Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 4,511,311 : : Positions : :2,251,893 1,002,228 515,603 2,551,412 165,878 556,866 26,979 242,102 288,964 66,807 431,193 : : : : Changes from: July 26, 2016 : : -172,491 -12,081 18,011 -43,139 -9,026 12,882 -40,682 -22,934 48,878 3,048 -22,931 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 22.2 11.4 56.6 3.7 12.3 0.6 5.4 6.4 1.5 9.6 : : : : Number of Traders in Each Category Total Traders: 222 : : 120 98 5 20 24 24 4 21 31 13 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 1,614,737 : : Positions : : 305,279 288,985 32,044 55,038 551,610 6,617 44,315 334,033 51,570 9,597 330,414 : : : : Changes from: July 26, 2016 : : 8,618 -20,432 -18,995 -8,045 13,606 -2,891 -14,465 2,589 -31,245 3,750 6,261 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.9 17.9 2.0 3.4 34.2 0.4 2.7 20.7 3.2 0.6 20.5 : : : : Number of Traders in Each Category Total Traders: 103 : : 34 34 7 13 19 10 5 14 16 14 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 246,143 : : Positions : : 154,780 213,671 25,524 1,842 22,344 2,628 0 531 20,817 2,108 604 : : : : Changes from: July 26, 2016 : : 3,253 3,801 1,723 386 -588 -3,531 -62 -1,289 2,456 1,064 -235 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 86.8 10.4 0.7 9.1 1.1 0.0 0.2 8.5 0.9 0.2 : : : : Number of Traders in Each Category Total Traders: 58 : : 33 27 4 . 5 . 0 . 9 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 136,850 : : Positions : : 122,165 97,241 250 21,468 4,030 191 240 790 1,926 5,413 1,602 : : : : Changes from: July 26, 2016 : : 3,411 1,823 0 -50 -131 191 -396 264 93 1,975 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 71.1 0.2 15.7 2.9 0.1 0.2 0.6 1.4 4.0 1.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 25 . 4 4 . . . 4 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 214,050 : : Positions : : 180,243 82,298 2,174 109,195 11,095 154 780 1,897 1,878 608 248 : : : : Changes from: July 26, 2016 : : 1,518 1,026 30 1,646 -577 0 -27 204 786 0 -163 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 38.4 1.0 51.0 5.2 0.1 0.4 0.9 0.9 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 18 . 12 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 820,203 : : Positions : : 733,854 186,206 29,395 578,542 35,243 460 0 2,709 486 963 2,612 : : : : Changes from: July 26, 2016 : : 15,633 101 219 8,804 261 438 0 90 -360 140 577 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 22.7 3.6 70.5 4.3 0.1 0.0 0.3 0.1 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 63 : : 39 22 6 9 13 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 337,038 : : Positions : : 310,082 220,549 17,273 104,524 1,622 487 0 1,127 73 2,086 640 : : : : Changes from: July 26, 2016 : : 6,370 3,277 -866 1,797 -395 487 -371 -56 -316 2,012 -562 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 65.4 5.1 31.0 0.5 0.1 0.0 0.3 0.0 0.6 0.2 : : : : Number of Traders in Each Category Total Traders: 60 : : 34 35 4 9 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 281,368 : : Positions : : 220,639 159,151 16,930 87,999 30,092 800 0 444 341 1,344 779 : : : : Changes from: July 26, 2016 : : -462 2,483 -165 1,484 -1,162 670 0 -540 341 -495 434 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 56.6 6.0 31.3 10.7 0.3 0.0 0.2 0.1 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 59 : : 34 37 4 9 9 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 95,656 : : Positions : : 81,624 46,147 1,140 34,636 88 1,102 0 1,070 842 248 59 : : : : Changes from: July 26, 2016 : : -2,445 1,519 1,140 368 -45 -1,202 0 468 1 -496 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 48.2 1.2 36.2 0.1 1.2 0.0 1.1 0.9 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 18 . 7 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 126,292 : : Positions : : 99,882 93,411 8,148 3,000 10,119 1,106 938 30 0 13,850 857 : : : : Changes from: July 26, 2016 : : 1,315 1,149 -19 0 128 295 938 -265 0 1,546 -252 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 74.0 6.5 2.4 8.0 0.9 0.7 0.0 0.0 11.0 0.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 29 24 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 24,325 : : Positions : : 23,209 16,010 248 8,067 0 0 0 0 0 0 0 : : : : Changes from: July 26, 2016 : : 124 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.4 65.8 1.0 33.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 9 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 104,050 : : Positions : : 91,124 18,371 837 73,597 1,118 342 0 1,044 0 2,236 70 : : : : Changes from: July 26, 2016 : : -362 -1,316 -83 -664 190 0 0 0 0 763 -220 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 17.7 0.8 70.7 1.1 0.3 0.0 1.0 0.0 2.1 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 11 . 8 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 152,000 : : Positions : : 111,646 62,021 30,032 78,071 3,349 0 0 0 0 0 0 : : : : Changes from: July 26, 2016 : : -319 -295 573 -1,089 -573 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 40.8 19.8 51.4 2.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 16 5 8 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 67,689 : : Positions : : 54,806 35,748 3,361 26,197 428 0 0 0 0 0 0 : : : : Changes from: July 26, 2016 : : -312 -467 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 52.8 5.0 38.7 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A2 Open Interest is 22,942 : : Positions : : 16,144 21,582 218 0 61 3,379 0 0 0 0 0 : : : : Changes from: July 26, 2016 : : -806 0 31 0 -31 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 94.1 1.0 0.0 0.3 14.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 14 . 0 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 368,048 : : Positions : : 264,445 115,075 58,992 203,756 27,875 1,874 3,881 454 121 1,584 3,310 : : : : Changes from: July 26, 2016 : : 5,434 3,360 6,161 8,370 -1,826 66 -151 0 -240 -245 303 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 31.3 16.0 55.4 7.6 0.5 1.1 0.1 0.0 0.4 0.9 : : : : Number of Traders in Each Category Total Traders: 66 : : 42 29 5 10 9 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 82,480 : : Positions : : 72,573 37,940 998 32,983 518 0 2,873 453 0 1,628 62 : : : : Changes from: July 26, 2016 : : 5,266 3,775 -3,105 147 0 0 707 0 0 353 -362 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 46.0 1.2 40.0 0.6 0.0 3.5 0.5 0.0 2.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 10 . 6 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 15,833 : : Positions : : 12,107 11,355 1,538 1,633 0 930 0 0 0 0 0 : : : : Changes from: July 26, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 71.7 9.7 10.3 0.0 5.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 9 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 73,030 : : Positions : : 25,480 46,583 32,725 12,753 3,474 919 248 913 3,705 3,147 698 : : : : Changes from: July 26, 2016 : : -492 -5 -154 -368 368 -396 0 352 188 -727 334 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.9 63.8 44.8 17.5 4.8 1.3 0.3 1.3 5.1 4.3 1.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 8 6 . 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 86,100 : : Positions : : 50,302 65,393 20,338 0 2,322 8,282 3,298 0 1,984 651 0 : : : : Changes from: July 26, 2016 : : 9,848 8,019 191 0 -124 5,518 1,965 0 775 -5,363 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 76.0 23.6 0.0 2.7 9.6 3.8 0.0 2.3 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 20 27 10 0 . . . 0 5 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 121,601 : : Positions : : 64,847 102,120 24,963 1,860 976 17,706 3,810 232 2,573 9,734 124 : : : : Changes from: July 26, 2016 : : 8,013 11,857 2,015 372 0 5,518 1,733 232 -1,922 6,324 -5,208 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 84.0 20.5 1.5 0.8 14.6 3.1 0.2 2.1 8.0 0.1 : : : : Number of Traders in Each Category Total Traders: 67 : : 24 33 7 . . . . . 5 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 59,638 : : Positions : : 57,437 57,806 1,240 0 0 0 0 0 0 0 0 : : : : Changes from: July 26, 2016 : : 135 11 -62 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.3 96.9 2.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 22 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 214,320 : : Positions : : 167,632 161,768 24,118 28,727 13,481 0 183 1,320 0 0 0 : : : : Changes from: July 26, 2016 : : 10,938 5,640 1,625 8,340 -1,145 0 0 168 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 75.5 11.3 13.4 6.3 0.0 0.1 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 32 28 . 4 5 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233AW Open Interest is 33,466 : : Positions : : 28,206 29,564 2,697 0 0 0 279 0 0 439 367 : : : : Changes from: July 26, 2016 : : -1,178 806 -31 0 0 0 0 0 0 -279 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 88.3 8.1 0.0 0.0 0.0 0.8 0.0 0.0 1.3 1.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 18 . 0 0 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AY Open Interest is 51,252 : : Positions : : 34,965 42,226 8,396 339 807 0 443 651 878 759 868 : : : : Changes from: July 26, 2016 : : 2,903 2,760 214 -310 173 0 -428 4 62 -62 -93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 82.4 16.4 0.7 1.6 0.0 0.9 1.3 1.7 1.5 1.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 19 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 102,567 : : Positions : : 89,032 65,210 923 19,303 5,750 0 2,675 711 0 1,589 254 : : : : Changes from: July 26, 2016 : : 1,336 -351 0 0 0 0 0 0 0 34 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 63.6 0.9 18.8 5.6 0.0 2.6 0.7 0.0 1.5 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 23 . 6 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 123,331 : : Positions : : 96,161 113,832 10,288 0 1,181 1,054 220 1,384 5,562 0 39 : : : : Changes from: July 26, 2016 : : 5,375 5,261 151 0 0 0 87 -37 -489 0 11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 92.3 8.3 0.0 1.0 0.9 0.2 1.1 4.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 14 . 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 100,443 : : Positions : : 67,361 96,142 29,387 1,867 183 0 0 0 0 0 0 : : : : Changes from: July 26, 2016 : : -219 244 -521 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 95.7 29.3 1.9 0.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 8 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BH Open Interest is 108,315 : : Positions : : 97,988 97,512 772 5,348 2,621 0 0 0 1,412 0 0 : : : : Changes from: July 26, 2016 : : 1,916 1,732 0 428 0 0 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 90.0 0.7 4.9 2.4 0.0 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 16 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 112,422 : : Positions : : 68,215 64,284 11,411 26,599 9,450 686 0 1,167 853 217 1,757 : : : : Changes from: July 26, 2016 : : -5,633 -1,031 -1,132 307 -460 686 -1,646 195 819 -279 -181 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 57.2 10.2 23.7 8.4 0.6 0.0 1.0 0.8 0.2 1.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 24 4 6 7 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BW Open Interest is 50,380 : : Positions : : 37,130 47,819 5,671 1,480 0 248 434 0 3,286 0 0 : : : : Changes from: July 26, 2016 : : 310 279 0 0 0 0 0 0 -1,860 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 94.9 11.3 2.9 0.0 0.5 0.9 0.0 6.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 15 . . 0 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233CG Open Interest is 47,790 : : Positions : : 34,740 46,209 10,607 0 0 0 1,209 0 217 0 0 : : : : Changes from: July 26, 2016 : : 2,481 4,844 1,712 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 96.7 22.2 0.0 0.0 0.0 2.5 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 18 . 0 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 191,381 : : Positions : : 138,347 132,651 19,700 35,461 11,735 1,254 0 834 7,512 4,228 1,551 : : : : Changes from: July 26, 2016 : : 1,278 2,863 -764 4,062 -2,055 505 -768 315 700 399 91 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 69.3 10.3 18.5 6.1 0.7 0.0 0.4 3.9 2.2 0.8 : : : : Number of Traders in Each Category Total Traders: 62 : : 35 30 . 6 7 . 0 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 106,522 : : Positions : : 90,610 56,447 4,052 39,268 1,305 0 0 0 0 0 0 : : : : Changes from: July 26, 2016 : : 1,951 1,973 -86 433 -608 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 53.0 3.8 36.9 1.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 10 . 6 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 79,170 : : Positions : : 43,906 53,823 25,818 18,689 982 0 0 0 0 0 0 : : : : Changes from: July 26, 2016 : : -132 0 -1,581 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 68.0 32.6 23.6 1.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 16 6 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 83,004 : : Positions : : 43,603 46,891 24,949 25,738 3,324 717 0 428 0 0 0 : : : : Changes from: July 26, 2016 : : -1,497 -124 -307 30 0 88 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 56.5 30.1 31.0 4.0 0.9 0.0 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 13 . . 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 102,243 : : Positions : : 80,451 31,065 7,540 64,849 1,649 0 0 0 1,891 0 0 : : : : Changes from: July 26, 2016 : : 2,451 -366 -32 1,790 1,189 0 0 0 -403 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 30.4 7.4 63.4 1.6 0.0 0.0 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 8 . 6 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 1,034,266 : : Positions : : 149,255 159,339 136,515 59,737 82,298 221,592 252,713 183,599 41,080 113,809 145,609 : : : : Changes from: July 26, 2016 : : 15,257 31,220 -3,064 170 15,252 2,891 -9,033 10,544 3,987 -6,677 5,789 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.4 15.4 13.2 5.8 8.0 21.4 24.4 17.8 4.0 11.0 14.1 : : : : Number of Traders in Each Category Total Traders: 325 : : 34 34 25 11 27 73 60 72 54 53 75 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 769,265 : : Positions : : 145,730 154,882 87,967 93,442 240,661 16,606 30,836 90,448 30,786 5,410 150,354 : : : : Changes from: July 26, 2016 : : 3,317 9,171 6,208 3,743 1,896 -833 -3,450 -1,856 585 -171 5,832 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.9 20.1 11.4 12.1 31.3 2.2 4.0 11.8 4.0 0.7 19.5 : : : : Number of Traders in Each Category Total Traders: 143 : : 31 36 6 15 21 24 18 34 27 15 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 282,149 : : Positions : : 53,394 35,570 27,387 32,583 45,422 74,045 11,700 18,989 24,624 103,384 25,925 : : : : Changes from: July 26, 2016 : : -7,562 -6,179 -3,407 -1,870 -1,421 -6,587 1,016 -2,113 400 -8,453 -1,939 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.9 12.6 9.7 11.5 16.1 26.2 4.1 6.7 8.7 36.6 9.2 : : : : Number of Traders in Each Category Total Traders: 69 : : 19 22 5 8 13 8 . 10 9 13 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 123,268 : : Positions : : 23,809 28,382 32,271 36,221 19,824 14,773 5,627 4,037 5,831 12,260 12,580 : : : : Changes from: July 26, 2016 : : -2,354 -6,951 -12,452 -909 -1,444 -7,833 -5,485 -995 -3,960 -12,388 -879 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.3 23.0 26.2 29.4 16.1 12.0 4.6 3.3 4.7 9.9 10.2 : : : : Number of Traders in Each Category Total Traders: 56 : : 13 13 10 4 14 5 6 9 6 12 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 17,962 : : Positions : : 6,130 3,246 84 258 21 1,674 317 2,467 319 4,528 7,079 : : : : Changes from: July 26, 2016 : : 1,223 747 14 258 21 341 10 443 -63 496 910 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.1 18.1 0.5 1.4 0.1 9.3 1.8 13.7 1.8 25.2 39.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 9 9 . . . 5 . 5 4 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 160,341 : : Positions : : 15,982 15,321 5,774 3,732 85,903 199 3,641 26,534 3,436 2,681 21,587 : : : : Changes from: July 26, 2016 : : -78 -287 -6,577 1,632 -14,409 -1,151 -2,963 -1,945 -8,478 -3,326 -17,429 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.0 9.6 3.6 2.3 53.6 0.1 2.3 16.5 2.1 1.7 13.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 5 6 5 . 7 . 5 8 10 5 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 1,371,382 : : Positions : : 408,216 196,434 83,562 822,868 170,931 96,004 31,015 68,290 476,488 10,561 38,404 : : : : Changes from: July 26, 2016 : : -7,346 -15,711 4,849 -18,975 -6,967 -10,094 -4,638 -5,735 -27,100 -6,788 2,592 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.8 14.3 6.1 60.0 12.5 7.0 2.3 5.0 34.7 0.8 2.8 : : : : Number of Traders in Each Category Total Traders: 96 : : 34 32 4 14 13 8 6 9 18 4 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 314,208 : : Positions : : 66,717 69,761 166,352 118,868 36,732 10,462 21,485 11,846 6,909 38,186 12,163 : : : : Changes from: July 26, 2016 : : -3,961 -2,530 4,877 974 -6,728 1,256 -6,556 -6,176 -5,259 4,725 -6,925 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.2 22.2 52.9 37.8 11.7 3.3 6.8 3.8 2.2 12.2 3.9 : : : : Number of Traders in Each Category Total Traders: 68 : : 12 16 14 6 15 4 9 10 8 10 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 23,767 : : Positions : : 22,861 16,775 0 4,883 90 0 0 0 0 580 275 : : : : Changes from: July 26, 2016 : : -2,072 -1,043 0 -868 0 0 0 0 -119 -249 -27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.2 70.6 0.0 20.5 0.4 0.0 0.0 0.0 0.0 2.4 1.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 20 0 6 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 142,321 : : Positions : : 115,464 111,410 8,817 17,762 6,043 5,463 570 3,047 1,681 1,911 928 : : : : Changes from: July 26, 2016 : : 4,810 2,896 -1,979 15 221 108 -224 358 -180 -76 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 78.3 6.2 12.5 4.2 3.8 0.4 2.1 1.2 1.3 0.7 : : : : Number of Traders in Each Category Total Traders: 86 : : 47 47 4 6 7 . . . 7 13 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 78,457 : : Positions : : 50,012 61,598 5,615 2,680 7,798 1,608 4,296 0 13,254 825 1 : : : : Changes from: July 26, 2016 : : 441 1,346 223 -278 7 0 84 0 504 -9 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 78.5 7.2 3.4 9.9 2.0 5.5 0.0 16.9 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 21 . . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 31,686 : : Positions : : 27,843 25,828 1,130 2,576 1,114 775 0 0 190 1,439 416 : : : : Changes from: July 26, 2016 : : -655 -584 -255 -479 -183 -155 0 0 25 68 -164 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 81.5 3.6 8.1 3.5 2.4 0.0 0.0 0.6 4.5 1.3 : : : : Number of Traders in Each Category Total Traders: 50 : : 27 29 . 7 6 . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 16,555 : : Positions : : 6,733 10,845 6,553 2,276 318 0 0 0 2,021 2,034 574 : : : : Changes from: July 26, 2016 : : -292 -283 -307 -268 -10 0 0 0 -454 -619 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.7 65.5 39.6 13.7 1.9 0.0 0.0 0.0 12.2 12.3 3.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 23 5 . . 0 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 13,566 : : Positions : : 11,395 8,435 495 4,327 39 120 0 0 355 167 227 : : : : Changes from: July 26, 2016 : : -1,563 -1,418 -10 -243 20 -4 0 0 -69 51 -41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 62.2 3.6 31.9 0.3 0.9 0.0 0.0 2.6 1.2 1.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 14 . 4 . . 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated August 5, 2016