -1,324 -434 -31 89 0 0 468 -182 496 -31 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 23.8 7.3 57.9 3.3 0.0 4.3 1.0 0.4 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 16 . 7 6 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BQ Open Interest is 8,990 : : Positions : : 7,316 6,913 496 651 0 0 0 0 0 651 0 : : : : Changes from: December 22, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 76.9 5.5 7.2 0.0 0.0 0.0 0.0 0.0 7.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 8 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BW Open Interest is 24,391 : : Positions : : 22,190 20,578 1,612 0 0 0 496 0 0 2,635 186 : : : : Changes from: December 22, 2015 : : 1,023 1,302 62 0 0 0 0 0 0 -62 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 84.4 6.6 0.0 0.0 0.0 2.0 0.0 0.0 10.8 0.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 . 0 0 0 . 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233CG Open Interest is 49,672 : : Positions : : 29,233 46,076 16,250 0 1,767 0 0 0 0 899 0 : : : : Changes from: December 22, 2015 : : 682 1,054 124 0 0 0 0 0 0 93 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 92.8 32.7 0.0 3.6 0.0 0.0 0.0 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 17 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CH Open Interest is 200,330 : : Positions : : 151,466 132,589 26,981 38,518 11,763 0 798 330 0 7,775 1,260 : : : : Changes from: December 22, 2015 : : 3,893 6,262 -31 -2,044 1,633 0 29 0 0 318 367 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 66.2 13.5 19.2 5.9 0.0 0.4 0.2 0.0 3.9 0.6 : : : : Number of Traders in Each Category Total Traders: 56 : : 32 27 . 6 5 0 . . 0 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233CU Open Interest is 98,024 : : Positions : : 78,384 44,168 2,879 41,896 6,249 0 0 0 0 0 0 : : : : Changes from: December 22, 2015 : : 1,229 -1,724 -185 1,857 204 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 45.1 2.9 42.7 6.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 . 6 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CW Open Interest is 77,839 : : Positions : : 38,316 47,595 27,920 19,715 1,575 0 0 0 0 0 0 : : : : Changes from: December 22, 2015 : : 0 0 0 0 124 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.2 61.1 35.9 25.3 2.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 14 5 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CZ Open Interest is 75,414 : : Positions : : 56,217 40,020 5,280 25,736 6,772 0 0 0 578 0 0 : : : : Changes from: December 22, 2015 : : 1,886 2,095 62 302 -62 0 0 0 578 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 53.1 7.0 34.1 9.0 0.0 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 13 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV 2500 MM Btus : CFTC Code #0233DR Open Interest is 94,378 : : Positions : : 76,800 41,510 2,488 43,481 3,029 0 0 0 3,834 0 0 : : : : Changes from: December 22, 2015 : : 960 2,080 0 -1,116 868 0 0 0 62 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 44.0 2.6 46.1 3.2 0.0 0.0 0.0 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 5 . 5 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 982,886 : : Positions : : 154,354 164,048 212,440 17,784 72,252 181,527 347,918 151,552 40,051 81,532 108,916 : : : : Changes from: December 22, 2015 : : -11,296 -10,491 5,718 767 838 2,083 -20,118 3,475 -14,338 10,529 1,416 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.7 16.7 21.6 1.8 7.4 18.5 35.4 15.4 4.1 8.3 11.1 : : : : Number of Traders in Each Category Total Traders: 292 : : 35 28 24 7 22 47 81 62 34 54 53 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A55 Open Interest is 327,928 : : Positions : : 102,124 63,575 30,246 34,399 40,855 43,543 5,706 27,614 28,020 100,513 48,852 : : : : Changes from: December 22, 2015 : : 662 489 -249 1,409 -666 405 -688 751 -4,075 -4,942 6,905 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.1 19.4 9.2 10.5 12.5 13.3 1.7 8.4 8.5 30.7 14.9 : : : : Number of Traders in Each Category Total Traders: 73 : : 26 24 7 7 13 8 5 10 10 7 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A56 Open Interest is 95,967 : : Positions : : 12,682 19,226 17,374 14,237 23,909 11,394 8,435 6,738 8,535 9,281 7,025 : : : : Changes from: December 22, 2015 : : -4,783 -10,154 -8,181 4,902 -11,074 -7,575 -14,050 -1,505 -3,283 -4,853 -5,619 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.2 20.0 18.1 14.8 24.9 11.9 8.8 7.0 8.9 9.7 7.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 7 8 6 6 12 5 4 8 8 9 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 1,510,628 : : Positions : : 541,438 250,508 25,849 827,449 224,324 41,258 30,153 70,983 523,345 37,843 38,920 : : : : Changes from: December 22, 2015 : : -1,487 3,118 -6,388 -1,379 2,197 -3,711 -8,084 4,893 -3,129 1,803 -137 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.8 16.6 1.7 54.8 14.8 2.7 2.0 4.7 34.6 2.5 2.6 : : : : Number of Traders in Each Category Total Traders: 105 : : 39 34 4 16 18 7 9 13 13 10 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 313,610 : : Positions : : 66,223 72,708 160,369 123,564 35,320 3,361 21,083 12,597 5,685 17,809 28,294 : : : : Changes from: December 22, 2015 : : -5,929 -24,780 -12,969 -2,957 -12,161 -1,464 -19,686 -11,902 -29,808 -3,100 -8,797 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.1 23.2 51.1 39.4 11.3 1.1 6.7 4.0 1.8 5.7 9.0 : : : : Number of Traders in Each Category Total Traders: 66 : : 17 15 12 8 14 . 8 9 6 10 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665G Open Interest is 25,576 : : Positions : : 22,806 17,453 816 6,858 785 0 0 0 967 0 62 : : : : Changes from: December 22, 2015 : : 250 310 0 0 0 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 68.2 3.2 26.8 3.1 0.0 0.0 0.0 3.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 21 4 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 100,503 : : Positions : : 80,611 65,511 8,782 17,253 7,300 301 2,220 0 1,833 7,064 818 : : : : Changes from: December 22, 2015 : : 525 194 35 -75 20 0 0 0 117 528 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 65.2 8.7 17.2 7.3 0.3 2.2 0.0 1.8 7.0 0.8 : : : : Number of Traders in Each Category Total Traders: 85 : : 49 44 5 6 9 . . 0 6 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 29,153 : : Positions : : 22,204 23,070 3,404 2,953 2,488 255 0 57 0 480 0 : : : : Changes from: December 22, 2015 : : 956 816 -180 0 360 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 79.1 11.7 10.1 8.5 0.9 0.0 0.2 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 12 . 4 4 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 33,555 : : Positions : : 26,389 24,732 2,980 1,890 925 1,860 0 0 643 5,343 242 : : : : Changes from: December 22, 2015 : : 584 368 -21 64 -59 0 0 0 -6 140 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 73.7 8.9 5.6 2.8 5.5 0.0 0.0 1.9 15.9 0.7 : : : : Number of Traders in Each Category Total Traders: 47 : : 25 24 4 5 6 . 0 0 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 9,368 : : Positions : : 7,113 4,081 1,080 3,589 178 0 0 0 120 796 459 : : : : Changes from: December 22, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 43.6 11.5 38.3 1.9 0.0 0.0 0.0 1.3 8.5 4.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 16 . 5 4 0 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 29, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665T Open Interest is 13,358 : : Positions : : 11,496 7,477 564 4,341 246 0 163 0 0 834 58 : : : : Changes from: December 22, 2015 : : 68 33 0 30 6 0 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 56.0 4.2 32.5 1.8 0.0 1.2 0.0 0.0 6.2 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 14 . 5 4 0 . 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated January 1, 2016