Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 4,541,132 : : Positions : :2,253,156 1,056,924 481,550 2,586,456 172,100 593,933 35,638 219,287 389,893 69,875 375,490 : : : : Changes from: August 23, 2016 : : -201,308 26,539 -17,330 -64,121 -7,860 29,885 183 -44,690 141,570 -14,418 -112,953 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 23.3 10.6 57.0 3.8 13.1 0.8 4.8 8.6 1.5 8.3 : : : : Number of Traders in Each Category Total Traders: 215 : : 112 95 4 20 21 21 6 22 29 15 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 1,503,348 : : Positions : : 259,548 279,040 19,354 40,500 541,934 5,648 16,797 330,940 51,419 1,902 291,412 : : : : Changes from: August 23, 2016 : : -61,891 -26,942 -11,713 -29,263 -32,500 -1,124 -16,539 -23,161 171 -2,037 -68,986 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.3 18.6 1.3 2.7 36.0 0.4 1.1 22.0 3.4 0.1 19.4 : : : : Number of Traders in Each Category Total Traders: 99 : : 34 37 6 13 18 9 6 13 18 7 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 238,565 : : Positions : : 146,428 208,173 27,456 2,722 18,857 1,509 0 1,059 21,485 441 1,986 : : : : Changes from: August 23, 2016 : : 736 -2,699 181 180 7 -23 0 514 -3,138 46 328 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 87.3 11.5 1.1 7.9 0.6 0.0 0.4 9.0 0.2 0.8 : : : : Number of Traders in Each Category Total Traders: 58 : : 32 27 4 . 6 . 0 . 9 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 129,946 : : Positions : : 113,777 92,965 417 19,222 4,786 138 0 686 2,372 4,949 1,978 : : : : Changes from: August 23, 2016 : : 1,817 3,008 0 454 60 61 -240 122 1,848 -238 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 71.5 0.3 14.8 3.7 0.1 0.0 0.5 1.8 3.8 1.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 24 . 4 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 193,940 : : Positions : : 159,602 71,723 2,451 100,210 10,534 412 0 2,005 1,674 1,642 294 : : : : Changes from: August 23, 2016 : : -4,417 -1,946 0 -2,069 672 258 -346 -14 -689 272 230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 37.0 1.3 51.7 5.4 0.2 0.0 1.0 0.9 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 47 : : 22 21 . 12 8 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 799,907 : : Positions : : 728,768 168,230 20,392 585,808 35,015 0 230 2,676 210 1,321 1,485 : : : : Changes from: August 23, 2016 : : 11,999 4,090 -788 9,683 3,841 -11 230 95 -48 -2,506 -1,023 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 21.0 2.5 73.2 4.4 0.0 0.0 0.3 0.0 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 61 : : 39 24 7 9 15 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 342,889 : : Positions : : 315,524 217,220 15,814 107,566 4,382 0 2,154 284 802 3,020 272 : : : : Changes from: August 23, 2016 : : 9,522 -574 -2,883 7,014 2,342 0 -757 25 632 0 -121 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 63.3 4.6 31.4 1.3 0.0 0.6 0.1 0.2 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 59 : : 31 33 4 9 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 265,662 : : Positions : : 209,048 147,134 16,936 84,676 29,007 1,118 0 231 0 2,183 695 : : : : Changes from: August 23, 2016 : : 3,590 4,251 730 85 212 120 0 -120 0 750 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 55.4 6.4 31.9 10.9 0.4 0.0 0.1 0.0 0.8 0.3 : : : : Number of Traders in Each Category Total Traders: 55 : : 33 34 4 9 10 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 98,255 : : Positions : : 89,027 38,492 224 42,740 1,213 673 0 1,463 0 3,067 1,258 : : : : Changes from: August 23, 2016 : : 8,533 690 0 9,610 365 673 -265 -272 0 2,425 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 39.2 0.2 43.5 1.2 0.7 0.0 1.5 0.0 3.1 1.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 15 . 8 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 116,305 : : Positions : : 92,848 84,561 6,885 1,356 9,211 211 698 776 0 14,231 1,534 : : : : Changes from: August 23, 2016 : : 3,967 3,837 118 0 0 1 -556 -275 0 146 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 72.7 5.9 1.2 7.9 0.2 0.6 0.7 0.0 12.2 1.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 28 24 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 100,706 : : Positions : : 86,741 16,751 2,185 69,554 681 191 0 810 0 5,319 0 : : : : Changes from: August 23, 2016 : : 781 60 -60 -695 0 -604 0 8 0 1,175 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 16.6 2.2 69.1 0.7 0.2 0.0 0.8 0.0 5.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 9 . 7 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 147,769 : : Positions : : 111,117 56,861 26,096 79,324 4,311 0 0 0 0 0 0 : : : : Changes from: August 23, 2016 : : 861 1,007 0 -238 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 38.5 17.7 53.7 2.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 15 4 9 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 67,250 : : Positions : : 56,123 39,176 2,678 24,086 428 0 0 0 0 0 0 : : : : Changes from: August 23, 2016 : : 524 676 30 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 58.3 4.0 35.8 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 20,447 : : Positions : : 13,729 19,130 736 0 61 4,129 0 0 0 0 0 : : : : Changes from: August 23, 2016 : : -600 1,500 518 0 0 1,680 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 93.6 3.6 0.0 0.3 20.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 13 . 0 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 397,733 : : Positions : : 290,709 150,680 61,083 190,848 32,339 1,174 7,574 0 1,643 1,601 3,263 : : : : Changes from: August 23, 2016 : : 31,600 29,824 -89 332 2,213 -4 2,748 -120 1,643 -180 609 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 37.9 15.4 48.0 8.1 0.3 1.9 0.0 0.4 0.4 0.8 : : : : Number of Traders in Each Category Total Traders: 66 : : 41 31 5 9 8 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 76,978 : : Positions : : 66,235 32,477 998 32,424 730 0 3,091 418 0 3,214 31 : : : : Changes from: August 23, 2016 : : 3,000 546 0 1,222 92 0 -31 0 0 1,442 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 42.2 1.3 42.1 0.9 0.0 4.0 0.5 0.0 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 12 . 7 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 68,361 : : Positions : : 24,205 44,485 29,809 11,209 3,256 995 0 695 3,302 3,050 728 : : : : Changes from: August 23, 2016 : : -445 -1,722 -90 0 0 -1,220 0 11 0 840 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 65.1 43.6 16.4 4.8 1.5 0.0 1.0 4.8 4.5 1.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 8 6 . 7 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 79,932 : : Positions : : 44,705 60,161 13,660 5,442 4,752 14,786 1,680 0 786 7,292 0 : : : : Changes from: August 23, 2016 : : 19,298 15,634 -161 810 1,200 1,770 1,680 0 -60 4,740 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 75.3 17.1 6.8 5.9 18.5 2.1 0.0 1.0 9.1 0.0 : : : : Number of Traders in Each Category Total Traders: 60 : : 23 25 6 . 4 . . 0 . 6 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 115,899 : : Positions : : 71,608 86,929 16,146 5,036 2,445 21,482 4,978 0 2,277 14,391 772 : : : : Changes from: August 23, 2016 : : 20,388 14,648 39 889 251 1,770 1,680 0 -801 4,058 772 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 75.0 13.9 4.3 2.1 18.5 4.3 0.0 2.0 12.4 0.7 : : : : Number of Traders in Each Category Total Traders: 73 : : 31 38 5 4 4 . . 0 4 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 48,394 : : Positions : : 45,503 45,673 2,490 0 0 0 0 0 0 687 93 : : : : Changes from: August 23, 2016 : : 5,495 5,293 1,324 0 0 0 0 0 0 687 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 94.4 5.1 0.0 0.0 0.0 0.0 0.0 0.0 1.4 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 28 . 0 0 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 221,760 : : Positions : : 172,108 168,853 31,457 28,908 12,495 0 483 911 0 0 0 : : : : Changes from: August 23, 2016 : : 5,293 3,042 1,432 1,362 -934 -69 483 -368 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 76.1 14.2 13.0 5.6 0.0 0.2 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 33 28 . 4 5 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 31,545 : : Positions : : 27,754 25,769 2,327 0 0 0 0 0 0 492 217 : : : : Changes from: August 23, 2016 : : 271 1,111 210 0 0 0 0 0 0 -660 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 81.7 7.4 0.0 0.0 0.0 0.0 0.0 0.0 1.6 0.7 : : : : 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 30, 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 49,111 : : Positions : : 31,749 40,209 8,982 297 1,310 0 0 0 711 0 483 : : : : Changes from: August 23, 2016 : : 360 540 428 0 0 0 0 0 -2 0 -59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 81.9 18.3 0.6 2.7 0.0 0.0 0.0 1.4 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 16 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 94,756 : : Positions : : 83,383 60,104 911 18,956 4,739 0 3,123 711 0 1,156 184 : : : : Changes from: August 23, 2016 : : 1,668 250 0 0 0 0 0 0 0 1,156 184 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 63.4 1.0 20.0 5.0 0.0 3.3 0.8 0.0 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 24 . 6 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 127,257 : : Positions : : 97,530 118,074 12,818 0 1,506 5,146 0 578 3,577 0 30 : : : : Changes from: August 23, 2016 : : 3,246 6,022 2,796 0 37 212 0 0 -150 0 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 92.8 10.1 0.0 1.2 4.0 0.0 0.5 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 16 . 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 97,165 : : Positions : : 62,972 92,732 28,793 1,433 642 0 0 0 240 0 0 : : : : Changes from: August 23, 2016 : : 66 -399 -765 0 155 0 0 0 240 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 95.4 29.6 1.5 0.7 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 13 8 . 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 105,964 : : Positions : : 95,624 91,713 822 8,825 2,346 0 0 0 1,545 0 0 : : : : Changes from: August 23, 2016 : : 2,260 1,872 0 62 0 0 0 0 217 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 86.6 0.8 8.3 2.2 0.0 0.0 0.0 1.5 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 30, 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 116,751 : : Positions : : 77,198 61,361 12,267 30,484 8,310 975 0 838 0 4,168 2,365 : : : : Changes from: August 23, 2016 : : 7,033 -146 548 4,230 -28 214 0 -28 -568 4,168 776 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 52.6 10.5 26.1 7.1 0.8 0.0 0.7 0.0 3.6 2.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 25 4 6 7 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BQ Open Interest is 15,107 : : Positions : : 14,110 10,749 814 240 0 0 0 0 0 3,193 0 : : : : Changes from: August 23, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 71.2 5.4 1.6 0.0 0.0 0.0 0.0 0.0 21.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 47,586 : : Positions : : 34,692 44,060 5,625 2,972 0 248 0 0 5,372 0 0 : : : : Changes from: August 23, 2016 : : 1,740 822 210 1,740 0 0 0 0 792 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 92.6 11.8 6.2 0.0 0.5 0.0 0.0 11.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 18 . . 0 . 0 0 5 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233CG Open Interest is 48,877 : : Positions : : 34,842 48,199 12,850 0 0 0 434 0 330 0 0 : : : : Changes from: August 23, 2016 : : 3,043 7,339 4,210 0 0 0 0 0 330 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 98.6 26.3 0.0 0.0 0.0 0.9 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 15 . 0 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 195,040 : : Positions : : 149,563 122,616 15,027 47,103 12,877 1,380 0 1,016 7,307 5,212 1,278 : : : : Changes from: August 23, 2016 : : 5,899 -902 -180 6,957 -135 476 0 554 44 1,279 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 62.9 7.7 24.2 6.6 0.7 0.0 0.5 3.7 2.7 0.7 : : : : Number of Traders in Each Category Total Traders: 62 : : 36 28 . 6 7 . 0 . . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 107,643 : : Positions : : 88,592 65,413 5,569 34,943 2,270 2,321 0 60 0 0 0 : : : : Changes from: August 23, 2016 : : -1,601 4,227 919 -518 849 2,321 0 60 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 60.8 5.2 32.5 2.1 2.2 0.0 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 . 6 5 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CW Open Interest is 78,975 : : Positions : : 46,078 54,104 25,853 18,013 1,194 0 0 0 0 0 0 : : : : Changes from: August 23, 2016 : : 3,123 4,093 425 0 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 68.5 32.7 22.8 1.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 18 6 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 74,434 : : Positions : : 41,812 40,957 21,550 23,665 3,658 299 0 454 0 0 0 : : : : Changes from: August 23, 2016 : : 208 270 -61 -242 153 -30 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 55.0 29.0 31.8 4.9 0.4 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 30, 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 119,642 : : Positions : : 95,295 41,385 5,651 74,094 2,406 2,596 0 0 1,891 0 0 : : : : Changes from: August 23, 2016 : : 6,207 2,673 -408 4,189 551 180 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 34.6 4.7 61.9 2.0 2.2 0.0 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 9 . 7 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 1,057,637 : : Positions : : 134,423 150,537 139,667 66,562 96,393 247,957 235,847 187,504 37,510 145,453 140,401 : : : : Changes from: August 23, 2016 : : -10,421 -5,781 -18,283 1,690 1,749 21,284 -26,164 -10,588 283 24,573 -19,844 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.7 14.2 13.2 6.3 9.1 23.4 22.3 17.7 3.5 13.8 13.3 : : : : Number of Traders in Each Category Total Traders: 332 : : 39 39 22 11 23 74 58 81 53 60 75 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 716,623 : : Positions : : 148,890 144,801 72,481 92,353 226,461 14,348 22,657 85,329 26,710 6,079 135,918 : : : : Changes from: August 23, 2016 : : -16,810 -10,958 4,428 -3,298 -28,896 -5,230 -2,435 -9,258 -732 -1,846 -24,149 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.8 20.2 10.1 12.9 31.6 2.0 3.2 11.9 3.7 0.8 19.0 : : : : Number of Traders in Each Category Total Traders: 143 : : 36 38 6 15 21 21 20 34 23 18 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 287,630 : : Positions : : 56,487 41,718 32,430 37,142 42,736 72,815 15,830 16,075 26,503 94,564 31,589 : : : : Changes from: August 23, 2016 : : -873 -2,888 6,219 -1,780 -4,510 -8,159 3,743 -4,237 711 -3,925 -1,251 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.6 14.5 11.3 12.9 14.9 25.3 5.5 5.6 9.2 32.9 11.0 : : : : Number of Traders in Each Category Total Traders: 69 : : 17 20 5 9 14 6 7 9 11 10 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 120,605 : : Positions : : 23,614 37,804 35,050 31,457 18,541 15,156 4,065 2,118 4,931 10,573 11,356 : : : : Changes from: August 23, 2016 : : -1,234 -1,206 -6,207 -5,217 -1,604 601 -2,013 -2,941 -3,134 -2,550 -3,285 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.6 31.3 29.1 26.1 15.4 12.6 3.4 1.8 4.1 8.8 9.4 : : : : Number of Traders in Each Category Total Traders: 56 : : 13 15 10 . 12 6 5 8 6 11 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 20,567 : : Positions : : 7,311 3,107 129 0 0 2,108 1,348 2,632 868 6,087 7,324 : : : : Changes from: August 23, 2016 : : -1,092 -1,478 -20 -78 -40 -238 265 -196 251 183 -995 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.6 15.1 0.6 0.0 0.0 10.2 6.6 12.8 4.2 29.6 35.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 9 9 . 0 0 . 4 5 4 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 141,361 : : Positions : : 15,256 14,362 5,987 4,131 79,595 396 3,233 21,288 2,970 2,923 15,599 : : : : Changes from: August 23, 2016 : : 253 -25 -3,478 -615 -11,105 -989 -1,091 -4,324 237 -2,261 -8,978 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.8 10.2 4.2 2.9 56.3 0.3 2.3 15.1 2.1 2.1 11.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 5 5 5 . 7 . 5 8 11 5 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 1,343,073 : : Positions : : 382,605 194,167 85,157 799,735 172,669 100,386 30,455 64,238 476,647 28,482 30,969 : : : : Changes from: August 23, 2016 : : -17,318 -5,701 5,555 -19,776 -6,660 -623 -3,419 -2,316 -13,923 16,156 -31,132 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.5 14.5 6.3 59.5 12.9 7.5 2.3 4.8 35.5 2.1 2.3 : : : : Number of Traders in Each Category Total Traders: 92 : : 34 31 4 14 13 6 5 8 17 6 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 302,450 : : Positions : : 66,096 65,696 165,679 116,924 32,225 6,363 21,565 12,366 5,912 37,141 11,275 : : : : Changes from: August 23, 2016 : : -5,705 -12,603 -3,078 -3,087 -7,836 -2,585 -10,011 1,771 -6,591 7,421 -8,854 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.9 21.7 54.8 38.7 10.7 2.1 7.1 4.1 2.0 12.3 3.7 : : : : Number of Traders in Each Category Total Traders: 67 : : 13 16 14 5 16 6 9 10 7 9 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 26,827 : : Positions : : 26,391 19,512 0 5,584 30 0 0 0 12 681 334 : : : : Changes from: August 23, 2016 : : 163 168 0 0 0 0 0 0 12 7 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.4 72.7 0.0 20.8 0.1 0.0 0.0 0.0 0.0 2.5 1.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 26 0 6 . 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 138,045 : : Positions : : 110,670 108,103 9,610 17,400 5,220 5,513 404 3,066 1,958 1,814 1,017 : : : : Changes from: August 23, 2016 : : -1,493 -1,614 -40 -32 -374 0 10 0 -45 -27 133 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 78.3 7.0 12.6 3.8 4.0 0.3 2.2 1.4 1.3 0.7 : : : : Number of Traders in Each Category Total Traders: 88 : : 49 50 4 6 7 . . . 8 11 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 90,295 : : Positions : : 60,647 69,298 6,200 4,480 9,436 1,608 4,896 0 12,234 1,030 1 : : : : Changes from: August 23, 2016 : : 4,636 2,751 -85 1,800 503 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 76.7 6.9 5.0 10.5 1.8 5.4 0.0 13.5 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 22 . 4 5 . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 36,570 : : Positions : : 31,275 30,727 1,447 2,494 990 775 0 0 1,169 1,275 653 : : : : Changes from: August 23, 2016 : : 863 1,023 110 20 -38 0 0 0 80 0 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 84.0 4.0 6.8 2.7 2.1 0.0 0.0 3.2 3.5 1.8 : : : : Number of Traders in Each Category Total Traders: 55 : : 30 30 . 6 5 . 0 0 7 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 19,286 : : Positions : : 8,924 13,281 6,404 2,302 447 0 0 0 2,505 2,128 630 : : : : Changes from: August 23, 2016 : : 1,420 1,465 -20 0 0 0 0 0 61 -4 39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.3 68.9 33.2 11.9 2.3 0.0 0.0 0.0 13.0 11.0 3.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 23 4 4 . 0 0 0 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 15,695 : : Positions : : 13,174 9,312 650 5,702 46 120 0 0 425 161 159 : : : : Changes from: August 23, 2016 : : 285 280 0 -30 10 0 0 0 -57 3 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 59.3 4.1 36.3 0.3 0.8 0.0 0.0 2.7 1.0 1.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 14 . 4 . . 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated September 2, 2016