Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 4,787,222 : : Positions : :2,474,178 1,096,096 426,900 2,608,402 199,644 559,073 59,334 249,538 312,803 49,873 479,094 : : : : Changes from: June 21, 2016 : : -35,668 9,046 7,742 68,267 4,599 59,720 14,277 -766 32,061 -27,511 -13,236 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 22.9 8.9 54.5 4.2 11.7 1.2 5.2 6.5 1.0 10.0 : : : : Number of Traders in Each Category Total Traders: 233 : : 119 100 5 20 22 23 7 26 38 13 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 202,432 : : Positions : : 47,772 41,812 44,146 50,092 33,139 14,650 20,031 13,555 25,014 21,816 21,832 : : : : Changes from: June 21, 2016 : : 9,950 -2,985 -2,220 1,198 -4,732 -24,157 -4,151 -5,710 -4,686 -15,178 1,406 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.6 20.7 21.8 24.7 16.4 7.2 9.9 6.7 12.4 10.8 10.8 : : : : Number of Traders in Each Category Total Traders: 60 : : 14 16 11 7 16 4 4 4 5 10 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 272,790 : : Positions : : 178,055 237,700 20,529 630 22,895 4,998 0 2,642 22,393 0 4,147 : : : : Changes from: June 21, 2016 : : 15,360 16,229 -972 -93 350 -2,504 -1,306 -8,778 1,070 0 425 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 87.1 7.5 0.2 8.4 1.8 0.0 1.0 8.2 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 60 : : 31 27 5 . 5 4 0 4 10 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 154,578 : : Positions : : 139,292 110,875 0 23,113 3,654 0 984 0 872 6,187 3,150 : : : : Changes from: June 21, 2016 : : 7,959 6,911 0 -295 93 0 0 0 592 1,189 538 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 71.7 0.0 15.0 2.4 0.0 0.6 0.0 0.6 4.0 2.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 25 0 5 4 0 . 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 227,071 : : Positions : : 193,291 88,427 1,164 113,803 13,306 874 0 2,348 1,882 887 225 : : : : Changes from: June 21, 2016 : : 7,370 10,031 0 -177 0 -279 -3,604 -2,814 -257 0 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 38.9 0.5 50.1 5.9 0.4 0.0 1.0 0.8 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 24 20 . 12 9 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 841,073 : : Positions : : 753,140 208,763 31,146 577,216 35,968 93 1,689 3,787 892 6,618 1,620 : : : : Changes from: June 21, 2016 : : 31,943 15,164 485 18,273 -93 -537 -2,406 -11,819 -31 268 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 24.8 3.7 68.6 4.3 0.0 0.2 0.5 0.1 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 63 : : 39 23 5 10 13 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 343,459 : : Positions : : 307,228 220,773 20,844 111,280 1,035 0 0 0 6,062 246 1,301 : : : : Changes from: June 21, 2016 : : 2,599 4,434 302 -2,209 205 0 -2,985 -2,749 -2,180 246 -92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 64.3 6.1 32.4 0.3 0.0 0.0 0.0 1.8 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 61 : : 35 34 4 9 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HSC FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023398 Open Interest is 298,802 : : Positions : : 232,762 177,236 18,664 84,143 31,435 0 1,086 1,909 6,330 1,383 474 : : : : Changes from: June 21, 2016 : : 14,875 2,747 103 4,686 1,133 -3,198 946 -142 -3,096 213 -164 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 59.3 6.2 28.2 10.5 0.0 0.4 0.6 2.1 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 58 : : 32 32 5 8 10 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 111,467 : : Positions : : 101,579 58,601 0 35,520 209 2,466 0 806 0 1,785 1,640 : : : : Changes from: June 21, 2016 : : 2,757 -124 0 276 0 -396 0 124 -1,095 1,413 1,183 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 52.6 0.0 31.9 0.2 2.2 0.0 0.7 0.0 1.6 1.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 17 0 7 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 132,633 : : Positions : : 99,353 97,147 12,611 1,968 10,244 159 1,199 585 0 14,070 2,848 : : : : Changes from: June 21, 2016 : : 198 -1,075 -3,843 0 4,280 0 -1,201 0 0 -696 392 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 73.2 9.5 1.5 7.7 0.1 0.9 0.4 0.0 10.6 2.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 28 25 4 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 27,567 : : Positions : : 26,950 17,861 0 9,520 0 0 0 0 0 0 0 : : : : Changes from: June 21, 2016 : : 4,274 2,015 0 2,418 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.8 64.8 0.0 34.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 10 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 111,396 : : Positions : : 98,435 25,135 1,288 75,575 302 968 0 675 0 1,567 675 : : : : Changes from: June 21, 2016 : : 8,871 942 0 -184 0 -7,543 0 64 0 899 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 22.6 1.2 67.8 0.3 0.9 0.0 0.6 0.0 1.4 0.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 13 . 9 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 160,924 : : Positions : : 116,909 63,443 32,100 82,921 5,025 0 0 0 0 0 0 : : : : Changes from: June 21, 2016 : : 3,300 97 151 3,504 -92 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 39.4 19.9 51.5 3.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 14 5 8 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 76,893 : : Positions : : 65,437 42,604 2,483 27,666 428 0 0 0 0 0 0 : : : : Changes from: June 21, 2016 : : 1,300 1,168 0 0 0 0 -1,478 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 55.4 3.2 36.0 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 23,883 : : Positions : : 20,182 22,503 0 0 0 930 0 0 360 0 0 : : : : Changes from: June 21, 2016 : : 1,240 2,305 0 0 0 62 -600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 94.2 0.0 0.0 0.0 3.9 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 15 0 0 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 350,560 : : Positions : : 258,850 111,332 48,128 197,458 26,923 1,326 0 1,116 1,543 1,514 3,125 : : : : Changes from: June 21, 2016 : : 3,208 2,242 1,022 2,936 1,357 -502 -113 -464 570 -159 -1,076 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 31.8 13.7 56.3 7.7 0.4 0.0 0.3 0.4 0.4 0.9 : : : : Number of Traders in Each Category Total Traders: 68 : : 43 30 4 11 7 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 86,083 : : Positions : : 74,161 38,606 4,112 34,405 540 930 374 703 0 1,661 410 : : : : Changes from: June 21, 2016 : : 5,090 3,149 0 -248 0 -781 -246 447 -65 1,661 -683 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 44.8 4.8 40.0 0.6 1.1 0.4 0.8 0.0 1.9 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 10 . 6 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 17,617 : : Positions : : 12,990 12,610 1,958 2,022 0 930 0 0 302 0 0 : : : : Changes from: June 21, 2016 : : 2,210 4,006 0 0 0 434 -620 0 62 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 71.6 11.1 11.5 0.0 5.3 0.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 11 . . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 78,814 : : Positions : : 30,125 48,490 33,885 14,832 3,159 1,215 0 984 3,227 5,842 20 : : : : Changes from: June 21, 2016 : : -1,061 7,233 31 730 -118 792 -7,915 -163 -62 713 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 61.5 43.0 18.8 4.0 1.5 0.0 1.2 4.1 7.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 9 10 5 4 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 89,665 : : Positions : : 39,042 81,506 23,988 12 2,961 11,816 744 0 8,401 2,697 0 : : : : Changes from: June 21, 2016 : : 14,322 32,999 6,425 0 -1,147 5,084 744 0 8,091 2,449 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.5 90.9 26.8 0.0 3.3 13.2 0.8 0.0 9.4 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 14 27 8 . 4 . . 0 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 145,154 : : Positions : : 62,419 128,322 17,622 348 7,186 29,731 2,004 0 26,198 5,727 0 : : : : Changes from: June 21, 2016 : : 12,518 37,236 5,260 -1,498 1,033 5,208 -6,186 0 8,618 2,759 -310 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.0 88.4 12.1 0.2 5.0 20.5 1.4 0.0 18.0 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 77 : : 28 37 6 . 4 7 . 0 8 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 61,563 : : Positions : : 59,297 59,801 1,346 0 0 0 0 0 0 0 0 : : : : Changes from: June 21, 2016 : : 7,622 6,442 -62 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.3 97.1 2.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 21 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 216,264 : : Positions : : 166,465 171,802 26,217 21,614 13,471 115 0 972 0 0 0 : : : : Changes from: June 21, 2016 : : -502 431 0 -561 347 100 0 -248 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 79.4 12.1 10.0 6.2 0.1 0.0 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 30 28 . 4 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 32,905 : : Positions : : 29,236 28,845 2,230 0 0 0 372 0 0 263 644 : : : : Changes from: June 21, 2016 : : 2,594 2,287 248 0 0 0 162 0 0 62 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 87.7 6.8 0.0 0.0 0.0 1.1 0.0 0.0 0.8 2.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 16 . 0 0 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AY Open Interest is 52,012 : : Positions : : 36,535 41,816 8,240 1,278 244 0 952 383 0 2,164 554 : : : : Changes from: June 21, 2016 : : 992 -248 -124 214 -214 0 62 -135 -486 506 379 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 80.4 15.8 2.5 0.5 0.0 1.8 0.7 0.0 4.2 1.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 18 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 105,705 : : Positions : : 89,134 60,922 936 19,954 6,649 0 2,563 742 0 8,474 184 : : : : Changes from: June 21, 2016 : : -402 3,048 0 124 0 0 -1,504 0 0 -2,132 124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 57.6 0.9 18.9 6.3 0.0 2.4 0.7 0.0 8.0 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 18 22 . 6 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 122,522 : : Positions : : 92,129 111,883 10,611 0 1,354 1,323 0 1,554 6,305 0 28 : : : : Changes from: June 21, 2016 : : 1,523 564 302 0 0 1,023 0 0 -678 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 91.3 8.7 0.0 1.1 1.1 0.0 1.3 5.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 14 . 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 103,014 : : Positions : : 69,659 97,775 28,165 2,597 892 0 0 0 682 0 0 : : : : Changes from: June 21, 2016 : : 1,056 1,567 2,609 124 -93 -984 0 0 682 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 94.9 27.3 2.5 0.9 0.0 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 7 . 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 111,190 : : Positions : : 100,044 104,364 2,049 2,003 1,039 248 0 0 1,556 248 388 : : : : Changes from: June 21, 2016 : : 2,554 868 0 0 0 0 0 0 -243 -31 333 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 93.9 1.8 1.8 0.9 0.2 0.0 0.0 1.4 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 18 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 120,744 : : Positions : : 80,151 62,979 13,800 30,277 6,715 0 2,158 914 1,441 7,214 1,418 : : : : Changes from: June 21, 2016 : : 376 -399 62 -560 645 0 -93 0 -931 -185 620 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 52.2 11.4 25.1 5.6 0.0 1.8 0.8 1.2 6.0 1.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 21 4 6 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 19,890 : : Positions : : 16,867 14,235 403 0 0 0 8 240 390 3,840 0 : : : : Changes from: June 21, 2016 : : 2,746 2,601 403 0 0 -300 0 0 -620 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 71.6 2.0 0.0 0.0 0.0 0.0 1.2 2.0 19.3 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . 0 0 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 52,768 : : Positions : : 40,586 48,444 5,122 2,866 270 960 434 0 3,193 480 0 : : : : Changes from: June 21, 2016 : : 3,861 1,968 -62 736 0 -1,856 434 0 248 31 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 91.8 9.7 5.4 0.5 1.8 0.8 0.0 6.1 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 18 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 48,882 : : Positions : : 35,298 46,835 11,535 0 488 0 775 0 217 480 0 : : : : Changes from: June 21, 2016 : : 1,229 1,054 155 0 0 0 341 0 217 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 95.8 23.6 0.0 1.0 0.0 1.6 0.0 0.4 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 16 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CH Open Interest is 202,648 : : Positions : : 148,247 145,160 22,738 27,996 15,783 838 1,013 522 7,143 4,057 1,999 : : : : Changes from: June 21, 2016 : : -2,513 2,955 5,933 580 -450 -617 372 -434 1,326 0 68 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 71.6 11.2 13.8 7.8 0.4 0.5 0.3 3.5 2.0 1.0 : : : : Number of Traders in Each Category Total Traders: 62 : : 35 34 . 6 7 . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 108,808 : : Positions : : 93,016 59,466 3,676 39,479 3,205 0 0 0 0 0 0 : : : : Changes from: June 21, 2016 : : 14,693 16,425 577 -1,035 -331 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 54.7 3.4 36.3 2.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 11 . 6 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 86,586 : : Positions : : 46,513 58,104 30,277 19,398 1,045 0 0 0 0 0 0 : : : : Changes from: June 21, 2016 : : -62 -62 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 67.1 35.0 22.4 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 28, 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 90,587 : : Positions : : 50,041 53,365 27,814 26,442 3,083 626 0 490 0 465 0 : : : : Changes from: June 21, 2016 : : 1,175 2,370 1,717 62 -61 626 0 490 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 58.9 30.7 29.2 3.4 0.7 0.0 0.5 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 13 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 96,574 : : Positions : : 74,760 30,877 6,923 58,592 1,989 0 0 0 2,697 0 0 : : : : Changes from: June 21, 2016 : : 2,041 304 637 3,075 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 32.0 7.2 60.7 2.1 0.0 0.0 0.0 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 7 . 6 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 1,063,784 : : Positions : : 197,790 185,454 146,992 60,001 97,823 224,710 252,847 158,672 36,621 146,291 125,556 : : : : Changes from: June 21, 2016 : : 55,851 48,985 -5,340 4,212 -5,233 -9,865 -11,579 -46,283 -1,308 -2,345 -1,705 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.6 17.4 13.8 5.6 9.2 21.1 23.8 14.9 3.4 13.8 11.8 : : : : Number of Traders in Each Category Total Traders: 310 : : 34 31 21 13 28 76 51 72 41 57 63 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 312,692 : : Positions : : 64,712 42,557 37,566 36,173 42,502 83,868 12,501 19,250 21,854 120,921 31,525 : : : : Changes from: June 21, 2016 : : 4,265 1,173 7,225 1,723 -751 1,353 -292 805 1,664 13,731 1,908 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.7 13.6 12.0 11.6 13.6 26.8 4.0 6.2 7.0 38.7 10.1 : : : : Number of Traders in Each Category Total Traders: 81 : : 24 22 6 10 15 9 . 11 12 14 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 115,617 : : Positions : : 17,864 26,185 36,168 29,910 17,652 17,534 3,589 4,736 2,512 18,082 9,665 : : : : Changes from: June 21, 2016 : : 768 599 -2,467 -1,127 -1,449 -6,356 -12,382 -8,683 -5,991 -1,912 -4,798 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.5 22.6 31.3 25.9 15.3 15.2 3.1 4.1 2.2 15.6 8.4 : : : : Number of Traders in Each Category Total Traders: 53 : : 11 11 11 . 13 5 . 7 6 13 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 24,639 : : Positions : : 2,700 5,148 5,359 6,142 7,698 4,269 118 2,626 579 1,499 1,250 : : : : Changes from: June 21, 2016 : : -140 0 -1,077 -442 48 -252 -252 -285 -247 -1,022 -208 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.0 20.9 21.8 24.9 31.2 17.3 0.5 10.7 2.3 6.1 5.1 : : : : Number of Traders in Each Category Total Traders: 28 : : . . . 4 7 5 . 5 5 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 1,449,163 : : Positions : : 435,636 209,205 77,435 861,390 175,927 90,408 31,542 89,041 510,943 16,200 33,750 : : : : Changes from: June 21, 2016 : : 2,886 2,071 -1,427 14,293 -637 4,883 1,303 12,939 13,131 4,174 -121 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.1 14.4 5.3 59.4 12.1 6.2 2.2 6.1 35.3 1.1 2.3 : : : : Number of Traders in Each Category Total Traders: 101 : : 37 30 4 14 13 10 6 11 20 4 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 320,907 : : Positions : : 63,657 61,545 163,921 120,574 38,290 10,840 27,110 14,794 9,590 36,710 16,736 : : : : Changes from: June 21, 2016 : : 4,003 2,572 -9,417 -6,579 -1,245 -4,227 1,376 -12,481 -2,149 -7,592 -1,765 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.8 19.2 51.1 37.6 11.9 3.4 8.4 4.6 3.0 11.4 5.2 : : : : Number of Traders in Each Category Total Traders: 66 : : 13 15 13 7 16 4 9 8 10 7 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #06665B Open Interest is 2,131 : : Positions : : 1,306 1,453 0 0 0 0 0 0 165 181 115 : : : : Changes from: June 21, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 68.2 0.0 0.0 0.0 0.0 0.0 0.0 7.7 8.5 5.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 13 0 0 0 0 0 0 . . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 29,465 : : Positions : : 27,779 20,553 0 6,129 438 0 0 0 100 798 136 : : : : Changes from: June 21, 2016 : : -144 -238 0 0 0 0 0 0 -63 5 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 69.8 0.0 20.8 1.5 0.0 0.0 0.0 0.3 2.7 0.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 24 0 6 . 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 150,351 : : Positions : : 124,401 121,486 8,141 16,835 6,034 6,018 1,253 1,512 2,188 1,387 953 : : : : Changes from: June 21, 2016 : : 461 -169 -498 75 -130 0 0 -80 -90 -3 110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 80.8 5.4 11.2 4.0 4.0 0.8 1.0 1.5 0.9 0.6 : : : : Number of Traders in Each Category Total Traders: 88 : : 46 46 4 7 6 4 . . 10 11 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 76,982 : : Positions : : 50,464 58,737 4,338 3,581 8,295 1,446 4,248 0 12,200 834 0 : : : : Changes from: June 21, 2016 : : 1,450 1,100 -320 0 144 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 76.3 5.6 4.7 10.8 1.9 5.5 0.0 15.8 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 19 . . 4 . . 0 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 32,720 : : Positions : : 27,128 24,591 1,258 3,899 1,650 1,085 0 0 220 1,053 1,144 : : : : Changes from: June 21, 2016 : : 1,189 820 -160 309 -143 0 0 0 5 -65 -56 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 75.2 3.8 11.9 5.0 3.3 0.0 0.0 0.7 3.2 3.5 : : : : Number of Traders in Each Category Total Traders: 51 : : 29 27 . 8 5 . 0 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 17,769 : : Positions : : 7,237 10,691 7,115 3,130 348 0 0 0 2,194 2,855 393 : : : : Changes from: June 21, 2016 : : 572 38 -144 55 121 0 0 0 50 305 -135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.7 60.2 40.0 17.6 2.0 0.0 0.0 0.0 12.3 16.1 2.2 : : : : Number of Traders in Each Category Total Traders: 47 : : 27 24 5 4 . 0 0 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 16,188 : : Positions : : 14,047 10,399 480 4,916 67 0 0 0 260 126 105 : : : : Changes from: June 21, 2016 : : 19 95 0 -5 0 0 0 0 10 0 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 64.2 3.0 30.4 0.4 0.0 0.0 0.0 1.6 0.8 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 14 . 4 . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated July 1, 2016