Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 4,660,075 : : Positions : :2,334,653 1,018,129 530,326 2,591,486 169,340 559,864 39,179 246,968 256,713 67,544 497,350 : : : : Changes from: August 2, 2016 : : 82,760 15,901 14,723 40,074 3,462 2,998 12,200 4,866 -32,251 737 66,157 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 21.8 11.4 55.6 3.6 12.0 0.8 5.3 5.5 1.4 10.7 : : : : Number of Traders in Each Category Total Traders: 223 : : 119 99 5 20 23 23 5 21 28 17 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 1,648,781 : : Positions : : 318,293 314,044 37,129 61,226 552,217 4,585 34,362 328,866 54,984 7,807 348,764 : : : : Changes from: August 2, 2016 : : 13,014 25,059 5,084 6,188 607 -2,032 -9,953 -5,166 3,414 -1,790 18,350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.3 19.0 2.3 3.7 33.5 0.3 2.1 19.9 3.3 0.5 21.2 : : : : Number of Traders in Each Category Total Traders: 104 : : 35 35 8 12 19 10 6 14 21 9 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 231,055 : : Positions : : 141,324 199,946 25,493 2,969 19,092 3,526 0 562 22,728 2,923 201 : : : : Changes from: August 2, 2016 : : -13,456 -13,725 -31 1,127 -3,252 898 0 31 1,911 815 -403 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 86.5 11.0 1.3 8.3 1.5 0.0 0.2 9.8 1.3 0.1 : : : : Number of Traders in Each Category Total Traders: 56 : : 31 25 4 . 6 . 0 . 8 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 125,070 : : Positions : : 111,179 87,761 405 20,544 3,531 757 240 427 496 5,410 1,827 : : : : Changes from: August 2, 2016 : : -10,986 -9,480 155 -924 -499 566 0 -363 -1,430 -3 225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 70.2 0.3 16.4 2.8 0.6 0.2 0.3 0.4 4.3 1.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 24 . 4 . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 193,597 : : Positions : : 161,628 70,164 2,391 101,449 10,413 154 1,051 1,753 1,666 608 0 : : : : Changes from: August 2, 2016 : : -18,615 -12,134 217 -7,746 -682 0 271 -144 -212 0 -248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 36.2 1.2 52.4 5.4 0.1 0.5 0.9 0.9 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 19 18 . 12 8 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 769,063 : : Positions : : 691,857 172,280 27,732 550,313 32,739 439 0 2,521 210 1,408 2,318 : : : : Changes from: August 2, 2016 : : -41,997 -13,926 -1,663 -28,229 -2,504 -21 0 -188 -276 445 -294 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 22.4 3.6 71.6 4.3 0.1 0.0 0.3 0.0 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 62 : : 38 21 7 9 14 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 323,163 : : Positions : : 298,473 211,523 15,859 99,160 1,498 0 873 1,127 200 2,780 483 : : : : Changes from: August 2, 2016 : : -11,609 -9,026 -1,414 -5,364 -124 -487 873 0 127 694 -157 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 65.5 4.9 30.7 0.5 0.0 0.3 0.3 0.1 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 30 34 4 9 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 258,709 : : Positions : : 205,872 140,459 15,323 85,233 28,790 497 0 957 0 2,066 177 : : : : Changes from: August 2, 2016 : : -14,767 -18,692 -1,607 -2,766 -1,302 -303 0 513 -341 722 -602 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 54.3 5.9 32.9 11.1 0.2 0.0 0.4 0.0 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 33 34 4 9 9 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 86,063 : : Positions : : 78,440 39,229 1,140 33,006 88 1,082 0 910 1,018 0 29 : : : : Changes from: August 2, 2016 : : -3,184 -6,918 0 -1,630 0 -20 0 -160 176 -248 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 45.6 1.3 38.4 0.1 1.3 0.0 1.1 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 16 . 7 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 111,869 : : Positions : : 86,932 80,902 6,228 3,496 9,065 1,407 510 551 0 12,898 1,152 : : : : Changes from: August 2, 2016 : : -12,950 -12,509 -1,920 496 -1,054 301 -428 521 0 -952 295 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 72.3 5.6 3.1 8.1 1.3 0.5 0.5 0.0 11.5 1.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 24 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 94,155 : : Positions : : 80,996 14,962 1,817 70,046 1,044 705 0 1,016 0 1,285 74 : : : : Changes from: August 2, 2016 : : -10,128 -3,409 980 -3,551 -74 363 0 -28 0 -951 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 15.9 1.9 74.4 1.1 0.7 0.0 1.1 0.0 1.4 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 9, 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 144,135 : : Positions : : 107,528 55,192 27,491 78,979 3,003 0 0 0 0 0 0 : : : : Changes from: August 2, 2016 : : -4,118 -6,829 -2,541 908 -346 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 38.3 19.1 54.8 2.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 15 5 8 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 63,891 : : Positions : : 52,971 35,087 2,648 24,300 428 0 0 0 0 0 0 : : : : Changes from: August 2, 2016 : : -1,835 -661 -713 -1,897 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 54.9 4.1 38.0 0.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 17,983 : : Positions : : 13,699 17,150 218 0 61 2,449 0 0 0 0 0 : : : : Changes from: August 2, 2016 : : -2,445 -4,432 0 0 0 -930 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 95.4 1.2 0.0 0.3 13.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 12 . 0 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 342,778 : : Positions : : 244,704 106,276 57,989 188,390 27,096 2,419 3,638 398 0 1,631 2,499 : : : : Changes from: August 2, 2016 : : -19,741 -8,799 -1,003 -15,366 -779 545 -243 -56 -121 47 -811 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 31.0 16.9 55.0 7.9 0.7 1.1 0.1 0.0 0.5 0.7 : : : : Number of Traders in Each Category Total Traders: 62 : : 39 29 5 9 8 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 72,740 : : Positions : : 62,025 31,296 998 31,011 518 0 2,908 418 0 930 245 : : : : Changes from: August 2, 2016 : : -10,548 -6,644 0 -1,972 0 0 35 -35 0 -698 183 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 43.0 1.4 42.6 0.7 0.0 4.0 0.6 0.0 1.3 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 10 . 6 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 66,222 : : Positions : : 21,131 44,495 30,476 11,637 3,195 1,910 0 715 3,302 1,518 698 : : : : Changes from: August 2, 2016 : : -4,349 -2,088 -2,249 -1,116 -279 991 -248 -198 -403 -1,629 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.9 67.2 46.0 17.6 4.8 2.9 0.0 1.1 5.0 2.3 1.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 8 6 . 7 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 43,932 : : Positions : : 25,191 39,957 13,925 0 1,834 1,676 0 0 240 0 0 : : : : Changes from: August 2, 2016 : : -25,111 -25,436 -6,413 0 -488 -6,606 -3,298 0 -1,744 -651 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 91.0 31.7 0.0 4.2 3.8 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 9 13 8 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 77,176 : : Positions : : 47,781 63,414 16,635 372 496 8,372 3,298 0 2,472 7,781 0 : : : : Changes from: August 2, 2016 : : -17,066 -38,706 -8,328 -1,488 -480 -9,334 -512 -232 -101 -1,953 -124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 82.2 21.6 0.5 0.6 10.8 4.3 0.0 3.2 10.1 0.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 20 29 6 . . . . 0 6 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 39,787 : : Positions : : 37,761 37,893 806 0 0 0 0 0 0 0 0 : : : : Changes from: August 2, 2016 : : -19,676 -19,913 -434 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 95.2 2.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 18 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 208,892 : : Positions : : 162,407 159,873 24,649 26,362 13,214 0 210 1,198 0 0 0 : : : : Changes from: August 2, 2016 : : -5,225 -1,895 531 -2,365 -267 0 27 -122 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 76.5 11.8 12.6 6.3 0.0 0.1 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 31 27 . 4 5 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 29,084 : : Positions : : 26,583 23,668 1,457 0 0 0 0 0 0 222 367 : : : : Changes from: August 2, 2016 : : -1,623 -5,896 -1,240 0 0 0 -279 0 0 -217 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 81.4 5.0 0.0 0.0 0.0 0.0 0.0 0.0 0.8 1.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 16 . 0 0 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 47,083 : : Positions : : 29,785 38,909 8,824 326 807 0 738 600 1,956 0 302 : : : : Changes from: August 2, 2016 : : -5,180 -3,317 428 -13 0 0 295 -51 1,078 -759 -566 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 82.6 18.7 0.7 1.7 0.0 1.6 1.3 4.2 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 16 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 92,740 : : Positions : : 81,233 59,957 941 18,776 4,709 0 3,123 711 0 0 0 : : : : Changes from: August 2, 2016 : : -7,799 -5,253 18 -527 -1,041 0 448 0 0 -1,589 -254 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 64.7 1.0 20.2 5.1 0.0 3.4 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 22 . 6 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 115,900 : : Positions : : 90,330 106,947 11,144 0 659 1,054 159 1,445 4,241 171 182 : : : : Changes from: August 2, 2016 : : -5,831 -6,885 856 0 -522 0 -61 61 -1,321 171 143 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 92.3 9.6 0.0 0.6 0.9 0.1 1.2 3.7 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 14 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 94,452 : : Positions : : 61,964 90,602 28,067 1,433 487 0 0 0 0 0 0 : : : : Changes from: August 2, 2016 : : -5,397 -5,540 -1,320 -434 304 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 95.9 29.7 1.5 0.5 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 August 9, 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 101,421 : : Positions : : 92,118 90,624 676 5,559 2,407 0 0 0 330 0 0 : : : : Changes from: August 2, 2016 : : -5,870 -6,888 -96 211 -214 0 0 0 -1,082 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 89.4 0.7 5.5 2.4 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 103,600 : : Positions : : 64,047 56,506 11,568 26,047 8,282 1,058 0 1,147 1,885 0 541 : : : : Changes from: August 2, 2016 : : -4,168 -7,778 157 -552 -1,168 372 0 -20 1,032 -217 -1,216 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 54.5 11.2 25.1 8.0 1.0 0.0 1.1 1.8 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 18 4 6 7 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 39,946 : : Positions : : 30,622 38,160 5,175 1,232 0 248 0 0 2,162 0 0 : : : : Changes from: August 2, 2016 : : -6,508 -9,659 -496 -248 0 0 -434 0 -1,124 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 95.5 13.0 3.1 0.0 0.6 0.0 0.0 5.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 14 . . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 39,275 : : Positions : : 29,356 38,657 9,026 0 0 0 434 0 0 0 0 : : : : Changes from: August 2, 2016 : : -5,384 -7,552 -1,581 0 0 0 -775 0 -217 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 98.4 23.0 0.0 0.0 0.0 1.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 15 . 0 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 178,495 : : Positions : : 130,916 121,157 20,448 34,139 11,503 654 95 828 6,385 4,178 1,096 : : : : Changes from: August 2, 2016 : : -7,431 -11,494 748 -1,322 -232 -600 95 -6 -1,127 -50 -455 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 67.9 11.5 19.1 6.4 0.4 0.1 0.5 3.6 2.3 0.6 : : : : Number of Traders in Each Category Total Traders: 58 : : 33 27 . 6 7 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 101,129 : : Positions : : 87,559 53,889 4,294 38,404 962 0 0 0 0 0 0 : : : : Changes from: August 2, 2016 : : -3,051 -2,558 242 -864 -343 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 53.3 4.2 38.0 1.0 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 August 9, 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 73,319 : : Positions : : 40,716 47,566 25,038 18,227 1,010 0 0 0 0 0 0 : : : : Changes from: August 2, 2016 : : -3,190 -6,257 -780 -462 28 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 64.9 34.1 24.9 1.4 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 August 9, 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 73,794 : : Positions : : 41,199 39,926 21,449 24,604 3,354 359 0 424 0 0 0 : : : : Changes from: August 2, 2016 : : -2,404 -6,965 -3,500 -1,134 30 -358 0 -4 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 54.1 29.1 33.3 4.5 0.5 0.0 0.6 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 9, 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 96,703 : : Positions : : 75,622 28,389 6,581 65,014 1,843 0 0 0 1,891 0 0 : : : : Changes from: August 2, 2016 : : -4,829 -2,676 -959 165 194 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 29.4 6.8 67.2 1.9 0.0 0.0 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 7 . 7 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 1,083,435 : : Positions : : 166,751 161,225 134,193 62,051 94,945 219,842 273,121 181,147 40,425 103,837 168,452 : : : : Changes from: August 2, 2016 : : 17,495 1,885 -2,323 2,314 12,646 -1,750 20,408 -2,452 -655 -9,972 22,843 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.4 14.9 12.4 5.7 8.8 20.3 25.2 16.7 3.7 9.6 15.5 : : : : Number of Traders in Each Category Total Traders: 338 : : 39 37 27 8 26 67 74 73 56 54 76 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 791,011 : : Positions : : 155,007 161,110 80,486 89,156 250,344 21,183 33,662 89,785 29,575 5,777 157,949 : : : : Changes from: August 2, 2016 : : 9,277 6,228 -7,481 -4,286 9,683 4,577 2,827 -663 -1,211 367 7,594 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.6 20.4 10.2 11.3 31.6 2.7 4.3 11.4 3.7 0.7 20.0 : : : : Number of Traders in Each Category Total Traders: 145 : : 33 37 7 15 22 26 16 35 29 13 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 286,370 : : Positions : : 53,000 35,780 27,198 33,679 45,936 75,274 11,765 19,573 25,393 103,278 27,526 : : : : Changes from: August 2, 2016 : : -394 210 -189 1,096 514 1,229 65 584 769 -106 1,601 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.5 12.5 9.5 11.8 16.0 26.3 4.1 6.8 8.9 36.1 9.6 : : : : Number of Traders in Each Category Total Traders: 69 : : 19 22 5 8 13 8 . 9 8 14 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 131,213 : : Positions : : 28,074 31,841 32,024 34,600 21,628 16,415 5,447 3,304 6,320 16,852 13,395 : : : : Changes from: August 2, 2016 : : 4,265 3,459 -247 -1,621 1,804 1,642 -180 -733 489 4,592 815 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.4 24.3 24.4 26.4 16.5 12.5 4.2 2.5 4.8 12.8 10.2 : : : : Number of Traders in Each Category Total Traders: 58 : : 15 14 10 4 14 6 5 8 7 11 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 15,799 : : Positions : : 5,205 2,489 52 222 13 1,375 118 2,306 300 4,246 6,363 : : : : Changes from: August 2, 2016 : : -925 -758 -32 -35 -8 -299 -199 -161 -19 -282 -716 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.9 15.8 0.3 1.4 0.1 8.7 0.7 14.6 1.9 26.9 40.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 9 9 . . . 6 . 5 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 165,972 : : Positions : : 15,396 15,153 4,577 3,796 89,096 934 5,261 26,269 4,463 1,225 25,068 : : : : Changes from: August 2, 2016 : : -586 -168 -1,197 65 3,192 736 1,620 -266 1,026 -1,456 3,481 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.3 9.1 2.8 2.3 53.7 0.6 3.2 15.8 2.7 0.7 15.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 5 6 . 4 7 . 7 8 11 5 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 1,380,445 : : Positions : : 399,841 201,273 81,702 816,661 172,878 97,814 31,873 68,555 483,317 9,647 46,874 : : : : Changes from: August 2, 2016 : : -8,375 4,839 -1,860 -6,207 1,947 1,810 858 265 6,829 -914 8,470 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.0 14.6 5.9 59.2 12.5 7.1 2.3 5.0 35.0 0.7 3.4 : : : : Number of Traders in Each Category Total Traders: 97 : : 34 32 4 14 13 8 6 9 19 4 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 319,854 : : Positions : : 67,826 72,531 167,000 118,653 38,181 10,004 22,773 11,936 7,560 36,091 14,450 : : : : Changes from: August 2, 2016 : : 1,109 2,770 648 -215 1,449 -458 1,288 90 651 -2,095 2,287 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.2 22.7 52.2 37.1 11.9 3.1 7.1 3.7 2.4 11.3 4.5 : : : : Number of Traders in Each Category Total Traders: 70 : : 12 16 14 6 15 5 9 10 8 11 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 23,934 : : Positions : : 22,913 16,737 0 4,915 113 0 0 0 33 668 305 : : : : Changes from: August 2, 2016 : : 52 -38 0 32 23 0 0 0 33 88 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.7 69.9 0.0 20.5 0.5 0.0 0.0 0.0 0.1 2.8 1.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 21 0 6 . 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 137,115 : : Positions : : 110,303 107,458 9,031 17,215 5,747 5,513 465 3,027 1,770 1,727 901 : : : : Changes from: August 2, 2016 : : -5,161 -3,952 214 -547 -296 50 -105 -20 89 -184 -27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 78.4 6.6 12.6 4.2 4.0 0.3 2.2 1.3 1.3 0.7 : : : : Number of Traders in Each Category Total Traders: 89 : : 48 48 4 6 7 . . . 8 12 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 78,632 : : Positions : : 49,702 61,608 5,955 2,680 7,943 1,608 4,296 0 13,254 865 1 : : : : Changes from: August 2, 2016 : : -310 10 340 0 145 0 0 0 0 40 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 78.3 7.6 3.4 10.1 2.0 5.5 0.0 16.9 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 21 . . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 33,317 : : Positions : : 29,391 27,733 1,182 2,331 1,069 775 0 0 130 1,314 570 : : : : Changes from: August 2, 2016 : : 1,548 1,905 52 -245 -45 0 0 0 -60 -125 154 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 83.2 3.5 7.0 3.2 2.3 0.0 0.0 0.4 3.9 1.7 : : : : Number of Traders in Each Category Total Traders: 52 : : 28 30 . 6 6 . 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 16,628 : : Positions : : 6,853 11,000 6,553 2,296 318 0 0 0 1,979 1,937 569 : : : : Changes from: August 2, 2016 : : 120 155 0 20 0 0 0 0 -42 -97 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.2 66.2 39.4 13.8 1.9 0.0 0.0 0.0 11.9 11.6 3.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 23 5 . . 0 0 0 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 13,640 : : Positions : : 11,394 8,263 545 4,591 27 120 0 0 371 140 248 : : : : Changes from: August 2, 2016 : : -1 -172 50 264 -12 0 0 0 16 -27 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 60.6 4.0 33.7 0.2 0.9 0.0 0.0 2.7 1.0 1.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 14 . 4 . . 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated August 12, 2016