Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #023391 Open Interest is 4,560,799 : : Positions : :2,344,129 1,012,022 444,286 2,542,385 193,022 545,219 62,596 255,889 284,593 34,749 446,814 : : : : Changes from: June 28, 2016 : : -130,049 -84,074 17,386 -66,017 -6,622 -13,854 3,262 6,351 -28,210 -15,124 -32,280 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 22.2 9.7 55.7 4.2 12.0 1.4 5.6 6.2 0.8 9.8 : : : : Number of Traders in Each Category Total Traders: 231 : : 120 99 6 20 22 24 6 25 36 13 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #023392 Open Interest is 1,830,741 : : Positions : : 323,007 308,104 38,801 55,829 608,536 10,099 70,347 383,299 63,033 3,322 399,290 : : : : Changes from: June 28, 2016 : : -7,865 3,667 9,861 1,144 -15,070 -120 -1,355 -7,051 1,738 8 12,452 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.6 16.8 2.1 3.0 33.2 0.6 3.8 20.9 3.4 0.2 21.8 : : : : Number of Traders in Each Category Total Traders: 101 : : 33 33 7 12 18 12 6 15 15 12 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023393 Open Interest is 266,156 : : Positions : : 171,152 228,635 20,510 297 25,577 5,300 0 2,241 15,384 0 4,991 : : : : Changes from: June 28, 2016 : : -6,903 -9,065 -19 -333 2,682 302 0 -401 -7,009 0 844 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 85.9 7.7 0.1 9.6 2.0 0.0 0.8 5.8 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 57 : : 31 28 5 . 5 . 0 . 8 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 148,981 : : Positions : : 135,261 104,602 0 23,147 3,682 0 1,418 0 1,252 5,023 2,299 : : : : Changes from: June 28, 2016 : : -4,031 -6,273 0 34 28 0 434 0 380 -1,164 -851 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 70.2 0.0 15.5 2.5 0.0 1.0 0.0 0.8 3.4 1.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 26 0 5 4 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023395 Open Interest is 227,415 : : Positions : : 195,329 88,506 1,529 114,839 12,361 251 202 2,498 1,052 887 653 : : : : Changes from: June 28, 2016 : : 2,038 79 365 1,036 -945 -623 202 150 -830 0 428 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 38.9 0.7 50.5 5.4 0.1 0.1 1.1 0.5 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 48 : : 24 22 . 12 9 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AECO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023396 Open Interest is 788,671 : : Positions : : 706,416 180,722 29,548 559,050 32,502 564 0 3,162 675 6,213 1,542 : : : : Changes from: June 28, 2016 : : -46,724 -28,041 -1,598 -18,166 -3,466 471 -1,689 -625 -217 -405 -78 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 22.9 3.7 70.9 4.1 0.1 0.0 0.4 0.1 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 61 : : 38 22 5 10 13 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023397 Open Interest is 345,392 : : Positions : : 310,859 222,405 20,705 111,192 1,035 0 0 0 5,382 94 1,177 : : : : Changes from: June 28, 2016 : : 3,631 1,632 -139 -88 0 0 0 0 -680 -152 -124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 64.4 6.0 32.2 0.3 0.0 0.0 0.0 1.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 61 : : 36 33 4 9 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HSC FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023398 Open Interest is 302,665 : : Positions : : 237,167 163,591 18,174 85,602 31,683 0 916 1,651 5,122 1,499 579 : : : : Changes from: June 28, 2016 : : 4,405 -13,645 -490 1,459 248 0 -170 -258 -1,208 116 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 54.1 6.0 28.3 10.5 0.0 0.3 0.5 1.7 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 57 : : 30 32 5 8 10 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023399 Open Interest is 111,948 : : Positions : : 89,965 58,662 0 34,925 164 2,408 248 773 0 1,317 1,860 : : : : Changes from: June 28, 2016 : : -11,614 61 0 -595 -45 -58 248 -33 0 -468 220 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 52.4 0.0 31.2 0.1 2.2 0.2 0.7 0.0 1.2 1.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 16 0 7 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339E Open Interest is 132,794 : : Positions : : 99,006 98,716 11,547 1,968 10,395 159 1,612 585 0 12,148 3,163 : : : : Changes from: June 28, 2016 : : -347 1,569 -1,064 0 151 0 413 0 0 -1,922 315 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 74.3 8.7 1.5 7.8 0.1 1.2 0.4 0.0 9.1 2.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 29 25 4 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Q Open Interest is 27,567 : : Positions : : 26,710 17,861 0 9,520 0 0 0 0 0 0 0 : : : : Changes from: June 28, 2016 : : -240 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 64.8 0.0 34.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 10 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339U Open Interest is 111,390 : : Positions : : 98,253 24,542 1,071 75,199 302 614 0 954 0 1,129 957 : : : : Changes from: June 28, 2016 : : -182 -593 -217 -376 0 -354 0 279 0 -438 282 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 22.0 1.0 67.5 0.3 0.6 0.0 0.9 0.0 1.0 0.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 13 . 9 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #02339W Open Interest is 161,533 : : Positions : : 117,591 64,481 32,599 81,952 4,495 0 0 0 0 0 0 : : : : Changes from: June 28, 2016 : : 682 1,038 499 -969 -530 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 39.9 20.2 50.7 2.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 15 5 8 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Y Open Interest is 76,893 : : Positions : : 65,313 41,953 2,483 27,666 428 0 0 0 0 0 0 : : : : Changes from: June 28, 2016 : : -124 -651 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 54.6 3.2 36.0 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A2 Open Interest is 23,883 : : Positions : : 19,552 22,503 0 0 0 930 0 0 360 0 0 : : : : Changes from: June 28, 2016 : : -630 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 94.2 0.0 0.0 0.0 3.9 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 15 0 0 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A3 Open Interest is 362,290 : : Positions : : 264,346 113,775 51,130 203,486 27,924 990 0 1,329 2,012 920 2,792 : : : : Changes from: June 28, 2016 : : 5,496 2,443 3,002 6,028 1,001 -336 0 213 469 -594 -333 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 31.4 14.1 56.2 7.7 0.3 0.0 0.4 0.6 0.3 0.8 : : : : Number of Traders in Each Category Total Traders: 68 : : 43 30 4 11 7 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A5 Open Interest is 86,608 : : Positions : : 74,723 39,015 4,112 34,459 540 930 562 463 0 1,359 458 : : : : Changes from: June 28, 2016 : : 562 409 0 54 0 0 188 -240 0 -302 48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 45.0 4.7 39.8 0.6 1.1 0.6 0.5 0.0 1.6 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 10 . 6 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A6 Open Interest is 17,617 : : Positions : : 12,990 12,610 1,688 2,022 0 930 0 0 302 0 0 : : : : Changes from: June 28, 2016 : : 0 0 -270 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 71.6 9.6 11.5 0.0 5.3 0.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 11 . . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A8 Open Interest is 78,474 : : Positions : : 29,846 48,058 34,086 14,696 2,986 1,494 0 705 3,076 5,933 20 : : : : Changes from: June 28, 2016 : : -279 -432 201 -136 -173 279 0 -279 -151 91 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 61.2 43.4 18.7 3.8 1.9 0.0 0.9 3.9 7.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 9 9 6 . 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AG Open Interest is 90,822 : : Positions : : 40,199 82,601 23,458 12 2,961 11,816 744 0 248 1,860 0 : : : : Changes from: June 28, 2016 : : 1,157 1,095 -530 0 0 0 0 0 -8,153 -837 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.3 90.9 25.8 0.0 3.3 13.0 0.8 0.0 0.3 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 14 27 8 . 4 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AH Open Interest is 146,249 : : Positions : : 62,734 128,629 16,902 348 7,186 29,731 2,004 0 14,528 4,737 0 : : : : Changes from: June 28, 2016 : : 315 307 -720 0 0 0 0 0 -11,670 -990 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.9 88.0 11.6 0.2 4.9 20.3 1.4 0.0 9.9 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 73 : : 27 34 6 . 4 7 . 0 8 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AM Open Interest is 61,563 : : Positions : : 59,297 59,801 1,346 0 0 0 0 0 0 0 0 : : : : Changes from: June 28, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.3 97.1 2.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 21 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AQ Open Interest is 216,308 : : Positions : : 166,220 171,758 25,810 21,738 13,471 386 0 936 0 0 0 : : : : Changes from: June 28, 2016 : : -245 -44 -407 124 0 271 0 -36 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 79.4 11.9 10.0 6.2 0.2 0.0 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 29 28 . 4 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233AW Open Interest is 32,844 : : Positions : : 28,275 28,784 1,870 0 0 0 372 0 0 263 644 : : : : Changes from: June 28, 2016 : : -961 -61 -360 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 87.6 5.7 0.0 0.0 0.0 1.1 0.0 0.0 0.8 2.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 16 . 0 0 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AY Open Interest is 53,824 : : Positions : : 37,404 42,119 8,492 1,278 634 0 990 650 0 1,986 802 : : : : Changes from: June 28, 2016 : : 869 303 252 0 390 0 38 267 0 -178 248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 78.3 15.8 2.4 1.2 0.0 1.8 1.2 0.0 3.7 1.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 18 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233B1 Open Interest is 105,705 : : Positions : : 89,134 60,395 936 19,954 6,649 0 2,563 742 0 8,474 184 : : : : Changes from: June 28, 2016 : : 0 -527 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 57.1 0.9 18.9 6.3 0.0 2.4 0.7 0.0 8.0 0.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 18 21 . 6 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BB Open Interest is 122,876 : : Positions : : 92,330 112,148 10,671 0 1,354 1,323 0 1,554 6,367 0 28 : : : : Changes from: June 28, 2016 : : 201 265 60 0 0 0 0 0 62 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 91.3 8.7 0.0 1.1 1.1 0.0 1.3 5.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 14 . 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BC Open Interest is 104,174 : : Positions : : 69,963 98,897 29,230 2,597 892 0 0 0 682 0 0 : : : : Changes from: June 28, 2016 : : 304 1,122 1,065 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 94.9 28.1 2.5 0.9 0.0 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 12 8 . 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BH Open Interest is 111,025 : : Positions : : 99,956 103,756 2,173 2,003 1,039 248 0 0 1,280 248 512 : : : : Changes from: June 28, 2016 : : -88 -608 124 0 0 0 0 0 -276 0 124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 93.5 2.0 1.8 0.9 0.2 0.0 0.0 1.2 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 17 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BL Open Interest is 118,450 : : Positions : : 77,509 63,093 12,932 30,135 6,715 0 2,266 849 1,383 3,892 1,510 : : : : Changes from: June 28, 2016 : : -2,642 114 -868 -142 0 0 108 -65 -58 -3,322 92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 53.3 10.9 25.4 5.7 0.0 1.9 0.7 1.2 3.3 1.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 22 4 6 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BQ Open Interest is 19,890 : : Positions : : 16,867 14,235 403 0 0 0 8 240 0 2,790 0 : : : : Changes from: June 28, 2016 : : 0 0 0 0 0 0 0 0 -390 -1,050 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 71.6 2.0 0.0 0.0 0.0 0.0 1.2 0.0 14.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . 0 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BW Open Interest is 53,388 : : Positions : : 40,842 49,064 5,122 2,866 270 960 434 0 3,193 480 0 : : : : Changes from: June 28, 2016 : : 256 620 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 91.9 9.6 5.4 0.5 1.8 0.8 0.0 6.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 18 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233CG Open Interest is 48,913 : : Positions : : 34,518 46,866 11,081 0 488 0 775 0 217 480 0 : : : : Changes from: June 28, 2016 : : -780 31 -454 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 95.8 22.7 0.0 1.0 0.0 1.6 0.0 0.4 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 16 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CH Open Interest is 207,145 : : Positions : : 149,402 149,742 22,646 28,136 15,552 1,241 1,636 488 7,387 4,150 1,908 : : : : Changes from: June 28, 2016 : : 1,155 4,582 -92 140 -231 403 623 -34 244 93 -91 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 72.3 10.9 13.6 7.5 0.6 0.8 0.2 3.6 2.0 0.9 : : : : Number of Traders in Each Category Total Traders: 62 : : 35 33 . 6 7 . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233CU Open Interest is 109,353 : : Positions : : 93,403 59,740 3,862 39,963 2,809 0 0 0 0 0 0 : : : : Changes from: June 28, 2016 : : 387 274 186 484 -396 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 54.6 3.5 36.5 2.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 11 . 6 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CW Open Interest is 84,470 : : Positions : : 44,911 56,755 28,112 19,030 1,137 0 0 0 0 0 0 : : : : Changes from: June 28, 2016 : : -1,602 -1,349 -2,165 -368 92 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 67.2 33.3 22.5 1.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 15 6 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CZ Open Interest is 91,231 : : Positions : : 47,904 54,162 28,330 26,656 3,022 626 0 490 0 465 0 : : : : Changes from: June 28, 2016 : : -2,137 797 516 214 -61 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 59.4 31.1 29.2 3.3 0.7 0.0 0.5 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 14 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV 2500 MM Btus : CFTC Code #0233DR Open Interest is 98,493 : : Positions : : 75,600 32,039 6,526 59,413 1,803 0 0 0 2,294 0 0 : : : : Changes from: June 28, 2016 : : 840 1,162 -397 821 -186 0 0 0 -403 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 32.5 6.6 60.3 1.8 0.0 0.0 0.0 2.3 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 July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 1,092,326 : : Positions : : 198,492 185,463 142,429 59,975 103,368 219,233 250,509 166,828 37,871 143,365 145,514 : : : : Changes from: June 28, 2016 : : -251 -325 -4,296 1,265 2,060 -6,986 -4,990 5,456 323 -5,144 2,559 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.2 17.0 13.0 5.5 9.5 20.1 22.9 15.3 3.5 13.1 13.3 : : : : Number of Traders in Each Category Total Traders: 322 : : 34 30 23 11 27 74 53 80 53 56 74 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #02365U Open Interest is 812,987 : : Positions : : 151,257 148,347 75,043 100,424 256,914 20,947 35,353 101,205 38,533 5,387 162,340 : : : : Changes from: June 28, 2016 : : 2,023 -572 1,922 2,476 -1,428 -1,070 155 -3,873 -266 455 5,646 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.6 18.2 9.2 12.4 31.6 2.6 4.3 12.4 4.7 0.7 20.0 : : : : Number of Traders in Each Category Total Traders: 144 : : 36 37 6 15 21 25 16 31 27 15 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A55 Open Interest is 288,087 : : Positions : : 51,846 38,245 33,671 32,245 43,138 79,382 12,504 17,315 20,191 107,791 28,449 : : : : Changes from: June 28, 2016 : : -12,959 -5,504 -3,744 -4,776 -122 -4,486 3 -1,935 -2,892 -13,493 -3,369 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.0 13.3 11.7 11.2 15.0 27.6 4.3 6.0 7.0 37.4 9.9 : : : : Number of Traders in Each Category Total Traders: 66 : : 17 20 6 7 13 8 . 9 9 13 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A56 Open Interest is 121,224 : : Positions : : 18,743 28,258 39,064 30,255 18,216 19,053 7,195 3,519 1,666 17,241 11,651 : : : : Changes from: June 28, 2016 : : 879 2,073 2,896 345 564 1,519 3,606 -1,217 -846 -841 1,986 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.5 23.3 32.2 25.0 15.0 15.7 5.9 2.9 1.4 14.2 9.6 : : : : Number of Traders in Each Category Total Traders: 58 : : 12 12 11 . 13 5 6 8 4 16 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A84 Open Interest is 17,146 : : Positions : : 6,001 3,774 133 0 0 1,567 429 2,022 145 3,786 7,090 : : : : Changes from: June 28, 2016 : : -762 -782 -41 0 0 -220 -357 35 -21 88 -698 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.0 22.0 0.8 0.0 0.0 9.1 2.5 11.8 0.8 22.1 41.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 9 10 . 0 0 4 . 4 . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES (Contracts of 10,000 MMBTU'S) : CFTC Code #023P02 Open Interest is 147,882 : : Positions : : 15,573 14,702 6,556 5,012 78,921 1,087 2,915 25,262 3,356 3,944 16,666 : : : : Changes from: June 28, 2016 : : 266 -206 -100 -1,813 879 -522 529 -1,521 2,219 3,353 1,060 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.5 9.9 4.4 3.4 53.4 0.7 2.0 17.1 2.3 2.7 11.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 5 6 4 . 7 . 6 8 9 5 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 1,395,895 : : Positions : : 412,926 209,198 82,833 829,737 178,706 93,422 34,404 70,750 500,475 15,508 27,278 : : : : Changes from: June 28, 2016 : : -22,710 -7 5,398 -31,653 2,779 3,014 2,862 -18,291 -10,468 -692 -6,472 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.6 15.0 5.9 59.4 12.8 6.7 2.5 5.1 35.9 1.1 2.0 : : : : Number of Traders in Each Category Total Traders: 97 : : 34 31 4 14 13 9 6 10 19 . 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 328,312 : : Positions : : 63,600 65,062 167,697 120,669 39,240 11,045 27,817 15,347 9,402 36,282 18,697 : : : : Changes from: June 28, 2016 : : -57 3,517 3,776 95 950 205 707 553 -188 -428 1,961 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.4 19.8 51.1 36.8 12.0 3.4 8.5 4.7 2.9 11.1 5.7 : : : : Number of Traders in Each Category Total Traders: 67 : : 13 15 14 6 16 . 10 8 10 8 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665G Open Interest is 22,907 : : Positions : : 21,659 14,788 0 5,716 105 0 0 0 52 829 322 : : : : Changes from: June 28, 2016 : : -6,120 -5,765 0 -413 -333 0 0 0 -48 31 186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 64.6 0.0 25.0 0.5 0.0 0.0 0.0 0.2 3.6 1.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 23 0 6 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 149,677 : : Positions : : 122,755 120,146 8,327 16,929 6,173 6,038 1,253 1,786 2,352 1,402 1,046 : : : : Changes from: June 28, 2016 : : -1,646 -1,340 186 94 139 20 0 274 164 15 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 80.3 5.6 11.3 4.1 4.0 0.8 1.2 1.6 0.9 0.7 : : : : Number of Traders in Each Category Total Traders: 89 : : 47 47 4 7 6 4 . . 10 11 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 73,222 : : Positions : : 46,834 56,247 4,996 3,068 7,557 1,446 4,272 0 12,200 834 0 : : : : Changes from: June 28, 2016 : : -3,630 -2,490 658 -513 -738 0 24 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 76.8 6.8 4.2 10.3 2.0 5.8 0.0 16.7 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 19 . . 4 . . 0 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 28,457 : : Positions : : 23,749 21,868 1,798 3,089 977 930 0 0 240 1,614 552 : : : : Changes from: June 28, 2016 : : -3,379 -2,723 540 -810 -673 -155 0 0 20 561 -592 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 76.8 6.3 10.9 3.4 3.3 0.0 0.0 0.8 5.7 1.9 : : : : Number of Traders in Each Category Total Traders: 48 : : 27 26 . 7 5 . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 16,261 : : Positions : : 6,129 9,876 6,825 2,489 348 0 0 0 2,059 2,660 412 : : : : Changes from: June 28, 2016 : : -1,108 -815 -290 -641 0 0 0 0 -135 -195 19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.7 60.7 42.0 15.3 2.1 0.0 0.0 0.0 12.7 16.4 2.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 23 5 . . 0 0 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665T Open Interest is 14,711 : : Positions : : 12,645 9,780 460 3,940 67 0 0 0 199 116 36 : : : : Changes from: June 28, 2016 : : -1,402 -619 -20 -976 0 0 0 0 -61 -10 -69 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 66.5 3.1 26.8 0.5 0.0 0.0 0.0 1.4 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 20 13 . . . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated July 8, 2016