Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 4,198,360 : : Positions : :2,416,597 883,474 239,806 2,095,453 251,108 494,619 39,506 286,703 111,132 262,647 366,612 : : : : Changes from: January 19, 2016 : : 61,087 -5,096 16,377 86,988 -19,701 55,548 -8,681 -10,367 -8,220 52,016 -10,580 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 21.0 5.7 49.9 6.0 11.8 0.9 6.8 2.6 6.3 8.7 : : : : Number of Traders in Each Category Total Traders: 226 : : 114 94 7 20 22 20 6 21 17 32 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 1,978,643 : : Positions : : 271,130 250,387 47,943 110,608 628,924 25,582 58,170 497,119 91,780 9,278 413,915 : : : : Changes from: January 19, 2016 : : -18,024 -26,362 2,629 7,103 -118,259 -17,385 6,123 -159,719 26,139 -870 -115,635 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.7 12.7 2.4 5.6 31.8 1.3 2.9 25.1 4.6 0.5 20.9 : : : : Number of Traders in Each Category Total Traders: 101 : : 34 31 6 12 18 5 13 16 20 9 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 286,282 : : Positions : : 205,692 229,820 15,216 10,399 14,930 16,068 0 4,277 6,316 14,658 5,065 : : : : Changes from: January 19, 2016 : : 8,929 17,872 539 -1,247 -1,498 2,321 -235 -1,943 957 -2,297 3,148 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 80.3 5.3 3.6 5.2 5.6 0.0 1.5 2.2 5.1 1.8 : : : : Number of Traders in Each Category Total Traders: 56 : : 30 24 4 4 6 6 0 5 . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 119,666 : : Positions : : 98,684 91,418 41 15,450 3,177 1,856 162 1,816 3,792 2,517 1,885 : : : : Changes from: January 19, 2016 : : -1,753 1,649 0 -2 326 1,828 -637 -260 1,421 546 -482 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 76.4 0.0 12.9 2.7 1.6 0.1 1.5 3.2 2.1 1.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 26 . 4 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 246,312 : : Positions : : 214,255 57,487 1,142 152,423 8,370 1,841 9,715 9,633 0 0 0 : : : : Changes from: January 19, 2016 : : 9,197 11,854 0 1,241 -116 1,841 -907 1,056 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 23.3 0.5 61.9 3.4 0.7 3.9 3.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 25 20 . 14 7 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 670,287 : : Positions : : 584,199 181,139 22,888 419,596 40,419 0 7,387 7,716 1,361 4,493 4,129 : : : : Changes from: January 19, 2016 : : 16,860 1,779 798 8,743 -2,828 -514 4,120 -709 -2,388 -1,253 -137 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 27.0 3.4 62.6 6.0 0.0 1.1 1.2 0.2 0.7 0.6 : : : : Number of Traders in Each Category Total Traders: 60 : : 37 23 5 9 13 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 303,622 : : Positions : : 270,381 160,841 9,624 126,487 673 2,707 0 4,432 7,342 1,444 1,239 : : : : Changes from: January 19, 2016 : : 1,669 -684 -932 3,536 0 2,707 -759 -648 -1,002 214 875 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 53.0 3.2 41.7 0.2 0.9 0.0 1.5 2.4 0.5 0.4 : : : : Number of Traders in Each Category Total Traders: 54 : : 27 30 . 8 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 284,915 : : Positions : : 222,761 183,031 19,933 65,009 24,429 0 1,897 2,959 8,268 1,007 660 : : : : Changes from: January 19, 2016 : : -1,962 -3,877 -1,584 1,363 2,743 0 174 352 0 -27 131 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 64.2 7.0 22.8 8.6 0.0 0.7 1.0 2.9 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 29 32 4 8 9 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 124,385 : : Positions : : 112,966 78,574 1,358 33,085 822 168 1,261 3,076 406 783 0 : : : : Changes from: January 19, 2016 : : 3,659 4,403 0 2 0 -792 -476 533 0 783 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 63.2 1.1 26.6 0.7 0.1 1.0 2.5 0.3 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 18 . 6 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 118,194 : : Positions : : 93,931 89,931 9,725 4,344 3,971 0 5,234 0 27 2,574 3,545 : : : : Changes from: January 19, 2016 : : 3,053 4,468 152 -245 913 0 -360 0 27 -384 464 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 76.1 8.2 3.7 3.4 0.0 4.4 0.0 0.0 2.2 3.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 22 4 . . 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 25,882 : : Positions : : 23,624 19,636 0 3,285 1,216 0 1,015 0 744 0 0 : : : : Changes from: January 19, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 75.9 0.0 12.7 4.7 0.0 3.9 0.0 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 8 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 108,942 : : Positions : : 94,066 40,580 2,503 52,392 234 277 1,000 2,300 0 0 0 : : : : Changes from: January 19, 2016 : : 1,432 2,154 -58 -814 143 1 246 622 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 37.2 2.3 48.1 0.2 0.3 0.9 2.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 12 . 7 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 169,945 : : Positions : : 120,447 75,542 33,549 78,218 7,021 0 1,926 0 0 0 0 : : : : Changes from: January 19, 2016 : : 2,210 503 0 122 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 44.5 19.7 46.0 4.1 0.0 1.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 11 4 7 6 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 88,755 : : Positions : : 71,556 53,966 8,737 32,120 530 0 0 0 0 0 0 : : : : Changes from: January 19, 2016 : : 749 1,445 58 -638 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 60.8 9.8 36.2 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 313,187 : : Positions : : 229,965 147,318 55,537 137,959 14,390 3,232 0 0 0 5,794 1,830 : : : : Changes from: January 19, 2016 : : -3,282 -1,771 -1,504 -1,529 -1,107 388 0 0 0 610 -113 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 47.0 17.7 44.1 4.6 1.0 0.0 0.0 0.0 1.9 0.6 : : : : Number of Traders in Each Category Total Traders: 60 : : 39 27 4 11 7 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 85,025 : : Positions : : 68,937 41,792 0 25,372 3,748 252 5,261 2,544 319 0 0 : : : : Changes from: January 19, 2016 : : 6,366 4,247 0 1,022 -92 252 2,524 -122 319 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 49.2 0.0 29.8 4.4 0.3 6.2 3.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 13 0 7 7 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 79,191 : : Positions : : 36,933 47,898 30,886 17,421 4,134 1,526 4,750 1,431 0 0 0 : : : : Changes from: January 19, 2016 : : 1,734 383 1,094 -424 305 -1,291 2,008 124 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.6 60.5 39.0 22.0 5.2 1.9 6.0 1.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 11 5 4 8 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 77,049 : : Positions : : 45,659 71,961 21,884 1,220 2,552 1,712 261 0 2,987 580 0 : : : : Changes from: January 19, 2016 : : 4,053 13,240 6,807 -2,386 790 0 261 0 1,972 580 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 93.4 28.4 1.6 3.3 2.2 0.3 0.0 3.9 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 15 21 7 . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 113,110 : : Positions : : 77,023 101,754 11,841 1,811 383 5,339 4,814 0 16,811 3,363 348 : : : : Changes from: January 19, 2016 : : 6,744 9,804 2,204 168 383 0 319 0 2,001 232 348 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 90.0 10.5 1.6 0.3 4.7 4.3 0.0 14.9 3.0 0.3 : : : : Number of Traders in Each Category Total Traders: 61 : : 23 28 7 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 67,625 : : Positions : : 65,548 66,080 662 0 0 0 0 0 567 552 0 : : : : Changes from: January 19, 2016 : : 4,252 4,803 414 0 0 0 0 0 319 87 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 97.7 1.0 0.0 0.0 0.0 0.0 0.0 0.8 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 14 22 . 0 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 215,924 : : Positions : : 188,664 162,150 11,727 34,313 8,948 0 1,379 1,201 0 0 0 : : : : Changes from: January 19, 2016 : : 8,894 6,986 52 1,762 -2,825 -609 61 -178 0 -217 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 75.1 5.4 15.9 4.1 0.0 0.6 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 37 32 . 4 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 51,324 : : Positions : : 35,057 38,065 974 2,280 1,494 0 1,909 1,623 0 0 0 : : : : Changes from: January 19, 2016 : : 1,626 234 58 2,280 0 0 738 -461 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 74.2 1.9 4.4 2.9 0.0 3.7 3.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 16 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 111,270 : : Positions : : 90,551 55,578 765 18,010 10,540 155 7,936 1,153 0 8,210 0 : : : : Changes from: January 19, 2016 : : 5,622 5,250 0 0 0 -381 790 241 0 428 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 49.9 0.7 16.2 9.5 0.1 7.1 1.0 0.0 7.4 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 19 . 4 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 111,508 : : Positions : : 71,788 104,752 14,498 396 3,055 11,788 0 734 3,779 0 0 : : : : Changes from: January 19, 2016 : : 3,402 2,193 -877 0 633 349 0 21 58 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 93.9 13.0 0.4 2.7 10.6 0.0 0.7 3.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 17 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 111,039 : : Positions : : 84,068 102,518 18,980 3,664 480 464 0 0 1,712 0 0 : : : : Changes from: January 19, 2016 : : 1,634 1,874 2,613 0 -360 174 0 0 -1,498 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 92.3 17.1 3.3 0.4 0.4 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 13 4 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 119,199 : : Positions : : 106,475 113,792 3,754 0 333 666 699 1,146 0 0 0 : : : : Changes from: January 19, 2016 : : 5,126 3,656 -390 0 273 -1,068 699 390 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 95.5 3.1 0.0 0.3 0.6 0.6 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 . 0 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 133,930 : : Positions : : 99,303 27,050 10,367 73,441 4,728 0 2,199 2,236 0 10,964 0 : : : : Changes from: January 19, 2016 : : 3,667 -2,945 -29 -563 -30 0 1,612 -318 0 4,768 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 20.2 7.7 54.8 3.5 0.0 1.6 1.7 0.0 8.2 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 14 . 7 6 0 . . 0 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 31,051 : : Positions : : 28,779 30,281 324 0 203 1,015 0 0 0 0 0 : : : : Changes from: January 19, 2016 : : 4,159 4,611 -203 0 203 1,015 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 97.5 1.0 0.0 0.7 3.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 . 0 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 47,141 : : Positions : : 28,961 44,538 16,715 0 186 0 0 0 0 1,534 0 : : : : Changes from: January 19, 2016 : : 6,075 5,356 834 0 41 0 0 0 0 899 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 94.5 35.5 0.0 0.4 0.0 0.0 0.0 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 17 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 197,688 : : Positions : : 138,934 139,682 26,266 18,493 23,649 2,092 0 706 0 9,283 217 : : : : Changes from: January 19, 2016 : : 2,569 4,483 241 -2,364 2,057 -98 0 214 0 1,266 217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 70.7 13.3 9.4 12.0 1.1 0.0 0.4 0.0 4.7 0.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 32 26 . 6 7 . 0 . 0 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 91,402 : : Positions : : 76,810 39,857 2,729 44,211 3,121 0 0 0 0 0 0 : : : : Changes from: January 19, 2016 : : -96 600 58 28 364 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 43.6 3.0 48.4 3.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 12 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 80,808 : : Positions : : 38,814 54,768 33,723 17,589 585 0 0 0 0 0 0 : : : : Changes from: January 19, 2016 : : -228 577 1,214 0 337 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.0 67.8 41.7 21.8 0.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 14 7 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 79,023 : : Positions : : 55,496 42,968 12,885 28,462 3,894 0 0 0 515 0 232 : : : : Changes from: January 19, 2016 : : -828 -3,312 1,313 2,603 120 0 0 0 58 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 54.4 16.3 36.0 4.9 0.0 0.0 0.0 0.7 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 13 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233D4 Open Interest is 20,172 : : Positions : : 18,639 18,213 203 1,456 0 649 0 0 406 0 0 : : : : Changes from: January 19, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 90.3 1.0 7.2 0.0 3.2 0.0 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 13 . . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 90,093 : : Positions : : 76,778 38,591 2,744 47,183 1,741 0 0 0 3,441 0 0 : : : : Changes from: January 19, 2016 : : 232 785 87 -319 319 0 0 0 29 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 42.8 3.0 52.4 1.9 0.0 0.0 0.0 3.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 7 . 7 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 920,223 : : Positions : : 119,432 124,896 179,095 22,681 64,245 164,071 313,713 159,924 49,630 75,528 116,467 : : : : Changes from: January 19, 2016 : : -6,422 -8,216 -2,568 767 3,295 -6,319 20,103 -11,914 6,291 -22,534 -15,316 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.0 13.6 19.5 2.5 7.0 17.8 34.1 17.4 5.4 8.2 12.7 : : : : Number of Traders in Each Category Total Traders: 297 : : 35 30 25 7 23 51 74 68 47 42 67 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 : ---------------------------------------------------------------------------------------------------------------- EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #02365U Open Interest is 680,940 : : Positions : : 126,294 116,622 21,355 42,637 277,691 20,427 12,743 85,909 16,509 14,513 128,853 : : : : Changes from: January 19, 2016 : : -21,116 -14,745 -3,432 -486 -28,037 -2,388 -13,279 -26,414 -6,839 -5,431 -37,004 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.5 17.1 3.1 6.3 40.8 3.0 1.9 12.6 2.4 2.1 18.9 : : : : Number of Traders in Each Category Total Traders: 126 : : 28 32 9 13 22 18 12 24 28 12 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 312,970 : : Positions : : 92,011 60,200 28,009 32,330 47,110 50,542 5,410 26,827 25,551 97,860 35,926 : : : : Changes from: January 19, 2016 : : -295 189 1,633 -408 2,116 773 593 288 -354 782 -2,680 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.4 19.2 8.9 10.3 15.1 16.1 1.7 8.6 8.2 31.3 11.5 : : : : Number of Traders in Each Category Total Traders: 78 : : 27 22 7 8 14 10 4 10 10 9 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 118,719 : : Positions : : 16,143 24,760 21,954 16,731 27,782 15,709 11,643 8,696 12,039 14,353 10,239 : : : : Changes from: January 19, 2016 : : 2,086 2,128 1,012 -459 68 2,116 760 573 383 987 2,528 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.6 20.9 18.5 14.1 23.4 13.2 9.8 7.3 10.1 12.1 8.6 : : : : Number of Traders in Each Category Total Traders: 60 : : 11 11 8 6 13 5 5 8 10 13 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 146,548 : : Positions : : 7,992 6,961 3,647 12,976 54,805 1,071 3,496 20,205 4,579 1,632 22,808 : : : : Changes from: January 19, 2016 : : 4,573 2,633 1,699 9,820 9,880 -839 1,797 -2,930 1,947 973 5,832 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.5 4.7 2.5 8.9 37.4 0.7 2.4 13.8 3.1 1.1 15.6 : : : : Number of Traders in Each Category Total Traders: 25 : : . . . . 5 . . 5 7 5 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 1,471,172 : : Positions : : 514,049 225,161 39,211 841,332 206,627 62,624 25,396 70,698 494,880 29,664 42,900 : : : : Changes from: January 19, 2016 : : 5,763 -597 10,148 28,045 -1,029 7,089 -6,235 10,998 116 602 2,560 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.9 15.3 2.7 57.2 14.0 4.3 1.7 4.8 33.6 2.0 2.9 : : : : Number of Traders in Each Category Total Traders: 102 : : 41 35 4 16 18 9 7 14 14 6 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 337,497 : : Positions : : 69,553 73,822 168,508 126,091 37,040 8,874 26,530 13,449 4,726 24,839 33,520 : : : : Changes from: January 19, 2016 : : 1,986 470 -679 -7,643 4,046 -929 1,271 724 454 6,735 -1,452 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.6 21.9 49.9 37.4 11.0 2.6 7.9 4.0 1.4 7.4 9.9 : : : : Number of Traders in Each Category Total Traders: 74 : : 18 17 11 9 13 5 8 12 4 17 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 23,058 : : Positions : : 21,768 15,671 0 6,988 5 0 0 0 1,083 62 62 : : : : Changes from: January 19, 2016 : : 402 487 0 0 0 0 0 0 85 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 68.0 0.0 30.3 0.0 0.0 0.0 0.0 4.7 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 22 0 5 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 107,307 : : Positions : : 86,832 71,625 9,604 17,750 7,354 301 2,240 0 1,395 7,030 861 : : : : Changes from: January 19, 2016 : : 2,881 3,391 311 10 -66 0 0 0 326 170 -189 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 66.7 9.0 16.5 6.9 0.3 2.1 0.0 1.3 6.6 0.8 : : : : Number of Traders in Each Category Total Traders: 82 : : 46 41 5 6 8 . . 0 5 9 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 31,422 : : Positions : : 23,667 23,640 3,683 1,729 1,005 1,860 0 0 333 4,160 498 : : : : Changes from: January 19, 2016 : : 1,673 1,451 46 -5 56 0 0 0 -111 115 96 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 75.2 11.7 5.5 3.2 5.9 0.0 0.0 1.1 13.2 1.6 : : : : Number of Traders in Each Category Total Traders: 53 : : 27 27 4 5 6 . 0 0 5 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 9,349 : : Positions : : 5,690 4,684 2,646 3,109 188 0 0 0 90 771 319 : : : : Changes from: January 19, 2016 : : -107 118 360 -104 55 0 0 0 0 239 -69 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 50.1 28.3 33.3 2.0 0.0 0.0 0.0 1.0 8.2 3.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 21 . 4 . 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 13,008 : : Positions : : 10,959 8,213 631 3,393 335 0 113 0 269 558 73 : : : : Changes from: January 19, 2016 : : 388 370 -3 70 110 0 0 0 190 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 63.1 4.9 26.1 2.6 0.0 0.9 0.0 2.1 4.3 0.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 13 . 6 4 0 . 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated January 29, 2016