Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 4,432,538 : : Positions : :2,512,108 1,044,889 388,013 2,341,519 211,590 411,729 34,432 233,235 176,793 103,066 449,873 : : : : Changes from: May 24, 2016 : : -194,776 -48,436 -2,777 -67,233 -7,448 7,689 9,436 -47,720 38,777 -45,951 -43,953 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 23.6 8.8 52.8 4.8 9.3 0.8 5.3 4.0 2.3 10.1 : : : : Number of Traders in Each Category Total Traders: 222 : : 115 95 5 20 22 21 9 24 25 20 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 1,695,443 : : Positions : : 281,782 255,300 42,628 63,099 558,603 14,772 61,532 388,154 42,629 4,760 362,291 : : : : Changes from: May 24, 2016 : : -33,317 -18,602 -7,544 -16,456 -26,280 4,694 4,614 -41,341 -2,668 -8,304 -44,730 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.6 15.1 2.5 3.7 32.9 0.9 3.6 22.9 2.5 0.3 21.4 : : : : Number of Traders in Each Category Total Traders: 94 : : 33 30 7 11 17 11 5 14 17 9 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 273,687 : : Positions : : 170,946 229,279 18,902 1,762 24,831 12,908 0 6,993 20,331 616 2,766 : : : : Changes from: May 24, 2016 : : 1,336 -362 611 0 1,146 -1,223 0 459 608 304 -261 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 83.8 6.9 0.6 9.1 4.7 0.0 2.6 7.4 0.2 1.0 : : : : Number of Traders in Each Category Total Traders: 62 : : 33 25 7 . 7 5 0 5 8 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 148,215 : : Positions : : 131,623 109,131 64 21,252 5,584 732 1,891 754 1,664 3,881 2,818 : : : : Changes from: May 24, 2016 : : 564 1,052 0 252 -188 0 682 514 575 -451 -367 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 73.6 0.0 14.3 3.8 0.5 1.3 0.5 1.1 2.6 1.9 : : : : Number of Traders in Each Category Total Traders: 49 : : 25 31 . 4 4 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 233,891 : : Positions : : 195,081 78,202 3,894 123,033 12,919 2,163 7,022 3,941 3,544 497 390 : : : : Changes from: May 24, 2016 : : 2,870 3,952 0 -28 -31 186 -26 1,515 753 -394 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 33.4 1.7 52.6 5.5 0.9 3.0 1.7 1.5 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 49 : : 24 19 . 12 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 830,438 : : Positions : : 728,499 207,339 31,444 549,148 36,882 0 8,939 13,960 2,761 7,031 2,465 : : : : Changes from: May 24, 2016 : : 26,222 11,780 730 22,234 1,582 -470 857 -171 -543 -7,505 -3,275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 25.0 3.8 66.1 4.4 0.0 1.1 1.7 0.3 0.8 0.3 : : : : Number of Traders in Each Category Total Traders: 67 : : 39 24 5 10 13 0 4 4 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 356,868 : : Positions : : 304,662 219,330 21,909 121,480 1,098 717 2,072 3,352 16,998 0 1,353 : : : : Changes from: May 24, 2016 : : 11,983 11,751 3 2,222 0 -462 0 -361 -1,849 -4,286 -278 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 61.5 6.1 34.0 0.3 0.2 0.6 0.9 4.8 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 63 : : 33 31 4 9 . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 304,790 : : Positions : : 231,283 192,999 19,743 77,291 29,439 2,993 367 2,111 12,716 1,497 548 : : : : Changes from: May 24, 2016 : : 2,555 2,501 0 236 94 90 -217 20 874 28 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 63.3 6.5 25.4 9.7 1.0 0.1 0.7 4.2 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 63 : : 34 34 5 9 11 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 123,422 : : Positions : : 114,881 74,132 0 34,589 220 266 0 1,517 0 2,423 1,889 : : : : Changes from: May 24, 2016 : : 3,048 2,662 0 4 40 -734 0 364 0 -609 426 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 60.1 0.0 28.0 0.2 0.2 0.0 1.2 0.0 2.0 1.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 17 0 7 . . 0 . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 140,102 : : Positions : : 100,836 107,034 18,482 2,448 6,454 162 2,523 551 0 8,125 6,308 : : : : Changes from: May 24, 2016 : : 2,288 2,994 359 0 0 0 437 96 0 403 -425 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 76.4 13.2 1.7 4.6 0.1 1.8 0.4 0.0 5.8 4.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 25 4 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 23,642 : : Positions : : 22,440 14,556 0 8,838 0 0 0 0 620 0 0 : : : : Changes from: May 24, 2016 : : 300 1,029 0 -360 0 0 0 0 0 -279 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 61.6 0.0 37.4 0.0 0.0 0.0 0.0 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 116,495 : : Positions : : 97,989 28,149 1,498 74,361 302 5,350 0 611 0 1,321 299 : : : : Changes from: May 24, 2016 : : -524 -1,664 0 2,808 -275 2,299 0 -407 0 -829 11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 24.2 1.3 63.8 0.3 4.6 0.0 0.5 0.0 1.1 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 11 . 7 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 164,160 : : Positions : : 115,335 64,891 34,892 83,990 5,322 0 0 0 0 0 0 : : : : Changes from: May 24, 2016 : : 737 465 581 492 -29 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 39.5 21.3 51.2 3.2 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 31, 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 81,196 : : Positions : : 67,389 46,582 3,023 26,226 428 0 1,590 0 0 0 0 : : : : Changes from: May 24, 2016 : : 0 393 0 428 0 0 30 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 57.4 3.7 32.3 0.5 0.0 2.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 24,112 : : Positions : : 20,916 21,729 367 0 123 0 600 0 360 0 0 : : : : Changes from: May 24, 2016 : : 1,720 1,470 0 0 0 0 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 90.1 1.5 0.0 0.5 0.0 2.5 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 346,469 : : Positions : : 253,229 112,101 52,347 193,841 23,181 583 665 1,596 1,579 3,309 3,927 : : : : Changes from: May 24, 2016 : : 4,855 1,168 -633 -33 -685 -899 -310 62 -496 435 -551 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 32.4 15.1 55.9 6.7 0.2 0.2 0.5 0.5 1.0 1.1 : : : : 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 31, 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 84,845 : : Positions : : 72,303 37,528 3,683 35,391 752 1,331 680 220 0 424 775 : : : : Changes from: May 24, 2016 : : 1,808 945 -30 0 20 914 0 -383 0 72 -354 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 44.2 4.3 41.7 0.9 1.6 0.8 0.3 0.0 0.5 0.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 12 . 6 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A8 Open Interest is 78,187 : : Positions : : 29,389 42,246 34,003 15,976 3,177 0 6,088 686 3,645 5,322 181 : : : : Changes from: May 24, 2016 : : 2,865 -602 60 1,816 924 0 2,448 0 0 -670 122 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.6 54.0 43.5 20.4 4.1 0.0 7.8 0.9 4.7 6.8 0.2 : : : : 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 31, 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 109,997 : : Positions : : 43,864 88,572 18,532 492 8,549 20,989 8,190 0 17,280 3,030 0 : : : : Changes from: May 24, 2016 : : 11,190 21,120 5,514 -14 1,244 4,538 60 0 2,700 2,610 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 80.5 16.8 0.4 7.8 19.1 7.4 0.0 15.7 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 71 : : 18 27 9 . 5 7 . 0 6 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 173,096 : : Positions : : 109,361 125,377 8,859 362 7,916 24,228 16,128 2,635 5,831 5,200 12,958 : : : : Changes from: May 24, 2016 : : 11,280 21,418 2,590 -1,856 3,446 3,433 -1,045 1,105 2,173 -86 558 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 72.4 5.1 0.2 4.6 14.0 9.3 1.5 3.4 3.0 7.5 : : : : Number of Traders in Each Category Total Traders: 83 : : 31 36 7 . . 8 5 . 7 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 63,455 : : Positions : : 60,878 62,905 1,408 0 0 368 0 0 528 0 30 : : : : Changes from: May 24, 2016 : : 2,991 2,480 0 0 0 120 0 0 -30 0 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.9 99.1 2.2 0.0 0.0 0.6 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 24 . 0 0 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 209,957 : : Positions : : 162,028 165,864 25,516 20,240 12,465 0 1,008 816 0 0 0 : : : : Changes from: May 24, 2016 : : 1,408 -2,717 678 95 90 0 92 -31 -4,523 0 -642 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 79.0 12.2 9.6 5.9 0.0 0.5 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 33 29 . 5 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 34,771 : : Positions : : 30,297 29,104 1,369 1,371 210 0 706 0 1,256 0 690 : : : : Changes from: May 24, 2016 : : 846 720 120 -60 60 0 90 0 -720 -804 504 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 83.7 3.9 3.9 0.6 0.0 2.0 0.0 3.6 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 15 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 56,631 : : Positions : : 40,637 45,832 3,531 1,958 214 0 0 0 868 2,328 314 : : : : Changes from: May 24, 2016 : : 120 3,294 0 0 0 0 0 0 246 -3,294 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 80.9 6.2 3.5 0.4 0.0 0.0 0.0 1.5 4.1 0.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 18 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 114,591 : : Positions : : 96,700 61,395 1,623 19,788 7,787 0 4,779 637 0 13,080 210 : : : : Changes from: May 24, 2016 : : 3,374 -178 0 0 0 0 60 -60 -2,889 543 210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 53.6 1.4 17.3 6.8 0.0 4.2 0.6 0.0 11.4 0.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 18 21 . 6 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 122,335 : : Positions : : 87,303 112,193 8,341 0 1,039 539 0 1,371 7,931 0 0 : : : : Changes from: May 24, 2016 : : 1,317 1,168 0 0 0 -115 0 -26 118 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 91.7 6.8 0.0 0.8 0.4 0.0 1.1 6.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 13 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 105,580 : : Positions : : 73,022 99,736 23,633 2,691 1,279 984 273 696 0 0 0 : : : : Changes from: May 24, 2016 : : -27 65 0 0 0 0 273 696 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 94.5 22.4 2.5 1.2 0.9 0.3 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 13 6 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 112,995 : : Positions : : 101,268 105,943 1,989 2,003 1,099 0 0 0 2,051 1,076 442 : : : : Changes from: May 24, 2016 : : 533 623 0 0 0 0 0 0 272 -401 -213 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 93.8 1.8 1.8 1.0 0.0 0.0 0.0 1.8 1.0 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 17 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 137,146 : : Positions : : 95,984 68,744 14,637 32,038 6,092 0 169 1,110 0 15,134 2,942 : : : : Changes from: May 24, 2016 : : 533 2,453 3 -1,315 1,342 0 -62 0 0 -548 123 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 50.1 10.7 23.4 4.4 0.0 0.1 0.8 0.0 11.0 2.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 19 4 7 8 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 20,104 : : Positions : : 15,916 13,269 398 0 0 1,098 0 0 1,289 6,041 0 : : : : Changes from: May 24, 2016 : : 693 1,202 0 0 0 0 0 0 0 -632 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 66.0 2.0 0.0 0.0 5.5 0.0 0.0 6.4 30.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 10 . 0 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 51,777 : : Positions : : 42,763 45,120 4,378 4,734 518 712 0 248 831 758 0 : : : : Changes from: May 24, 2016 : : 2,174 1,304 -150 0 150 0 0 0 -570 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 87.1 8.5 9.1 1.0 1.4 0.0 0.5 1.6 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 16 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 56,245 : : Positions : : 37,371 54,601 16,309 0 488 0 338 0 0 480 0 : : : : Changes from: May 24, 2016 : : 255 386 30 0 0 0 90 0 0 480 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 97.1 29.0 0.0 0.9 0.0 0.6 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 15 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 212,036 : : Positions : : 157,387 154,503 17,881 21,817 21,024 2,498 328 584 4,310 5,690 2,191 : : : : Changes from: May 24, 2016 : : 4,311 4,913 91 -334 408 208 0 0 2,674 -35 381 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 72.9 8.4 10.3 9.9 1.2 0.2 0.3 2.0 2.7 1.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 33 29 . 6 7 . . . . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 97,706 : : Positions : : 81,910 42,492 2,318 43,339 3,810 0 0 0 1,614 0 243 : : : : Changes from: May 24, 2016 : : 60 0 0 214 60 0 0 0 -60 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 43.5 2.4 44.4 3.9 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 31, 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 91,027 : : Positions : : 48,117 62,172 32,947 19,316 248 0 0 0 0 0 0 : : : : Changes from: May 24, 2016 : : 427 372 0 642 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 68.3 36.2 21.2 0.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 15 6 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 92,206 : : Positions : : 53,171 57,257 27,017 25,828 3,507 210 0 0 0 1,962 92 : : : : Changes from: May 24, 2016 : : 1,074 1,069 302 152 -151 -120 0 0 0 31 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 62.1 29.3 28.0 3.8 0.2 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 31, 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 98,517 : : Positions : : 79,782 35,850 6,491 55,059 2,169 0 0 0 2,876 0 0 : : : : Changes from: May 24, 2016 : : 482 -856 0 1,338 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 36.4 6.6 55.9 2.2 0.0 0.0 0.0 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 9 . 6 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 1,095,912 : : Positions : : 150,990 144,161 169,054 37,568 89,896 231,571 330,799 196,776 47,456 112,077 141,013 : : : : Changes from: May 24, 2016 : : 672 -5,914 4,473 -280 -5,946 14,861 1,247 2,406 -13,034 4,786 -1,480 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.8 13.2 15.4 3.4 8.2 21.1 30.2 18.0 4.3 10.2 12.9 : : : : Number of Traders in Each Category Total Traders: 344 : : 33 31 22 10 22 70 74 81 57 60 82 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 737,719 : : Positions : : 136,385 117,435 55,890 84,813 252,993 21,240 31,295 112,374 25,132 8,235 125,969 : : : : Changes from: May 24, 2016 : : -9,372 -14,206 -1,212 8,352 -17,135 -2,254 5,330 -4,330 5,445 -6,773 -19,484 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.5 15.9 7.6 11.5 34.3 2.9 4.2 15.2 3.4 1.1 17.1 : : : : Number of Traders in Each Category Total Traders: 134 : : 33 34 5 16 21 22 15 29 24 15 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 266,482 : : Positions : : 59,908 41,963 29,655 29,393 44,492 49,535 4,146 21,653 19,735 87,909 29,212 : : : : Changes from: May 24, 2016 : : -6,846 -4,662 -206 -1,484 -1,956 -255 3,898 -2,125 -505 -7,257 -5,556 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.5 15.7 11.1 11.0 16.7 18.6 1.6 8.1 7.4 33.0 11.0 : : : : Number of Traders in Each Category Total Traders: 64 : : 17 19 6 7 13 7 . 10 10 9 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 109,206 : : Positions : : 9,474 24,498 26,603 20,320 22,208 18,754 4,254 8,011 4,187 13,936 9,518 : : : : Changes from: May 24, 2016 : : -7,204 -2,319 1,233 -3,204 -4,642 4,078 -1,324 -6,627 -3,746 1,627 -3,800 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.7 22.4 24.4 18.6 20.3 17.2 3.9 7.3 3.8 12.8 8.7 : : : : Number of Traders in Each Category Total Traders: 52 : : 8 10 11 . 13 7 4 9 . 14 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 15,154 : : Positions : : 5,762 4,021 113 0 0 137 163 1,647 338 2,309 6,977 : : : : Changes from: May 24, 2016 : : 1,527 827 33 0 0 -224 -19 565 153 682 2,453 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 26.5 0.7 0.0 0.0 0.9 1.1 10.9 2.2 15.2 46.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 9 . 0 0 . . 4 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 119,095 : : Positions : : 13,062 11,299 3,705 3,641 64,717 533 2,404 22,244 819 782 13,991 : : : : Changes from: May 24, 2016 : : 798 -207 -2,421 -4,540 913 -1,291 -3,300 -1,086 -7,222 -2,097 -6,960 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.0 9.5 3.1 3.1 54.3 0.4 2.0 18.7 0.7 0.7 11.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 5 6 4 . 7 . 5 8 . 10 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 1,359,790 : : Positions : : 427,823 198,131 83,358 815,268 177,783 79,543 23,713 65,948 452,587 15,005 39,196 : : : : Changes from: May 24, 2016 : : -10,297 -15,168 -1,615 -26,965 -166 -12,747 -3,638 -1,542 -33,564 -6,229 -7,168 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.5 14.6 6.1 60.0 13.1 5.8 1.7 4.8 33.3 1.1 2.9 : : : : Number of Traders in Each Category Total Traders: 95 : : 34 30 4 14 15 9 6 10 17 4 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 316,865 : : Positions : : 57,205 57,992 170,308 126,859 32,714 15,798 30,025 12,428 10,142 34,694 15,413 : : : : Changes from: May 24, 2016 : : -4,833 -5,139 4,014 -5,829 -2,286 -7,575 -4,743 548 -8,007 -676 -1,011 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.1 18.3 53.7 40.0 10.3 5.0 9.5 3.9 3.2 10.9 4.9 : : : : Number of Traders in Each Category Total Traders: 66 : : 13 14 12 8 16 4 9 9 9 8 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 32,607 : : Positions : : 31,037 22,889 0 7,048 438 0 0 0 139 904 400 : : : : Changes from: May 24, 2016 : : 31 251 0 -315 333 0 0 0 30 125 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.2 70.2 0.0 21.6 1.3 0.0 0.0 0.0 0.4 2.8 1.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 27 0 6 . 0 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 142,070 : : Positions : : 116,493 113,939 9,736 17,043 6,306 4,669 1,497 37 2,486 1,311 662 : : : : Changes from: May 24, 2016 : : 8,410 8,330 -70 -81 37 90 -10 10 -6 157 -56 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 80.2 6.9 12.0 4.4 3.3 1.1 0.0 1.7 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 84 : : 44 47 4 7 7 4 . . 11 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 74,368 : : Positions : : 47,474 58,527 4,625 3,024 8,329 1,357 2,988 83 12,020 695 0 : : : : Changes from: May 24, 2016 : : 2,432 2,327 45 150 277 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 78.7 6.2 4.1 11.2 1.8 4.0 0.1 16.2 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 18 . . 5 . . . 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 34,456 : : Positions : : 27,184 25,576 1,943 4,075 2,001 1,240 0 0 190 683 1,652 : : : : Changes from: May 24, 2016 : : 784 903 -25 26 184 0 0 0 10 -120 171 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 74.2 5.6 11.8 5.8 3.6 0.0 0.0 0.6 2.0 4.8 : : : : Number of Traders in Each Category Total Traders: 48 : : 28 25 . 7 5 . 0 0 . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 18,141 : : Positions : : 7,159 10,579 7,578 3,199 187 0 0 0 2,261 3,337 440 : : : : Changes from: May 24, 2016 : : 904 962 0 -50 0 0 0 0 455 489 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 58.3 41.8 17.6 1.0 0.0 0.0 0.0 12.5 18.4 2.4 : : : : Number of Traders in Each Category Total Traders: 45 : : 26 23 5 4 . 0 0 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 17,020 : : Positions : : 15,000 10,749 350 5,378 125 0 0 0 217 126 120 : : : : Changes from: May 24, 2016 : : 109 79 0 20 0 0 0 0 -30 0 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 63.2 2.1 31.6 0.7 0.0 0.0 0.0 1.3 0.7 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 14 . 4 . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated June 3, 2016