Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 4,570,142 : : Positions : :2,332,457 1,001,838 462,914 2,558,872 186,752 567,356 65,698 246,300 277,759 51,639 430,058 : : : : Changes from: July 5, 2016 : : -11,672 -10,184 18,628 16,487 -6,270 22,137 3,102 -9,589 -6,834 16,890 -16,756 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 21.9 10.1 56.0 4.1 12.4 1.4 5.4 6.1 1.1 9.4 : : : : Number of Traders in Each Category Total Traders: 226 : : 119 98 7 20 23 24 6 25 35 10 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 1,819,737 : : Positions : : 323,487 310,635 41,441 58,578 598,839 10,149 68,778 374,137 66,681 2,791 396,420 : : : : Changes from: July 5, 2016 : : 480 2,531 2,640 2,749 -9,697 50 -1,570 -9,162 3,649 -530 -2,869 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.8 17.1 2.3 3.2 32.9 0.6 3.8 20.6 3.7 0.2 21.8 : : : : Number of Traders in Each Category Total Traders: 98 : : 33 31 7 12 18 12 6 15 16 10 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 242,289 : : Positions : : 151,466 208,431 20,409 899 23,416 4,478 0 2,922 19,538 0 1,918 : : : : Changes from: July 5, 2016 : : -19,686 -20,204 -101 602 -2,161 -822 0 681 4,154 0 -3,073 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 86.0 8.4 0.4 9.7 1.8 0.0 1.2 8.1 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 55 : : 29 23 5 . 5 . 0 . 9 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 130,116 : : Positions : : 117,867 90,392 0 20,835 3,926 8 0 240 1,081 7,623 821 : : : : Changes from: July 5, 2016 : : -17,394 -14,210 0 -2,312 244 8 -1,418 240 -171 2,600 -1,478 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 69.5 0.0 16.0 3.0 0.0 0.0 0.2 0.8 5.9 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 25 0 5 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 208,232 : : Positions : : 175,625 77,611 1,716 107,920 12,132 154 437 1,806 996 608 312 : : : : Changes from: July 5, 2016 : : -19,704 -10,895 187 -6,919 -229 -97 235 -692 -56 -279 -341 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 37.3 0.8 51.8 5.8 0.1 0.2 0.9 0.5 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 19 . 12 9 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 789,268 : : Positions : : 705,377 179,875 29,548 561,030 32,363 284 0 3,317 675 4,307 2,036 : : : : Changes from: July 5, 2016 : : -1,039 -847 0 1,980 -139 -280 0 155 0 -1,906 494 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 22.8 3.7 71.1 4.1 0.0 0.0 0.4 0.1 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 61 : : 38 21 5 10 13 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 328,595 : : Positions : : 301,558 213,723 18,229 104,321 818 0 0 0 825 217 1,060 : : : : Changes from: July 5, 2016 : : -9,301 -8,682 -2,476 -6,871 -217 0 0 0 -4,557 123 -117 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 65.0 5.5 31.7 0.2 0.0 0.0 0.0 0.3 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 61 : : 34 32 4 9 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 274,882 : : Positions : : 217,968 154,272 16,365 85,440 29,865 227 664 1,421 0 1,077 765 : : : : Changes from: July 5, 2016 : : -19,199 -9,319 -1,809 -162 -1,818 227 -252 -230 -5,122 -422 186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 56.1 6.0 31.1 10.9 0.1 0.2 0.5 0.0 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 56 : : 31 33 4 9 10 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 93,922 : : Positions : : 83,827 47,232 0 34,446 133 2,788 0 482 2,358 0 0 : : : : Changes from: July 5, 2016 : : -6,138 -11,430 0 -479 -31 380 -248 -291 2,358 -1,317 -1,860 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 50.3 0.0 36.7 0.1 3.0 0.0 0.5 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 17 0 7 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 119,271 : : Positions : : 90,058 87,898 9,058 1,472 10,499 66 1,090 213 0 10,811 2,674 : : : : Changes from: July 5, 2016 : : -8,948 -10,818 -2,489 -496 104 -93 -522 -372 0 -1,337 -489 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 73.7 7.6 1.2 8.8 0.1 0.9 0.2 0.0 9.1 2.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 27 23 4 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 18,063 : : Positions : : 17,288 11,267 0 6,610 0 0 0 0 0 0 0 : : : : Changes from: July 5, 2016 : : -9,422 -6,594 0 -2,910 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.7 62.4 0.0 36.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 8 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 101,600 : : Positions : : 88,460 19,908 1,071 72,658 302 678 0 890 190 0 554 : : : : Changes from: July 5, 2016 : : -9,793 -4,634 0 -2,541 0 64 0 -64 190 -1,129 -403 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 19.6 1.1 71.5 0.3 0.7 0.0 0.9 0.2 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 13 . 8 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 148,139 : : Positions : : 107,637 58,654 30,794 77,396 3,891 0 0 0 0 0 0 : : : : Changes from: July 5, 2016 : : -9,954 -5,827 -1,805 -4,556 -604 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 39.6 20.8 52.2 2.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 14 5 8 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 68,950 : : Positions : : 56,288 36,750 3,361 26,197 428 0 0 0 0 0 0 : : : : Changes from: July 5, 2016 : : -9,025 -5,203 878 -1,469 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 53.3 4.9 38.0 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 337,559 : : Positions : : 250,669 105,185 45,992 188,926 27,455 1,685 704 454 0 2,257 3,209 : : : : Changes from: July 5, 2016 : : -13,677 -8,590 -5,138 -14,560 -469 695 704 -875 -2,012 1,337 417 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 31.2 13.6 56.0 8.1 0.5 0.2 0.1 0.0 0.7 1.0 : : : : Number of Traders in Each Category Total Traders: 65 : : 42 30 . 12 7 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 74,004 : : Positions : : 63,921 31,126 4,134 32,865 518 0 566 459 0 687 454 : : : : Changes from: July 5, 2016 : : -10,802 -7,889 22 -1,594 -22 -930 4 -4 0 -672 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 42.1 5.6 44.4 0.7 0.0 0.8 0.6 0.0 0.9 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 9 . 6 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 70,806 : : Positions : : 25,263 44,638 31,654 13,121 3,290 1,137 0 459 2,673 3,688 364 : : : : Changes from: July 5, 2016 : : -4,583 -3,420 -2,432 -1,575 304 -357 0 -246 -403 -2,245 344 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.7 63.0 44.7 18.5 4.6 1.6 0.0 0.6 3.8 5.2 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 7 6 . 8 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 42,331 : : Positions : : 22,870 38,690 13,247 0 2,322 2,392 0 0 0 0 0 : : : : Changes from: July 5, 2016 : : -17,329 -43,911 -10,211 -12 -639 -9,424 -744 0 -248 -1,860 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 91.4 31.3 0.0 5.5 5.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 11 8 0 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 79,799 : : Positions : : 39,754 71,943 15,942 1,488 976 11,816 744 0 8,618 2,697 0 : : : : Changes from: July 5, 2016 : : -22,980 -56,686 -960 1,140 -6,210 -17,915 -1,260 0 -5,910 -2,040 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 90.2 20.0 1.9 1.2 14.8 0.9 0.0 10.8 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 15 25 6 . . . . 0 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 52,810 : : Positions : : 51,384 51,288 806 0 0 0 0 0 0 0 0 : : : : Changes from: July 5, 2016 : : -7,913 -8,513 -540 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.3 97.1 1.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 18 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 203,640 : : Positions : : 156,174 159,947 23,689 20,461 13,368 447 0 875 0 0 0 : : : : Changes from: July 5, 2016 : : -10,046 -11,811 -2,121 -1,277 -103 61 0 -61 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 78.5 11.6 10.0 6.6 0.2 0.0 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 28 27 . 4 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 27,043 : : Positions : : 24,325 24,357 1,612 0 0 0 372 0 179 0 248 : : : : Changes from: July 5, 2016 : : -3,950 -4,427 -258 0 0 0 0 0 179 -263 -396 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 90.1 6.0 0.0 0.0 0.0 1.4 0.0 0.7 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 14 . 0 0 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 47,929 : : Positions : : 31,138 38,772 8,399 649 634 0 871 647 805 1,224 90 : : : : Changes from: July 5, 2016 : : -6,266 -3,347 -93 -629 0 0 -119 -3 805 -762 -712 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 80.9 17.5 1.4 1.3 0.0 1.8 1.3 1.7 2.6 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 17 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 97,561 : : Positions : : 82,389 60,173 954 19,117 5,732 0 2,456 742 0 2,207 184 : : : : Changes from: July 5, 2016 : : -6,745 -222 18 -837 -917 0 -107 0 0 -6,267 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 61.7 1.0 19.6 5.9 0.0 2.5 0.8 0.0 2.3 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 17 23 . 6 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 115,763 : : Positions : : 87,177 105,785 10,118 0 1,049 1,199 0 1,554 5,976 0 28 : : : : Changes from: July 5, 2016 : : -5,153 -6,363 -553 0 -305 -124 0 0 -391 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 91.4 8.7 0.0 0.9 1.0 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 12, 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 98,326 : : Positions : : 66,718 93,483 28,207 1,867 276 0 0 0 0 0 0 : : : : Changes from: July 5, 2016 : : -3,245 -5,414 -1,023 -730 -616 0 0 0 -682 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 95.1 28.7 1.9 0.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 12 8 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 100,551 : : Positions : : 90,079 93,111 1,987 2,581 2,042 0 0 0 1,114 248 55 : : : : Changes from: July 5, 2016 : : -9,877 -10,645 -186 578 1,003 -248 0 0 -166 0 -457 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 92.6 2.0 2.6 2.0 0.0 0.0 0.0 1.1 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 16 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 106,956 : : Positions : : 67,830 58,652 12,821 28,749 6,936 0 1,831 849 2,084 0 787 : : : : Changes from: July 5, 2016 : : -9,679 -4,441 -111 -1,386 221 0 -435 0 701 -3,892 -723 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 54.8 12.0 26.9 6.5 0.0 1.7 0.8 1.9 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 20 4 6 7 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 40,770 : : Positions : : 30,496 39,232 5,392 736 0 0 434 0 3,193 0 0 : : : : Changes from: July 5, 2016 : : -10,346 -9,832 270 -2,130 -270 -960 0 0 0 -480 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 96.2 13.2 1.8 0.0 0.0 1.1 0.0 7.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 14 . . 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 39,505 : : Positions : : 28,481 37,529 8,872 0 488 0 1,240 0 217 0 0 : : : : Changes from: July 5, 2016 : : -6,037 -9,337 -2,209 0 0 0 465 0 0 -480 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 95.0 22.5 0.0 1.2 0.0 3.1 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 14 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CH Open Interest is 192,451 : : Positions : : 139,972 141,185 22,521 25,312 14,788 1,086 1,264 488 5,897 3,279 1,824 : : : : Changes from: July 5, 2016 : : -9,430 -8,557 -125 -2,824 -764 -155 -372 0 -1,490 -871 -84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 73.4 11.7 13.2 7.7 0.6 0.7 0.3 3.1 1.7 0.9 : : : : Number of Traders in Each Category Total Traders: 61 : : 35 29 . 6 7 . . . 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 103,427 : : Positions : : 88,885 54,457 4,439 39,716 1,823 0 0 0 0 0 0 : : : : Changes from: July 5, 2016 : : -4,518 -5,283 577 -247 -986 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 52.7 4.3 38.4 1.8 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 12, 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 78,375 : : Positions : : 42,846 51,749 27,275 18,689 982 0 0 0 0 0 0 : : : : Changes from: July 5, 2016 : : -2,065 -5,006 -837 -341 -155 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 66.0 34.8 23.8 1.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 15 6 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 80,781 : : Positions : : 44,059 45,351 24,858 25,554 3,112 990 0 428 0 0 0 : : : : Changes from: July 5, 2016 : : -3,845 -8,811 -3,472 -1,102 90 364 0 -62 0 -465 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 56.1 30.8 31.6 3.9 1.2 0.0 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 13 . . 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 92,643 : : Positions : : 71,231 29,297 6,857 57,135 1,803 0 0 0 2,294 0 0 : : : : Changes from: July 5, 2016 : : -4,369 -2,742 331 -2,278 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 31.6 7.4 61.7 1.9 0.0 0.0 0.0 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 7 . 6 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 1,059,612 : : Positions : : 162,535 147,110 144,841 65,470 84,328 217,102 248,717 184,734 38,075 146,567 146,712 : : : : Changes from: July 5, 2016 : : -35,957 -38,353 2,412 5,495 -19,040 -2,130 -1,792 17,905 204 3,202 1,198 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.3 13.9 13.7 6.2 8.0 20.5 23.5 17.4 3.6 13.8 13.8 : : : : Number of Traders in Each Category Total Traders: 325 : : 33 33 24 10 27 75 55 78 51 56 74 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 827,865 : : Positions : : 154,747 153,181 79,874 99,651 257,454 20,424 38,900 102,347 38,346 5,355 167,867 : : : : Changes from: July 5, 2016 : : 3,489 4,834 4,831 -774 540 -523 3,547 1,142 -186 -32 5,528 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.7 18.5 9.6 12.0 31.1 2.5 4.7 12.4 4.6 0.6 20.3 : : : : Number of Traders in Each Category Total Traders: 144 : : 34 36 6 15 21 25 15 31 29 15 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 294,280 : : Positions : : 53,330 42,843 34,000 32,345 44,993 79,548 12,404 17,366 22,058 107,239 28,782 : : : : Changes from: July 5, 2016 : : 1,484 4,598 329 100 1,855 166 -100 51 1,867 -552 333 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.1 14.6 11.6 11.0 15.3 27.0 4.2 5.9 7.5 36.4 9.8 : : : : Number of Traders in Each Category Total Traders: 68 : : 17 20 6 7 13 8 . 9 10 13 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 122,082 : : Positions : : 19,361 31,425 38,020 31,640 17,747 19,894 6,056 3,567 1,418 14,087 12,661 : : : : Changes from: July 5, 2016 : : 618 3,167 -1,044 1,385 -469 841 -1,139 48 -248 -3,154 1,010 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.9 25.7 31.1 25.9 14.5 16.3 5.0 2.9 1.2 11.5 10.4 : : : : Number of Traders in Each Category Total Traders: 60 : : 13 13 11 . 13 5 6 9 5 16 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A84 Open Interest is 15,073 : : Positions : : 4,886 2,744 77 0 0 1,418 266 2,013 141 3,658 6,354 : : : : Changes from: July 5, 2016 : : -1,115 -1,031 -57 0 0 -149 -164 -9 -4 -128 -735 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.4 18.2 0.5 0.0 0.0 9.4 1.8 13.4 0.9 24.3 42.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 9 9 . 0 0 5 . 5 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 164,528 : : Positions : : 15,585 14,599 7,648 4,088 88,031 1,088 4,694 28,928 3,856 4,757 19,197 : : : : Changes from: July 5, 2016 : : 12 -103 1,091 -924 9,110 1 1,779 3,667 500 814 2,530 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.5 8.9 4.6 2.5 53.5 0.7 2.9 17.6 2.3 2.9 11.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 5 6 5 . 7 . 7 8 10 4 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 1,400,776 : : Positions : : 412,550 210,311 83,049 830,102 178,871 93,555 35,480 70,768 502,590 15,098 29,888 : : : : Changes from: July 5, 2016 : : -376 1,113 216 365 165 133 1,076 18 2,115 -410 2,610 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.5 15.0 5.9 59.3 12.8 6.7 2.5 5.1 35.9 1.1 2.1 : : : : 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 12, 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 334,641 : : Positions : : 66,136 68,017 167,016 118,956 41,627 9,915 29,799 17,808 10,378 34,574 18,458 : : : : Changes from: July 5, 2016 : : 2,536 2,955 -681 -1,713 2,387 -1,130 1,982 2,461 976 -1,708 -239 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.8 20.3 49.9 35.5 12.4 3.0 8.9 5.3 3.1 10.3 5.5 : : : : Number of Traders in Each Category Total Traders: 68 : : 14 15 14 6 16 5 9 10 10 8 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 25,305 : : Positions : : 24,054 17,193 0 5,716 105 0 0 0 62 829 315 : : : : Changes from: July 5, 2016 : : 2,395 2,405 0 0 0 0 0 0 10 0 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.1 67.9 0.0 22.6 0.4 0.0 0.0 0.0 0.2 3.3 1.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 23 0 6 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 137,233 : : Positions : : 108,911 107,634 10,250 17,287 6,134 5,465 1,031 2,032 2,538 1,569 753 : : : : Changes from: July 5, 2016 : : -13,844 -12,512 1,923 358 -39 -573 -222 246 186 167 -293 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 78.4 7.5 12.6 4.5 4.0 0.8 1.5 1.8 1.1 0.5 : : : : Number of Traders in Each Category Total Traders: 86 : : 46 43 4 6 5 . . . 9 12 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 74,890 : : Positions : : 48,275 57,666 4,832 3,068 7,805 1,608 4,272 0 12,180 834 1 : : : : Changes from: July 5, 2016 : : 1,441 1,419 -164 0 248 162 0 0 -20 0 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 77.0 6.5 4.1 10.4 2.1 5.7 0.0 16.3 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 21 . . 4 . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 29,145 : : Positions : : 24,644 22,636 1,321 2,944 1,081 930 0 0 265 1,434 703 : : : : Changes from: July 5, 2016 : : 895 768 -477 -145 104 0 0 0 25 -180 151 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 77.7 4.5 10.1 3.7 3.2 0.0 0.0 0.9 4.9 2.4 : : : : Number of Traders in Each Category Total Traders: 49 : : 27 26 . 7 5 . 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 16,841 : : Positions : : 6,483 10,182 6,825 2,529 328 0 0 0 2,150 2,697 567 : : : : Changes from: July 5, 2016 : : 354 306 0 40 -20 0 0 0 91 37 155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 60.5 40.5 15.0 1.9 0.0 0.0 0.0 12.8 16.0 3.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 23 5 . . 0 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 14,707 : : Positions : : 12,639 9,589 475 4,100 22 124 0 0 199 131 151 : : : : Changes from: July 5, 2016 : : -6 -191 15 160 -45 124 0 0 0 15 115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 65.2 3.2 27.9 0.1 0.8 0.0 0.0 1.4 0.9 1.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 13 . . . . 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated July 15, 2016