Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 4,684,018 : : Positions : :2,706,884 1,093,325 390,790 2,408,752 219,038 404,040 24,996 280,955 138,016 149,017 493,826 : : : : Changes from: May 17, 2016 : : 6,403 -21,586 18,933 1,991 15 7,832 1,210 6,259 -39,674 14,622 55,149 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 23.3 8.3 51.4 4.7 8.6 0.5 6.0 2.9 3.2 10.5 : : : : Number of Traders in Each Category Total Traders: 228 : : 114 96 5 21 23 23 8 25 26 23 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 1,846,138 : : Positions : : 315,099 273,902 50,172 79,554 584,882 10,078 56,918 429,495 45,297 13,064 407,021 : : : : Changes from: May 17, 2016 : : 21,843 6,425 -3,161 8,865 24,178 801 -6,396 17,269 627 11,194 10,043 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.1 14.8 2.7 4.3 31.7 0.5 3.1 23.3 2.5 0.7 22.0 : : : : Number of Traders in Each Category Total Traders: 102 : : 34 32 8 12 18 8 9 15 18 12 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 271,379 : : Positions : : 169,610 229,641 18,291 1,762 23,685 14,131 0 6,534 19,723 312 3,027 : : : : Changes from: May 17, 2016 : : -2,053 298 316 -545 -106 -707 0 2,623 871 -824 620 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 84.6 6.7 0.6 8.7 5.2 0.0 2.4 7.3 0.1 1.1 : : : : Number of Traders in Each Category Total Traders: 61 : : 32 26 7 . 7 5 0 5 8 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 147,673 : : Positions : : 131,059 108,079 64 21,000 5,772 732 1,209 240 1,089 4,332 3,185 : : : : Changes from: May 17, 2016 : : 5,822 7,535 12 424 -484 0 -289 -821 1,089 -975 641 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 73.2 0.0 14.2 3.9 0.5 0.8 0.2 0.7 2.9 2.2 : : : : Number of Traders in Each Category Total Traders: 49 : : 25 30 . 4 4 . . . 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 228,701 : : Positions : : 192,211 74,250 3,894 123,061 12,950 1,977 7,048 2,426 2,791 891 432 : : : : Changes from: May 17, 2016 : : 2,641 3,695 0 181 -366 347 784 -801 968 394 -633 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 32.5 1.7 53.8 5.7 0.9 3.1 1.1 1.2 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 49 : : 23 19 . 12 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 806,844 : : Positions : : 702,277 195,559 30,714 526,914 35,300 470 8,082 14,131 3,304 14,536 5,740 : : : : Changes from: May 17, 2016 : : 16,104 1,506 30 15,614 -473 340 160 804 2,815 1,982 -465 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 24.2 3.8 65.3 4.4 0.1 1.0 1.8 0.4 1.8 0.7 : : : : Number of Traders in Each Category Total Traders: 66 : : 37 22 5 10 13 . . . 4 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 347,088 : : Positions : : 292,679 207,579 21,906 119,258 1,098 1,179 2,072 3,713 18,847 4,286 1,631 : : : : Changes from: May 17, 2016 : : -2,003 3,821 267 -195 60 62 605 -392 5,395 -1,674 -1,906 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 59.8 6.3 34.4 0.3 0.3 0.6 1.1 5.4 1.2 0.5 : : : : Number of Traders in Each Category Total Traders: 62 : : 29 29 4 9 . . . . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 302,465 : : Positions : : 228,728 190,498 19,743 77,055 29,345 2,903 584 2,091 11,842 1,469 517 : : : : Changes from: May 17, 2016 : : 2,797 1,744 732 550 0 -626 -361 612 -1,057 -1 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 63.0 6.5 25.5 9.7 1.0 0.2 0.7 3.9 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 60 : : 32 33 5 9 11 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 120,389 : : Positions : : 111,833 71,470 0 34,585 180 1,000 0 1,153 0 3,032 1,463 : : : : Changes from: May 17, 2016 : : 8,157 7,023 0 -522 0 276 0 -270 0 1,360 651 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 59.4 0.0 28.7 0.1 0.8 0.0 1.0 0.0 2.5 1.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 17 0 7 . . 0 . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 137,061 : : Positions : : 98,548 104,040 18,123 2,448 6,454 162 2,086 455 0 7,722 6,733 : : : : Changes from: May 17, 2016 : : 13,145 6,522 485 0 -30 -88 27 367 -277 5,737 -591 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 75.9 13.2 1.8 4.7 0.1 1.5 0.3 0.0 5.6 4.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 23 4 . . . . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Q Open Interest is 23,252 : : Positions : : 22,140 13,527 0 9,198 0 0 0 0 620 279 0 : : : : Changes from: May 17, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.2 58.2 0.0 39.6 0.0 0.0 0.0 0.0 2.7 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 0 . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 115,360 : : Positions : : 98,513 29,813 1,498 71,553 577 3,051 0 1,018 0 2,150 288 : : : : Changes from: May 17, 2016 : : 770 480 0 2,611 0 2,824 0 -229 0 386 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 25.8 1.3 62.0 0.5 2.6 0.0 0.9 0.0 1.9 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 11 . 7 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 162,931 : : Positions : : 114,598 64,426 34,311 83,498 5,351 0 0 0 0 0 0 : : : : Changes from: May 17, 2016 : : 422 -855 16 1,399 -181 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 39.5 21.1 51.2 3.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 14 5 8 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 80,918 : : Positions : : 67,389 46,189 3,023 25,798 428 0 1,560 0 0 0 0 : : : : Changes from: May 17, 2016 : : 674 30 0 428 0 0 306 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 57.1 3.7 31.9 0.5 0.0 1.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 22,272 : : Positions : : 19,196 20,259 367 0 123 0 600 0 240 0 0 : : : : Changes from: May 17, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 91.0 1.6 0.0 0.6 0.0 2.7 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 11 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 345,945 : : Positions : : 248,374 110,933 52,980 193,874 23,866 1,482 975 1,534 2,075 2,874 4,478 : : : : Changes from: May 17, 2016 : : 4,830 400 -335 6,436 917 837 0 -465 2,011 -172 -353 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 32.1 15.3 56.0 6.9 0.4 0.3 0.4 0.6 0.8 1.3 : : : : Number of Traders in Each Category Total Traders: 67 : : 41 27 4 12 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 84,361 : : Positions : : 70,495 36,583 3,713 35,391 732 417 680 603 0 352 1,129 : : : : Changes from: May 17, 2016 : : 2,146 -1,201 0 1,683 -428 -472 60 -49 -700 352 160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 43.4 4.4 42.0 0.9 0.5 0.8 0.7 0.0 0.4 1.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 . 6 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 74,427 : : Positions : : 26,524 42,848 33,943 14,160 2,253 0 3,640 686 3,645 5,992 59 : : : : Changes from: May 17, 2016 : : 330 2,045 1,208 0 -302 0 -1,020 0 180 663 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.6 57.6 45.6 19.0 3.0 0.0 4.9 0.9 4.9 8.1 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 7 8 5 4 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 84,699 : : Positions : : 32,674 67,452 13,018 506 7,305 16,451 8,130 0 14,580 420 0 : : : : Changes from: May 17, 2016 : : 3,480 17,604 -127 -422 4,442 10,913 8,130 0 13,380 420 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.6 79.6 15.4 0.6 8.6 19.4 9.6 0.0 17.2 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 15 20 8 . 5 5 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 148,733 : : Positions : : 98,081 103,959 6,269 2,218 4,470 20,795 17,173 1,530 3,658 5,286 12,400 : : : : Changes from: May 17, 2016 : : 4,027 19,374 -1,596 -1,408 4,470 10,193 7,375 755 2,180 -10,750 11,200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 69.9 4.2 1.5 3.0 14.0 11.5 1.0 2.5 3.6 8.3 : : : : Number of Traders in Each Category Total Traders: 76 : : 30 32 5 . . 5 6 . 5 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 60,979 : : Positions : : 57,887 60,425 1,408 0 0 248 0 0 558 0 0 : : : : Changes from: May 17, 2016 : : 3,478 3,386 180 0 0 -240 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 99.1 2.3 0.0 0.0 0.4 0.0 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 21 . 0 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 213,040 : : Positions : : 160,620 168,581 24,838 20,145 12,375 0 916 847 4,523 0 642 : : : : Changes from: May 17, 2016 : : 733 9,358 3,430 -2,714 1,759 -301 916 -357 168 0 611 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 79.1 11.7 9.5 5.8 0.0 0.4 0.4 2.1 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 31 28 . 5 4 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 33,871 : : Positions : : 29,451 28,384 1,249 1,431 150 0 616 0 1,976 804 186 : : : : Changes from: May 17, 2016 : : 2,165 1,804 573 -150 150 0 120 0 -180 420 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 83.8 3.7 4.2 0.4 0.0 1.8 0.0 5.8 2.4 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 14 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 56,633 : : Positions : : 40,517 42,538 3,531 1,958 214 0 0 0 622 5,622 376 : : : : Changes from: May 17, 2016 : : 1,798 1,952 -90 30 0 0 0 0 487 270 -332 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 75.1 6.2 3.5 0.4 0.0 0.0 0.0 1.1 9.9 0.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 17 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 114,136 : : Positions : : 93,326 61,573 1,623 19,788 7,787 0 4,719 697 2,889 12,537 0 : : : : Changes from: May 17, 2016 : : 1,318 1,890 822 -60 60 0 -330 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 53.9 1.4 17.3 6.8 0.0 4.1 0.6 2.5 11.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 16 21 . 6 4 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 121,011 : : Positions : : 85,986 111,025 8,341 0 1,039 654 0 1,397 7,813 0 0 : : : : Changes from: May 17, 2016 : : -327 948 1,560 0 -870 0 0 0 191 0 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 91.7 6.9 0.0 0.9 0.5 0.0 1.2 6.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 12 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 105,486 : : Positions : : 73,049 99,671 23,633 2,691 1,279 984 0 0 0 0 0 : : : : Changes from: May 17, 2016 : : 858 1,845 1,719 0 337 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 94.5 22.4 2.6 1.2 0.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 14 6 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 112,986 : : Positions : : 100,735 105,320 1,989 2,003 1,099 0 0 0 1,779 1,477 655 : : : : Changes from: May 17, 2016 : : 2,237 3,127 -484 -1,070 63 0 0 0 1,384 184 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 93.2 1.8 1.8 1.0 0.0 0.0 0.0 1.6 1.3 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 17 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 136,145 : : Positions : : 95,451 66,291 14,634 33,353 4,750 0 231 1,110 0 15,682 2,819 : : : : Changes from: May 17, 2016 : : 1,669 -1,981 -398 -333 534 0 120 -120 -631 853 1,029 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 48.7 10.7 24.5 3.5 0.0 0.2 0.8 0.0 11.5 2.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 18 4 6 6 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BQ Open Interest is 19,654 : : Positions : : 15,223 12,067 398 0 0 1,098 0 0 1,289 6,673 0 : : : : Changes from: May 17, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 61.4 2.0 0.0 0.0 5.6 0.0 0.0 6.6 34.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 9 . 0 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 50,323 : : Positions : : 40,589 43,816 4,528 4,734 368 712 0 248 1,401 758 0 : : : : Changes from: May 17, 2016 : : 1,054 1,350 360 1,290 -360 0 0 0 510 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 87.1 9.0 9.4 0.7 1.4 0.0 0.5 2.8 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 16 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 55,225 : : Positions : : 37,116 54,215 16,279 0 488 0 248 0 0 0 0 : : : : Changes from: May 17, 2016 : : 1,406 1,512 390 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 98.2 29.5 0.0 0.9 0.0 0.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 15 . 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 206,917 : : Positions : : 153,076 149,590 17,790 22,151 20,616 2,290 328 584 1,636 5,725 1,810 : : : : Changes from: May 17, 2016 : : 2,606 5,127 -434 14 235 0 0 0 436 8 -167 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 72.3 8.6 10.7 10.0 1.1 0.2 0.3 0.8 2.8 0.9 : : : : Number of Traders in Each Category Total Traders: 57 : : 30 28 . 6 7 . . . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233CU Open Interest is 97,586 : : Positions : : 81,850 42,492 2,318 43,125 3,750 0 0 0 1,674 0 183 : : : : Changes from: May 17, 2016 : : 3,365 5,220 0 -383 148 0 0 0 277 0 -183 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 43.5 2.4 44.2 3.8 0.0 0.0 0.0 1.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 9 . 7 5 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CW Open Interest is 90,962 : : Positions : : 47,690 61,800 32,947 18,674 248 0 0 0 0 0 0 : : : : Changes from: May 17, 2016 : : 2,147 930 0 642 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 67.9 36.2 20.5 0.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 14 6 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 90,797 : : Positions : : 52,097 56,188 26,715 25,676 3,658 330 0 0 0 1,931 123 : : : : Changes from: May 17, 2016 : : -90 1,360 1,062 -366 0 330 0 0 0 615 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 61.9 29.4 28.3 4.0 0.4 0.0 0.0 0.0 2.1 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 13 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 98,035 : : Positions : : 79,300 36,706 6,491 53,721 2,169 0 0 0 2,876 0 0 : : : : Changes from: May 17, 2016 : : 1,716 1,071 214 398 0 0 0 0 509 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 37.4 6.6 54.8 2.2 0.0 0.0 0.0 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 9 . 6 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 1,101,538 : : Positions : : 150,318 150,075 164,581 37,847 95,841 216,710 329,552 194,370 60,490 107,290 142,493 : : : : Changes from: May 17, 2016 : : 13,028 -8,519 3,101 -4,145 5,659 -17,145 20,235 -21,349 3,254 -9,142 4,808 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.6 13.6 14.9 3.4 8.7 19.7 29.9 17.6 5.5 9.7 12.9 : : : : Number of Traders in Each Category Total Traders: 343 : : 34 31 25 9 26 54 82 76 66 55 86 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 786,396 : : Positions : : 145,756 131,641 57,101 76,462 270,128 23,494 25,965 116,704 19,687 15,008 145,453 : : : : Changes from: May 17, 2016 : : 4,004 4,955 4,127 5,660 4,538 2,874 -5,009 5,131 -761 4,890 8,379 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.5 16.7 7.3 9.7 34.4 3.0 3.3 14.8 2.5 1.9 18.5 : : : : Number of Traders in Each Category Total Traders: 134 : : 32 32 6 15 21 25 12 29 22 19 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 286,055 : : Positions : : 66,754 46,625 29,861 30,877 46,447 49,790 248 23,778 20,240 95,166 34,768 : : : : Changes from: May 17, 2016 : : 371 3,374 -1,470 769 -1,117 3,204 238 1,138 1,253 -187 2,325 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.3 16.3 10.4 10.8 16.2 17.4 0.1 8.3 7.1 33.3 12.2 : : : : Number of Traders in Each Category Total Traders: 77 : : 20 21 7 7 13 10 . 11 11 14 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 128,680 : : Positions : : 16,678 26,817 25,370 23,524 26,850 14,676 5,578 14,638 7,933 12,309 13,318 : : : : Changes from: May 17, 2016 : : 3,795 1,338 6 592 1,029 -2,233 1,279 4,361 2,826 1,485 1,848 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.0 20.8 19.7 18.3 20.9 11.4 4.3 11.4 6.2 9.6 10.3 : : : : Number of Traders in Each Category Total Traders: 59 : : 10 11 12 . 14 6 6 10 8 12 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A84 Open Interest is 10,676 : : Positions : : 4,235 3,194 80 0 0 361 181 1,082 185 1,627 4,524 : : : : Changes from: May 17, 2016 : : -79 125 5 0 0 66 -12 -48 -110 -231 591 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 29.9 0.8 0.0 0.0 3.4 1.7 10.1 1.7 15.2 42.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 9 . 0 0 . . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 136,355 : : Positions : : 12,264 11,507 6,126 8,180 63,805 1,825 5,704 23,330 8,041 2,879 20,951 : : : : Changes from: May 17, 2016 : : 251 368 1,734 2,459 2,128 476 1,752 1,149 2,297 181 1,804 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.0 8.4 4.5 6.0 46.8 1.3 4.2 17.1 5.9 2.1 15.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 5 5 4 . 7 . 5 8 11 . 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 32,492 : : Positions : : 5,122 9,717 14,339 4,920 3,559 2,047 6,021 2,407 1,554 2,262 1,158 : : : : Changes from: May 17, 2016 : : 0 0 -150 1,150 -166 1,222 216 358 270 -120 -180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.8 29.9 44.1 15.1 11.0 6.3 18.5 7.4 4.8 7.0 3.6 : : : : Number of Traders in Each Category Total Traders: 22 : : . . . . 4 . 4 5 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 1,429,483 : : Positions : : 438,120 213,299 84,973 842,233 177,949 92,290 27,351 67,490 486,151 21,234 46,364 : : : : Changes from: May 17, 2016 : : -69 9,981 6,945 7,993 -7,774 4,790 3,698 -1,353 13,401 -513 -225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.6 14.9 5.9 58.9 12.4 6.5 1.9 4.7 34.0 1.5 3.2 : : : : Number of Traders in Each Category Total Traders: 98 : : 36 31 4 14 15 8 7 10 15 7 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 335,727 : : Positions : : 62,038 63,131 166,294 132,688 35,000 23,373 34,768 11,880 18,149 35,370 16,424 : : : : Changes from: May 17, 2016 : : 1,250 1,130 2,801 4,738 -975 -154 -672 1,630 3,016 1,685 338 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.5 18.8 49.5 39.5 10.4 7.0 10.4 3.5 5.4 10.5 4.9 : : : : Number of Traders in Each Category Total Traders: 70 : : 14 15 12 8 16 6 8 11 11 8 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 32,233 : : Positions : : 31,006 22,638 0 7,363 105 0 0 0 109 779 420 : : : : Changes from: May 17, 2016 : : 1,239 1,184 0 160 30 0 0 0 41 -9 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.2 70.2 0.0 22.8 0.3 0.0 0.0 0.0 0.3 2.4 1.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 27 0 6 . 0 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 133,805 : : Positions : : 108,083 105,609 9,806 17,124 6,269 4,579 1,507 27 2,492 1,154 718 : : : : Changes from: May 17, 2016 : : 6,042 6,039 205 -15 62 -25 107 27 243 221 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 78.9 7.3 12.8 4.7 3.4 1.1 0.0 1.9 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 83 : : 44 47 4 7 7 4 . . 10 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 71,614 : : Positions : : 45,042 56,200 4,580 2,874 8,052 1,357 2,988 83 12,020 695 0 : : : : Changes from: May 17, 2016 : : 2,553 3,283 119 -611 573 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 78.5 6.4 4.0 11.2 1.9 4.2 0.1 16.8 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 17 . . 5 . . . 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 33,362 : : Positions : : 26,400 24,673 1,968 4,049 1,817 1,240 0 0 180 803 1,481 : : : : Changes from: May 17, 2016 : : 1,243 948 -165 0 448 0 0 0 -5 25 9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 74.0 5.9 12.1 5.4 3.7 0.0 0.0 0.5 2.4 4.4 : : : : Number of Traders in Each Category Total Traders: 45 : : 27 23 . 7 5 . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 16,837 : : Positions : : 6,255 9,617 7,578 3,249 187 0 0 0 1,806 2,848 495 : : : : Changes from: May 17, 2016 : : 864 654 -96 5 72 0 0 0 -25 79 -74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.2 57.1 45.0 19.3 1.1 0.0 0.0 0.0 10.7 16.9 2.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 23 5 4 . 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 24, 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 16,906 : : Positions : : 14,891 10,670 350 5,358 125 0 0 0 247 126 105 : : : : Changes from: May 17, 2016 : : 70 115 -11 -45 -28 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 63.1 2.1 31.7 0.7 0.0 0.0 0.0 1.5 0.7 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 14 . 4 . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated May 27, 2016