Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 4,470,300 : : Positions : :2,449,462 1,085,481 406,559 2,381,458 212,792 438,719 35,812 225,924 255,619 83,797 431,170 : : : : Changes from: May 31, 2016 : : -62,646 40,592 18,546 39,939 1,202 26,990 1,380 -7,311 78,826 -19,269 -18,703 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 24.3 9.1 53.3 4.8 9.8 0.8 5.1 5.7 1.9 9.6 : : : : Number of Traders in Each Category Total Traders: 229 : : 117 98 5 20 22 21 8 24 34 17 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 223,797 : : Positions : : 34,719 44,388 46,856 54,404 36,132 27,139 9,896 24,877 26,243 28,117 25,481 : : : : Changes from: May 31, 2016 : : 2,320 306 6,492 1,646 2,919 -1,989 5,729 -2,836 1,694 944 84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.5 19.8 20.9 24.3 16.1 12.1 4.4 11.1 11.7 12.6 11.4 : : : : Number of Traders in Each Category Total Traders: 62 : : 14 15 10 8 16 5 4 5 9 7 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 251,620 : : Positions : : 152,614 210,271 19,797 1,121 22,956 11,557 468 6,707 19,041 1,057 3,079 : : : : Changes from: May 31, 2016 : : -18,332 -19,008 895 -641 -1,875 -1,351 468 -286 -1,290 441 313 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 83.6 7.9 0.4 9.1 4.6 0.2 2.7 7.6 0.4 1.2 : : : : Number of Traders in Each Category Total Traders: 60 : : 30 26 7 . 7 . . 5 8 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 135,317 : : Positions : : 122,859 97,987 0 22,155 3,992 0 1,573 0 458 3,386 2,522 : : : : Changes from: May 31, 2016 : : -8,764 -11,144 -64 903 -1,592 -732 -318 -754 -1,206 -495 -296 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 72.4 0.0 16.4 3.0 0.0 1.2 0.0 0.3 2.5 1.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 27 0 5 4 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 215,826 : : Positions : : 178,283 70,829 2,624 113,237 11,811 940 5,572 4,604 661 887 381 : : : : Changes from: May 31, 2016 : : -16,798 -7,373 -1,270 -9,796 -1,108 -1,223 -1,450 663 -2,883 390 -9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 32.8 1.2 52.5 5.5 0.4 2.6 2.1 0.3 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 21 14 . 12 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 804,243 : : Positions : : 706,671 192,286 30,321 540,302 35,035 0 6,471 15,225 923 8,055 1,604 : : : : Changes from: May 31, 2016 : : -21,828 -15,053 -1,123 -8,846 -1,847 0 -2,468 1,265 -1,838 1,024 -861 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 23.9 3.8 67.2 4.4 0.0 0.8 1.9 0.1 1.0 0.2 : : : : Number of Traders in Each Category Total Traders: 65 : : 39 24 5 10 13 0 4 4 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 349,010 : : Positions : : 301,168 218,539 20,933 115,579 799 590 2,072 3,363 14,255 0 1,311 : : : : Changes from: May 31, 2016 : : -3,494 -791 -976 -5,901 -299 -127 0 11 -2,743 0 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 62.6 6.0 33.1 0.2 0.2 0.6 1.0 4.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 60 : : 32 32 4 9 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 284,718 : : Positions : : 214,117 171,493 17,832 79,124 28,797 2,511 217 2,074 11,540 1,472 455 : : : : Changes from: May 31, 2016 : : -17,166 -21,506 -1,911 1,833 -642 -482 -150 -37 -1,176 -25 -93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 60.2 6.3 27.8 10.1 0.9 0.1 0.7 4.1 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 57 : : 28 32 4 9 10 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 105,406 : : Positions : : 95,787 57,851 0 33,147 178 3,619 0 513 1,216 986 239 : : : : Changes from: May 31, 2016 : : -19,094 -16,281 0 -1,442 -42 3,353 0 -1,004 1,216 -1,437 -1,650 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 54.9 0.0 31.4 0.2 3.4 0.0 0.5 1.2 0.9 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 15 0 7 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 128,045 : : Positions : : 95,288 96,849 15,956 1,968 6,054 406 1,980 431 0 11,781 3,231 : : : : Changes from: May 31, 2016 : : -5,548 -10,185 -2,526 -480 -400 244 -543 -120 0 3,656 -3,077 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 75.6 12.5 1.5 4.7 0.3 1.5 0.3 0.0 9.2 2.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 24 4 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 17,430 : : Positions : : 17,220 11,508 0 5,862 0 0 0 0 0 0 0 : : : : Changes from: May 31, 2016 : : -5,220 -3,048 0 -2,976 0 0 0 0 -620 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.8 66.0 0.0 33.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 9 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 107,962 : : Positions : : 90,337 24,340 1,288 72,655 302 5,207 0 611 0 30 740 : : : : Changes from: May 31, 2016 : : -7,652 -3,809 -210 -1,706 0 -143 0 0 0 -1,291 441 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 22.5 1.2 67.3 0.3 4.8 0.0 0.6 0.0 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 12 . 8 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 152,310 : : Positions : : 107,087 59,703 32,597 77,524 4,977 0 0 0 0 0 0 : : : : Changes from: May 31, 2016 : : -8,248 -5,188 -2,295 -6,466 -345 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 39.2 21.4 50.9 3.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 13 5 8 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 73,365 : : Positions : : 61,062 40,038 2,483 25,350 428 0 1,230 0 0 0 0 : : : : Changes from: May 31, 2016 : : -6,327 -6,544 -540 -876 0 0 -360 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 54.6 3.4 34.6 0.6 0.0 1.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 18,625 : : Positions : : 15,956 16,831 0 0 0 0 600 0 360 0 0 : : : : Changes from: May 31, 2016 : : -4,960 -4,898 -367 0 -123 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 90.4 0.0 0.0 0.0 0.0 3.2 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 11 0 0 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 332,318 : : Positions : : 241,801 104,373 50,293 188,285 22,000 1,003 0 1,023 973 1,305 4,387 : : : : Changes from: May 31, 2016 : : -11,428 -7,728 -2,054 -5,556 -1,181 420 -665 -573 -606 -2,004 460 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 31.4 15.1 56.7 6.6 0.3 0.0 0.3 0.3 0.4 1.3 : : : : Number of Traders in Each Category Total Traders: 63 : : 40 27 . 12 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 78,280 : : Positions : : 66,231 32,930 3,703 33,381 732 1,417 620 311 0 1,012 470 : : : : Changes from: May 31, 2016 : : -6,072 -4,598 20 -2,010 -20 86 -60 91 0 588 -305 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 42.1 4.7 42.6 0.9 1.8 0.8 0.4 0.0 1.3 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 10 . 6 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 75,026 : : Positions : : 28,211 38,974 33,552 14,956 3,159 0 6,918 956 3,165 4,306 181 : : : : Changes from: May 31, 2016 : : -1,178 -3,272 -451 -1,020 -18 0 830 270 -480 -1,016 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.6 51.9 44.7 19.9 4.2 0.0 9.2 1.3 4.2 5.7 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 6 5 4 6 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 44,481 : : Positions : : 23,220 40,182 13,567 12 2,961 3,198 0 0 0 0 0 : : : : Changes from: May 31, 2016 : : -20,644 -48,390 -4,965 -480 -5,588 -17,791 -8,190 0 -17,280 -3,030 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 90.3 30.5 0.0 6.7 7.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 11 7 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 100,313 : : Positions : : 47,255 81,399 7,526 606 6,184 20,989 8,190 0 17,580 3,030 0 : : : : Changes from: May 31, 2016 : : -62,106 -43,978 -1,333 244 -1,732 -3,239 -7,938 -2,635 11,749 -2,170 -12,958 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 81.1 7.5 0.6 6.2 20.9 8.2 0.0 17.5 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 69 : : 21 29 5 . . 7 . 0 7 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 51,243 : : Positions : : 49,257 51,003 1,408 0 0 0 0 0 0 0 0 : : : : Changes from: May 31, 2016 : : -11,621 -11,902 0 0 0 -368 0 0 -528 0 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.1 99.5 2.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 20 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 207,642 : : Positions : : 160,157 164,946 24,716 20,131 11,913 281 0 1,476 0 0 0 : : : : Changes from: May 31, 2016 : : -1,871 -918 -800 -109 -552 281 -1,008 660 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 79.4 11.9 9.7 5.7 0.1 0.0 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 30 28 . 5 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 27,765 : : Positions : : 25,098 24,035 990 0 0 0 210 0 171 0 690 : : : : Changes from: May 31, 2016 : : -5,199 -5,069 -379 -1,371 -210 0 -496 0 -1,085 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 86.6 3.6 0.0 0.0 0.0 0.8 0.0 0.6 0.0 2.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 11 . 0 0 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 53,079 : : Positions : : 37,682 42,970 3,531 1,064 458 0 0 0 986 1,782 196 : : : : Changes from: May 31, 2016 : : -2,955 -2,862 0 -894 244 0 0 0 118 -546 -118 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 81.0 6.7 2.0 0.9 0.0 0.0 0.0 1.9 3.4 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 17 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 106,532 : : Positions : : 89,910 55,831 1,087 19,458 6,511 0 4,523 774 0 12,938 0 : : : : Changes from: May 31, 2016 : : -6,790 -5,564 -536 -330 -1,276 0 -256 137 0 -142 -210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 52.4 1.0 18.3 6.1 0.0 4.2 0.7 0.0 12.1 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 16 19 . 6 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 116,361 : : Positions : : 82,194 105,934 8,377 0 1,003 0 438 1,116 7,494 0 0 : : : : Changes from: May 31, 2016 : : -5,109 -6,259 36 0 -36 -539 438 -255 -437 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 91.0 7.2 0.0 0.9 0.0 0.4 1.0 6.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 12 . 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 99,823 : : Positions : : 68,858 94,694 22,444 2,473 1,322 984 0 0 0 0 0 : : : : Changes from: May 31, 2016 : : -4,164 -5,042 -1,189 -218 43 0 -273 -696 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 94.9 22.5 2.5 1.3 1.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 5 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 102,217 : : Positions : : 91,994 96,809 2,049 2,003 1,039 0 0 0 1,064 279 261 : : : : Changes from: May 31, 2016 : : -9,274 -9,134 60 0 -60 0 0 0 -987 -797 -181 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 94.7 2.0 2.0 1.0 0.0 0.0 0.0 1.0 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 16 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 124,804 : : Positions : : 85,054 63,409 13,622 31,354 5,278 0 311 968 2,864 11,627 446 : : : : Changes from: May 31, 2016 : : -10,930 -5,335 -1,015 -684 -814 0 142 -142 2,864 -3,507 -2,496 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 50.8 10.9 25.1 4.2 0.0 0.2 0.8 2.3 9.3 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 18 4 6 6 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 40,063 : : Positions : : 30,997 36,398 4,936 2,130 270 1,452 0 0 0 480 0 : : : : Changes from: May 31, 2016 : : -11,766 -8,722 558 -2,604 -248 740 0 -248 -831 -278 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 90.9 12.3 5.3 0.7 3.6 0.0 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 15 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 45,968 : : Positions : : 31,589 44,820 12,403 0 488 0 0 0 0 480 0 : : : : Changes from: May 31, 2016 : : -5,782 -9,781 -3,906 0 0 0 -338 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 97.5 27.0 0.0 1.1 0.0 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 199,277 : : Positions : : 145,840 144,675 17,877 20,849 19,885 2,228 238 584 4,863 4,803 2,398 : : : : Changes from: May 31, 2016 : : -11,547 -9,828 -4 -968 -1,139 -270 -90 0 553 -887 207 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 72.6 9.0 10.5 10.0 1.1 0.1 0.3 2.4 2.4 1.2 : : : : Number of Traders in Each Category Total Traders: 58 : : 31 29 4 5 7 . . . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 93,491 : : Positions : : 78,404 41,092 2,408 42,998 2,853 0 0 0 1,735 0 182 : : : : Changes from: May 31, 2016 : : -3,506 -1,400 90 -341 -957 0 0 0 121 0 -61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 44.0 2.6 46.0 3.1 0.0 0.0 0.0 1.9 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 9 . 7 5 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 85,479 : : Positions : : 45,469 57,612 30,277 19,398 1,045 0 0 0 0 0 0 : : : : Changes from: May 31, 2016 : : -2,648 -4,560 -2,670 82 797 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 67.4 35.4 22.7 1.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 9 14 6 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 83,460 : : Positions : : 47,264 49,848 24,392 24,851 3,356 0 0 0 0 2,055 61 : : : : Changes from: May 31, 2016 : : -5,907 -7,409 -2,625 -977 -151 -210 0 0 0 93 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 59.7 29.2 29.8 4.0 0.0 0.0 0.0 0.0 2.5 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 June 7, 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 92,048 : : Positions : : 72,225 33,282 6,286 52,166 1,989 0 0 0 2,697 0 0 : : : : Changes from: May 31, 2016 : : -7,557 -2,568 -205 -2,893 -180 0 0 0 -179 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 36.2 6.8 56.7 2.2 0.0 0.0 0.0 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 7 . 6 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 1,051,119 : : Positions : : 146,708 131,608 154,230 44,391 87,172 215,116 272,250 221,266 37,231 133,320 119,735 : : : : Changes from: May 31, 2016 : : -3,249 -12,384 -14,563 6,525 -847 -15,041 -58,043 25,821 -9,266 24,582 -11,376 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.0 12.5 14.7 4.2 8.3 20.5 25.9 21.1 3.5 12.7 11.4 : : : : Number of Traders in Each Category Total Traders: 325 : : 33 30 19 13 23 67 65 79 49 60 73 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 266,872 : : Positions : : 61,063 40,978 28,914 32,054 45,291 54,150 4,002 20,898 18,882 89,707 27,287 : : : : Changes from: May 31, 2016 : : 1,155 -985 -892 2,661 1,619 4,615 -144 -755 -716 2,055 -1,738 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.9 15.4 10.8 12.0 17.0 20.3 1.5 7.8 7.1 33.6 10.2 : : : : Number of Traders in Each Category Total Traders: 69 : : 18 20 7 7 14 7 . 10 11 11 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 112,107 : : Positions : : 10,452 24,981 25,537 20,465 22,543 17,297 7,309 8,617 6,091 11,420 10,420 : : : : Changes from: May 31, 2016 : : 978 483 -1,066 145 335 -1,457 3,055 606 1,904 -2,516 902 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.3 22.3 22.8 18.3 20.1 15.4 6.5 7.7 5.4 10.2 9.3 : : : : Number of Traders in Each Category Total Traders: 53 : : 9 11 10 4 13 6 4 8 5 13 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 25,476 : : Positions : : 2,840 5,148 5,628 5,886 8,145 4,376 187 2,826 564 2,187 1,097 : : : : Changes from: May 31, 2016 : : 1,318 0 -205 2,060 1,317 1,114 49 25 34 152 117 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.1 20.2 22.1 23.1 32.0 17.2 0.7 11.1 2.2 8.6 4.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 4 . . 4 6 5 . 5 . 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 1,367,534 : : Positions : : 428,219 199,041 83,767 818,880 178,867 82,340 26,662 65,425 459,512 12,904 34,385 : : : : Changes from: May 31, 2016 : : 396 910 409 3,612 1,084 2,797 2,949 -523 6,925 -2,101 -4,811 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.3 14.6 6.1 59.9 13.1 6.0 1.9 4.8 33.6 0.9 2.5 : : : : Number of Traders in Each Category Total Traders: 95 : : 34 30 4 14 15 9 6 10 19 . 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 331,181 : : Positions : : 57,800 58,254 173,220 127,702 36,287 12,951 28,561 18,723 10,066 35,111 19,459 : : : : Changes from: May 31, 2016 : : 595 262 2,912 843 3,573 -2,847 -1,464 6,295 -76 417 4,046 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.5 17.6 52.3 38.6 11.0 3.9 8.6 5.7 3.0 10.6 5.9 : : : : Number of Traders in Each Category Total Traders: 68 : : 13 14 13 7 16 6 8 11 9 9 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 27,808 : : Positions : : 26,302 19,193 0 6,129 438 0 0 0 163 818 136 : : : : Changes from: May 31, 2016 : : -4,735 -3,696 0 -919 0 0 0 0 24 -86 -264 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 69.0 0.0 22.0 1.6 0.0 0.0 0.0 0.6 2.9 0.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 24 0 6 . 0 0 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 141,446 : : Positions : : 115,618 113,581 9,339 16,630 5,967 5,867 1,313 492 2,262 1,773 575 : : : : Changes from: May 31, 2016 : : -875 -358 -397 -413 -339 1,198 -184 455 -224 462 -87 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 80.3 6.6 11.8 4.2 4.1 0.9 0.3 1.6 1.3 0.4 : : : : Number of Traders in Each Category Total Traders: 87 : : 45 45 4 7 7 4 . . 12 8 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 71,574 : : Positions : : 44,745 54,430 4,848 2,926 8,191 1,376 3,912 64 12,020 1,049 0 : : : : Changes from: May 31, 2016 : : -2,729 -4,097 223 -98 -138 19 924 -19 0 354 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 76.0 6.8 4.1 11.4 1.9 5.5 0.1 16.8 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 18 . . 5 . . . 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 31,106 : : Positions : : 24,608 23,168 1,833 3,428 1,931 1,085 0 0 190 960 1,224 : : : : Changes from: May 31, 2016 : : -2,576 -2,408 -110 -647 -70 -155 0 0 0 277 -428 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 74.5 5.9 11.0 6.2 3.5 0.0 0.0 0.6 3.1 3.9 : : : : Number of Traders in Each Category Total Traders: 48 : : 26 24 . 7 5 . 0 0 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 16,538 : : Positions : : 6,257 10,088 7,259 3,075 187 0 0 0 2,011 2,456 371 : : : : Changes from: May 31, 2016 : : -902 -491 -319 -124 0 0 0 0 -250 -881 -69 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 61.0 43.9 18.6 1.1 0.0 0.0 0.0 12.2 14.9 2.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 24 5 4 . 0 0 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 15,497 : : Positions : : 13,467 9,804 360 4,865 90 0 0 0 270 126 105 : : : : Changes from: May 31, 2016 : : -1,533 -945 10 -513 -35 0 0 0 53 0 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 63.3 2.3 31.4 0.6 0.0 0.0 0.0 1.7 0.8 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 14 . 4 . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated June 10, 2016