Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : 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 4,050,921 : : Positions : :2,296,563 863,653 257,452 2,087,232 235,774 453,320 34,116 253,877 144,644 192,728 372,431 : : : : Changes from: January 26, 2016 : : -120,034 -19,821 17,646 -8,221 -15,334 -41,299 -5,390 -32,826 33,512 -69,919 5,819 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 21.3 6.4 51.5 5.8 11.2 0.8 6.3 3.6 4.8 9.2 : : : : Number of Traders in Each Category Total Traders: 222 : : 114 92 6 19 21 19 7 21 20 27 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : 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 278,121 : : Positions : : 24,697 56,045 52,472 104,757 20,550 115,350 7,914 20,559 26,195 49,643 18,245 : : : : Changes from: January 26, 2016 : : -8,081 -7,878 -3,792 -12,339 -9,404 -2,860 -17,532 -16,493 -12,311 17,952 -18,975 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.9 20.2 18.9 37.7 7.4 41.5 2.8 7.4 9.4 17.8 6.6 : : : : Number of Traders in Each Category Total Traders: 68 : : 17 12 11 7 14 8 4 6 10 9 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : 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 294,845 : : Positions : : 213,654 233,878 15,948 11,961 15,265 14,829 785 3,236 4,731 14,380 7,614 : : : : Changes from: January 26, 2016 : : 7,962 4,058 732 1,562 335 -1,239 785 -1,041 -1,585 -278 2,549 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 79.3 5.4 4.1 5.2 5.0 0.3 1.1 1.6 4.9 2.6 : : : : Number of Traders in Each Category Total Traders: 56 : : 31 25 4 4 6 . . . 4 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : 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 137,137 : : Positions : : 116,315 108,565 72 16,154 3,546 147 0 1,014 4,218 2,861 1,856 : : : : Changes from: January 26, 2016 : : 17,631 17,147 31 704 369 -1,709 -162 -802 426 344 -29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 79.2 0.1 11.8 2.6 0.1 0.0 0.7 3.1 2.1 1.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 26 . 4 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : 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 248,637 : : Positions : : 216,047 59,002 1,111 153,611 8,370 2,275 4,550 8,529 0 3,966 706 : : : : Changes from: January 26, 2016 : : 1,792 1,515 -31 1,188 0 434 -5,165 -1,104 0 3,966 706 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 23.7 0.4 61.8 3.4 0.9 1.8 3.4 0.0 1.6 0.3 : : : : Number of Traders in Each Category Total Traders: 50 : : 26 20 . 14 7 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : 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 642,551 : : Positions : : 556,084 177,608 23,398 390,617 39,097 0 9,954 9,577 0 4,672 6,172 : : : : Changes from: January 26, 2016 : : -28,115 -3,531 510 -28,979 -1,322 0 2,567 1,861 -1,361 179 2,043 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 27.6 3.6 60.8 6.1 0.0 1.5 1.5 0.0 0.7 1.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 33 26 6 9 14 0 4 4 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : 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 314,646 : : Positions : : 280,760 168,563 9,838 130,195 459 1,198 539 3,990 9,100 1,843 1,762 : : : : Changes from: January 26, 2016 : : 10,379 7,722 214 3,708 -214 -1,509 539 -442 1,758 399 523 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 53.6 3.1 41.4 0.1 0.4 0.2 1.3 2.9 0.6 0.6 : : : : Number of Traders in Each Category Total Traders: 58 : : 28 30 . 8 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : 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 298,579 : : Positions : : 235,695 196,471 20,020 66,327 25,186 703 0 1,545 7,399 1,775 1,572 : : : : Changes from: January 26, 2016 : : 12,934 13,440 87 1,318 757 703 -1,897 -1,414 -869 768 912 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 65.8 6.7 22.2 8.4 0.2 0.0 0.5 2.5 0.6 0.5 : : : : Number of Traders in Each Category Total Traders: 55 : : 29 33 4 8 9 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : 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 118,758 : : Positions : : 105,603 73,266 1,358 33,085 822 1,898 0 1,095 0 12 1,708 : : : : Changes from: January 26, 2016 : : -7,363 -5,308 0 0 0 1,730 -1,261 -1,981 -406 -771 1,708 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 61.7 1.1 27.9 0.7 1.6 0.0 0.9 0.0 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 20 . 6 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : 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 122,270 : : Positions : : 94,435 91,923 9,316 3,636 6,264 0 5,489 0 1,369 2,580 3,028 : : : : Changes from: January 26, 2016 : : 504 1,992 -409 -708 2,293 0 255 0 1,342 6 -517 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 75.2 7.6 3.0 5.1 0.0 4.5 0.0 1.1 2.1 2.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 21 4 . . 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : 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 110,804 : : Positions : : 95,125 40,672 2,503 53,036 203 423 0 1,039 0 2,865 460 : : : : Changes from: January 26, 2016 : : 1,059 92 0 644 -31 146 -1,000 -1,261 0 2,865 460 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 36.7 2.3 47.9 0.2 0.4 0.0 0.9 0.0 2.6 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 12 . 7 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : 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 170,919 : : Positions : : 122,287 75,934 33,549 78,880 6,841 0 1,926 0 0 0 0 : : : : Changes from: January 26, 2016 : : 1,840 392 0 662 -180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 44.4 19.6 46.2 4.0 0.0 1.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 11 4 7 6 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : 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 88,755 : : Positions : : 70,994 54,064 8,737 31,906 530 0 0 0 0 0 0 : : : : Changes from: January 26, 2016 : : -562 98 0 -214 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 60.9 9.8 35.9 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : 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 332,348 : : Positions : : 245,572 156,950 55,650 144,151 16,662 3,446 0 0 0 5,666 2,202 : : : : Changes from: January 26, 2016 : : 15,607 9,632 113 6,192 2,272 214 0 0 0 -128 372 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 47.2 16.7 43.4 5.0 1.0 0.0 0.0 0.0 1.7 0.7 : : : : Number of Traders in Each Category Total Traders: 60 : : 38 27 4 11 6 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : 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 89,541 : : Positions : : 73,542 44,290 0 26,406 3,748 0 2,996 1,372 0 3,228 761 : : : : Changes from: January 26, 2016 : : 4,605 2,498 0 1,034 0 -252 -2,265 -1,172 -319 3,228 761 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 49.5 0.0 29.5 4.2 0.0 3.3 1.5 0.0 3.6 0.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 15 0 7 7 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A6 Open Interest is 14,936 : : Positions : : 11,976 11,387 0 604 0 0 0 0 551 0 0 : : : : Changes from: January 26, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 76.2 0.0 4.0 0.0 0.0 0.0 0.0 3.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 13 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : 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 79,746 : : Positions : : 37,413 48,359 30,886 17,421 4,134 0 4,750 1,060 729 0 465 : : : : Changes from: January 26, 2016 : : 480 461 0 0 0 -1,526 0 -371 729 0 465 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 60.6 38.7 21.8 5.2 0.0 6.0 1.3 0.9 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 11 5 4 8 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : 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 84,978 : : Positions : : 53,568 77,019 22,432 1,510 3,451 1,335 578 377 522 0 0 : : : : Changes from: January 26, 2016 : : 7,909 5,058 548 290 899 -377 317 377 -2,465 -580 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 90.6 26.4 1.8 4.1 1.6 0.7 0.4 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 21 21 9 . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : 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 121,613 : : Positions : : 85,860 107,182 12,093 3,203 760 4,962 4,848 377 4,275 3,236 348 : : : : Changes from: January 26, 2016 : : 8,837 5,428 252 1,392 377 -377 34 377 -12,536 -127 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 88.1 9.9 2.6 0.6 4.1 4.0 0.3 3.5 2.7 0.3 : : : : Number of Traders in Each Category Total Traders: 64 : : 29 30 7 . . . . . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : 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 68,472 : : Positions : : 66,337 66,753 691 0 0 0 0 0 596 552 0 : : : : Changes from: January 26, 2016 : : 789 673 29 0 0 0 0 0 29 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 97.5 1.0 0.0 0.0 0.0 0.0 0.0 0.9 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 14 22 . 0 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : 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 220,135 : : Positions : : 194,072 166,589 11,410 34,857 8,358 0 918 1,056 0 217 0 : : : : Changes from: January 26, 2016 : : 5,408 4,439 -317 544 -590 0 -461 -145 0 217 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 75.7 5.2 15.8 3.8 0.0 0.4 0.5 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 38 30 . 4 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : 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 52,738 : : Positions : : 35,629 39,825 3,164 2,066 486 0 2,470 370 0 1,449 936 : : : : Changes from: January 26, 2016 : : 572 1,760 2,190 -214 -1,008 0 561 -1,253 0 1,449 936 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 75.5 6.0 3.9 0.9 0.0 4.7 0.7 0.0 2.7 1.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 16 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : 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 118,683 : : Positions : : 97,833 62,329 825 17,952 10,598 0 6,592 1,342 0 7,804 0 : : : : Changes from: January 26, 2016 : : 7,282 6,751 60 -58 58 -155 -1,344 189 0 -406 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 52.5 0.7 15.1 8.9 0.0 5.6 1.1 0.0 6.6 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 19 . 4 5 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : 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 113,319 : : Positions : : 72,121 106,500 14,922 396 3,055 9,837 0 647 6,609 0 119 : : : : Changes from: January 26, 2016 : : 333 1,748 424 0 0 -1,951 0 -87 2,830 0 119 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 94.0 13.2 0.3 2.7 8.7 0.0 0.6 5.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 17 . . . . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : 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 110,728 : : Positions : : 83,837 102,685 17,910 3,664 630 0 0 0 2,604 0 0 : : : : Changes from: January 26, 2016 : : -231 167 -1,070 0 150 -464 0 0 892 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 92.7 16.2 3.3 0.6 0.0 0.0 0.0 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 14 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : 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 130,283 : : Positions : : 115,878 122,529 3,572 0 515 0 0 0 1,532 2,583 0 : : : : Changes from: January 26, 2016 : : 9,403 8,737 -182 0 182 -666 -699 -1,146 1,532 2,583 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 94.0 2.7 0.0 0.4 0.0 0.0 0.0 1.2 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 15 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BL Open Interest is 140,988 : : Positions : : 104,967 33,705 10,367 72,799 4,728 1,080 0 1,195 0 13,800 300 : : : : Changes from: January 26, 2016 : : 5,664 6,655 0 -642 0 1,080 -2,199 -1,041 0 2,836 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 23.9 7.4 51.6 3.4 0.8 0.0 0.8 0.0 9.8 0.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 15 . 7 6 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : 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 40,399 : : Positions : : 38,127 36,353 0 2,952 527 1,015 0 0 0 0 0 : : : : Changes from: January 26, 2016 : : 9,348 6,072 -324 2,952 324 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 90.0 0.0 7.3 1.3 2.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : 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 47,616 : : Positions : : 29,233 44,926 16,831 0 186 0 0 0 0 1,276 0 : : : : Changes from: January 26, 2016 : : 272 388 116 0 0 0 0 0 0 -258 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 94.4 35.3 0.0 0.4 0.0 0.0 0.0 0.0 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 17 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : 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 202,907 : : Positions : : 145,300 142,566 27,125 20,129 21,768 2,032 0 920 0 8,772 339 : : : : Changes from: January 26, 2016 : : 6,366 2,884 859 1,636 -1,881 -60 0 214 0 -511 122 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 70.3 13.4 9.9 10.7 1.0 0.0 0.5 0.0 4.3 0.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 32 26 . 6 7 . 0 . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : 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 93,911 : : Positions : : 77,148 40,412 4,371 46,613 3,038 0 0 0 0 0 0 : : : : Changes from: January 26, 2016 : : 338 555 1,642 2,402 -83 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 43.0 4.7 49.6 3.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 14 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : 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 83,134 : : Positions : : 37,148 55,879 35,950 18,621 248 0 0 0 0 0 0 : : : : Changes from: January 26, 2016 : : -1,666 1,111 2,227 1,032 -337 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.7 67.2 43.2 22.4 0.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 14 7 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : 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 82,670 : : Positions : : 55,762 47,470 16,182 28,185 3,466 0 0 0 515 0 232 : : : : Changes from: January 26, 2016 : : 266 4,502 3,297 -277 -428 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 57.4 19.6 34.1 4.2 0.0 0.0 0.0 0.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 13 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233D4 Open Interest is 20,607 : : Positions : : 18,958 18,532 203 1,456 0 0 0 0 1,171 0 0 : : : : Changes from: January 26, 2016 : : 319 319 0 0 0 -649 0 0 765 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 89.9 1.0 7.1 0.0 0.0 0.0 0.0 5.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 13 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : 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 93,197 : : Positions : : 77,684 40,235 3,386 47,233 2,509 0 0 0 3,441 0 0 : : : : Changes from: January 26, 2016 : : 906 1,644 642 50 768 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 43.2 3.6 50.7 2.7 0.0 0.0 0.0 3.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 7 . 7 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : 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 947,373 : : Positions : : 125,307 118,222 187,334 22,501 71,596 171,879 335,016 167,154 41,682 76,442 116,680 : : : : Changes from: January 26, 2016 : : 6,507 -6,187 6,862 853 10,003 12,908 20,230 11,719 -8,881 4,627 11,152 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.2 12.5 19.8 2.4 7.6 18.1 35.4 17.6 4.4 8.1 12.3 : : : : Number of Traders in Each Category Total Traders: 306 : : 35 29 27 5 22 48 81 64 47 49 57 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : 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 292,274 : : Positions : : 84,853 54,883 27,795 32,790 44,693 43,719 3,917 24,313 28,268 94,548 32,266 : : : : Changes from: January 26, 2016 : : -6,844 -5,317 -310 361 -1,244 -6,823 -1,493 -2,514 2,661 -3,133 -3,221 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.0 18.8 9.5 11.2 15.3 15.0 1.3 8.3 9.7 32.3 11.0 : : : : Number of Traders in Each Category Total Traders: 63 : : 18 19 6 7 13 6 5 9 10 7 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : 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 98,069 : : Positions : : 12,441 19,426 26,991 11,757 23,774 1,689 10,638 9,018 9,789 11,765 6,358 : : : : Changes from: January 26, 2016 : : -3,702 -5,334 5,037 -4,974 -4,008 -14,020 -1,005 322 -2,250 -2,588 -3,881 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.7 19.8 27.5 12.0 24.2 1.7 10.8 9.2 10.0 12.0 6.5 : : : : Number of Traders in Each Category Total Traders: 49 : : 7 8 10 4 13 5 5 10 5 12 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES (Contracts of 10,000 MMBTU'S) : CFTC Code #023P02 Open Interest is 19,172 : : Positions : : 1,642 1,737 5,342 1,712 7,136 1,067 4,739 1,118 2,369 1,591 498 : : : : Changes from: January 26, 2016 : : -78 538 -2,086 1,536 452 -337 -2,220 -34 1,541 -501 -2,836 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.6 9.1 27.9 8.9 37.2 5.6 24.7 5.8 12.4 8.3 2.6 : : : : Number of Traders in Each Category Total Traders: 24 : : . . . 4 4 . . . 5 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : 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 1,429,461 : : Positions : : 498,084 208,191 38,221 815,884 213,464 56,796 15,254 76,412 470,557 30,257 40,112 : : : : Changes from: January 26, 2016 : : -15,965 -16,970 -990 -25,448 6,837 -5,828 -10,142 5,714 -24,323 593 -2,788 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.8 14.6 2.7 57.1 14.9 4.0 1.1 5.3 32.9 2.1 2.8 : : : : Number of Traders in Each Category Total Traders: 97 : : 36 29 4 16 18 9 5 12 14 7 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : 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 310,993 : : Positions : : 67,784 64,586 161,952 115,302 34,532 10,557 34,028 6,085 4,343 30,174 24,105 : : : : Changes from: January 26, 2016 : : -1,769 -9,236 -6,556 -10,789 -2,508 1,683 7,498 -7,364 -383 5,335 -9,415 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.8 20.8 52.1 37.1 11.1 3.4 10.9 2.0 1.4 9.7 7.8 : : : : Number of Traders in Each Category Total Traders: 71 : : 17 14 12 8 12 . 9 10 5 15 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : 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 20,217 : : Positions : : 19,355 13,641 0 6,212 0 0 0 0 690 62 62 : : : : Changes from: January 26, 2016 : : -2,413 -2,030 0 -776 -5 0 0 0 -393 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.7 67.5 0.0 30.7 0.0 0.0 0.0 0.0 3.4 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 19 0 5 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : 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 LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 110,279 : : Positions : : 89,918 74,488 9,234 17,405 7,568 281 2,100 0 1,656 7,614 700 : : : : Changes from: January 26, 2016 : : 3,086 2,863 -370 -345 214 -20 -140 0 261 584 -161 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 67.5 8.4 15.8 6.9 0.3 1.9 0.0 1.5 6.9 0.6 : : : : Number of Traders in Each Category Total Traders: 86 : : 45 41 6 7 9 . . 0 5 12 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : 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 - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 25,920 : : Positions : : 20,003 20,133 2,247 1,568 922 1,705 0 0 248 2,384 421 : : : : Changes from: January 26, 2016 : : -3,664 -3,507 -1,436 -161 -83 -155 0 0 -85 -1,776 -77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 77.7 8.7 6.0 3.6 6.6 0.0 0.0 1.0 9.2 1.6 : : : : Number of Traders in Each Category Total Traders: 48 : : 27 25 . 5 6 . 0 0 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : 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 8,826 : : Positions : : 5,372 3,544 2,651 3,023 173 0 0 0 60 1,650 194 : : : : Changes from: January 26, 2016 : : -318 -1,140 5 -86 -15 0 0 0 -30 879 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 40.2 30.0 34.3 2.0 0.0 0.0 0.0 0.7 18.7 2.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 21 . 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 2, 2016 : 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) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665T Open Interest is 11,554 : : Positions : : 9,890 7,251 391 3,156 348 0 67 0 175 306 58 : : : : Changes from: January 26, 2016 : : -1,069 -962 -240 -237 13 0 -46 0 -94 -252 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 62.8 3.4 27.3 3.0 0.0 0.6 0.0 1.5 2.6 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 12 . 7 5 0 . 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated February 5, 2016