Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 4,655,845 : : Positions : :2,424,384 1,014,309 497,592 2,594,551 174,904 543,984 67,661 265,036 240,086 63,759 454,124 : : : : Changes from: July 19, 2016 : : 55,610 22,804 8,741 4,510 2,231 -10,965 4,162 4,570 -9,993 8,088 8,860 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 21.8 10.7 55.7 3.8 11.7 1.5 5.7 5.2 1.4 9.8 : : : : Number of Traders in Each Category Total Traders: 232 : : 125 102 5 21 23 25 5 23 34 11 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 258,027 : : Positions : : 53,163 65,125 52,730 64,829 31,090 12,316 19,426 23,922 49,737 15,317 28,627 : : : : Changes from: July 19, 2016 : : 2,305 24,171 7,828 12,647 -1,467 -6,812 -1,837 11,957 23,933 -13,207 7,045 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.6 25.2 20.4 25.1 12.0 4.8 7.5 9.3 19.3 5.9 11.1 : : : : Number of Traders in Each Category Total Traders: 76 : : 23 20 11 7 15 4 6 6 13 8 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 242,977 : : Positions : : 151,527 209,870 23,801 1,456 22,932 6,159 62 1,820 18,361 1,044 839 : : : : Changes from: July 19, 2016 : : -406 1,624 1,990 -410 239 152 62 -1,112 860 1,044 -849 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 86.4 9.8 0.6 9.4 2.5 0.0 0.7 7.6 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 59 : : 32 26 5 . 5 4 . . 9 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 133,067 : : Positions : : 118,754 95,418 250 21,518 4,161 0 636 526 1,833 3,438 1,647 : : : : Changes from: July 19, 2016 : : 2,175 4,110 250 1,411 204 0 489 433 1,093 -1,709 485 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 71.7 0.2 16.2 3.1 0.0 0.5 0.4 1.4 2.6 1.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 25 . 4 4 0 . . 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 212,036 : : Positions : : 178,725 81,272 2,144 107,549 11,672 154 807 1,693 1,092 608 411 : : : : Changes from: July 19, 2016 : : 1,281 42 0 211 -213 0 -27 -30 -786 0 310 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 38.3 1.0 50.7 5.5 0.1 0.4 0.8 0.5 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 17 . 12 9 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 803,375 : : Positions : : 718,221 186,105 29,176 569,738 34,982 22 0 2,619 846 823 2,035 : : : : Changes from: July 19, 2016 : : 10,082 3,793 -62 6,956 1,279 -890 -21 -1,202 419 -1,175 -1,117 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 23.2 3.6 70.9 4.4 0.0 0.0 0.3 0.1 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 60 : : 39 21 6 9 13 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 331,816 : : Positions : : 303,712 217,272 18,139 102,727 2,017 0 371 1,183 389 74 1,202 : : : : Changes from: July 19, 2016 : : 1,975 2,232 -245 -458 0 0 0 0 116 74 999 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 65.5 5.5 31.0 0.6 0.0 0.1 0.4 0.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 60 : : 34 34 4 9 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 278,876 : : Positions : : 221,101 156,668 17,095 86,515 31,254 130 0 984 0 1,839 345 : : : : Changes from: July 19, 2016 : : 2,045 5,082 -730 -2,472 639 130 -726 -10 0 -303 13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 56.2 6.1 31.0 11.2 0.0 0.0 0.4 0.0 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 34 36 4 9 9 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 92,431 : : Positions : : 84,069 44,628 0 34,268 133 2,304 0 602 841 744 59 : : : : Changes from: July 19, 2016 : : 2,451 541 0 31 0 -124 0 62 -1,232 488 -181 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 48.3 0.0 37.1 0.1 2.5 0.0 0.7 0.9 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 17 0 7 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 124,268 : : Positions : : 98,567 92,262 8,167 3,000 9,991 811 0 295 0 12,304 1,109 : : : : Changes from: July 19, 2016 : : 2,828 2,863 1,487 0 339 406 0 -623 0 1,408 -133 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 74.2 6.6 2.4 8.0 0.7 0.0 0.2 0.0 9.9 0.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 31 24 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 24,201 : : Positions : : 23,085 16,010 248 8,067 0 0 0 0 0 0 0 : : : : Changes from: July 19, 2016 : : 3,286 2,852 248 713 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.4 66.2 1.0 33.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 9 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 104,369 : : Positions : : 91,486 19,687 920 74,261 928 342 0 1,044 0 1,473 290 : : : : Changes from: July 19, 2016 : : 1,338 -688 -151 808 626 -642 0 396 0 656 33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 18.9 0.9 71.2 0.9 0.3 0.0 1.0 0.0 1.4 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 12 . 9 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 151,751 : : Positions : : 111,965 62,316 29,459 79,160 3,922 0 0 0 0 0 0 : : : : Changes from: July 19, 2016 : : 2,863 3,624 -513 977 -62 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 41.1 19.4 52.2 2.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 15 5 8 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 67,629 : : Positions : : 55,118 36,215 3,361 26,197 428 0 0 0 0 0 0 : : : : Changes from: July 19, 2016 : : -1,348 -1,317 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 53.5 5.0 38.7 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 22,942 : : Positions : : 16,950 21,582 187 0 92 3,379 0 0 0 0 0 : : : : Changes from: July 19, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 94.1 0.8 0.0 0.4 14.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 14 . 0 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 356,894 : : Positions : : 259,011 111,715 52,831 195,386 29,701 1,808 4,032 454 361 1,829 3,007 : : : : Changes from: July 19, 2016 : : 10,431 4,796 7,156 13,165 -570 124 332 0 124 909 217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 31.3 14.8 54.7 8.3 0.5 1.1 0.1 0.1 0.5 0.8 : : : : Number of Traders in Each Category Total Traders: 67 : : 42 30 5 10 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 77,274 : : Positions : : 67,307 34,165 4,103 32,836 518 0 2,166 453 0 1,275 424 : : : : Changes from: July 19, 2016 : : 2,477 2,045 -31 -31 0 0 1,228 -6 0 220 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 44.2 5.3 42.5 0.7 0.0 2.8 0.6 0.0 1.6 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 11 . 6 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 15,833 : : Positions : : 12,107 11,355 1,538 1,633 0 930 0 0 0 0 0 : : : : Changes from: July 19, 2016 : : 1,085 1,023 0 31 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 71.7 9.7 10.3 0.0 5.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 9 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 72,648 : : Positions : : 25,972 46,588 32,879 13,121 3,106 1,315 248 561 3,517 3,874 364 : : : : Changes from: July 19, 2016 : : 244 2,310 1,225 0 -184 -276 0 276 844 31 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.8 64.1 45.3 18.1 4.3 1.8 0.3 0.8 4.8 5.3 0.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 8 6 . 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 67,603 : : Positions : : 40,454 57,374 20,147 0 2,446 2,764 1,333 0 1,209 6,014 0 : : : : Changes from: July 19, 2016 : : 13,515 15,979 7,613 0 0 -248 1,333 0 837 4,402 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 84.9 29.8 0.0 3.6 4.1 2.0 0.0 1.8 8.9 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 18 24 11 0 . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 104,722 : : Positions : : 56,834 90,263 22,948 1,488 976 12,188 2,077 0 4,495 3,410 5,332 : : : : Changes from: July 19, 2016 : : 13,453 16,212 7,006 -744 0 -248 1,333 0 -2,883 713 3,720 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 86.2 21.9 1.4 0.9 11.6 2.0 0.0 4.3 3.3 5.1 : : : : Number of Traders in Each Category Total Traders: 61 : : 24 30 7 . . . . 0 5 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 59,472 : : Positions : : 57,302 57,795 1,302 0 0 0 0 0 0 0 0 : : : : Changes from: July 19, 2016 : : 3,863 4,452 496 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.4 97.2 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: 33 : : 20 22 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 202,425 : : Positions : : 156,694 156,128 22,493 20,387 14,626 0 183 1,152 0 0 0 : : : : Changes from: July 19, 2016 : : -1,223 -4,081 -1,165 50 1,134 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 77.1 11.1 10.1 7.2 0.0 0.1 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 31 28 . 4 5 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 33,497 : : Positions : : 29,384 28,758 2,728 0 0 0 279 0 0 718 367 : : : : Changes from: July 19, 2016 : : 3,556 3,145 558 0 0 0 -93 0 0 -341 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 85.9 8.1 0.0 0.0 0.0 0.8 0.0 0.0 2.1 1.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 . 0 0 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 48,816 : : Positions : : 32,062 39,466 8,182 649 634 0 871 647 816 821 961 : : : : Changes from: July 19, 2016 : : 372 874 -217 0 0 0 0 0 -496 -279 744 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 80.8 16.8 1.3 1.3 0.0 1.8 1.3 1.7 1.7 2.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 18 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 102,036 : : Positions : : 87,696 65,561 923 19,303 5,750 0 2,675 711 0 1,555 184 : : : : Changes from: July 19, 2016 : : 3,532 911 0 186 0 0 459 -31 0 1,302 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 64.3 0.9 18.9 5.6 0.0 2.6 0.7 0.0 1.5 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 25 . 6 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 118,868 : : Positions : : 90,786 108,571 10,137 0 1,181 1,054 133 1,421 6,051 0 28 : : : : Changes from: July 19, 2016 : : 3,916 2,819 -132 0 132 -115 133 -133 46 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 91.3 8.5 0.0 1.0 0.9 0.1 1.2 5.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 14 . 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 100,516 : : Positions : : 67,580 95,898 29,908 1,867 183 0 0 0 0 0 0 : : : : Changes from: July 19, 2016 : : 1,148 1,871 1,426 0 -93 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 95.4 29.8 1.9 0.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 8 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 106,155 : : Positions : : 96,072 95,780 772 4,920 2,621 0 0 0 1,292 0 0 : : : : Changes from: July 19, 2016 : : 2,819 794 -668 1,580 212 0 0 0 271 0 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 90.2 0.7 4.6 2.5 0.0 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 16 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 115,122 : : Positions : : 73,848 65,315 12,543 26,292 9,910 0 1,646 972 34 496 1,938 : : : : Changes from: July 19, 2016 : : 2,676 3,420 -580 -2,273 2,546 0 -185 123 -1,252 496 967 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 56.7 10.9 22.8 8.6 0.0 1.4 0.8 0.0 0.4 1.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 24 4 6 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 49,946 : : Positions : : 36,820 47,540 5,671 1,480 0 248 434 0 5,146 0 0 : : : : Changes from: July 19, 2016 : : 1,860 3,069 62 744 0 248 0 0 1,550 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 95.2 11.4 3.0 0.0 0.5 0.9 0.0 10.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 15 . . 0 . . 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 42,636 : : Positions : : 32,259 41,365 8,895 0 0 0 1,209 0 217 0 0 : : : : Changes from: July 19, 2016 : : 3,313 3,712 488 0 -488 0 -31 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 97.0 20.9 0.0 0.0 0.0 2.8 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 18 . 0 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 185,939 : : Positions : : 137,069 129,788 20,464 31,399 13,790 749 768 519 6,812 3,829 1,460 : : : : Changes from: July 19, 2016 : : 4,128 -241 -724 4,915 -243 -155 -558 0 1,829 798 -550 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 69.8 11.0 16.9 7.4 0.4 0.4 0.3 3.7 2.1 0.8 : : : : Number of Traders in Each Category Total Traders: 63 : : 36 31 . 6 7 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 103,294 : : Positions : : 88,659 54,474 4,138 38,835 1,913 0 0 0 0 0 0 : : : : Changes from: July 19, 2016 : : -231 -322 -334 -667 90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 52.7 4.0 37.6 1.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 10 . 6 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 78,865 : : Positions : : 44,038 53,823 27,399 18,689 982 0 0 0 0 0 0 : : : : Changes from: July 19, 2016 : : 0 1,584 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 68.2 34.7 23.7 1.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 16 6 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CZ Open Interest is 82,517 : : Positions : : 45,100 47,015 25,256 25,708 3,324 629 0 428 0 0 0 : : : : Changes from: July 19, 2016 : : 732 254 -268 0 212 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 57.0 30.6 31.2 4.0 0.8 0.0 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 14 . . 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 99,265 : : Positions : : 78,000 31,431 7,572 63,059 460 0 0 0 2,294 0 0 : : : : Changes from: July 19, 2016 : : 3,804 494 288 2,067 -92 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 31.7 7.6 63.5 0.5 0.0 0.0 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 7 . 6 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 960,843 : : Positions : : 133,012 127,690 140,484 59,526 64,702 217,457 261,921 171,373 36,136 117,720 126,543 : : : : Changes from: July 19, 2016 : : -27,559 -11,963 -2,482 -8,501 -3,801 2,828 4,998 -11,189 -2,002 -14,659 -57 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.8 13.3 14.6 6.2 6.7 22.6 27.3 17.8 3.8 12.3 13.2 : : : : Number of Traders in Each Category Total Traders: 304 : : 34 32 23 9 22 69 56 76 39 54 68 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 298,063 : : Positions : : 60,705 41,702 30,970 33,587 46,042 80,632 10,684 21,102 22,873 111,451 27,608 : : : : Changes from: July 19, 2016 : : 4,572 -4,504 -3,441 592 1,582 -2,036 -1,472 3,335 239 2,941 -1,036 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.4 14.0 10.4 11.3 15.4 27.1 3.6 7.1 7.7 37.4 9.3 : : : : Number of Traders in Each Category Total Traders: 86 : : 24 24 7 10 15 12 . 10 11 15 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 150,907 : : Positions : : 26,163 35,333 44,723 37,130 21,268 22,606 11,112 5,032 9,791 24,648 13,459 : : : : Changes from: July 19, 2016 : : 4,315 2,660 3,259 2,547 3,119 3,242 3,294 691 4,215 6,785 -272 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.3 23.4 29.6 24.6 14.1 15.0 7.4 3.3 6.5 16.3 8.9 : : : : Number of Traders in Each Category Total Traders: 68 : : 14 14 12 4 16 5 7 9 7 17 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 50,316 : : Positions : : 2,148 5,172 9,401 6,831 11,042 4,560 1,458 3,755 4,287 7,056 2,509 : : : : Changes from: July 19, 2016 : : -76 24 3,728 -1,409 1,247 -987 1,110 814 3,007 6,068 318 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.3 10.3 18.7 13.6 21.9 9.1 2.9 7.5 8.5 14.0 5.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 4 . . 4 6 5 . 6 7 6 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 1,425,733 : : Positions : : 415,562 212,145 78,713 841,843 177,898 106,098 35,653 74,025 503,588 17,349 35,812 : : : : Changes from: July 19, 2016 : : 2,888 1,932 -2,370 5,224 -1,702 8,188 451 2,653 -1,523 2,326 1,529 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.1 14.9 5.5 59.0 12.5 7.4 2.5 5.2 35.3 1.2 2.5 : : : : Number of Traders in Each Category Total Traders: 99 : : 35 33 4 14 13 9 6 10 18 4 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 337,641 : : Positions : : 70,678 72,291 161,475 117,894 43,460 9,206 28,041 18,022 12,168 33,461 19,088 : : : : Changes from: July 19, 2016 : : 4,521 3,621 -5,160 -700 1,169 -929 -1,546 374 1,190 -1,536 1,846 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.9 21.4 47.8 34.9 12.9 2.7 8.3 5.3 3.6 9.9 5.7 : : : : Number of Traders in Each Category Total Traders: 69 : : 15 15 14 6 16 4 10 10 10 8 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 2,140 : : Positions : : 1,062 1,461 0 0 0 0 0 0 295 156 143 : : : : Changes from: July 19, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 68.3 0.0 0.0 0.0 0.0 0.0 0.0 13.8 7.3 6.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 13 0 0 0 0 0 0 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 26,213 : : Positions : : 24,933 17,818 0 5,751 90 0 0 0 119 829 302 : : : : Changes from: July 19, 2016 : : 834 585 0 10 -15 0 0 0 37 0 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.1 68.0 0.0 21.9 0.3 0.0 0.0 0.0 0.5 3.2 1.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 23 0 6 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 138,994 : : Positions : : 110,654 108,514 10,796 17,747 5,822 5,355 794 2,689 1,861 1,987 936 : : : : Changes from: July 19, 2016 : : 700 553 531 -20 -312 -110 -167 58 -667 272 97 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 78.1 7.8 12.8 4.2 3.9 0.6 1.9 1.3 1.4 0.7 : : : : Number of Traders in Each Category Total Traders: 85 : : 44 43 4 6 5 . . . 9 13 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 77,302 : : Positions : : 49,571 60,252 5,392 2,958 7,791 1,608 4,212 0 12,750 834 1 : : : : Changes from: July 19, 2016 : : 1,657 2,247 110 -110 204 0 -60 0 330 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 77.9 7.0 3.8 10.1 2.1 5.4 0.0 16.5 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 21 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 33,076 : : Positions : : 28,498 26,412 1,385 3,055 1,297 930 0 0 165 1,371 580 : : : : Changes from: July 19, 2016 : : 2,423 2,462 90 82 44 0 0 0 -30 -55 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 79.9 4.2 9.2 3.9 2.8 0.0 0.0 0.5 4.1 1.8 : : : : Number of Traders in Each Category Total Traders: 50 : : 28 28 . 8 6 . 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 17,694 : : Positions : : 7,025 11,128 6,860 2,544 328 0 0 0 2,475 2,653 543 : : : : Changes from: July 19, 2016 : : 620 585 -30 -15 0 0 0 0 27 62 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 62.9 38.8 14.4 1.9 0.0 0.0 0.0 14.0 15.0 3.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 24 5 . . 0 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 15,262 : : Positions : : 12,958 9,853 505 4,570 19 124 0 0 424 116 268 : : : : Changes from: July 19, 2016 : : 325 90 0 562 0 0 0 0 185 0 -14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 64.6 3.3 29.9 0.1 0.8 0.0 0.0 2.8 0.8 1.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 13 . 4 . . 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated July 29, 2016