Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 4,213,419 : : Positions : :2,402,272 830,003 303,960 2,171,476 206,211 336,758 48,815 323,728 158,212 185,114 432,203 : : : : Changes from: February 23, 2016 : : -113,436 -53,539 41,059 -70,695 -20,712 -61,276 8,319 -21,427 24,928 13,456 -54,035 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 19.7 7.2 51.5 4.9 8.0 1.2 7.7 3.8 4.4 10.3 : : : : Number of Traders in Each Category Total Traders: 221 : : 108 94 5 19 20 19 9 21 21 29 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 2,234,563 : : Positions : : 284,680 271,461 22,870 68,227 700,658 82,587 24,754 604,925 7,948 35,928 527,055 : : : : Changes from: February 23, 2016 : : -42,234 -55,948 -28,308 -4,969 -145,414 27,108 -17,447 -169,919 -39,245 -1,459 -139,871 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.7 12.1 1.0 3.1 31.4 3.7 1.1 27.1 0.4 1.6 23.6 : : : : Number of Traders in Each Category Total Traders: 90 : : 32 29 7 11 18 8 7 14 8 15 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 306,029 : : Positions : : 214,355 240,696 12,430 7,480 20,670 11,468 781 4,665 6,709 7,360 15,126 : : : : Changes from: February 23, 2016 : : 5,942 10,558 -333 -62 0 -240 319 -29 659 -4,162 4,039 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 78.7 4.1 2.4 6.8 3.7 0.3 1.5 2.2 2.4 4.9 : : : : Number of Traders in Each Category Total Traders: 54 : : 30 25 . 4 6 . . . 5 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 159,640 : : Positions : : 134,546 120,082 2,967 15,410 4,066 0 962 1,574 3,942 10,749 2,782 : : : : Changes from: February 23, 2016 : : 5,615 1,003 365 324 1,100 -946 226 593 -1,275 3,527 644 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 75.2 1.9 9.7 2.5 0.0 0.6 1.0 2.5 6.7 1.7 : : : : Number of Traders in Each Category Total Traders: 46 : : 28 28 . . . 0 . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 238,886 : : Positions : : 207,205 57,434 2,293 151,455 7,294 1,254 4,280 8,283 0 1,523 892 : : : : Changes from: February 23, 2016 : : -4,204 -678 1,410 1,904 14 -668 0 381 0 -2,468 523 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 24.0 1.0 63.4 3.1 0.5 1.8 3.5 0.0 0.6 0.4 : : : : Number of Traders in Each Category Total Traders: 49 : : 23 18 . 14 7 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 690,429 : : Positions : : 593,361 188,651 25,528 434,911 35,473 251 5,079 14,967 6,727 3,713 4,339 : : : : Changes from: February 23, 2016 : : 14,115 -6,236 2,286 32,615 -4,465 251 -6,193 3,599 2,490 -28 -1,820 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 27.3 3.7 63.0 5.1 0.0 0.7 2.2 1.0 0.5 0.6 : : : : Number of Traders in Each Category Total Traders: 63 : : 36 28 5 10 14 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 316,831 : : Positions : : 269,969 171,620 17,267 128,880 122 3,574 0 2,446 13,099 2,037 3,311 : : : : Changes from: February 23, 2016 : : -688 2,959 2,729 6,927 -57 31 0 0 7,516 -214 -3,078 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 54.2 5.4 40.7 0.0 1.1 0.0 0.8 4.1 0.6 1.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 29 30 4 8 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HSC FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023398 Open Interest is 298,556 : : Positions : : 234,402 192,332 16,728 70,737 26,383 1,788 0 1,362 10,077 1,352 1,225 : : : : Changes from: February 23, 2016 : : -242 1,376 -1,249 245 225 1,080 0 -784 832 -1,012 274 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 64.4 5.6 23.7 8.8 0.6 0.0 0.5 3.4 0.5 0.4 : : : : Number of Traders in Each Category Total Traders: 57 : : 29 32 4 7 9 . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 141,290 : : Positions : : 130,760 94,387 906 31,340 608 2,775 0 591 0 5,796 616 : : : : Changes from: February 23, 2016 : : 5,588 4,239 0 0 0 -127 0 30 0 213 -333 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 66.8 0.6 22.2 0.4 2.0 0.0 0.4 0.0 4.1 0.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 17 . 6 . . 0 . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 123,027 : : Positions : : 88,566 92,632 9,879 6,184 5,614 0 5,287 0 7,151 0 1,861 : : : : Changes from: February 23, 2016 : : -998 1,401 507 1,044 -690 0 120 0 1,096 -1,660 458 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 75.3 8.0 5.0 4.6 0.0 4.3 0.0 5.8 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 20 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 114,421 : : Positions : : 98,485 38,490 2,252 61,135 632 647 0 830 0 3,021 1,394 : : : : Changes from: February 23, 2016 : : 1,924 1,668 0 2,648 234 647 -482 -411 0 135 337 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 33.6 2.0 53.4 0.6 0.6 0.0 0.7 0.0 2.6 1.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 10 . 10 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 169,195 : : Positions : : 113,309 72,281 40,208 82,367 6,329 0 0 0 0 0 0 : : : : Changes from: February 23, 2016 : : -70 1,040 -1,284 -63 1,284 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 42.7 23.8 48.7 3.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 12 4 8 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 87,100 : : Positions : : 71,463 48,806 7,262 34,551 468 0 0 0 0 0 0 : : : : Changes from: February 23, 2016 : : 2,504 -850 0 1,529 -31 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 56.0 8.3 39.7 0.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 16 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 326,598 : : Positions : : 240,353 145,094 54,224 148,437 15,158 2,614 427 402 218 5,830 5,353 : : : : Changes from: February 23, 2016 : : 148 -834 602 -858 -106 299 427 63 -175 1,613 754 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 44.4 16.6 45.4 4.6 0.8 0.1 0.1 0.1 1.8 1.6 : : : : Number of Traders in Each Category Total Traders: 67 : : 40 27 4 11 6 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 92,253 : : Positions : : 77,483 49,101 0 26,985 3,060 0 2,886 1,046 0 1,500 1,118 : : : : Changes from: February 23, 2016 : : 1,443 1,688 0 184 0 0 214 -122 0 -213 91 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 53.2 0.0 29.3 3.3 0.0 3.1 1.1 0.0 1.6 1.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 17 0 6 6 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 18,469 : : Positions : : 14,018 15,279 1,768 232 0 0 0 0 737 0 0 : : : : Changes from: February 23, 2016 : : 1,460 1,460 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 82.7 9.6 1.3 0.0 0.0 0.0 0.0 4.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 12 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A8 Open Interest is 78,644 : : Positions : : 34,286 47,749 31,906 16,817 3,192 175 5,017 1,061 422 0 794 : : : : Changes from: February 23, 2016 : : -914 -93 124 0 60 175 -9 -175 240 0 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.6 60.7 40.6 21.4 4.1 0.2 6.4 1.3 0.5 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 9 5 4 8 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 107,847 : : Positions : : 49,778 101,674 29,055 616 2,963 15,353 0 0 9,114 775 0 : : : : Changes from: February 23, 2016 : : 6,036 23,559 3,999 0 186 12,898 -148 -1,712 2,728 775 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.2 94.3 26.9 0.6 2.7 14.2 0.0 0.0 8.5 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 62 : : 22 23 9 . . 7 0 0 7 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 120,514 : : Positions : : 74,554 113,336 13,819 0 2,723 14,310 0 1,043 11,566 1,471 435 : : : : Changes from: February 23, 2016 : : 2,491 20,633 2,854 -959 1,331 12,433 -525 -1,247 2,293 636 342 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 94.0 11.5 0.0 2.3 11.9 0.0 0.9 9.6 1.2 0.4 : : : : Number of Traders in Each Category Total Traders: 67 : : 30 28 9 0 4 7 0 . 9 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 62,107 : : Positions : : 59,345 60,489 997 0 0 0 372 0 509 0 87 : : : : Changes from: February 23, 2016 : : 521 1,203 186 0 0 0 0 0 0 -393 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.6 97.4 1.6 0.0 0.0 0.0 0.6 0.0 0.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 18 . 0 0 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 224,513 : : Positions : : 194,737 173,211 13,118 30,499 12,571 0 0 0 0 0 0 : : : : Changes from: February 23, 2016 : : 6,759 6,370 1,048 1,046 -967 0 -1,055 -707 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 77.1 5.8 13.6 5.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 36 32 . 6 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 58,452 : : Positions : : 37,986 43,121 4,905 3,194 1,372 0 3,003 304 0 4,229 306 : : : : Changes from: February 23, 2016 : : 4,228 3,623 856 31 -122 0 1,644 -425 0 3,336 -584 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 73.8 8.4 5.5 2.3 0.0 5.1 0.5 0.0 7.2 0.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 15 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 123,178 : : Positions : : 103,623 62,481 1,295 22,186 8,031 0 7,651 882 0 12,622 0 : : : : Changes from: February 23, 2016 : : 2,456 -1,675 0 0 0 0 -391 7 0 3,920 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 50.7 1.1 18.0 6.5 0.0 6.2 0.7 0.0 10.2 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 18 . 5 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 114,875 : : Positions : : 77,015 106,220 13,466 736 2,869 5,421 0 636 8,661 0 0 : : : : Changes from: February 23, 2016 : : 5,763 2,814 -1,524 0 604 -3,610 0 -10 1,466 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 92.5 11.7 0.6 2.5 4.7 0.0 0.6 7.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 15 . . . . 0 . 5 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 108,408 : : Positions : : 85,594 101,089 15,183 3,577 2,113 0 0 0 310 0 0 : : : : Changes from: February 23, 2016 : : 1,090 1,272 38 -206 146 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 93.2 14.0 3.3 1.9 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 14 5 . 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 132,442 : : Positions : : 117,513 126,883 6,444 0 395 1,495 0 589 217 1,083 628 : : : : Changes from: February 23, 2016 : : -1,606 1,037 856 0 0 1,495 -362 -354 0 128 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 95.8 4.9 0.0 0.3 1.1 0.0 0.4 0.2 0.8 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 17 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 148,152 : : Positions : : 109,125 51,182 9,732 66,691 4,344 3,270 0 450 0 12,363 4,558 : : : : Changes from: February 23, 2016 : : 5,700 2,995 428 5,018 -84 345 0 -191 0 675 1,977 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 34.5 6.6 45.0 2.9 2.2 0.0 0.3 0.0 8.3 3.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 22 . 8 6 . 0 . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BQ Open Interest is 19,644 : : Positions : : 18,486 15,562 0 783 0 0 0 0 0 2,666 0 : : : : Changes from: February 23, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 79.2 0.0 4.0 0.0 0.0 0.0 0.0 0.0 13.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 0 . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BW Open Interest is 49,626 : : Positions : : 47,103 42,757 0 3,696 155 1,015 0 0 0 2,395 29 : : : : Changes from: February 23, 2016 : : 2,640 1,471 0 0 0 0 0 0 0 1,169 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 86.2 0.0 7.4 0.3 2.0 0.0 0.0 0.0 4.8 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 14 0 . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 50,390 : : Positions : : 29,333 48,721 18,469 0 0 0 0 0 0 1,276 0 : : : : Changes from: February 23, 2016 : : 1,082 1,833 124 0 -62 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 96.7 36.7 0.0 0.0 0.0 0.0 0.0 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 208,931 : : Positions : : 151,262 148,565 27,387 20,983 20,709 958 0 582 0 10,479 1,139 : : : : Changes from: February 23, 2016 : : 3,463 1,404 389 -947 413 -968 0 458 0 2,146 -301 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 71.1 13.1 10.0 9.9 0.5 0.0 0.3 0.0 5.0 0.5 : : : : Number of Traders in Each Category Total Traders: 53 : : 31 23 4 5 7 . 0 . 0 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 89,815 : : Positions : : 80,653 40,310 3,460 43,650 2,032 0 0 0 0 0 0 : : : : Changes from: February 23, 2016 : : 459 481 0 514 -152 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 44.9 3.9 48.6 2.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 13 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 90,915 : : Positions : : 41,583 62,765 36,049 18,650 1,011 0 0 0 0 0 0 : : : : Changes from: February 23, 2016 : : -465 3,580 604 -531 461 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 69.0 39.7 20.5 1.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 8 14 7 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 88,336 : : Positions : : 55,071 54,818 19,951 26,388 4,226 0 0 0 299 0 214 : : : : Changes from: February 23, 2016 : : 1,142 2,235 -462 -214 0 0 0 0 299 0 214 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 62.1 22.6 29.9 4.8 0.0 0.0 0.0 0.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 15 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 31,831 : : Positions : : 30,924 29,541 203 898 0 0 0 0 406 661 145 : : : : Changes from: February 23, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.2 92.8 0.6 2.8 0.0 0.0 0.0 0.0 1.3 2.1 0.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 12 . . 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 95,480 : : Positions : : 78,622 38,004 4,044 50,777 3,023 0 0 0 3,072 0 0 : : : : Changes from: February 23, 2016 : : 4,801 490 0 3,852 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 39.8 4.2 53.2 3.2 0.0 0.0 0.0 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 5 . 7 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 1,070,040 : : Positions : : 125,712 123,619 189,326 25,440 84,466 190,021 357,886 202,993 68,759 93,160 137,048 : : : : Changes from: February 23, 2016 : : -14,557 -2,643 12,994 -1,288 490 4,377 10,629 9,074 4,429 1,948 -23,703 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.7 11.6 17.7 2.4 7.9 17.8 33.4 19.0 6.4 8.7 12.8 : : : : Number of Traders in Each Category Total Traders: 337 : : 34 29 27 6 24 60 85 70 61 48 74 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 812,139 : : Positions : : 153,070 126,635 19,572 61,973 309,703 26,387 13,327 109,925 19,768 19,491 168,175 : : : : Changes from: February 23, 2016 : : -18,269 -24,062 -4,108 -7,889 -32,474 -20,615 -1,133 -22,632 -3,295 -12,560 -50,085 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.8 15.6 2.4 7.6 38.1 3.2 1.6 13.5 2.4 2.4 20.7 : : : : Number of Traders in Each Category Total Traders: 128 : : 31 31 6 16 22 21 12 25 26 13 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 292,218 : : Positions : : 82,734 51,479 23,397 30,347 52,640 42,670 2,561 24,923 21,283 87,331 36,299 : : : : Changes from: February 23, 2016 : : -6,570 -13,304 -5,546 -6,009 668 -4,475 -2,802 -408 -2,165 2,551 -469 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.3 17.6 8.0 10.4 18.0 14.6 0.9 8.5 7.3 29.9 12.4 : : : : Number of Traders in Each Category Total Traders: 66 : : 19 20 7 6 13 7 . 11 8 10 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 105,794 : : Positions : : 13,692 21,522 27,429 16,875 23,834 14,362 11,723 8,889 4,900 11,184 8,198 : : : : Changes from: February 23, 2016 : : -250 -936 -797 2,463 -6,288 4,200 -150 -9,025 -5,482 -4,156 -2,594 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.9 20.3 25.9 16.0 22.5 13.6 11.1 8.4 4.6 10.6 7.7 : : : : Number of Traders in Each Category Total Traders: 58 : : 10 10 11 4 14 7 10 10 8 8 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 109,139 : : Positions : : 8,833 9,560 7,674 1,294 46,922 749 10,096 25,517 4,021 313 14,145 : : : : Changes from: February 23, 2016 : : -710 -692 4,633 -688 -10,698 -3,646 4,615 -8,750 321 -2,684 -9,045 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.1 8.8 7.0 1.2 43.0 0.7 9.3 23.4 3.7 0.3 13.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 4 5 . . 6 . 6 9 9 . 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 1,453,762 : : Positions : : 487,598 196,832 49,077 848,877 212,509 53,324 13,595 84,614 496,722 36,285 34,541 : : : : Changes from: February 23, 2016 : : -19,330 -15,152 6,558 -3,320 -8,776 -5,364 -3,308 640 -6,357 -1,129 -293 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.5 13.5 3.4 58.4 14.6 3.7 0.9 5.8 34.2 2.5 2.4 : : : : Number of Traders in Each Category Total Traders: 96 : : 35 29 4 16 17 10 4 12 15 6 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 310,676 : : Positions : : 61,977 69,457 157,975 107,837 35,445 15,681 36,770 9,603 7,533 28,748 20,541 : : : : Changes from: February 23, 2016 : : -13,506 -6,522 -11,440 -14,212 -739 -8,711 -2,091 -136 2,017 -8,879 -8,495 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.9 22.4 50.8 34.7 11.4 5.0 11.8 3.1 2.4 9.3 6.6 : : : : Number of Traders in Each Category Total Traders: 67 : : 15 15 11 9 13 6 8 10 8 8 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 19,646 : : Positions : : 19,144 13,535 0 5,911 0 0 0 0 387 0 0 : : : : Changes from: February 23, 2016 : : -797 -554 0 -493 0 0 0 0 -365 -62 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.4 68.9 0.0 30.1 0.0 0.0 0.0 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 21 0 5 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 127,988 : : Positions : : 107,298 98,480 9,392 16,748 7,867 811 2,005 0 910 1,786 718 : : : : Changes from: February 23, 2016 : : 12,998 18,444 357 -309 1,258 426 0 0 -106 -4,348 -79 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 76.9 7.3 13.1 6.1 0.6 1.6 0.0 0.7 1.4 0.6 : : : : Number of Traders in Each Category Total Traders: 81 : : 45 44 8 5 9 . . 0 4 8 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 41,123 : : Positions : : 30,369 35,740 6,430 1,510 3,286 231 0 57 0 480 0 : : : : Changes from: February 23, 2016 : : 1,253 1,676 177 -298 -84 -12 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 86.9 15.6 3.7 8.0 0.6 0.0 0.1 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 14 . . 5 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 27,191 : : Positions : : 21,859 23,352 2,586 2,727 592 1,550 0 0 50 95 220 : : : : Changes from: February 23, 2016 : : -3,243 -607 2 474 -307 -155 0 0 -125 -2,996 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 85.9 9.5 10.0 2.2 5.7 0.0 0.0 0.2 0.3 0.8 : : : : Number of Traders in Each Category Total Traders: 45 : : 27 25 . 7 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 13,119 : : Positions : : 5,133 8,439 6,953 2,468 254 0 0 0 30 1,434 384 : : : : Changes from: February 23, 2016 : : -349 1,251 961 -345 -104 0 0 0 -30 -243 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.1 64.3 53.0 18.8 1.9 0.0 0.0 0.0 0.2 10.9 2.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 21 4 . . 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 12,847 : : Positions : : 11,236 8,403 400 3,641 354 0 46 0 211 159 86 : : : : Changes from: February 23, 2016 : : 148 696 -14 -339 -132 0 -21 0 -22 -207 -51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 65.4 3.1 28.3 2.8 0.0 0.4 0.0 1.6 1.2 0.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 14 . 5 5 0 . 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated March 4, 2016