Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 4,405,442 : : Positions : :2,578,728 947,743 307,838 2,329,350 240,565 391,241 57,526 244,504 178,421 134,498 395,389 : : : : Changes from: March 22, 2016 : : 83,739 67,950 -11,162 43,922 4,175 18,492 17,569 -43,934 52,954 -3,562 16,084 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 21.5 7.0 52.9 5.5 8.9 1.3 5.6 4.1 3.1 9.0 : : : : Number of Traders in Each Category Total Traders: 226 : : 116 98 4 20 22 19 9 21 26 24 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 1,884,264 : : Positions : : 285,027 244,814 37,460 75,323 588,192 12,988 61,408 497,076 44,042 2,878 412,217 : : : : Changes from: March 22, 2016 : : -22,586 -40,967 16,435 9,529 -137,162 -22,773 38,887 -153,939 21,950 -11,878 -142,693 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.1 13.0 2.0 4.0 31.2 0.7 3.3 26.4 2.3 0.2 21.9 : : : : Number of Traders in Each Category Total Traders: 87 : : 29 29 7 11 18 9 6 13 13 9 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 285,379 : : Positions : : 204,774 227,694 12,702 9,806 20,126 11,418 1,454 2,144 8,485 7,731 6,996 : : : : Changes from: March 22, 2016 : : 2,825 5,311 1,006 1,676 154 2,015 -431 47 565 465 -1,744 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 79.8 4.5 3.4 7.1 4.0 0.5 0.8 3.0 2.7 2.5 : : : : Number of Traders in Each Category Total Traders: 56 : : 31 26 . 5 6 . . . 4 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 154,348 : : Positions : : 130,020 114,459 3,276 15,795 5,296 1,190 736 1,459 2,380 8,974 2,708 : : : : Changes from: March 22, 2016 : : -1,783 -3,810 120 -142 549 -601 0 -163 -568 424 54 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 74.2 2.1 10.2 3.4 0.8 0.5 0.9 1.5 5.8 1.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 27 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 232,129 : : Positions : : 196,385 59,638 6,809 144,772 7,600 645 3,513 5,564 901 767 1,226 : : : : Changes from: March 22, 2016 : : 2,587 2,062 2,425 3,566 253 181 299 -303 -9 0 703 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 25.7 2.9 62.4 3.3 0.3 1.5 2.4 0.4 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 17 . 13 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 708,954 : : Positions : : 613,555 191,307 25,849 450,991 40,623 2,107 5,320 7,599 2,472 4,599 4,467 : : : : Changes from: March 22, 2016 : : 18,123 10,335 428 6,268 880 -447 646 -1,484 -913 -61 -276 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 27.0 3.6 63.6 5.7 0.3 0.8 1.1 0.3 0.6 0.6 : : : : Number of Traders in Each Category Total Traders: 62 : : 39 27 4 10 13 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 311,708 : : Positions : : 260,712 173,394 19,523 124,945 246 2,378 1,057 2,576 18,057 2,313 939 : : : : Changes from: March 22, 2016 : : 1,074 -538 427 893 0 -519 1,057 351 -440 30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 55.6 6.3 40.1 0.1 0.8 0.3 0.8 5.8 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 62 : : 26 34 5 8 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 296,469 : : Positions : : 227,089 190,736 15,229 66,516 30,271 4,093 0 1,331 11,998 1,353 689 : : : : Changes from: March 22, 2016 : : 2,105 5,729 150 -957 1,015 80 0 -113 739 -56 315 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 64.3 5.1 22.4 10.2 1.4 0.0 0.4 4.0 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 61 : : 32 33 4 8 10 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 139,313 : : Positions : : 129,110 90,109 356 29,069 585 1,765 240 1,051 0 7,002 1,384 : : : : Changes from: March 22, 2016 : : 8,113 3,212 184 -31 -112 -290 240 -152 0 4,656 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 64.7 0.3 20.9 0.4 1.3 0.2 0.8 0.0 5.0 1.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 17 . 6 . . . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 125,111 : : Positions : : 89,187 100,045 14,547 4,479 6,106 0 3,687 58 6,574 0 1,244 : : : : Changes from: March 22, 2016 : : 619 2,708 -151 214 119 0 -94 0 1,543 0 -1,015 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 80.0 11.6 3.6 4.9 0.0 2.9 0.0 5.3 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 20 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 109,849 : : Positions : : 93,503 38,528 1,925 56,255 570 313 0 1,047 0 3,588 424 : : : : Changes from: March 22, 2016 : : 1,975 1,635 0 -90 0 -127 0 88 0 57 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 35.1 1.8 51.2 0.5 0.3 0.0 1.0 0.0 3.3 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 . 8 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 172,587 : : Positions : : 119,385 70,380 40,341 84,975 5,317 0 0 0 0 0 0 : : : : Changes from: March 22, 2016 : : 2,227 293 100 1,667 61 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 40.8 23.4 49.2 3.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 10 4 8 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 93,484 : : Positions : : 77,885 53,333 4,121 33,293 428 0 0 0 0 0 0 : : : : Changes from: March 22, 2016 : : 180 720 0 -446 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 57.1 4.4 35.6 0.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A2 Open Interest is 26,636 : : Positions : : 23,790 20,629 1,073 2,268 1,050 0 0 0 0 0 0 : : : : Changes from: March 22, 2016 : : 750 -1,476 -564 1,896 -1,056 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 77.4 4.0 8.5 3.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 327,858 : : Positions : : 245,350 132,423 50,147 164,051 13,528 420 34 1,051 39 2,866 5,319 : : : : Changes from: March 22, 2016 : : -276 -1,532 -143 1,691 1,213 93 34 245 39 -597 -252 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 40.4 15.3 50.0 4.1 0.1 0.0 0.3 0.0 0.9 1.6 : : : : Number of Traders in Each Category Total Traders: 57 : : 34 24 4 11 8 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A5 Open Interest is 86,428 : : Positions : : 71,006 45,626 0 26,729 2,349 22 854 1,348 0 1,704 1,394 : : : : Changes from: March 22, 2016 : : 857 -483 0 906 -183 22 -1,062 308 -385 1,704 144 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 52.8 0.0 30.9 2.7 0.0 1.0 1.6 0.0 2.0 1.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 14 0 6 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 20,936 : : Positions : : 16,355 18,552 1,593 240 0 240 0 0 0 0 0 : : : : Changes from: March 22, 2016 : : 3,358 4,356 -30 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 88.6 7.6 1.1 0.0 1.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 13 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 79,540 : : Positions : : 33,235 47,170 31,706 16,043 2,448 135 6,598 1,177 2,274 1,064 1,210 : : : : Changes from: March 22, 2016 : : 1,101 368 -210 -30 0 -63 1,319 46 2,274 314 675 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.8 59.3 39.9 20.2 3.1 0.2 8.3 1.5 2.9 1.3 1.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 8 8 5 4 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 110,651 : : Positions : : 67,767 94,997 20,515 0 4,466 13,082 4,260 0 2,340 4,800 360 : : : : Changes from: March 22, 2016 : : 19,770 18,630 2,398 -140 586 2,970 4,260 0 1,380 4,020 360 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 85.9 18.5 0.0 4.0 11.8 3.8 0.0 2.1 4.3 0.3 : : : : Number of Traders in Each Category Total Traders: 64 : : 25 23 10 0 4 5 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 141,203 : : Positions : : 88,373 126,243 16,569 0 2,383 19,001 3,888 522 10,277 4,120 2,085 : : : : Changes from: March 22, 2016 : : 21,744 20,534 3,270 0 1,200 2,448 3,888 522 420 3,030 1,620 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 89.4 11.7 0.0 1.7 13.5 2.8 0.4 7.3 2.9 1.5 : : : : Number of Traders in Each Category Total Traders: 78 : : 34 31 9 0 4 9 . . 8 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 72,309 : : Positions : : 69,836 70,993 1,550 0 0 0 372 0 248 0 0 : : : : Changes from: March 22, 2016 : : 1,021 502 60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.6 98.2 2.1 0.0 0.0 0.0 0.5 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 21 . 0 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 215,166 : : Positions : : 180,713 164,575 16,406 30,504 10,432 0 481 1,107 0 0 0 : : : : Changes from: March 22, 2016 : : -1,541 34 2,341 1,522 -756 0 150 -94 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 76.5 7.6 14.2 4.8 0.0 0.2 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 30 26 . 6 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233AW Open Interest is 25,854 : : Positions : : 22,905 21,864 0 86 1,116 0 308 0 727 0 403 : : : : Changes from: March 22, 2016 : : 4,605 4,687 0 -660 0 0 -150 0 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 84.6 0.0 0.3 4.3 0.0 1.2 0.0 2.8 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 14 0 . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 55,744 : : Positions : : 35,542 39,628 3,714 2,379 214 0 1,708 577 0 4,996 627 : : : : Changes from: March 22, 2016 : : 1,375 -832 0 -26 214 0 -244 109 0 1,622 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 71.1 6.7 4.3 0.4 0.0 3.1 1.0 0.0 9.0 1.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 14 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 124,481 : : Positions : : 103,943 65,964 3,031 21,430 7,819 0 5,908 523 0 17,074 0 : : : : Changes from: March 22, 2016 : : 1,156 1,854 0 -856 90 0 -342 -82 0 830 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 53.0 2.4 17.2 6.3 0.0 4.7 0.4 0.0 13.7 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 16 21 . 5 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BB Open Interest is 118,673 : : Positions : : 82,053 108,587 7,569 0 3,603 5,654 0 636 7,769 0 190 : : : : Changes from: March 22, 2016 : : 1,042 1,127 -153 0 153 401 0 0 -57 0 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 91.5 6.4 0.0 3.0 4.8 0.0 0.5 6.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 13 . 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 112,131 : : Positions : : 85,022 103,576 16,723 3,484 2,628 1,712 0 0 930 0 0 : : : : Changes from: March 22, 2016 : : 578 2,428 518 0 360 0 0 0 930 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 92.4 14.9 3.1 2.3 1.5 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 5 . 4 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 130,019 : : Positions : : 114,683 123,450 3,905 0 182 271 0 968 1,594 1,920 709 : : : : Changes from: March 22, 2016 : : 2,113 1,099 0 0 0 -337 0 0 -369 30 246 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 94.9 3.0 0.0 0.1 0.2 0.0 0.7 1.2 1.5 0.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 16 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 154,525 : : Positions : : 118,771 60,200 10,035 62,114 4,049 1,466 0 797 0 16,757 1,394 : : : : Changes from: March 22, 2016 : : 6,119 4,068 1,023 -1,826 533 -612 0 299 0 2,574 419 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 39.0 6.5 40.2 2.6 0.9 0.0 0.5 0.0 10.8 0.9 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 21 . 7 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 25,867 : : Positions : : 19,675 20,274 1,718 0 0 300 0 0 2,400 5,006 0 : : : : Changes from: March 22, 2016 : : 330 480 990 0 0 0 0 0 0 660 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 78.4 6.6 0.0 0.0 1.2 0.0 0.0 9.3 19.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 . 0 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 43,937 : : Positions : : 42,107 35,458 0 5,953 155 0 0 0 0 1,794 0 : : : : Changes from: March 22, 2016 : : 2,099 568 0 1,800 0 0 0 0 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 80.7 0.0 13.5 0.4 0.0 0.0 0.0 0.0 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 13 0 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 65,920 : : Positions : : 42,495 63,462 20,366 0 488 0 480 0 0 480 0 : : : : Changes from: March 22, 2016 : : 3,626 3,746 1,054 0 0 0 480 0 0 480 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 96.3 30.9 0.0 0.7 0.0 0.7 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 14 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 206,758 : : Positions : : 148,527 149,976 27,553 18,217 20,525 1,322 0 278 29 7,671 955 : : : : Changes from: March 22, 2016 : : 5,187 581 -297 2,643 -1,352 0 0 0 -418 600 -319 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 72.5 13.3 8.8 9.9 0.6 0.0 0.1 0.0 3.7 0.5 : : : : Number of Traders in Each Category Total Traders: 51 : : 30 24 4 5 7 . 0 . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 93,299 : : Positions : : 45,151 62,660 37,940 18,433 1,038 0 0 0 0 0 0 : : : : Changes from: March 22, 2016 : : 2,641 3,442 1,767 0 422 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 67.2 40.7 19.8 1.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 7 14 8 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 96,136 : : Positions : : 55,140 60,034 27,910 27,720 3,658 0 0 0 0 1,165 394 : : : : Changes from: March 22, 2016 : : -553 3,055 3,784 91 0 0 0 0 0 -94 -59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 62.4 29.0 28.8 3.8 0.0 0.0 0.0 0.0 1.2 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 14 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 44,680 : : Positions : : 44,110 42,504 0 766 0 0 0 0 0 716 90 : : : : Changes from: March 22, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.7 95.1 0.0 1.7 0.0 0.0 0.0 0.0 0.0 1.6 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 11 0 . 0 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 97,286 : : Positions : : 82,132 38,984 5,705 51,850 1,021 0 0 0 2,712 0 0 : : : : Changes from: March 22, 2016 : : 622 1,731 1,216 46 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 40.1 5.9 53.3 1.0 0.0 0.0 0.0 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 6 . 6 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 1,091,523 : : Positions : : 165,702 162,894 178,781 34,810 72,783 210,417 301,237 216,085 38,558 117,537 139,222 : : : : Changes from: March 22, 2016 : : 12,196 17,158 -4,813 1,461 -2,869 6,861 -25,473 2,123 -14,028 6,509 -7,262 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.2 14.9 16.4 3.2 6.7 19.3 27.6 19.8 3.5 10.8 12.8 : : : : Number of Traders in Each Category Total Traders: 321 : : 34 30 24 9 23 64 73 71 47 58 73 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 756,852 : : Positions : : 153,620 124,730 37,872 66,523 275,763 24,204 21,128 109,099 10,027 16,823 139,182 : : : : Changes from: March 22, 2016 : : -15,444 -12,762 19,706 -508 -46,798 -1,634 9,890 -29,869 -8,126 -1,234 -37,132 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.3 16.5 5.0 8.8 36.4 3.2 2.8 14.4 1.3 2.2 18.4 : : : : Number of Traders in Each Category Total Traders: 130 : : 30 30 5 16 21 25 12 30 23 16 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 299,931 : : Positions : : 80,453 53,101 32,481 29,942 49,293 41,503 2,579 28,231 20,719 92,903 36,534 : : : : Changes from: March 22, 2016 : : 662 1,911 9 -654 -240 -1,752 2,329 -70 247 -4,179 -684 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.8 17.7 10.8 10.0 16.4 13.8 0.9 9.4 6.9 31.0 12.2 : : : : Number of Traders in Each Category Total Traders: 78 : : 25 23 7 7 14 10 . 10 10 10 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 101,605 : : Positions : : 11,691 24,976 27,869 18,186 20,349 9,694 8,228 8,563 6,349 7,171 8,925 : : : : Changes from: March 22, 2016 : : -3,762 -2,151 -2,763 4,173 -7,108 -701 -9,578 -1,789 554 1,169 -4,363 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.5 24.6 27.4 17.9 20.0 9.5 8.1 8.4 6.2 7.1 8.8 : : : : Number of Traders in Each Category Total Traders: 54 : : 10 10 12 . 14 7 5 9 10 7 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 95,362 : : Positions : : 10,279 9,414 8,416 5,621 45,791 666 4,388 16,055 1,522 1,458 12,305 : : : : Changes from: March 22, 2016 : : 367 -628 -6,129 1,635 -11,351 -41 -9,522 -9,768 -2,438 252 -6,501 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.8 9.9 8.8 5.9 48.0 0.7 4.6 16.8 1.6 1.5 12.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 4 5 . 5 7 . 5 7 6 5 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 1,495,378 : : Positions : : 506,197 206,075 66,095 881,291 199,890 60,912 18,454 85,221 501,939 42,061 37,108 : : : : Changes from: March 22, 2016 : : 3,698 4,001 1,083 7,381 1,295 3,434 2,704 -2,110 3,453 2,083 -1,620 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 13.8 4.4 58.9 13.4 4.1 1.2 5.7 33.6 2.8 2.5 : : : : Number of Traders in Each Category Total Traders: 102 : : 39 32 4 16 17 8 7 12 14 8 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 306,452 : : Positions : : 62,419 59,828 159,511 115,027 33,409 11,020 31,117 11,873 10,397 32,708 15,155 : : : : Changes from: March 22, 2016 : : -1,935 -12,691 -2,667 17,249 -18,763 -2,441 -6,775 -1,507 2,165 -2,829 -9,159 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.4 19.5 52.1 37.5 10.9 3.6 10.2 3.9 3.4 10.7 4.9 : : : : Number of Traders in Each Category Total Traders: 66 : : 13 15 12 7 15 6 9 11 8 7 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665G Open Interest is 22,911 : : Positions : : 22,002 15,380 0 6,746 320 0 0 0 362 123 112 : : : : Changes from: March 22, 2016 : : 540 498 0 10 0 0 0 0 -32 0 49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 67.1 0.0 29.4 1.4 0.0 0.0 0.0 1.6 0.5 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 24 0 6 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 121,284 : : Positions : : 98,257 93,174 10,295 17,343 6,894 2,740 1,750 0 1,802 1,198 437 : : : : Changes from: March 22, 2016 : : -1,930 -434 -470 115 517 1,794 0 0 189 -2 -38 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 76.8 8.5 14.3 5.7 2.3 1.4 0.0 1.5 1.0 0.4 : : : : Number of Traders in Each Category Total Traders: 78 : : 45 43 5 7 10 . . 0 6 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 52,196 : : Positions : : 32,840 43,169 8,120 2,040 4,880 54 1,404 102 5,400 480 0 : : : : Changes from: March 22, 2016 : : -140 535 1,075 -20 -288 0 1,404 0 1,080 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 82.7 15.6 3.9 9.3 0.1 2.7 0.2 10.3 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 15 . . 5 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 31,201 : : Positions : : 25,381 26,157 2,775 3,329 955 1,550 0 0 43 241 229 : : : : Changes from: March 22, 2016 : : -437 -179 235 -48 -30 0 0 0 11 -16 79 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 83.8 8.9 10.7 3.1 5.0 0.0 0.0 0.1 0.8 0.7 : : : : Number of Traders in Each Category Total Traders: 48 : : 29 26 . 7 5 . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 15,686 : : Positions : : 6,188 9,477 7,460 3,389 264 0 0 0 628 1,420 777 : : : : Changes from: March 22, 2016 : : 347 -28 0 692 -135 0 0 0 492 186 9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.4 60.4 47.6 21.6 1.7 0.0 0.0 0.0 4.0 9.1 5.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 24 24 5 4 . 0 0 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 14,543 : : Positions : : 12,679 8,869 400 4,658 372 0 46 0 176 179 104 : : : : Changes from: March 22, 2016 : : -172 -17 0 -150 0 0 0 0 1 -39 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 61.0 2.8 32.0 2.6 0.0 0.3 0.0 1.2 1.2 0.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 14 . 5 5 0 . 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated April 1, 2016