Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 4,465,086 : : Positions : :2,606,870 1,076,572 334,281 2,325,705 218,832 384,484 49,728 259,530 182,143 91,780 429,398 : : : : Changes from: April 26, 2016 : : -136,690 21,650 5,994 -110,868 -12,222 25,893 4,868 -15,537 -18,545 -37,773 8,506 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 24.1 7.5 52.1 4.9 8.6 1.1 5.8 4.1 2.1 9.6 : : : : Number of Traders in Each Category Total Traders: 224 : : 107 95 4 20 23 21 8 23 34 16 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 226,615 : : Positions : : 29,881 46,743 40,360 49,954 32,769 50,753 8,368 23,021 17,963 35,737 29,358 : : : : Changes from: April 26, 2016 : : -11,515 -20,618 6,625 -16,766 -12,963 8,874 2,498 -32,330 -31,015 14,207 -12,109 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.2 20.6 17.8 22.0 14.5 22.4 3.7 10.2 7.9 15.8 13.0 : : : : Number of Traders in Each Category Total Traders: 62 : : 14 15 9 8 15 6 5 5 6 9 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 282,408 : : Positions : : 189,432 240,148 16,319 2,190 24,065 13,168 824 3,462 15,925 2,914 2,180 : : : : Changes from: April 26, 2016 : : 1,306 -508 -1,209 -434 1,741 430 543 -700 418 -62 -483 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 85.0 5.8 0.8 8.5 4.7 0.3 1.2 5.6 1.0 0.8 : : : : Number of Traders in Each Category Total Traders: 63 : : 34 26 6 . 6 . . . 8 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 147,124 : : Positions : : 128,506 101,771 0 21,437 5,245 1,185 2,269 1,070 1,525 4,970 2,389 : : : : Changes from: April 26, 2016 : : -241 1,890 0 -240 -90 -62 307 -75 455 -5,247 89 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 69.2 0.0 14.6 3.6 0.8 1.5 0.7 1.0 3.4 1.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 28 0 4 . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 238,522 : : Positions : : 202,773 74,718 2,050 131,378 10,695 3,043 5,473 4,052 1,880 334 1,294 : : : : Changes from: April 26, 2016 : : 4,429 4,258 -3,172 -1,472 2,170 1,620 0 -429 834 -608 -68 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 31.3 0.9 55.1 4.5 1.3 2.3 1.7 0.8 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 47 : : 24 18 . 12 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 753,902 : : Positions : : 661,711 193,862 30,660 488,640 33,686 169 6,627 12,278 2,646 11,941 2,267 : : : : Changes from: April 26, 2016 : : -20,991 -18,829 -1,546 -3,229 -2,860 169 259 1,821 545 -90 -746 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 25.7 4.1 64.8 4.5 0.0 0.9 1.6 0.4 1.6 0.3 : : : : Number of Traders in Each Category Total Traders: 61 : : 36 23 5 10 12 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 340,156 : : Positions : : 295,177 184,671 19,575 131,530 920 736 2,459 3,733 8,538 5,663 3,476 : : : : Changes from: April 26, 2016 : : 4,474 2,370 449 -3,833 0 -3,070 1,402 805 -3,745 -790 2,552 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 54.3 5.8 38.7 0.3 0.2 0.7 1.1 2.5 1.7 1.0 : : : : Number of Traders in Each Category Total Traders: 62 : : 28 31 4 9 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 309,258 : : Positions : : 235,444 202,093 15,082 70,738 30,334 2,787 413 1,592 15,066 1,356 955 : : : : Changes from: April 26, 2016 : : 9,383 7,544 631 10,364 -39 -447 413 -327 1,957 65 359 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 65.3 4.9 22.9 9.8 0.9 0.1 0.5 4.9 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 61 : : 31 34 . 10 11 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 142,171 : : Positions : : 133,399 91,160 983 35,012 277 247 0 1,890 0 4,739 871 : : : : Changes from: April 26, 2016 : : 2,118 1,524 0 1,422 0 -347 0 306 0 -992 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 64.1 0.7 24.6 0.2 0.2 0.0 1.3 0.0 3.3 0.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 17 . 7 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 132,347 : : Positions : : 87,737 105,041 17,623 2,944 7,997 0 3,568 28 7,594 2,155 2,419 : : : : Changes from: April 26, 2016 : : 2,992 4,080 933 0 -122 0 0 0 -1,528 162 1,509 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 79.4 13.3 2.2 6.0 0.0 2.7 0.0 5.7 1.6 1.8 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 22 4 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 CITYGATE (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Q Open Interest is 23,846 : : Positions : : 21,651 13,041 0 9,888 0 0 0 0 1,340 279 0 : : : : Changes from: April 26, 2016 : : 0 -155 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 54.7 0.0 41.5 0.0 0.0 0.0 0.0 5.6 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 12 0 . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 110,742 : : Positions : : 98,363 33,688 1,715 61,213 306 0 305 1,001 0 3,548 321 : : : : Changes from: April 26, 2016 : : 5,908 -1,508 0 6,680 0 -212 305 33 0 513 -171 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 30.4 1.5 55.3 0.3 0.0 0.3 0.9 0.0 3.2 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 12 . 7 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 171,619 : : Positions : : 120,406 68,569 36,903 86,308 5,680 0 0 0 0 0 0 : : : : Changes from: April 26, 2016 : : 85 579 0 1,363 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 40.0 21.5 50.3 3.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 12 4 8 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 88,860 : : Positions : : 74,682 51,562 3,581 28,808 428 744 0 0 0 0 0 : : : : Changes from: April 26, 2016 : : 1,298 -949 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 58.0 4.0 32.4 0.5 0.8 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 13 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A2 Open Interest is 25,512 : : Positions : : 22,178 22,361 1,207 840 153 0 0 0 0 0 0 : : : : Changes from: April 26, 2016 : : -155 -155 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 87.6 4.7 3.3 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 343,242 : : Positions : : 248,873 117,015 55,837 188,592 17,000 554 944 2,185 0 2,719 5,266 : : : : Changes from: April 26, 2016 : : 2,149 4,402 3,079 1,125 808 0 -29 31 0 -315 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 34.1 16.3 54.9 5.0 0.2 0.3 0.6 0.0 0.8 1.5 : : : : Number of Traders in Each Category Total Traders: 58 : : 35 24 4 11 7 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 91,423 : : Positions : : 77,339 43,559 3,755 36,117 1,210 1,081 558 533 0 389 1,353 : : : : Changes from: April 26, 2016 : : 1,009 -173 3,755 2,671 -72 271 0 -59 -100 389 -430 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 47.6 4.1 39.5 1.3 1.2 0.6 0.6 0.0 0.4 1.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 15 . 6 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 18,634 : : Positions : : 15,129 16,188 0 488 0 240 0 0 0 0 0 : : : : Changes from: April 26, 2016 : : 148 240 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 86.9 0.0 2.6 0.0 1.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 14 0 . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 74,413 : : Positions : : 28,797 43,641 33,110 14,600 2,797 0 6,607 515 2,799 1,974 587 : : : : Changes from: April 26, 2016 : : -460 -455 214 92 0 0 -90 0 60 30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.7 58.6 44.5 19.6 3.8 0.0 8.9 0.7 3.8 2.7 0.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 6 10 5 4 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 123,922 : : Positions : : 91,197 88,725 17,337 2,166 3,417 8,742 9,798 775 868 2,852 0 : : : : Changes from: April 26, 2016 : : 19,318 16,274 3,196 1,518 -825 5,339 5,241 775 -651 -12,524 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 71.6 14.0 1.7 2.8 7.1 7.9 0.6 0.7 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 67 : : 25 25 8 . 4 5 5 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 170,204 : : Positions : : 130,764 124,897 10,785 4,406 1,232 20,507 14,208 775 1,958 18,226 360 : : : : Changes from: April 26, 2016 : : 17,465 14,838 3,008 1,518 0 5,339 5,241 775 -2,511 -2,310 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 73.4 6.3 2.6 0.7 12.0 8.3 0.5 1.2 10.7 0.2 : : : : Number of Traders in Each Category Total Traders: 79 : : 33 32 7 . . 8 5 . 4 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 69,001 : : Positions : : 66,251 68,057 1,550 0 0 248 0 0 558 0 0 : : : : Changes from: April 26, 2016 : : 980 1,011 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 98.6 2.2 0.0 0.0 0.4 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 21 . 0 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 213,594 : : Positions : : 170,980 162,872 20,831 27,752 11,069 53 0 1,008 2,341 0 154 : : : : Changes from: April 26, 2016 : : -8,135 2,617 242 -10,441 6,520 53 -88 -311 2,341 -177 -435 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 76.3 9.8 13.0 5.2 0.0 0.0 0.5 1.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 31 29 . 6 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233AW Open Interest is 31,193 : : Positions : : 26,892 26,340 496 1,791 0 0 616 0 2,486 0 0 : : : : Changes from: April 26, 2016 : : 852 1,629 0 124 0 0 -31 0 651 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 84.4 1.6 5.7 0.0 0.0 2.0 0.0 8.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 12 . . 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 55,590 : : Positions : : 39,088 40,978 3,621 2,507 516 0 0 0 0 3,814 626 : : : : Changes from: April 26, 2016 : : 489 428 0 0 0 0 0 0 0 154 -32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 73.7 6.5 4.5 0.9 0.0 0.0 0.0 0.0 6.9 1.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 15 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 118,830 : : Positions : : 97,167 63,108 2,282 20,737 8,233 0 5,416 591 2,889 14,867 0 : : : : Changes from: April 26, 2016 : : 2,320 2,797 0 0 0 0 735 -90 0 -2,038 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 53.1 1.9 17.5 6.9 0.0 4.6 0.5 2.4 12.5 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 17 19 . 5 4 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 120,956 : : Positions : : 85,932 110,558 7,109 0 1,795 3,063 0 1,372 7,597 248 74 : : : : Changes from: April 26, 2016 : : 1,951 2,535 755 0 -755 302 0 -122 55 -62 51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 91.4 5.9 0.0 1.5 2.5 0.0 1.1 6.3 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 14 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 105,809 : : Positions : : 77,929 99,274 18,073 3,094 1,469 1,224 0 0 1,457 0 0 : : : : Changes from: April 26, 2016 : : -759 -772 -667 0 0 0 0 0 620 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 93.8 17.1 2.9 1.4 1.2 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 5 . 4 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 121,679 : : Positions : : 107,510 114,462 2,959 1,147 978 0 277 0 1,723 1,495 886 : : : : Changes from: April 26, 2016 : : -664 -1,688 -214 0 0 0 0 0 -247 28 -93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 94.1 2.4 0.9 0.8 0.0 0.2 0.0 1.4 1.2 0.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 17 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 142,466 : : Positions : : 102,678 65,866 15,977 42,406 5,540 443 0 1,072 0 15,584 2,417 : : : : Changes from: April 26, 2016 : : -5,905 5,404 927 -8,603 1,885 -1,246 0 0 0 -1,279 1,492 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 46.2 11.2 29.8 3.9 0.3 0.0 0.8 0.0 10.9 1.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 20 4 6 6 . 0 . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BQ Open Interest is 27,634 : : Positions : : 20,083 20,863 1,718 0 0 858 0 0 899 4,901 0 : : : : Changes from: April 26, 2016 : : 0 0 0 0 0 0 0 0 -2,400 -1,500 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 75.5 6.2 0.0 0.0 3.1 0.0 0.0 3.3 17.7 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 10 . 0 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 56,299 : : Positions : : 49,445 46,702 4,168 6,744 728 0 248 0 651 1,058 0 : : : : Changes from: April 26, 2016 : : 2,687 1,932 0 0 0 0 0 0 0 -360 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 83.0 7.4 12.0 1.3 0.0 0.4 0.0 1.2 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 16 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 63,214 : : Positions : : 38,880 60,692 21,559 0 488 0 728 0 0 480 0 : : : : Changes from: April 26, 2016 : : 310 217 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 96.0 34.1 0.0 0.8 0.0 1.2 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 15 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 210,422 : : Positions : : 153,888 153,136 19,734 18,327 23,247 1,384 0 186 746 6,781 1,798 : : : : Changes from: April 26, 2016 : : 5,959 4,154 -1,951 1,013 93 0 0 0 217 -131 372 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 72.8 9.4 8.7 11.0 0.7 0.0 0.1 0.4 3.2 0.9 : : : : Number of Traders in Each Category Total Traders: 54 : : 32 24 . 6 7 . 0 . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 94,921 : : Positions : : 79,448 39,090 2,164 43,299 2,873 0 0 0 0 0 0 : : : : Changes from: April 26, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 41.2 2.3 45.6 3.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 7 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 91,302 : : Positions : : 43,489 62,163 35,868 19,374 891 0 302 310 0 0 0 : : : : Changes from: April 26, 2016 : : 765 1,165 30 0 0 0 302 310 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.6 68.1 39.3 21.2 1.0 0.0 0.3 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 9 15 7 . 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 93,800 : : Positions : : 54,158 57,432 27,452 27,460 3,658 0 0 0 0 1,500 121 : : : : Changes from: April 26, 2016 : : 1,288 610 363 916 0 0 0 0 0 122 -122 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 61.2 29.3 29.3 3.9 0.0 0.0 0.0 0.0 1.6 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 13 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 44,031 : : Positions : : 43,178 42,419 0 210 0 0 0 0 0 403 0 : : : : Changes from: April 26, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.1 96.3 0.0 0.5 0.0 0.0 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 13 0 . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 101,697 : : Positions : : 82,374 38,180 5,856 57,974 2,417 0 0 0 2,727 0 0 : : : : Changes from: April 26, 2016 : : 1,040 609 -124 856 263 0 0 0 365 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 37.5 5.8 57.0 2.4 0.0 0.0 0.0 2.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 7 . 7 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 1,106,944 : : Positions : : 171,136 181,705 157,872 41,730 86,128 214,456 293,865 226,696 44,937 107,018 133,636 : : : : Changes from: April 26, 2016 : : -2,666 -7,807 13,732 -3,630 -2,390 -3,092 21,238 1,023 1,995 2,703 -985 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.5 16.4 14.3 3.8 7.8 19.4 26.5 20.5 4.1 9.7 12.1 : : : : Number of Traders in Each Category Total Traders: 325 : : 33 31 24 10 26 55 82 75 50 53 70 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 272,109 : : Positions : : 66,838 49,898 31,484 29,057 46,154 49,288 260 18,930 15,706 88,306 32,848 : : : : Changes from: April 26, 2016 : : -3,308 1,951 -2,360 -2,367 -29 -1,783 -2,807 -1,670 -1,960 -4,725 -1,556 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.6 18.3 11.6 10.7 17.0 18.1 0.1 7.0 5.8 32.5 12.1 : : : : Number of Traders in Each Category Total Traders: 64 : : 15 20 6 6 12 9 . 9 7 12 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 107,437 : : Positions : : 12,635 24,310 25,934 20,196 23,088 11,222 3,190 11,184 4,707 10,322 9,884 : : : : Changes from: April 26, 2016 : : -1,365 -1,626 1,723 -800 -1,777 -7,377 -1,453 -2,586 -3,720 -6,850 -1,211 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.8 22.6 24.1 18.8 21.5 10.4 3.0 10.4 4.4 9.6 9.2 : : : : Number of Traders in Each Category Total Traders: 50 : : 9 9 12 . 14 6 4 9 4 12 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 20,802 : : Positions : : 1,526 5,038 5,371 4,065 6,216 3,766 207 2,079 241 1,594 1,394 : : : : Changes from: April 26, 2016 : : -105 -30 -2,231 2,539 -2,572 753 -4,089 -251 -3,204 -1,655 -886 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.3 24.2 25.8 19.5 29.9 18.1 1.0 10.0 1.2 7.7 6.7 : : : : Number of Traders in Each Category Total Traders: 29 : : . . 5 . 7 5 . 5 . 8 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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-2500 - NASDAQ FUTURES (Contracts of 2,500 MMBTU'S) : CFTC Code #023P03 Open Interest is 29,580 : : Positions : : 5,122 9,627 12,173 2,202 3,357 1,063 7,657 1,121 1,684 1,722 1,148 : : : : Changes from: April 26, 2016 : : 0 -267 -8,765 785 -2,342 586 -245 -496 1,462 -3,362 -2,570 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.3 32.5 41.2 7.4 11.3 3.6 25.9 3.8 5.7 5.8 3.9 : : : : Number of Traders in Each Category Total Traders: 20 : : . . 4 . . . 4 4 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 1,398,943 : : Positions : : 449,101 193,158 76,135 836,531 183,443 85,726 24,930 67,645 460,540 23,023 43,024 : : : : Changes from: April 26, 2016 : : -30,161 -4,928 10,186 -22,183 -10,610 3,808 1,150 1,621 -6,071 -5,054 -3,021 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.1 13.8 5.4 59.8 13.1 6.1 1.8 4.8 32.9 1.6 3.1 : : : : Number of Traders in Each Category Total Traders: 95 : : 35 30 4 14 15 9 6 9 15 5 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 316,936 : : Positions : : 61,178 62,166 156,320 124,035 33,585 15,199 33,262 13,540 17,488 29,878 13,854 : : : : Changes from: April 26, 2016 : : -4,517 -6,473 -10,294 4,809 -7,389 -58 2,145 -2,981 2,447 -10,744 -3,272 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.3 19.6 49.3 39.1 10.6 4.8 10.5 4.3 5.5 9.4 4.4 : : : : Number of Traders in Each Category Total Traders: 65 : : 13 15 11 8 16 6 8 11 11 5 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 25,958 : : Positions : : 25,209 18,626 0 6,021 270 0 0 0 63 430 321 : : : : Changes from: April 26, 2016 : : 1,435 1,771 0 -448 -15 0 0 0 26 38 138 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.1 71.8 0.0 23.2 1.0 0.0 0.0 0.0 0.2 1.7 1.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 26 0 6 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 123,021 : : Positions : : 97,353 94,716 10,128 17,212 7,182 3,918 1,575 0 2,546 1,061 649 : : : : Changes from: April 26, 2016 : : -164 88 -177 203 2 657 0 0 76 185 -126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 77.0 8.2 14.0 5.8 3.2 1.3 0.0 2.1 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 81 : : 43 46 6 6 8 4 . 0 8 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 58,703 : : Positions : : 33,958 44,421 5,166 4,085 6,239 1,357 2,988 83 11,190 555 0 : : : : Changes from: April 26, 2016 : : -3,177 -88 462 382 -840 19 552 -19 3,630 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 75.7 8.8 7.0 10.6 2.3 5.1 0.1 19.1 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 17 . 4 5 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 29,064 : : Positions : : 22,812 22,327 2,351 3,160 946 1,240 0 0 45 737 1,495 : : : : Changes from: April 26, 2016 : : -3,468 -3,481 560 -112 -324 -155 0 0 45 555 -583 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 76.8 8.1 10.9 3.3 4.3 0.0 0.0 0.2 2.5 5.1 : : : : Number of Traders in Each Category Total Traders: 47 : : 29 25 . 7 5 . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 14,625 : : Positions : : 4,988 8,055 7,218 3,014 70 0 0 0 1,446 2,673 403 : : : : Changes from: April 26, 2016 : : -607 -1,609 -254 -241 -33 0 0 0 0 808 -620 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.1 55.1 49.4 20.6 0.5 0.0 0.0 0.0 9.9 18.3 2.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 21 5 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 16,380 : : Positions : : 14,568 10,368 286 5,193 133 0 0 0 269 126 71 : : : : Changes from: April 26, 2016 : : -1,190 -650 -36 -405 15 0 0 0 20 -123 -66 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 63.3 1.7 31.7 0.8 0.0 0.0 0.0 1.6 0.8 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 13 . 4 4 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated May 6, 2016