Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 4,738,699 : : Positions : :2,308,273 1,127,337 524,127 2,695,015 191,471 613,245 38,849 240,840 447,518 63,276 327,614 : : : : Changes from: September 27, 2016 : : -141,400 -19,992 33,960 -97,522 -11,455 19,957 3,953 4,904 -41,589 -9,058 -23,263 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 23.8 11.1 56.9 4.0 12.9 0.8 5.1 9.4 1.3 6.9 : : : : Number of Traders in Each Category Total Traders: 224 : : 118 101 4 20 21 25 5 25 34 10 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 173,519 : : Positions : : 33,944 44,785 44,505 34,307 26,806 3,459 56,193 2,738 54,005 2,776 5,852 : : : : Changes from: September 27, 2016 : : -15,629 -11,077 -3,340 -17,776 -3,659 -15,157 -25,785 489 -34,314 -446 -811 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.6 25.8 25.6 19.8 15.4 2.0 32.4 1.6 31.1 1.6 3.4 : : : : Number of Traders in Each Category Total Traders: 59 : : 13 16 11 7 12 . 6 7 8 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 242,161 : : Positions : : 148,386 213,704 37,611 4,794 16,238 1,503 0 1,301 18,122 0 227 : : : : Changes from: September 27, 2016 : : 9,963 12,027 1,388 2,150 -678 -214 0 219 1,019 -710 -701 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 88.2 15.5 2.0 6.7 0.6 0.0 0.5 7.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 29 26 5 . 4 . 0 . 7 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 124,786 : : Positions : : 111,440 89,634 0 21,928 3,681 0 270 0 2,447 1,710 1,310 : : : : Changes from: September 27, 2016 : : 3,186 2,639 0 259 124 0 270 0 3 -1,287 -2,160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 71.8 0.0 17.6 2.9 0.0 0.2 0.0 2.0 1.4 1.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 26 0 5 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 180,857 : : Positions : : 143,760 66,494 3,682 87,645 10,943 56 231 1,842 4,256 3,007 64 : : : : Changes from: September 27, 2016 : : 1,716 3,213 -937 -6,790 2,594 -1,330 231 614 27 509 -28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 36.8 2.0 48.5 6.1 0.0 0.1 1.0 2.4 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 22 23 . 10 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 794,965 : : Positions : : 721,139 161,139 24,745 594,335 29,275 175 190 2,430 427 0 0 : : : : Changes from: September 27, 2016 : : -38,888 -5,452 2,682 -28,779 -8,668 175 -111 -987 -2,201 -951 -1,480 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 20.3 3.1 74.8 3.7 0.0 0.0 0.3 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 38 21 4 9 12 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 367,949 : : Positions : : 321,882 243,778 19,246 96,237 18,111 248 3,079 513 2,723 0 0 : : : : Changes from: September 27, 2016 : : 4,260 19,025 8,993 -3,172 3,035 0 513 -127 454 -3,595 -333 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 66.3 5.2 26.2 4.9 0.1 0.8 0.1 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 65 : : 33 36 4 9 7 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 259,101 : : Positions : : 203,529 146,040 12,538 77,769 29,286 0 1,220 959 372 957 1,108 : : : : Changes from: September 27, 2016 : : -4,329 505 -335 -486 -62 0 664 -397 155 -1,182 -121 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 56.4 4.8 30.0 11.3 0.0 0.5 0.4 0.1 0.4 0.4 : : : : Number of Traders in Each Category Total Traders: 55 : : 31 33 4 9 11 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 100,311 : : Positions : : 88,950 38,701 248 48,798 2,420 322 0 1,259 434 1,165 371 : : : : Changes from: September 27, 2016 : : -3,709 643 0 -759 -68 322 -1,339 288 434 -988 61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 38.6 0.2 48.6 2.4 0.3 0.0 1.3 0.4 1.2 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 13 . 10 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 113,965 : : Positions : : 90,598 86,432 5,737 1,836 8,182 0 1,200 300 0 11,866 1,699 : : : : Changes from: September 27, 2016 : : -606 2,428 164 0 150 0 61 -210 0 -1,839 564 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 75.8 5.0 1.6 7.2 0.0 1.1 0.3 0.0 10.4 1.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 26 24 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 22,055 : : Positions : : 20,106 14,262 0 6,465 0 0 660 0 0 0 0 : : : : Changes from: September 27, 2016 : : 660 -31 0 0 0 0 660 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 64.7 0.0 29.3 0.0 0.0 3.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 111,218 : : Positions : : 95,711 15,285 1,583 81,859 2,957 776 0 656 0 4,168 0 : : : : Changes from: September 27, 2016 : : 4,743 200 -1,681 4,468 -462 776 -200 -193 0 -870 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 13.7 1.4 73.6 2.7 0.7 0.0 0.6 0.0 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 11 . 8 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 144,432 : : Positions : : 110,606 56,937 23,903 75,642 3,578 0 0 0 0 0 0 : : : : Changes from: September 27, 2016 : : 1,469 -301 -163 -554 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 39.4 16.5 52.4 2.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 18 4 10 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 62,463 : : Positions : : 53,353 31,290 1,687 24,011 2,075 0 0 0 0 0 0 : : : : Changes from: September 27, 2016 : : 3,936 -1,120 0 2,567 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 50.1 2.7 38.4 3.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 16,355 : : Positions : : 10,656 15,346 642 0 0 1,990 0 0 0 0 0 : : : : Changes from: September 27, 2016 : : -750 279 0 0 0 310 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 93.8 3.9 0.0 0.0 12.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 12 . 0 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 416,788 : : Positions : : 312,683 156,707 55,032 204,363 32,463 1,054 5,165 1,580 3,241 0 1,215 : : : : Changes from: September 27, 2016 : : 7,383 1,230 -3,464 -350 2,303 0 -600 106 -624 -565 -1,909 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 37.6 13.2 49.0 7.8 0.3 1.2 0.4 0.8 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 65 : : 42 33 4 10 8 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 77,948 : : Positions : : 65,985 34,828 0 31,344 1,431 0 1,124 644 1,152 2,313 465 : : : : Changes from: September 27, 2016 : : 2,521 519 -998 1,068 577 0 -490 438 310 54 -183 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 44.7 0.0 40.2 1.8 0.0 1.4 0.8 1.5 3.0 0.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 12 0 8 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A6 Open Interest is 18,142 : : Positions : : 15,237 12,672 0 3,774 0 0 0 0 210 0 0 : : : : Changes from: September 27, 2016 : : 302 302 0 302 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 69.8 0.0 20.8 0.0 0.0 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 69,230 : : Positions : : 30,490 46,897 27,068 11,836 4,408 134 0 1,264 241 0 665 : : : : Changes from: September 27, 2016 : : 6,543 2,558 -1,677 0 1,299 134 -55 500 -2,788 0 -124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 67.7 39.1 17.1 6.4 0.2 0.0 1.8 0.3 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 10 6 . 8 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 99,138 : : Positions : : 48,824 68,114 21,230 6,167 9,745 11,470 0 0 0 3,503 0 : : : : Changes from: September 27, 2016 : : 8,151 21,441 7,605 1,085 4,829 5,022 0 0 -775 -6,076 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.2 68.7 21.4 6.2 9.8 11.6 0.0 0.0 0.0 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 22 24 8 . 5 . 0 0 0 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 120,128 : : Positions : : 64,278 80,703 12,617 6,024 10,180 25,450 7,942 0 1,561 11,107 0 : : : : Changes from: September 27, 2016 : : 1,009 5,738 -642 248 5,561 5,022 6,262 0 0 -4,958 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 67.2 10.5 5.0 8.5 21.2 6.6 0.0 1.3 9.2 0.0 : : : : Number of Traders in Each Category Total Traders: 73 : : 29 32 6 . 5 . . 0 4 9 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 47,940 : : Positions : : 44,670 44,785 3,117 0 0 0 0 0 0 718 62 : : : : Changes from: September 27, 2016 : : 909 1,276 0 0 0 0 0 0 0 -62 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 93.4 6.5 0.0 0.0 0.0 0.0 0.0 0.0 1.5 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 25 . 0 0 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 231,418 : : Positions : : 177,857 174,900 39,142 36,174 8,248 0 406 975 0 0 0 : : : : Changes from: September 27, 2016 : : 3,943 6,403 2,042 130 -818 0 -149 35 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 75.6 16.9 15.6 3.6 0.0 0.2 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 30 27 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 28,814 : : Positions : : 25,314 24,967 1,676 0 0 0 0 0 0 1,081 0 : : : : Changes from: September 27, 2016 : : 1,104 2,136 0 0 0 0 0 0 0 558 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 86.6 5.8 0.0 0.0 0.0 0.0 0.0 0.0 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 47,179 : : Positions : : 26,958 36,492 9,375 0 2,606 0 0 0 2,080 0 0 : : : : Changes from: September 27, 2016 : : 120 -1,380 730 0 0 0 0 0 -152 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 77.3 19.9 0.0 5.5 0.0 0.0 0.0 4.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 15 4 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 87,905 : : Positions : : 75,838 54,155 0 18,571 2,637 0 1,740 1,440 0 1,209 1,265 : : : : Changes from: September 27, 2016 : : 1,032 -79 0 0 0 0 542 -468 -33 440 153 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 61.6 0.0 21.1 3.0 0.0 2.0 1.6 0.0 1.4 1.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 22 0 6 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 123,656 : : Positions : : 91,479 112,867 14,199 2,494 2,600 4,792 0 596 3,858 0 149 : : : : Changes from: September 27, 2016 : : 453 -430 0 0 856 -453 0 186 -182 0 121 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 91.3 11.5 2.0 2.1 3.9 0.0 0.5 3.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 16 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 98,311 : : Positions : : 64,785 91,558 25,561 1,022 1,444 0 0 0 1,054 0 0 : : : : Changes from: September 27, 2016 : : 428 -1,431 -1,034 0 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 93.1 26.0 1.0 1.5 0.0 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 15 7 . 6 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 113,556 : : Positions : : 103,893 97,248 0 10,475 2,689 0 0 0 1,012 1,341 0 : : : : Changes from: September 27, 2016 : : 3,106 2,400 0 300 0 0 0 0 -372 1,031 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 85.6 0.0 9.2 2.4 0.0 0.0 0.0 0.9 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 15 0 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 129,545 : : Positions : : 91,811 68,479 11,568 36,219 8,589 595 0 1,345 0 2,589 787 : : : : Changes from: September 27, 2016 : : 12,263 11,135 -665 590 346 -1,218 0 746 -248 -180 118 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 52.9 8.9 28.0 6.6 0.5 0.0 1.0 0.0 2.0 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 19 . 6 7 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 12,502 : : Positions : : 11,294 8,981 690 23 217 0 0 0 0 2,604 0 : : : : Changes from: September 27, 2016 : : 0 217 0 0 0 0 0 0 0 -217 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 71.8 5.5 0.2 1.7 0.0 0.0 0.0 0.0 20.8 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 41,905 : : Positions : : 29,638 38,101 5,036 3,561 0 0 0 0 4,898 0 0 : : : : Changes from: September 27, 2016 : : 600 999 0 0 0 0 0 0 120 -279 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 90.9 12.0 8.5 0.0 0.0 0.0 0.0 11.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 17 . . 0 0 0 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 40,338 : : Positions : : 27,398 39,846 10,128 0 0 0 0 0 423 0 0 : : : : Changes from: September 27, 2016 : : -410 155 -360 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 98.8 25.1 0.0 0.0 0.0 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 191,497 : : Positions : : 142,617 119,028 17,376 51,426 9,477 243 1,471 997 7,256 2,718 724 : : : : Changes from: September 27, 2016 : : -1,676 3,686 366 2,128 -585 152 1,150 152 0 -4,463 -583 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 62.2 9.1 26.9 4.9 0.1 0.8 0.5 3.8 1.4 0.4 : : : : Number of Traders in Each Category Total Traders: 60 : : 37 26 . 6 7 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 103,100 : : Positions : : 82,555 60,571 5,980 32,557 2,761 3,388 0 0 0 188 240 : : : : Changes from: September 27, 2016 : : -2,777 122 283 -2,069 797 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 58.7 5.8 31.6 2.7 3.3 0.0 0.0 0.0 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 13 . 6 5 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 88,691 : : Positions : : 47,776 66,087 32,124 16,347 2,314 0 0 0 0 0 0 : : : : Changes from: September 27, 2016 : : 1,377 1,615 -1,271 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 74.5 36.2 18.4 2.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 13 18 8 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 68,808 : : Positions : : 36,683 35,148 19,884 22,493 3,841 0 269 31 0 0 0 : : : : Changes from: September 27, 2016 : : -2,257 -4 65 -120 0 0 -244 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 51.1 28.9 32.7 5.6 0.0 0.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 13 . . 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 124,932 : : Positions : : 95,403 45,286 6,345 72,214 5,166 2,776 0 0 3,412 0 0 : : : : Changes from: September 27, 2016 : : -1,018 695 -126 347 -115 0 0 0 101 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 36.2 5.1 57.8 4.1 2.2 0.0 0.0 2.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 11 . 7 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 1,103,354 : : Positions : : 146,772 189,989 133,673 66,474 79,939 274,056 174,745 230,340 41,649 208,257 122,088 : : : : Changes from: September 27, 2016 : : 13,989 1,139 5,865 -6,256 -1,383 -8,331 16,516 28,177 4,508 -687 -2,844 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.3 17.2 12.1 6.0 7.2 24.8 15.8 20.9 3.8 18.9 11.1 : : : : Number of Traders in Each Category Total Traders: 335 : : 39 40 24 9 26 79 50 76 61 49 76 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 280,782 : : Positions : : 58,900 41,212 22,412 32,756 47,460 5,400 17,302 17,958 102,129 98,811 18,129 : : : : Changes from: September 27, 2016 : : -11,182 -2,312 -3,765 -8,107 826 -7,136 -80 5,289 3,544 -8,640 -15,126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.0 14.7 8.0 11.7 16.9 1.9 6.2 6.4 36.4 35.2 6.5 : : : : Number of Traders in Each Category Total Traders: 65 : : 15 20 4 9 13 4 5 7 13 9 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 108,144 : : Positions : : 22,857 25,575 35,597 37,864 14,321 10,898 3,338 2,853 4,626 8,176 9,380 : : : : Changes from: September 27, 2016 : : -4,598 -10,917 -4,871 -1,620 -4,332 -16,742 -3,388 -623 -6,446 -17,872 -1,889 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.1 23.6 32.9 35.0 13.2 10.1 3.1 2.6 4.3 7.6 8.7 : : : : Number of Traders in Each Category Total Traders: 52 : : 11 14 11 5 12 4 4 7 6 8 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 28,779 : : Positions : : 2,303 5,158 7,427 12,209 8,302 6,737 10 1,336 1,300 456 1,308 : : : : Changes from: September 27, 2016 : : 505 -696 -1,818 6,872 -6,390 -393 -2,200 -760 -344 -3,360 -716 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.0 17.9 25.8 42.4 28.8 23.4 0.0 4.6 4.5 1.6 4.5 : : : : Number of Traders in Each Category Total Traders: 26 : : . . 4 . 7 5 . . 7 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 1,324,749 : : Positions : : 380,650 178,109 82,435 815,767 165,691 98,864 25,269 55,171 473,770 29,976 33,551 : : : : Changes from: September 27, 2016 : : -13,245 -16,059 2,944 -7,103 -12,146 2,663 -7,447 -3,311 -30,153 233 -7,347 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.7 13.4 6.2 61.6 12.5 7.5 1.9 4.2 35.8 2.3 2.5 : : : : Number of Traders in Each Category Total Traders: 84 : : 33 28 4 14 13 7 4 5 14 . 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 286,889 : : Positions : : 67,904 61,352 162,168 137,604 20,353 5,146 15,874 13,995 4,561 20,530 12,360 : : : : Changes from: September 27, 2016 : : -2,393 -5,862 -9,203 13,191 -13,875 -1,002 -6,168 1,723 -4,699 -18,192 -2,815 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.7 21.4 56.5 48.0 7.1 1.8 5.5 4.9 1.6 7.2 4.3 : : : : Number of Traders in Each Category Total Traders: 68 : : 16 18 15 5 16 7 7 9 5 10 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 22,882 : : Positions : : 22,530 15,790 0 5,649 0 0 0 0 58 456 294 : : : : Changes from: September 27, 2016 : : -4,413 -3,679 0 -289 0 0 0 0 58 -412 17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.5 69.0 0.0 24.7 0.0 0.0 0.0 0.0 0.3 2.0 1.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 22 0 6 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 144,721 : : Positions : : 113,621 115,637 12,622 16,332 5,122 4,776 203 3,295 2,971 1,961 1,402 : : : : Changes from: September 27, 2016 : : 2,786 4,078 -126 -784 436 0 -4 4 618 23 333 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 79.9 8.7 11.3 3.5 3.3 0.1 2.3 2.1 1.4 1.0 : : : : Number of Traders in Each Category Total Traders: 91 : : 52 53 4 7 8 . . . 10 9 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 96,602 : : Positions : : 67,473 73,473 7,844 4,764 8,717 1,608 4,956 0 10,920 4,130 1 : : : : Changes from: September 27, 2016 : : 239 -51 -262 112 -240 0 0 0 -396 -66 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 76.1 8.1 4.9 9.0 1.7 5.1 0.0 11.3 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 24 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 34,212 : : Positions : : 29,860 29,362 1,089 1,976 650 465 0 0 1,519 1,335 391 : : : : Changes from: September 27, 2016 : : -792 -760 -360 -187 -33 -155 0 0 -37 -450 202 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 85.8 3.2 5.8 1.9 1.4 0.0 0.0 4.4 3.9 1.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 28 30 . 5 5 . 0 0 8 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 15,702 : : Positions : : 6,154 10,557 5,724 1,930 378 0 0 0 2,412 1,630 647 : : : : Changes from: September 27, 2016 : : -2,107 -2,599 -379 -189 -2 0 0 0 -432 -206 -262 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 67.2 36.5 12.3 2.4 0.0 0.0 0.0 15.4 10.4 4.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 18 . 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 15,063 : : Positions : : 12,819 7,808 557 6,565 15 112 0 0 393 196 136 : : : : Changes from: September 27, 2016 : : -1,187 -1,818 -65 331 0 -4 0 0 -64 -12 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 51.8 3.7 43.6 0.1 0.7 0.0 0.0 2.6 1.3 0.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 15 . 4 . . 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated October 7, 2016