Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 4,028,638 : : Positions : :2,221,629 1,161,424 292,430 1,394,093 369,124 305,480 121,124 330,588 57,476 220,248 415,913 : : : : Changes from: July 14, 2015 : : 85,057 85,388 -5,100 16,693 -3,884 12,191 -1,155 -3,581 21,741 12,750 -691 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 28.8 7.3 34.6 9.2 7.6 3.0 8.2 1.4 5.5 10.3 : : : : Number of Traders in Each Category Total Traders: 230 : : 108 97 12 14 22 18 13 23 20 31 38 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 2,093,837 : : Positions : : 234,857 237,180 64,597 144,474 619,235 23,857 101,279 527,743 164,516 4,824 458,498 : : : : Changes from: July 14, 2015 : : -2,061 -1,926 2,884 1,267 1,108 1,558 0 5,151 -6,377 -3,317 9,085 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.2 11.3 3.1 6.9 29.6 1.1 4.8 25.2 7.9 0.2 21.9 : : : : Number of Traders in Each Category Total Traders: 103 : : 33 41 8 8 16 8 12 19 20 6 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 254,227 : : Positions : : 173,126 206,586 38,930 18,953 11,603 9,660 5,950 3,409 2,539 0 554 : : : : Changes from: July 14, 2015 : : 1,653 -424 -1,734 -874 -190 -598 420 -353 1,554 -599 89 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 81.3 15.3 7.5 4.6 3.8 2.3 1.3 1.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 56 : : 28 27 6 . 5 . . 4 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 121,782 : : Positions : : 105,527 99,834 2,716 13,112 2,690 4,943 0 1,672 0 1,085 612 : : : : Changes from: July 14, 2015 : : 6,528 6,764 0 686 0 -789 0 399 0 -844 612 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 82.0 2.2 10.8 2.2 4.1 0.0 1.4 0.0 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 25 . 5 7 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 220,449 : : Positions : : 187,238 68,963 10,119 119,685 8,541 1,236 7,494 3,524 0 3,171 992 : : : : Changes from: July 14, 2015 : : 612 6,040 3,120 -208 -1,892 -1,110 -2,944 619 0 232 372 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 31.3 4.6 54.3 3.9 0.6 3.4 1.6 0.0 1.4 0.4 : : : : Number of Traders in Each Category Total Traders: 45 : : 20 15 . 11 7 . 4 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 676,136 : : Positions : : 592,072 179,291 28,600 439,857 45,151 0 849 4,031 0 1,739 93 : : : : Changes from: July 14, 2015 : : 72,094 9,125 1,035 4,508 -2,095 -87 320 -92 -57,192 603 -5,482 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 26.5 4.2 65.1 6.7 0.0 0.1 0.6 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 37 28 4 10 13 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 318,338 : : Positions : : 300,756 166,361 2,325 124,448 3,857 1,153 2,768 2,204 641 11,246 210 : : : : Changes from: July 14, 2015 : : 6,888 6,240 986 2,954 -866 381 -120 213 641 -1,234 210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 52.3 0.7 39.1 1.2 0.4 0.9 0.7 0.2 3.5 0.1 : : : : Number of Traders in Each Category Total Traders: 56 : : 31 25 . 10 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 241,049 : : Positions : : 197,115 135,615 20,848 78,877 8,946 0 1,652 5,347 0 2,467 1,468 : : : : Changes from: July 14, 2015 : : 767 -3,019 -254 2,363 347 0 -299 365 0 155 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 56.3 8.6 32.7 3.7 0.0 0.7 2.2 0.0 1.0 0.6 : : : : Number of Traders in Each Category Total Traders: 52 : : 28 31 . 10 6 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 103,392 : : Positions : : 87,144 64,999 1,495 27,876 2,053 4,444 0 2,726 0 0 0 : : : : Changes from: July 14, 2015 : : 268 157 -214 -244 354 464 0 -416 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 62.9 1.4 27.0 2.0 4.3 0.0 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 18 . 5 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 103,919 : : Positions : : 82,078 79,016 7,543 5,696 3,525 342 4,687 1,440 0 4,401 1,166 : : : : Changes from: July 14, 2015 : : 3,502 858 225 -247 307 -651 0 0 -217 2,231 -139 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 76.0 7.3 5.5 3.4 0.3 4.5 1.4 0.0 4.2 1.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 26 23 5 . . . . . 0 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 19,450 : : Positions : : 19,109 7,937 0 9,343 0 0 248 0 0 1,829 0 : : : : Changes from: July 14, 2015 : : 219 188 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.2 40.8 0.0 48.0 0.0 0.0 1.3 0.0 0.0 9.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 7 0 . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 78,542 : : Positions : : 63,907 26,582 2,924 36,690 146 0 1,259 2,338 0 0 0 : : : : Changes from: July 14, 2015 : : 737 461 0 0 0 0 -515 93 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 33.8 3.7 46.7 0.2 0.0 1.6 3.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 . 7 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 192,164 : : Positions : : 142,051 81,686 39,044 102,295 3,934 0 0 0 0 0 0 : : : : Changes from: July 14, 2015 : : 4,459 -3,558 214 9,184 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 42.5 20.3 53.2 2.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 14 4 8 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 87,378 : : Positions : : 64,020 58,730 14,397 25,797 393 0 0 0 0 0 0 : : : : Changes from: July 14, 2015 : : 3,122 130 -732 3,052 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 67.2 16.5 29.5 0.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 11 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 345,533 : : Positions : : 267,168 153,398 56,671 173,622 6,829 1,297 0 651 398 1,057 1,429 : : : : Changes from: July 14, 2015 : : 4,461 9,760 1,319 -5,615 1,146 -651 0 651 176 0 693 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 44.4 16.4 50.2 2.0 0.4 0.0 0.2 0.1 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 58 : : 40 30 . 11 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 77,717 : : Positions : : 62,106 48,571 398 8,766 6,320 323 3,279 3,143 0 0 0 : : : : Changes from: July 14, 2015 : : 559 407 0 279 -13 -428 -310 246 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 62.5 0.5 11.3 8.1 0.4 4.2 4.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 14 . 6 8 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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-BA - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A8 Open Interest is 69,899 : : Positions : : 29,183 53,013 30,150 4,319 5,756 279 2,006 1,532 0 0 0 : : : : Changes from: July 14, 2015 : : 1,297 1,819 0 0 0 -310 -62 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.8 75.8 43.1 6.2 8.2 0.4 2.9 2.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 11 6 4 7 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 77,842 : : Positions : : 64,425 56,679 4,705 16,667 1,886 4,749 0 0 0 558 0 : : : : Changes from: July 14, 2015 : : 9,459 7,584 -286 570 0 0 0 0 0 558 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 72.8 6.0 21.4 2.4 6.1 0.0 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 . 4 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 94,004 : : Positions : : 71,298 86,079 9,551 1,457 210 9,194 558 1,736 744 2,077 0 : : : : Changes from: July 14, 2015 : : 8,924 7,142 -360 496 210 0 0 0 0 558 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 91.6 10.2 1.5 0.2 9.8 0.6 1.8 0.8 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 22 25 6 . . 4 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 50,791 : : Positions : : 50,233 45,499 0 496 0 0 0 0 0 3,872 0 : : : : Changes from: July 14, 2015 : : 3,157 3,467 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.9 89.6 0.0 1.0 0.0 0.0 0.0 0.0 0.0 7.6 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 12 25 0 . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 168,508 : : Positions : : 143,235 135,822 12,113 18,066 6,105 757 0 1,303 0 0 0 : : : : Changes from: July 14, 2015 : : 1,085 11,646 461 0 -372 -214 0 214 -248 -9,974 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 80.6 7.2 10.7 3.6 0.4 0.0 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 31 30 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 27,647 : : Positions : : 23,283 25,125 733 0 1,437 1,209 0 0 0 0 0 : : : : Changes from: July 14, 2015 : : 124 -62 -62 0 62 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 90.9 2.7 0.0 5.2 4.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 12 . 0 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 64,901 : : Positions : : 43,561 46,860 370 8,462 2,624 18 0 1,164 1,730 0 0 : : : : Changes from: July 14, 2015 : : -954 -1,220 0 1,926 0 -171 -2,717 -11 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 72.2 0.6 13.0 4.0 0.0 0.0 1.8 2.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 13 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 103,928 : : Positions : : 79,662 62,829 5,630 20,464 9,252 0 2,428 3,289 0 0 0 : : : : Changes from: July 14, 2015 : : 1,613 112 -31 0 31 0 432 29 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 60.5 5.4 19.7 8.9 0.0 2.3 3.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 19 . . 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 103,274 : : Positions : : 73,157 94,201 11,395 400 4,554 1,200 228 2,175 0 0 0 : : : : Changes from: July 14, 2015 : : 2,288 4,291 217 400 443 1,200 -307 338 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 91.2 11.0 0.4 4.4 1.2 0.2 2.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 15 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 89,535 : : Positions : : 50,631 80,457 31,068 4,095 1,170 667 0 459 0 0 0 : : : : Changes from: July 14, 2015 : : 4,125 18,523 1,587 0 93 0 0 0 0 -15,287 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 89.9 34.7 4.6 1.3 0.7 0.0 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 14 8 . 5 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 22,531 : : Positions : : 19,323 18,887 1,968 1,457 124 682 0 0 248 0 0 : : : : Changes from: July 14, 2015 : : 725 1,143 0 -480 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 83.8 8.7 6.5 0.6 3.0 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 15 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 119,537 : : Positions : : 107,360 111,342 3,100 0 124 1,473 1,220 322 0 1,382 248 : : : : Changes from: July 14, 2015 : : 676 10,976 0 0 0 1,259 -880 -594 0 -8,986 248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 93.1 2.6 0.0 0.1 1.2 1.0 0.3 0.0 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 17 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 189,989 : : Positions : : 150,841 57,877 11,181 102,168 7,654 4,581 15,166 2,324 438 0 713 : : : : Changes from: July 14, 2015 : : 4,101 173 -428 4,018 66 425 133 -187 22 0 155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 30.5 5.9 53.8 4.0 2.4 8.0 1.2 0.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 20 4 8 6 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 13,379 : : Positions : : 7,436 9,431 837 2,681 244 4,490 0 0 0 217 0 : : : : Changes from: July 14, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 70.5 6.3 20.0 1.8 33.6 0.0 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 7 12 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 36,354 : : Positions : : 29,859 28,303 4,205 3,995 93 1,240 3,498 0 186 0 31 : : : : Changes from: July 14, 2015 : : 10,322 8,558 -43 2,027 93 248 -186 0 -31 0 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 77.9 11.6 11.0 0.3 3.4 9.6 0.0 0.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 12 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 44,904 : : Positions : : 27,251 40,768 13,018 0 1,439 0 651 0 0 1,550 0 : : : : Changes from: July 14, 2015 : : 248 1,111 589 0 -217 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 90.8 29.0 0.0 3.2 0.0 1.4 0.0 0.0 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 10 4 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 245,604 : : Positions : : 197,608 154,940 29,006 68,201 6,704 790 217 1,955 700 7,720 798 : : : : Changes from: July 14, 2015 : : 5,143 1,159 -122 5,111 -999 0 -403 0 0 -214 178 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 63.1 11.8 27.8 2.7 0.3 0.1 0.8 0.3 3.1 0.3 : : : : Number of Traders in Each Category Total Traders: 55 : : 35 28 . 6 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 112,080 : : Positions : : 91,131 77,046 10,597 25,594 6,691 0 0 0 0 0 0 : : : : Changes from: July 14, 2015 : : 3,279 174 1,351 4,244 -1,962 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 68.7 9.5 22.8 6.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 20 . 5 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 74,068 : : Positions : : 35,956 51,271 26,046 5,674 5,960 0 0 0 736 0 0 : : : : Changes from: July 14, 2015 : : -62 186 186 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.5 69.2 35.2 7.7 8.0 0.0 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 13 8 . 6 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 83,187 : : Positions : : 63,433 46,910 4,935 27,450 5,550 0 0 0 0 700 0 : : : : Changes from: July 14, 2015 : : 1,784 1,240 0 446 -333 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 56.4 5.9 33.0 6.7 0.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 15 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 73,466 : : Positions : : 63,615 30,687 2,768 38,718 61 0 0 0 2,072 0 0 : : : : Changes from: July 14, 2015 : : 3,114 2,252 91 8,907 -61 0 0 0 2,072 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 41.8 3.8 52.7 0.1 0.0 0.0 0.0 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 6 . 5 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 1,036,896 : : Positions : : 139,276 156,950 210,780 11,148 38,540 207,645 303,219 193,052 39,136 166,233 133,692 : : : : Changes from: July 14, 2015 : : 13,426 19,546 -8,001 622 -12,616 2,124 -22,509 5,973 -6,195 6,679 1,516 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.4 15.1 20.3 1.1 3.7 20.0 29.2 18.6 3.8 16.0 12.9 : : : : Number of Traders in Each Category Total Traders: 283 : : 30 26 25 5 22 56 62 72 33 60 66 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #02365U Open Interest is 857,933 : : Positions : : 123,717 124,267 38,735 56,966 346,814 22,280 15,202 122,779 38,973 29,058 159,031 : : : : Changes from: July 14, 2015 : : -1,401 -831 -4,421 3,481 3,487 -1,620 -8,044 -8,317 132 -1,705 -2,289 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.4 14.5 4.5 6.6 40.4 2.6 1.8 14.3 4.5 3.4 18.5 : : : : Number of Traders in Each Category Total Traders: 138 : : 31 30 5 15 20 20 20 28 23 20 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 415,083 : : Positions : : 79,744 81,549 10,422 56,826 54,235 117,927 18,512 29,688 83,590 134,017 33,741 : : : : Changes from: July 14, 2015 : : 2,821 2,056 60 -157 999 -28 1,698 1,004 -294 -1,101 1,187 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.2 19.6 2.5 13.7 13.1 28.4 4.5 7.2 20.1 32.3 8.1 : : : : Number of Traders in Each Category Total Traders: 72 : : 22 22 . 10 12 6 5 10 11 11 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 105,016 : : Positions : : 12,995 19,177 21,567 8,221 30,331 5,367 9,032 6,062 12,478 19,458 8,300 : : : : Changes from: July 14, 2015 : : 91 1,136 1,610 -186 1,126 -107 87 617 -1,615 634 504 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.4 18.3 20.5 7.8 28.9 5.1 8.6 5.8 11.9 18.5 7.9 : : : : Number of Traders in Each Category Total Traders: 46 : : 8 6 6 5 10 . 6 8 6 12 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 1,707,242 : : Positions : : 487,517 283,899 109,021 1,029,151 168,095 114,148 36,503 112,262 637,499 14,359 34,010 : : : : Changes from: July 14, 2015 : : -7,907 3,063 4,849 3,395 8,690 -7,412 618 6,393 15,412 -1,060 768 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.6 16.6 6.4 60.3 9.8 6.7 2.1 6.6 37.3 0.8 2.0 : : : : Number of Traders in Each Category Total Traders: 106 : : 35 35 4 17 20 12 6 14 15 6 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 497,747 : : Positions : : 105,625 91,434 192,314 152,334 76,419 9,533 57,245 30,116 33,516 41,333 46,527 : : : : Changes from: July 14, 2015 : : -151 630 2,324 -4,104 -722 1,323 5,922 -68 -976 184 126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.2 18.4 38.6 30.6 15.4 1.9 11.5 6.1 6.7 8.3 9.3 : : : : Number of Traders in Each Category Total Traders: 82 : : 19 21 13 6 14 6 12 14 13 10 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 15,587 : : Positions : : 12,122 10,586 2,248 3,956 832 0 0 0 198 62 2 : : : : Changes from: July 14, 2015 : : 175 355 195 0 50 0 0 0 -15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 67.9 14.4 25.4 5.3 0.0 0.0 0.0 1.3 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 17 4 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 70,015 : : Positions : : 54,631 49,286 7,585 5,963 4,360 0 2,425 0 1,219 5,947 1,160 : : : : Changes from: July 14, 2015 : : -22 203 -197 -50 68 0 54 0 219 -133 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 70.4 10.8 8.5 6.2 0.0 3.5 0.0 1.7 8.5 1.7 : : : : Number of Traders in Each Category Total Traders: 71 : : 44 38 . 7 9 0 . 0 . 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 27,655 : : Positions : : 20,076 16,777 2,166 2,992 1,477 1,860 506 0 725 4,823 696 : : : : Changes from: July 14, 2015 : : 584 670 76 -50 43 0 0 0 -10 6 57 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 60.7 7.8 10.8 5.3 6.7 1.8 0.0 2.6 17.4 2.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 26 5 4 7 . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 9,874 : : Positions : : 8,148 3,670 481 4,041 120 0 0 0 85 801 1,036 : : : : Changes from: July 14, 2015 : : -150 110 25 0 0 0 0 0 -50 -295 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 37.2 4.9 40.9 1.2 0.0 0.0 0.0 0.9 8.1 10.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 14 . 5 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 10,592 : : Positions : : 8,653 4,557 517 4,854 241 0 0 0 0 629 166 : : : : Changes from: July 14, 2015 : : 131 193 40 -52 0 0 0 0 0 40 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 43.0 4.9 45.8 2.3 0.0 0.0 0.0 0.0 5.9 1.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 15 . 6 4 0 0 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated July 24, 2015