Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 3,977,776 : : Positions : :2,140,354 1,111,554 303,376 1,439,485 355,038 321,389 83,515 324,434 75,376 226,802 422,166 : : : : Changes from: July 28, 2015 : : -98,089 -53,432 3,246 11,746 2,158 36,356 -24,352 -35,344 20,407 30,147 -32,793 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 27.9 7.6 36.2 8.9 8.1 2.1 8.2 1.9 5.7 10.6 : : : : Number of Traders in Each Category Total Traders: 229 : : 112 100 10 15 22 18 14 24 17 30 39 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 362,812 : : Positions : : 33,873 74,734 58,925 40,764 87,193 47,355 48,841 39,934 47,250 22,840 48,046 : : : : Changes from: July 28, 2015 : : -16,971 -8,017 -922 -29,819 -7,540 -14,616 1,714 -23,848 -3,050 -1,661 222 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.3 20.6 16.2 11.2 24.0 13.1 13.5 11.0 13.0 6.3 13.2 : : : : Number of Traders in Each Category Total Traders: 71 : : 18 16 10 7 14 7 7 9 11 9 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 278,641 : : Positions : : 191,711 230,792 37,913 18,254 14,978 10,205 4,965 2,155 3,558 880 310 : : : : Changes from: July 28, 2015 : : 12,447 11,746 -1,938 -318 2,169 434 -305 -779 -483 880 -124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 82.8 13.6 6.6 5.4 3.7 1.8 0.8 1.3 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 56 : : 28 26 6 . 5 . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 133,969 : : Positions : : 115,989 109,016 2,777 15,002 3,051 5,944 0 1,416 0 485 0 : : : : Changes from: July 28, 2015 : : 4,331 3,122 61 842 206 -34 0 -90 0 267 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 81.4 2.1 11.2 2.3 4.4 0.0 1.1 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 27 25 . 5 6 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 218,944 : : Positions : : 189,141 70,403 3,111 111,902 13,273 799 7,765 3,072 0 3,210 527 : : : : Changes from: July 28, 2015 : : 1,053 1,176 -7,653 -10,328 5,160 -89 1,205 -783 0 676 -93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 32.2 1.4 51.1 6.1 0.4 3.5 1.4 0.0 1.5 0.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 21 17 . 11 8 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 687,907 : : Positions : : 604,979 188,325 24,822 444,065 44,996 2,396 0 2,596 2,014 1,387 558 : : : : Changes from: July 28, 2015 : : 6,109 5,463 -5,371 -3,933 51 1,694 -616 -1,337 938 -30 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 27.4 3.6 64.6 6.5 0.3 0.0 0.4 0.3 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 60 : : 36 27 4 10 13 4 0 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 332,770 : : Positions : : 313,340 170,196 25 130,674 6,792 779 3,793 2,138 3,573 11,688 210 : : : : Changes from: July 28, 2015 : : 10,051 3,022 -1,132 5,007 1,498 -128 454 -278 1,006 110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 51.1 0.0 39.3 2.0 0.2 1.1 0.6 1.1 3.5 0.1 : : : : Number of Traders in Each Category Total Traders: 60 : : 34 26 . 10 5 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 247,845 : : Positions : : 200,115 144,771 24,084 78,892 9,104 2,539 1,858 4,323 0 1,847 1,592 : : : : Changes from: July 28, 2015 : : 1,003 6,016 3,236 -285 312 1,745 -936 -679 0 62 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 58.4 9.7 31.8 3.7 1.0 0.7 1.7 0.0 0.7 0.6 : : : : Number of Traders in Each Category Total Traders: 56 : : 30 33 . 10 9 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 114,966 : : Positions : : 97,553 72,881 1,557 29,691 1,373 2,759 0 4,030 0 0 0 : : : : Changes from: July 28, 2015 : : 3,923 3,863 0 599 -540 -769 0 96 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 63.4 1.4 25.8 1.2 2.4 0.0 3.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 22 . 5 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 107,586 : : Positions : : 86,952 81,472 8,320 5,696 3,013 342 4,943 1,680 0 4,392 383 : : : : Changes from: July 28, 2015 : : 1,211 1,136 789 0 -301 0 -240 240 0 -467 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 75.7 7.7 5.3 2.8 0.3 4.6 1.6 0.0 4.1 0.4 : : : : Number of Traders in Each Category Total Traders: 46 : : 28 23 5 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 21,372 : : Positions : : 20,597 7,255 0 11,637 0 0 248 0 0 2,139 0 : : : : Changes from: July 28, 2015 : : 279 -62 0 0 0 0 0 0 0 341 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.4 33.9 0.0 54.4 0.0 0.0 1.2 0.0 0.0 10.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 5 0 . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 79,011 : : Positions : : 66,285 27,608 2,924 36,748 146 459 1,844 1,651 0 0 0 : : : : Changes from: July 28, 2015 : : -604 693 0 58 0 459 -393 -344 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 34.9 3.7 46.5 0.2 0.6 2.3 2.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 11 . 7 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 194,764 : : Positions : : 147,825 83,842 38,973 103,418 2,531 0 0 0 0 0 0 : : : : Changes from: July 28, 2015 : : 1,764 -347 -617 273 -857 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 43.0 20.0 53.1 1.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 15 4 8 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 88,047 : : Positions : : 64,902 55,128 14,397 26,043 331 0 0 0 0 0 0 : : : : Changes from: July 28, 2015 : : 609 -67 0 184 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 62.6 16.4 29.6 0.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 10 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 349,890 : : Positions : : 268,406 162,472 56,303 162,822 8,902 0 1,001 1,520 103 1,057 2,406 : : : : Changes from: July 28, 2015 : : -2,305 744 -154 -3,172 1,904 -23 1,001 -101 -168 0 385 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 46.4 16.1 46.5 2.5 0.0 0.3 0.4 0.0 0.3 0.7 : : : : Number of Traders in Each Category Total Traders: 58 : : 40 30 . 11 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 82,094 : : Positions : : 67,231 50,991 211 8,916 6,319 751 4,309 2,289 0 0 0 : : : : Changes from: July 28, 2015 : : 1,479 -1,732 -69 1,398 -180 428 1,007 -854 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 62.1 0.3 10.9 7.7 0.9 5.2 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 15 . 6 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 21,481 : : Positions : : 17,150 18,563 922 0 31 0 341 0 0 0 0 : : : : Changes from: July 28, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 86.4 4.3 0.0 0.1 0.0 1.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 10 . 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 72,398 : : Positions : : 30,296 53,987 30,887 4,656 5,725 0 2,078 2,079 0 0 0 : : : : Changes from: July 28, 2015 : : 670 1,456 -60 368 -92 0 -846 486 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.8 74.6 42.7 6.4 7.9 0.0 2.9 2.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 10 6 4 7 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 104,221 : : Positions : : 83,195 77,447 8,117 15,532 3,238 8,152 2,976 0 0 1,550 0 : : : : Changes from: July 28, 2015 : : 4,579 4,225 3,040 -1,507 1,352 -65 620 0 -496 992 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 74.3 7.8 14.9 3.1 7.8 2.9 0.0 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 23 26 4 5 4 . . 0 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 123,492 : : Positions : : 94,927 108,902 10,388 1,767 551 12,976 3,534 1,736 1,116 2,883 0 : : : : Changes from: July 28, 2015 : : 9,640 5,831 217 310 0 62 620 0 -465 961 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 88.2 8.4 1.4 0.4 10.5 2.9 1.4 0.9 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 65 : : 30 31 5 . . 5 . . . 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 54,356 : : Positions : : 53,395 48,475 248 961 124 0 0 0 0 2,725 0 : : : : Changes from: July 28, 2015 : : 589 341 248 465 124 0 0 0 0 -1,147 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.2 89.2 0.5 1.8 0.2 0.0 0.0 0.0 0.0 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 25 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 171,053 : : Positions : : 146,769 134,851 10,834 23,493 5,511 1,590 0 788 0 0 0 : : : : Changes from: July 28, 2015 : : 4,888 2,057 -746 5,427 -383 833 0 -515 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 78.8 6.3 13.7 3.2 0.9 0.0 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 30 29 . 4 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 29,755 : : Positions : : 25,267 26,179 919 0 1,251 713 0 496 0 403 0 : : : : Changes from: July 28, 2015 : : 0 31 0 0 0 0 0 0 0 -62 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 88.0 3.1 0.0 4.2 2.4 0.0 1.7 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 12 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AY Open Interest is 66,274 : : Positions : : 44,412 48,537 370 6,597 3,174 158 1,041 1,928 1,100 0 264 : : : : Changes from: July 28, 2015 : : 264 477 0 0 0 158 529 506 -390 0 264 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 73.2 0.6 10.0 4.8 0.2 1.6 2.9 1.7 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 13 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 106,692 : : Positions : : 80,876 61,772 5,599 20,464 9,283 0 2,321 3,789 0 0 0 : : : : Changes from: July 28, 2015 : : -608 -1,440 0 0 0 0 497 119 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 57.9 5.2 19.2 8.7 0.0 2.2 3.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 20 . . 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 107,125 : : Positions : : 73,361 98,958 13,712 400 4,014 1,606 0 1,830 0 0 0 : : : : Changes from: July 28, 2015 : : -101 2,797 1,951 0 -360 -61 0 31 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 92.4 12.8 0.4 3.7 1.5 0.0 1.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 16 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 91,015 : : Positions : : 56,554 83,174 28,430 4,095 895 789 0 573 0 0 0 : : : : Changes from: July 28, 2015 : : -297 -1,063 -1,560 0 -549 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 91.4 31.2 4.5 1.0 0.9 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 16 8 . 5 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BD Open Interest is 30,675 : : Positions : : 27,436 26,237 1,968 1,581 124 682 0 0 248 0 0 : : : : Changes from: July 28, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 85.5 6.4 5.2 0.4 2.2 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 17 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 124,955 : : Positions : : 113,422 117,686 3,007 0 217 163 1,640 1,028 0 2,001 31 : : : : Changes from: July 28, 2015 : : 1,287 2,209 0 0 0 -208 916 395 0 402 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 94.2 2.4 0.0 0.2 0.1 1.3 0.8 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 19 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 200,069 : : Positions : : 162,654 64,565 11,029 104,138 6,007 3,235 16,468 2,569 1,049 220 648 : : : : Changes from: July 28, 2015 : : 2,816 1,560 -152 -88 -836 -912 511 234 299 -59 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 32.3 5.5 52.1 3.0 1.6 8.2 1.3 0.5 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 19 4 8 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 17,006 : : Positions : : 10,939 11,167 837 2,747 368 4,490 310 0 0 1,581 0 : : : : Changes from: July 28, 2015 : : 186 186 0 -244 124 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 65.7 4.9 16.2 2.2 26.4 1.8 0.0 0.0 9.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 7 13 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 48,254 : : Positions : : 38,661 40,327 5,536 3,995 93 1,240 3,498 0 1,953 0 0 : : : : Changes from: July 28, 2015 : : 240 300 60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 83.6 11.5 8.3 0.2 2.6 7.2 0.0 4.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 14 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 52,489 : : Positions : : 34,028 46,617 13,731 0 1,098 0 155 496 0 3,131 0 : : : : Changes from: July 28, 2015 : : 3,207 3,021 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 88.8 26.2 0.0 2.1 0.0 0.3 0.9 0.0 6.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 11 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 253,443 : : Positions : : 204,686 157,842 29,551 72,779 7,132 1,046 0 2,195 979 8,512 1,689 : : : : Changes from: July 28, 2015 : : 3,634 -509 483 4,173 428 -240 0 240 248 -14 644 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 62.3 11.7 28.7 2.8 0.4 0.0 0.9 0.4 3.4 0.7 : : : : Number of Traders in Each Category Total Traders: 59 : : 36 30 . 6 6 . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 110,880 : : Positions : : 92,102 73,845 9,656 28,218 5,982 0 0 0 0 0 0 : : : : Changes from: July 28, 2015 : : 1,037 -2,858 -577 2,314 -1,168 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 66.6 8.7 25.4 5.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 21 . 5 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 81,481 : : Positions : : 41,837 60,453 25,611 5,270 5,759 0 0 0 0 0 0 : : : : Changes from: July 28, 2015 : : 87 2,920 -404 -404 -325 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 74.2 31.4 6.5 7.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 15 8 . 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 85,263 : : Positions : : 65,535 48,380 4,935 28,603 5,248 0 0 0 0 731 0 : : : : Changes from: July 28, 2015 : : 1,437 1,505 0 391 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 56.7 5.8 33.5 6.2 0.0 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 16 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 78,758 : : Positions : : 69,558 31,329 3,222 43,429 0 0 0 0 2,072 0 0 : : : : Changes from: July 28, 2015 : : 5,335 642 454 4,103 -61 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 39.8 4.1 55.1 0.0 0.0 0.0 0.0 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 6 . 5 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 973,594 : : Positions : : 135,407 146,419 209,476 15,992 40,866 201,697 313,496 161,712 47,806 148,594 111,043 : : : : Changes from: July 28, 2015 : : 2,183 -6,032 3,721 4,303 6,940 -6,633 14,165 -2,236 12,339 -4,314 -4,303 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.9 15.0 21.5 1.6 4.2 20.7 32.2 16.6 4.9 15.3 11.4 : : : : Number of Traders in Each Category Total Traders: 280 : : 31 24 23 9 20 58 65 76 39 43 52 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 392,325 : : Positions : : 75,491 81,187 10,279 51,601 55,172 110,713 15,535 26,587 84,126 131,014 26,172 : : : : Changes from: July 28, 2015 : : -5,539 -1,990 -529 -4,731 275 -3,717 -1,966 -2,963 461 -1,297 -7,795 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.2 20.7 2.6 13.2 14.1 28.2 4.0 6.8 21.4 33.4 6.7 : : : : Number of Traders in Each Category Total Traders: 68 : : 19 22 . 9 12 6 5 9 11 9 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 97,583 : : Positions : : 11,800 17,902 17,863 8,405 29,891 6,165 8,385 4,488 13,615 17,750 6,260 : : : : Changes from: July 28, 2015 : : -2,693 -1,842 -5,036 -407 -1,984 1,343 -5,144 -1,805 -1,137 -1,005 -1,804 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.1 18.3 18.3 8.6 30.6 6.3 8.6 4.6 14.0 18.2 6.4 : : : : Number of Traders in Each Category Total Traders: 45 : : 7 6 6 5 11 4 4 6 6 13 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 1,677,058 : : Positions : : 482,539 272,293 62,103 983,012 195,761 123,706 27,761 114,374 632,196 29,182 25,721 : : : : Changes from: July 28, 2015 : : -4,618 -12,248 -56,104 -51,734 29,975 6,795 -9,146 6,993 -7,102 14,860 -8,571 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.8 16.2 3.7 58.6 11.7 7.4 1.7 6.8 37.7 1.7 1.5 : : : : Number of Traders in Each Category Total Traders: 104 : : 32 34 4 17 19 11 6 14 17 5 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 458,677 : : Positions : : 96,013 85,762 179,141 149,411 73,497 3,930 37,379 27,482 31,263 38,796 43,883 : : : : Changes from: July 28, 2015 : : -8,721 -3,584 -12,884 -1,293 -8,864 -2,514 -17,671 -4,096 -653 -2,350 -3,668 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.9 18.7 39.1 32.6 16.0 0.9 8.1 6.0 6.8 8.5 9.6 : : : : Number of Traders in Each Category Total Traders: 78 : : 16 18 12 7 13 5 12 12 15 8 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 14,964 : : Positions : : 11,296 9,682 2,333 4,040 925 0 0 0 328 62 0 : : : : Changes from: July 28, 2015 : : -2,216 -2,144 -5 -216 -157 0 0 0 70 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 64.7 15.6 27.0 6.2 0.0 0.0 0.0 2.2 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 16 4 4 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 71,245 : : Positions : : 54,825 50,773 8,832 6,052 4,004 0 2,425 0 1,130 6,123 1,288 : : : : Changes from: July 28, 2015 : : -666 327 817 -61 -330 0 0 0 150 140 -140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 71.3 12.4 8.5 5.6 0.0 3.4 0.0 1.6 8.6 1.8 : : : : Number of Traders in Each Category Total Traders: 73 : : 46 39 . 7 9 0 . 0 4 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 26,529 : : Positions : : 18,753 15,543 2,674 2,718 1,468 1,860 228 0 753 5,760 409 : : : : Changes from: July 28, 2015 : : -1,735 -1,558 508 -34 -233 0 -228 0 28 519 -290 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 58.6 10.1 10.2 5.5 7.0 0.9 0.0 2.8 21.7 1.5 : : : : Number of Traders in Each Category Total Traders: 47 : : 23 27 5 4 6 . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 8,587 : : Positions : : 7,145 2,946 335 4,007 69 0 0 0 110 463 926 : : : : Changes from: July 28, 2015 : : -1,338 -884 -146 -69 -51 0 0 0 25 -478 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 34.3 3.9 46.7 0.8 0.0 0.0 0.0 1.3 5.4 10.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 14 . 5 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 4, 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 9,313 : : Positions : : 7,384 3,729 538 4,459 195 0 0 0 0 661 134 : : : : Changes from: July 28, 2015 : : -1,121 -695 21 -380 -58 0 0 0 0 32 -32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 40.0 5.8 47.9 2.1 0.0 0.0 0.0 0.0 7.1 1.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 13 . 5 4 0 0 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated August 7, 2015