On Stock Kali 2.0 (after apt-get upgrade), the following command errors ./egghunter.rb --list-formats. Adding the require 'msfenv' to the file alleviates the issue.
root@kali:/usr/share/metasploit-framework/tools/exploit# ./egghunter.rb --list-formats
/usr/lib/ruby/2.1.0/rubygems/core_ext/kernel_require.rb:55:in `require': cannot load such file -- rkelly (LoadError)
from /usr/lib/ruby/2.1.0/rubygems/core_ext/kernel_require.rb:55:in `require'
from /usr/share/metasploit-framework/lib/rex/proto/http/response.rb:5:in `<top (required)>'
from /usr/lib/ruby/2.1.0/rubygems/core_ext/kernel_require.rb:55:in `require'
from /usr/lib/ruby/2.1.0/rubygems/core_ext/kernel_require.rb:55:in `require'
from /usr/share/metasploit-framework/lib/rex/proto/http.rb:4:in `<top (required)>'
from /usr/lib/ruby/2.1.0/rubygems/core_ext/kernel_require.rb:55:in `require'
from /usr/lib/ruby/2.1.0/rubygems/core_ext/kernel_require.rb:55:in `require'
from /usr/share/metasploit-framework/lib/rex/proto.rb:2:in `<top (required)>'
from /usr/lib/ruby/2.1.0/rubygems/core_ext/kernel_require.rb:55:in `require'
from /usr/lib/ruby/2.1.0/rubygems/core_ext/kernel_require.rb:55:in `require'
from /usr/share/metasploit-framework/lib/rex.rb:79:in `<top (required)>'
from /usr/lib/ruby/2.1.0/rubygems/core_ext/kernel_require.rb:55:in `require'
from /usr/lib/ruby/2.1.0/rubygems/core_ext/kernel_require.rb:55:in `require'
from /usr/share/metasploit-framework/lib/msf/core.rb:17:in `<top (required)>'
from /usr/lib/ruby/2.1.0/rubygems/core_ext/kernel_require.rb:55:in `require'
from /usr/lib/ruby/2.1.0/rubygems/core_ext/kernel_require.rb:55:in `require'
from /usr/share/metasploit-framework/lib/msf/base.rb:17:in `<top (required)>'
from /usr/lib/ruby/2.1.0/rubygems/core_ext/kernel_require.rb:55:in `require'
from /usr/lib/ruby/2.1.0/rubygems/core_ext/kernel_require.rb:55:in `require'
from ./egghunter.rb:9:in `<main>'
Brent Cook
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wchen-r7