Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 4,222,598 : : Positions : :2,452,582 900,738 297,477 2,293,877 234,076 390,915 69,191 229,712 186,760 94,969 383,367 : : : : Changes from: March 29, 2016 : : -126,146 -47,005 -10,361 -35,473 -6,489 -326 11,665 -14,792 8,339 -39,529 -12,022 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 21.3 7.0 54.3 5.5 9.3 1.6 5.4 4.4 2.2 9.1 : : : : Number of Traders in Each Category Total Traders: 219 : : 113 100 4 20 22 16 10 20 25 19 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 1,903,415 : : Positions : : 285,418 248,910 37,346 69,040 595,800 10,490 61,236 502,314 45,590 2,425 421,174 : : : : Changes from: March 29, 2016 : : 392 4,096 -114 -6,283 7,608 -2,499 -172 5,238 1,548 -453 8,957 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.0 13.1 2.0 3.6 31.3 0.6 3.2 26.4 2.4 0.1 22.1 : : : : Number of Traders in Each Category Total Traders: 88 : : 30 29 7 11 18 9 6 13 15 7 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 266,923 : : Positions : : 185,511 219,784 11,894 6,320 21,629 10,581 1,033 2,202 13,219 3,562 3,865 : : : : Changes from: March 29, 2016 : : -19,263 -7,910 -808 -3,486 1,503 -837 -421 58 4,734 -4,169 -3,131 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 82.3 4.5 2.4 8.1 4.0 0.4 0.8 5.0 1.3 1.4 : : : : Number of Traders in Each Category Total Traders: 55 : : 30 24 . 5 6 . . . 7 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 135,563 : : Positions : : 117,933 97,957 1,896 17,815 4,822 337 736 1,274 1,281 7,618 2,117 : : : : Changes from: March 29, 2016 : : -12,087 -16,502 -1,380 2,020 -474 -853 0 -185 -1,099 -1,356 -591 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 72.3 1.4 13.1 3.6 0.2 0.5 0.9 0.9 5.6 1.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 26 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 214,145 : : Positions : : 178,804 52,358 5,664 132,518 7,484 2,133 5,504 3,962 2,375 1,099 28 : : : : Changes from: March 29, 2016 : : -17,581 -7,280 -1,145 -12,254 -116 1,488 1,991 -1,602 1,474 332 -1,198 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 24.4 2.6 61.9 3.5 1.0 2.6 1.9 1.1 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 17 . 11 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 695,334 : : Positions : : 608,964 175,866 23,359 457,775 35,446 17 3,708 9,858 172 5,955 3,364 : : : : Changes from: March 29, 2016 : : -4,591 -15,441 -2,490 6,784 -5,177 -2,090 -1,612 2,259 -2,300 1,356 -1,103 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 25.3 3.4 65.8 5.1 0.0 0.5 1.4 0.0 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 61 : : 37 26 4 10 13 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 293,203 : : Positions : : 248,570 161,225 16,428 119,281 122 2,321 0 2,576 16,013 2,260 906 : : : : Changes from: March 29, 2016 : : -12,142 -12,169 -3,095 -5,664 -124 -57 -1,057 0 -2,044 -53 -33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 55.0 5.6 40.7 0.0 0.8 0.0 0.9 5.5 0.8 0.3 : : : : Number of Traders in Each Category Total Traders: 56 : : 26 29 4 8 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 277,678 : : Positions : : 211,340 177,616 14,451 62,110 29,633 5,039 0 1,089 11,253 1,261 844 : : : : Changes from: March 29, 2016 : : -15,749 -13,120 -778 -4,406 -638 946 0 -242 -745 -92 155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 64.0 5.2 22.4 10.7 1.8 0.0 0.4 4.1 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 55 : : 26 31 4 8 10 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 123,197 : : Positions : : 112,755 81,620 642 30,777 430 1,565 0 941 230 1,476 943 : : : : Changes from: March 29, 2016 : : -16,355 -8,489 286 1,708 -155 -200 -240 -110 230 -5,526 -441 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 66.3 0.5 25.0 0.3 1.3 0.0 0.8 0.2 1.2 0.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 15 . 7 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339E Open Interest is 118,404 : : Positions : : 81,852 94,911 13,982 4,050 6,295 0 3,417 28 8,136 0 1,086 : : : : Changes from: March 29, 2016 : : -7,335 -5,134 -565 -429 189 0 -270 -30 1,562 0 -158 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 80.2 11.8 3.4 5.3 0.0 2.9 0.0 6.9 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 20 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 99,447 : : Positions : : 85,640 33,399 1,715 52,670 306 392 0 968 0 1,740 424 : : : : Changes from: March 29, 2016 : : -7,863 -5,129 -210 -3,585 -264 79 0 -79 0 -1,848 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 33.6 1.7 53.0 0.3 0.4 0.0 1.0 0.0 1.7 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 . 7 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 161,413 : : Positions : : 111,685 66,161 36,697 79,130 5,342 0 0 0 0 0 0 : : : : Changes from: March 29, 2016 : : -7,700 -4,219 -3,644 -5,845 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 41.0 22.7 49.0 3.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 11 4 8 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 86,623 : : Positions : : 72,534 51,060 3,581 28,851 428 0 0 0 0 0 0 : : : : Changes from: March 29, 2016 : : -5,351 -2,273 -540 -4,442 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 58.9 4.1 33.3 0.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A3 Open Interest is 313,776 : : Positions : : 232,121 119,255 50,293 165,470 12,411 547 62 1,202 758 1,949 4,816 : : : : Changes from: March 29, 2016 : : -13,229 -13,168 146 1,419 -1,117 127 28 151 719 -917 -503 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 38.0 16.0 52.7 4.0 0.2 0.0 0.4 0.2 0.6 1.5 : : : : Number of Traders in Each Category Total Traders: 55 : : 34 23 4 11 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 80,869 : : Positions : : 67,499 42,298 0 28,170 1,921 1,113 620 505 228 0 1,409 : : : : Changes from: March 29, 2016 : : -3,507 -3,328 0 1,441 -428 1,091 -234 -843 228 -1,704 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 52.3 0.0 34.8 2.4 1.4 0.8 0.6 0.3 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 14 0 6 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A6 Open Interest is 15,449 : : Positions : : 11,792 11,733 0 240 0 240 0 0 0 0 0 : : : : Changes from: March 29, 2016 : : -4,563 -6,819 -1,593 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 75.9 0.0 1.6 0.0 1.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 12 0 . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A8 Open Interest is 72,047 : : Positions : : 27,038 43,561 32,198 14,873 2,432 0 5,779 670 2,274 210 1,076 : : : : Changes from: March 29, 2016 : : -6,197 -3,609 492 -1,170 -16 -135 -819 -507 0 -854 -134 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 60.5 44.7 20.6 3.4 0.0 8.0 0.9 3.2 0.3 1.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 8 5 4 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 51,515 : : Positions : : 28,601 48,285 15,891 500 2,316 1,472 0 0 0 0 0 : : : : Changes from: March 29, 2016 : : -39,166 -46,712 -4,624 500 -2,150 -11,610 -4,260 0 -2,340 -4,800 -360 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 93.7 30.8 1.0 4.5 2.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 11 7 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 98,363 : : Positions : : 70,487 85,193 8,240 780 1,170 13,082 4,260 0 2,340 5,160 360 : : : : Changes from: March 29, 2016 : : -17,886 -41,050 -8,329 780 -1,213 -5,919 372 -522 -7,937 1,040 -1,725 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 86.6 8.4 0.8 1.2 13.3 4.3 0.0 2.4 5.2 0.4 : : : : Number of Traders in Each Category Total Traders: 60 : : 28 20 5 . . 5 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 57,638 : : Positions : : 55,478 57,068 930 0 0 0 0 0 0 0 0 : : : : Changes from: March 29, 2016 : : -14,358 -13,925 -620 0 0 0 -372 0 -248 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.3 99.0 1.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 18 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 205,905 : : Positions : : 175,624 155,300 18,694 37,272 3,662 0 266 1,053 0 0 0 : : : : Changes from: March 29, 2016 : : -5,089 -9,275 2,288 6,768 -6,770 0 -215 -54 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 75.4 9.1 18.1 1.8 0.0 0.1 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 28 26 . 5 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 23,637 : : Positions : : 20,678 20,611 0 1,202 0 0 0 0 1,866 0 0 : : : : Changes from: March 29, 2016 : : -2,227 -1,253 0 1,116 -1,116 0 -308 0 1,139 0 -403 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 87.2 0.0 5.1 0.0 0.0 0.0 0.0 7.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 54,062 : : Positions : : 37,866 39,935 3,714 2,065 214 0 2,450 307 0 3,315 565 : : : : Changes from: March 29, 2016 : : 2,324 307 0 -314 0 0 742 -270 0 -1,681 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 73.9 6.9 3.8 0.4 0.0 4.5 0.6 0.0 6.1 1.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 15 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 115,704 : : Positions : : 97,208 58,747 2,297 20,830 7,399 0 5,840 523 0 15,950 0 : : : : Changes from: March 29, 2016 : : -6,735 -7,217 -734 -600 -420 0 -68 0 0 -1,124 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 50.8 2.0 18.0 6.4 0.0 5.0 0.5 0.0 13.8 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 14 18 . 5 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 107,816 : : Positions : : 73,990 99,303 4,190 0 2,846 4,479 0 636 6,574 0 0 : : : : Changes from: March 29, 2016 : : -8,063 -9,284 -3,379 0 -757 -1,175 0 0 -1,195 0 -190 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 92.1 3.9 0.0 2.6 4.2 0.0 0.6 6.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 12 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 103,983 : : Positions : : 78,504 97,788 17,682 3,094 1,128 1,472 0 0 0 0 0 : : : : Changes from: March 29, 2016 : : -6,518 -5,788 959 -390 -1,500 -240 0 0 -930 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 94.0 17.0 3.0 1.1 1.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 5 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 120,793 : : Positions : : 107,638 114,691 2,925 0 978 221 0 962 1,286 1,651 587 : : : : Changes from: March 29, 2016 : : -7,045 -8,759 -980 0 796 -50 0 -6 -308 -269 -122 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 94.9 2.4 0.0 0.8 0.2 0.0 0.8 1.1 1.4 0.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 17 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 142,159 : : Positions : : 103,718 53,995 14,808 59,072 3,255 2,057 0 818 381 13,041 1,348 : : : : Changes from: March 29, 2016 : : -15,053 -6,205 4,773 -3,042 -794 591 0 21 381 -3,716 -46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 38.0 10.4 41.6 2.3 1.4 0.0 0.6 0.3 9.2 0.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 16 . 7 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 20,597 : : Positions : : 14,817 17,577 1,718 0 0 300 0 0 2,400 2,960 0 : : : : Changes from: March 29, 2016 : : -4,858 -2,697 0 0 0 0 0 0 0 -2,046 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 85.3 8.3 0.0 0.0 1.5 0.0 0.0 11.7 14.4 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 . 0 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 36,807 : : Positions : : 35,752 29,568 0 5,736 0 0 0 0 0 1,050 0 : : : : Changes from: March 29, 2016 : : -6,355 -5,890 0 -217 -155 0 0 0 0 -744 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.1 80.3 0.0 15.6 0.0 0.0 0.0 0.0 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 12 0 . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 59,177 : : Positions : : 34,967 57,091 21,590 0 488 0 480 0 0 480 0 : : : : Changes from: March 29, 2016 : : -7,528 -6,371 1,224 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 96.5 36.5 0.0 0.8 0.0 0.8 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 11 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 192,103 : : Positions : : 138,472 138,796 25,908 21,022 17,131 1,414 0 186 419 6,489 1,395 : : : : Changes from: March 29, 2016 : : -10,055 -11,180 -1,645 2,805 -3,394 92 0 -92 390 -1,182 440 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 72.3 13.5 10.9 8.9 0.7 0.0 0.1 0.2 3.4 0.7 : : : : Number of Traders in Each Category Total Traders: 49 : : 30 24 4 5 7 . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 86,667 : : Positions : : 41,935 56,330 35,509 18,043 496 0 0 0 0 0 0 : : : : Changes from: March 29, 2016 : : -3,216 -6,330 -2,431 -390 -542 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 65.0 41.0 20.8 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 11 7 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 89,180 : : Positions : : 51,805 54,523 25,246 26,296 3,658 0 0 0 0 1,317 273 : : : : Changes from: March 29, 2016 : : -3,335 -5,511 -2,664 -1,424 0 0 0 0 0 152 -121 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 61.1 28.3 29.5 4.1 0.0 0.0 0.0 0.0 1.5 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 13 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 91,239 : : Positions : : 76,911 34,836 5,807 49,575 1,172 0 0 0 2,362 0 0 : : : : Changes from: March 29, 2016 : : -5,221 -4,148 102 -2,275 151 0 0 0 -350 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 38.2 6.4 54.3 1.3 0.0 0.0 0.0 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 5 . 6 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 1,115,854 : : Positions : : 170,554 167,666 158,523 43,205 82,827 210,712 282,557 239,350 44,421 112,624 138,708 : : : : Changes from: March 29, 2016 : : 4,851 4,772 -20,258 8,395 10,044 296 -18,680 23,265 5,863 -4,913 -514 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.3 15.0 14.2 3.9 7.4 18.9 25.3 21.4 4.0 10.1 12.4 : : : : Number of Traders in Each Category Total Traders: 332 : : 35 32 22 10 21 67 79 76 51 54 74 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 757,587 : : Positions : : 153,928 126,095 35,191 63,375 276,129 23,052 21,591 110,750 12,624 17,167 138,878 : : : : Changes from: March 29, 2016 : : 308 1,365 -2,680 -3,148 366 -1,152 462 1,651 2,597 344 -304 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.3 16.6 4.6 8.4 36.4 3.0 2.8 14.6 1.7 2.3 18.3 : : : : Number of Traders in Each Category Total Traders: 130 : : 30 30 7 14 21 24 13 31 22 17 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 275,461 : : Positions : : 73,902 44,943 30,362 30,266 45,793 44,178 2,212 19,199 18,200 91,643 33,679 : : : : Changes from: March 29, 2016 : : -6,551 -8,158 -2,119 324 -3,500 2,675 -367 -9,032 -2,519 -1,260 -2,855 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.8 16.3 11.0 11.0 16.6 16.0 0.8 7.0 6.6 33.3 12.2 : : : : Number of Traders in Each Category Total Traders: 62 : : 15 17 7 6 13 9 . 9 7 12 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 103,478 : : Positions : : 11,689 24,858 27,444 18,102 20,871 10,490 8,230 8,945 7,159 8,346 8,615 : : : : Changes from: March 29, 2016 : : -2 -118 -425 -84 522 796 2 382 810 1,175 -310 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.3 24.0 26.5 17.5 20.2 10.1 8.0 8.6 6.9 8.1 8.3 : : : : Number of Traders in Each Category Total Traders: 54 : : 9 9 12 . 14 8 5 9 9 8 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 100,149 : : Positions : : 9,828 9,323 7,445 5,682 46,448 1,427 5,115 15,991 3,411 1,969 15,330 : : : : Changes from: March 29, 2016 : : -451 -90 -971 61 657 761 726 -64 1,889 511 3,025 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.8 9.3 7.4 5.7 46.4 1.4 5.1 16.0 3.4 2.0 15.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 5 5 4 . 7 . 6 8 6 5 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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-2500 - NASDAQ FUTURES (Contracts of 2,500 MMBTU'S) : CFTC Code #023P03 Open Interest is 33,538 : : Positions : : 3,348 9,894 22,095 2,685 2,934 1,185 8,315 765 0 5,215 2,764 : : : : Changes from: March 29, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.0 29.5 65.9 8.0 8.7 3.5 24.8 2.3 0.0 15.5 8.2 : : : : Number of Traders in Each Category Total Traders: 20 : : . . 4 . 4 . 4 . 0 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 1,409,418 : : Positions : : 465,939 191,463 66,952 847,437 197,810 70,990 19,466 65,265 475,191 30,521 32,245 : : : : Changes from: March 29, 2016 : : -40,258 -14,612 857 -33,854 -2,080 10,078 1,012 -19,956 -26,748 -11,540 -4,863 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.1 13.6 4.8 60.1 14.0 5.0 1.4 4.6 33.7 2.2 2.3 : : : : Number of Traders in Each Category Total Traders: 96 : : 35 30 4 15 16 9 7 11 15 5 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 313,717 : : Positions : : 62,355 61,990 161,073 114,529 36,320 11,991 31,414 12,792 10,660 33,367 16,001 : : : : Changes from: March 29, 2016 : : -64 2,162 1,562 -498 2,911 971 297 919 263 659 846 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.9 19.8 51.3 36.5 11.6 3.8 10.0 4.1 3.4 10.6 5.1 : : : : Number of Traders in Each Category Total Traders: 68 : : 13 16 12 7 15 6 9 11 10 6 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 20,610 : : Positions : : 19,857 13,903 0 5,987 310 0 0 0 314 186 24 : : : : Changes from: March 29, 2016 : : -2,145 -1,477 0 -759 -10 0 0 0 -48 63 -88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.3 67.5 0.0 29.0 1.5 0.0 0.0 0.0 1.5 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 21 0 6 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 113,617 : : Positions : : 90,692 86,416 9,558 16,975 6,725 3,561 1,605 0 1,673 952 376 : : : : Changes from: March 29, 2016 : : -7,565 -6,758 -737 -368 -169 821 -145 0 -129 -246 -61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 76.1 8.4 14.9 5.9 3.1 1.4 0.0 1.5 0.8 0.3 : : : : Number of Traders in Each Category Total Traders: 74 : : 41 40 5 6 8 . . 0 6 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 52,350 : : Positions : : 32,036 41,933 6,777 2,347 5,068 42 2,172 102 7,560 480 0 : : : : Changes from: March 29, 2016 : : -804 -1,236 -1,343 307 188 -12 768 0 2,160 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 80.1 12.9 4.5 9.7 0.1 4.1 0.2 14.4 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 15 . . 5 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 29,685 : : Positions : : 23,248 23,247 2,029 3,119 823 1,395 0 0 0 164 1,975 : : : : Changes from: March 29, 2016 : : -2,133 -2,910 -746 -210 -132 -155 0 0 -43 -77 1,746 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 78.3 6.8 10.5 2.8 4.7 0.0 0.0 0.0 0.6 6.7 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 24 . 7 . . 0 0 0 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 14,951 : : Positions : : 4,971 8,950 7,589 3,255 89 0 0 0 1,086 1,469 842 : : : : Changes from: March 29, 2016 : : -1,217 -527 129 -134 -175 0 0 0 458 49 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.2 59.9 50.8 21.8 0.6 0.0 0.0 0.0 7.3 9.8 5.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 20 25 5 4 . 0 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 14,141 : : Positions : : 12,466 8,543 307 4,778 117 0 0 0 183 206 88 : : : : Changes from: March 29, 2016 : : -213 -326 -93 120 -255 0 -46 0 7 27 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 60.4 2.2 33.8 0.8 0.0 0.0 0.0 1.3 1.5 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 12 . 4 . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated April 8, 2016