Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 4,697,881 : : Positions : :2,509,846 1,087,050 419,158 2,540,135 195,045 499,353 45,057 250,304 280,742 77,384 492,330 : : : : Changes from: June 14, 2016 : : 34,884 11,811 20,773 64,312 -11,947 3,020 8,633 8,407 23,475 1,949 17,345 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 23.1 8.9 54.1 4.2 10.6 1.0 5.3 6.0 1.6 10.5 : : : : Number of Traders in Each Category Total Traders: 229 : : 121 102 5 20 22 22 8 25 34 13 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #023392 Open Interest is 2,055,839 : : Positions : : 309,300 299,215 39,824 91,322 650,750 64,654 80,580 481,650 64,921 11,387 438,757 : : : : Changes from: June 14, 2016 : : 14,315 18,434 5,633 12,175 31,407 18,511 10,618 44,269 11,136 8,519 33,230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.0 14.6 1.9 4.4 31.7 3.1 3.9 23.4 3.2 0.6 21.3 : : : : Number of Traders in Each Category Total Traders: 104 : : 32 34 6 15 19 13 5 15 16 12 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023393 Open Interest is 266,154 : : Positions : : 162,695 221,471 21,501 723 22,545 7,502 1,306 11,420 21,323 0 3,722 : : : : Changes from: June 14, 2016 : : 4,877 1,025 2,430 -60 -556 -5,435 1,243 2,033 599 -48 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 83.2 8.1 0.3 8.5 2.8 0.5 4.3 8.0 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 60 : : 30 24 6 . 5 4 . 4 9 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 145,841 : : Positions : : 131,333 103,964 0 23,408 3,561 0 984 0 280 4,998 2,612 : : : : Changes from: June 14, 2016 : : 5,919 2,772 0 918 -31 0 -620 0 -7 1,333 383 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 71.3 0.0 16.1 2.4 0.0 0.7 0.0 0.2 3.4 1.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 25 0 5 4 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 224,363 : : Positions : : 185,921 78,396 1,164 113,980 13,306 1,153 3,604 5,162 2,139 887 375 : : : : Changes from: June 14, 2016 : : 2,359 3,162 -730 110 702 526 -148 58 214 0 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 34.9 0.5 50.8 5.9 0.5 1.6 2.3 1.0 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 47 : : 21 18 . 12 9 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 821,711 : : Positions : : 721,197 193,599 30,661 558,943 36,061 630 4,095 15,606 923 6,350 1,604 : : : : Changes from: June 14, 2016 : : 12,835 4,734 152 7,119 -123 -150 57 408 0 361 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 23.6 3.7 68.0 4.4 0.1 0.5 1.9 0.1 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 63 : : 38 22 5 10 13 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 344,593 : : Positions : : 304,629 216,339 20,542 113,489 830 0 2,985 2,749 8,242 0 1,393 : : : : Changes from: June 14, 2016 : : 84 -3,063 -361 -1,631 62 -1,046 851 -356 -2,099 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 62.8 6.0 32.9 0.2 0.0 0.9 0.8 2.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 63 : : 34 32 4 9 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 289,333 : : Positions : : 217,887 174,489 18,561 79,457 30,302 3,198 140 2,051 9,426 1,170 638 : : : : Changes from: June 14, 2016 : : 473 -835 512 854 -124 -312 140 -57 -604 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 60.3 6.4 27.5 10.5 1.1 0.0 0.7 3.3 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 57 : : 29 33 4 9 10 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 108,956 : : Positions : : 98,822 58,725 0 35,244 209 2,862 0 682 1,095 372 457 : : : : Changes from: June 14, 2016 : : 2,903 699 0 1,220 31 -788 0 169 -1,105 -553 397 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 53.9 0.0 32.3 0.2 2.6 0.0 0.6 1.0 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 16 0 7 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 131,543 : : Positions : : 99,155 98,222 16,454 1,968 5,964 159 2,400 585 0 14,766 2,456 : : : : Changes from: June 14, 2016 : : 1,729 300 -107 0 90 -186 333 93 0 959 233 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 74.7 12.5 1.5 4.5 0.1 1.8 0.4 0.0 11.2 1.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 23 4 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 23,258 : : Positions : : 22,676 15,846 0 7,102 0 0 0 0 0 0 0 : : : : Changes from: June 14, 2016 : : 4,402 3,036 0 1,240 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.5 68.1 0.0 30.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 10 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339U Open Interest is 109,750 : : Positions : : 89,564 24,193 1,288 75,759 302 8,511 0 611 0 668 613 : : : : Changes from: June 14, 2016 : : -831 587 0 1,885 0 1,844 0 0 0 114 -37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 22.0 1.2 69.0 0.3 7.8 0.0 0.6 0.0 0.6 0.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 13 . 9 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 157,597 : : Positions : : 113,609 63,346 31,949 79,417 5,117 0 0 0 0 0 0 : : : : Changes from: June 14, 2016 : : 4,379 3,347 0 1,032 -152 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 40.2 20.3 50.4 3.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 13 5 8 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 77,327 : : Positions : : 64,137 41,436 2,483 27,666 428 0 1,478 0 0 0 0 : : : : Changes from: June 14, 2016 : : 1,677 248 0 2,316 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 53.6 3.2 35.8 0.6 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 June 21, 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 22,116 : : Positions : : 18,942 20,198 0 0 0 868 600 0 360 0 0 : : : : Changes from: June 14, 2016 : : 372 1,178 0 0 0 868 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 91.3 0.0 0.0 0.0 3.9 2.7 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 12 0 0 0 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 347,788 : : Positions : : 255,642 109,090 47,106 194,522 25,566 1,828 113 1,580 973 1,673 4,201 : : : : Changes from: June 14, 2016 : : 7,102 164 -2,583 3,862 851 122 0 0 0 -214 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 31.4 13.5 55.9 7.4 0.5 0.0 0.5 0.3 0.5 1.2 : : : : Number of Traders in Each Category Total Traders: 65 : : 40 28 4 11 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 81,657 : : Positions : : 69,071 35,457 4,112 34,653 540 1,711 620 256 65 0 1,093 : : : : Changes from: June 14, 2016 : : 1,376 1,499 535 1,094 -192 1,049 0 -135 65 -727 328 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 43.4 5.0 42.4 0.7 2.1 0.8 0.3 0.1 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 10 . 6 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A6 Open Interest is 14,599 : : Positions : : 10,780 8,604 1,958 2,022 0 496 620 0 240 0 0 : : : : Changes from: June 14, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 58.9 13.4 13.9 0.0 3.4 4.2 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 9 . . 0 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 78,729 : : Positions : : 31,186 41,257 33,854 14,102 3,277 423 7,915 1,147 3,289 5,129 20 : : : : Changes from: June 14, 2016 : : 1,510 1,140 302 -124 0 243 271 31 124 -24 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 52.4 43.0 17.9 4.2 0.5 10.1 1.5 4.2 6.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 10 9 5 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 54,511 : : Positions : : 24,720 48,507 17,563 12 4,108 6,732 0 0 310 248 0 : : : : Changes from: June 14, 2016 : : 322 5,907 2,020 0 1,147 3,534 0 0 310 248 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.3 89.0 32.2 0.0 7.5 12.3 0.0 0.0 0.6 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 8 14 8 . 4 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 111,643 : : Positions : : 49,901 91,086 12,362 1,846 6,153 24,523 8,190 0 17,580 2,968 310 : : : : Changes from: June 14, 2016 : : 1,406 7,207 3,596 1,240 -31 3,534 0 0 0 -62 310 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.7 81.6 11.1 1.7 5.5 22.0 7.3 0.0 15.7 2.7 0.3 : : : : Number of Traders in Each Category Total Traders: 70 : : 23 31 5 . . 7 . 0 7 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 53,661 : : Positions : : 51,675 53,359 1,408 0 0 0 0 0 0 0 0 : : : : Changes from: June 14, 2016 : : 930 992 124 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.3 99.4 2.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 20 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 216,586 : : Positions : : 166,967 171,371 26,217 22,175 13,124 15 0 1,220 0 0 0 : : : : Changes from: June 14, 2016 : : 8,058 8,418 1,532 640 1,635 -452 0 -6 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 79.1 12.1 10.2 6.1 0.0 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 30 28 . 4 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 30,208 : : Positions : : 26,642 26,558 1,982 0 0 0 210 0 0 201 644 : : : : Changes from: June 14, 2016 : : 1,358 1,783 558 0 0 0 0 0 -171 201 -46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 87.9 6.6 0.0 0.0 0.0 0.7 0.0 0.0 0.7 2.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 13 . 0 0 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 51,324 : : Positions : : 35,543 42,064 8,364 1,064 458 0 890 518 486 1,658 175 : : : : Changes from: June 14, 2016 : : -285 387 4,833 0 0 0 755 -672 -4 -124 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 82.0 16.3 2.1 0.9 0.0 1.7 1.0 0.9 3.2 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 18 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 106,566 : : Positions : : 89,536 57,874 936 19,830 6,649 0 4,067 742 0 10,606 60 : : : : Changes from: June 14, 2016 : : 215 1,474 -31 372 18 0 -434 0 0 -1,538 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 54.3 0.9 18.6 6.2 0.0 3.8 0.7 0.0 10.0 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 16 19 . 6 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 121,913 : : Positions : : 90,606 111,319 10,309 0 1,354 300 0 1,554 6,983 0 28 : : : : Changes from: June 14, 2016 : : 8,778 4,539 -2,387 0 351 300 -438 438 -511 0 28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 91.3 8.5 0.0 1.1 0.2 0.0 1.3 5.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 14 . 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 101,373 : : Positions : : 68,603 96,208 25,556 2,473 985 984 0 0 0 0 0 : : : : Changes from: June 14, 2016 : : -3 1,099 124 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 94.9 25.2 2.4 1.0 1.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 12 6 . 4 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 108,907 : : Positions : : 97,490 103,496 2,049 2,003 1,039 248 0 0 1,799 279 55 : : : : Changes from: June 14, 2016 : : 1,501 2,068 0 0 0 -62 0 0 340 0 -193 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 95.0 1.9 1.8 1.0 0.2 0.0 0.0 1.7 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 120,424 : : Positions : : 79,775 63,378 13,738 30,837 6,070 0 2,251 914 2,372 7,399 798 : : : : Changes from: June 14, 2016 : : -1,248 -1,466 -121 426 152 0 453 0 -220 -1,963 248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 52.6 11.4 25.6 5.0 0.0 1.9 0.8 2.0 6.1 0.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 20 4 6 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 16,759 : : Positions : : 14,121 11,634 0 0 0 300 8 240 1,010 3,840 0 : : : : Changes from: June 14, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 69.4 0.0 0.0 0.0 1.8 0.0 1.4 6.0 22.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 0 0 0 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 50,509 : : Positions : : 36,725 46,476 5,184 2,130 270 2,816 0 0 2,945 449 31 : : : : Changes from: June 14, 2016 : : 2,495 4,142 248 0 0 -868 0 0 2,449 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 92.0 10.3 4.2 0.5 5.6 0.0 0.0 5.8 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 47,363 : : Positions : : 34,069 45,781 11,380 0 488 0 434 0 0 480 0 : : : : Changes from: June 14, 2016 : : 1,519 1,023 0 0 0 0 434 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 96.7 24.0 0.0 1.0 0.0 0.9 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 14 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 200,121 : : Positions : : 150,760 142,205 16,805 27,416 16,233 1,455 641 956 5,817 4,057 1,931 : : : : Changes from: June 14, 2016 : : 1,308 855 -1,045 890 258 -62 0 62 1,688 0 -477 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 71.1 8.4 13.7 8.1 0.7 0.3 0.5 2.9 2.0 1.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 32 29 4 5 7 . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 94,795 : : Positions : : 78,323 43,041 3,099 40,514 3,536 0 0 0 0 0 0 : : : : Changes from: June 14, 2016 : : 1,308 1,801 691 -1,724 503 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 45.4 3.3 42.7 3.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 9 . 6 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CW Open Interest is 86,648 : : Positions : : 46,575 58,166 30,277 19,398 1,045 0 0 0 0 0 0 : : : : Changes from: June 14, 2016 : : 372 248 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 67.1 34.9 22.4 1.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 9 14 6 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 87,948 : : Positions : : 48,866 50,995 26,097 26,380 3,144 0 0 0 0 465 0 : : : : Changes from: June 14, 2016 : : -1,150 259 1,028 704 -244 0 0 0 0 -1,559 -61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 58.0 29.7 30.0 3.6 0.0 0.0 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 11 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 92,845 : : Positions : : 72,719 30,573 6,286 55,517 1,989 0 0 0 2,697 0 0 : : : : Changes from: June 14, 2016 : : 308 -2,953 0 3,075 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 32.9 6.8 59.8 2.1 0.0 0.0 0.0 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 7 . 6 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 1,115,777 : : Positions : : 142,928 136,790 152,447 54,654 107,156 236,380 266,900 207,947 38,722 150,154 151,659 : : : : Changes from: June 14, 2016 : : -5,651 -1,847 299 5,511 -4,334 5,938 -6,694 -3,632 1,192 3,596 13,474 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.8 12.3 13.7 4.9 9.6 21.2 23.9 18.6 3.5 13.5 13.6 : : : : Number of Traders in Each Category Total Traders: 349 : : 34 32 22 11 27 79 59 80 51 72 91 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 939,238 : : Positions : : 149,774 144,571 74,889 101,047 298,981 26,812 55,655 152,278 52,115 6,791 175,809 : : : : Changes from: June 14, 2016 : : 5,553 9,934 5,608 4,306 20,353 5,440 13,146 12,568 10,764 1,292 14,422 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.9 15.4 8.0 10.8 31.8 2.9 5.9 16.2 5.5 0.7 18.7 : : : : Number of Traders in Each Category Total Traders: 147 : : 33 34 7 14 21 24 20 33 30 15 38 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 297,537 : : Positions : : 60,490 41,893 30,179 34,450 44,059 82,515 12,793 18,445 20,776 107,554 29,898 : : : : Changes from: June 14, 2016 : : 3,408 1,662 960 1,571 -1,436 15,843 1,506 -2,140 1,248 16,525 747 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.3 14.1 10.1 11.6 14.8 27.7 4.3 6.2 7.0 36.1 10.0 : : : : Number of Traders in Each Category Total Traders: 71 : : 21 22 6 8 14 7 . 9 12 10 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 144,729 : : Positions : : 17,096 25,586 38,635 31,037 19,101 23,890 15,971 13,419 8,503 19,994 14,463 : : : : Changes from: June 14, 2016 : : 2,639 -648 5,686 6,145 -1,825 8,460 8,424 2,019 2,266 6,027 1,908 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.8 17.7 26.7 21.4 13.2 16.5 11.0 9.3 5.9 13.8 10.0 : : : : Number of Traders in Each Category Total Traders: 63 : : 11 13 10 4 13 6 6 10 8 15 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 19,141 : : Positions : : 6,809 4,694 177 0 0 1,820 781 1,997 103 3,581 8,039 : : : : Changes from: June 14, 2016 : : 214 82 20 0 0 194 236 -47 -10 102 435 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.6 24.5 0.9 0.0 0.0 9.5 4.1 10.4 0.5 18.7 42.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 9 10 . 0 0 . 4 4 . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 172,471 : : Positions : : 15,290 14,726 13,000 9,805 87,555 2,411 4,295 28,442 820 2,687 24,875 : : : : Changes from: June 14, 2016 : : 380 480 3,518 1,976 10,600 361 371 2,835 -313 1,109 4,096 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.9 8.5 7.5 5.7 50.8 1.4 2.5 16.5 0.5 1.6 14.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 6 5 . 4 7 . 5 8 4 10 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 42,916 : : Positions : : 6,544 9,717 13,826 6,280 12,265 195 6,391 1,595 1,736 1,439 2,087 : : : : Changes from: June 14, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.2 22.6 32.2 14.6 28.6 0.5 14.9 3.7 4.0 3.4 4.9 : : : : Number of Traders in Each Category Total Traders: 20 : : . . . . 6 . . . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 1,416,076 : : Positions : : 432,750 207,134 78,862 847,097 176,564 85,525 30,239 76,102 497,812 12,026 33,871 : : : : Changes from: June 14, 2016 : : 1,341 5,650 -3,893 10,337 1,383 3,159 1,873 9,931 17,014 -270 1,565 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.6 14.6 5.6 59.8 12.5 6.0 2.1 5.4 35.2 0.8 2.4 : : : : Number of Traders in Each Category Total Traders: 99 : : 36 30 4 14 13 9 6 10 20 . 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 348,527 : : Positions : : 59,654 58,973 173,338 127,153 39,535 15,067 25,734 27,275 11,739 44,302 18,501 : : : : Changes from: June 14, 2016 : : -546 -193 542 1,743 -1,272 -1,113 -4,462 4,113 3,150 4,724 -2,522 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.1 16.9 49.7 36.5 11.3 4.3 7.4 7.8 3.4 12.7 5.3 : : : : Number of Traders in Each Category Total Traders: 68 : : 13 14 13 7 16 5 9 11 9 9 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 29,454 : : Positions : : 27,923 20,791 0 6,129 438 0 0 0 163 793 161 : : : : Changes from: June 14, 2016 : : 1,070 1,105 0 0 0 0 0 0 0 -35 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 70.6 0.0 20.8 1.5 0.0 0.0 0.0 0.6 2.7 0.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 24 0 6 . 0 0 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 150,610 : : Positions : : 123,940 121,655 8,639 16,760 6,164 6,018 1,253 1,592 2,278 1,390 843 : : : : Changes from: June 14, 2016 : : 3,071 2,677 -445 420 -127 -120 0 198 25 -538 58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 80.8 5.7 11.1 4.1 4.0 0.8 1.1 1.5 0.9 0.6 : : : : Number of Traders in Each Category Total Traders: 87 : : 46 46 4 7 7 4 . . 10 10 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 75,738 : : Positions : : 49,014 57,637 4,658 3,581 8,151 1,446 4,248 0 12,200 834 0 : : : : Changes from: June 14, 2016 : : 2,019 1,254 -350 570 -47 -80 0 -64 180 -215 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 76.1 6.2 4.7 10.8 1.9 5.6 0.0 16.1 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 19 . . 4 . . 0 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 31,885 : : Positions : : 25,939 23,771 1,418 3,590 1,793 1,085 0 0 215 1,118 1,200 : : : : Changes from: June 14, 2016 : : 957 597 -135 202 128 0 0 0 25 -7 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 74.6 4.4 11.3 5.6 3.4 0.0 0.0 0.7 3.5 3.8 : : : : Number of Traders in Each Category Total Traders: 50 : : 28 25 . 7 5 . 0 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 17,385 : : Positions : : 6,665 10,653 7,259 3,075 227 0 0 0 2,144 2,550 528 : : : : Changes from: June 14, 2016 : : 210 299 0 0 40 0 0 0 25 -49 147 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.3 61.3 41.8 17.7 1.3 0.0 0.0 0.0 12.3 14.7 3.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 24 5 4 . 0 0 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 16,084 : : Positions : : 14,028 10,304 480 4,921 67 0 0 0 250 126 111 : : : : Changes from: June 14, 2016 : : 535 415 30 44 -15 0 0 0 -20 0 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 64.1 3.0 30.6 0.4 0.0 0.0 0.0 1.6 0.8 0.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 14 . 4 . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated June 24, 2016