Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 4,899,438 : : Positions : :2,449,673 1,147,329 490,167 2,792,537 202,926 593,288 34,896 235,936 489,107 72,334 350,877 : : : : Changes from: September 20, 2016 : : 8,847 32,479 -1,677 45,341 27,808 -15,464 12,718 23,630 97,565 -4,591 -17,009 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 23.4 10.0 57.0 4.1 12.1 0.7 4.8 10.0 1.5 7.2 : : : : Number of Traders in Each Category Total Traders: 237 : : 124 104 5 20 22 25 4 25 38 14 39 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 1,393,967 : : Positions : : 246,733 267,914 22,647 41,439 488,832 18,069 15,732 306,702 52,001 3,346 250,887 : : : : Changes from: September 20, 2016 : : -32,754 -36,320 5,850 -3,205 -108,329 7,901 2,606 -63,560 -6,195 -1,675 -75,894 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.7 19.2 1.6 3.0 35.1 1.3 1.1 22.0 3.7 0.2 18.0 : : : : Number of Traders in Each Category Total Traders: 102 : : 31 36 10 10 19 8 6 11 22 7 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 230,312 : : Positions : : 138,423 201,677 36,223 2,644 16,916 1,717 0 1,082 17,103 710 928 : : : : Changes from: September 20, 2016 : : 2,225 2,013 -1,876 620 1,519 1,675 0 448 521 -552 -203 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 87.6 15.7 1.1 7.3 0.7 0.0 0.5 7.4 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 51 : : 29 25 5 . 4 . 0 . 7 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 123,394 : : Positions : : 108,254 86,995 0 21,669 3,557 0 0 0 2,444 2,997 3,470 : : : : Changes from: September 20, 2016 : : -400 1,777 0 158 0 -144 0 -572 772 -589 186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 70.5 0.0 17.6 2.9 0.0 0.0 0.0 2.0 2.4 2.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 25 0 5 4 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 176,767 : : Positions : : 142,044 63,281 4,619 94,435 8,349 1,386 0 1,228 4,229 2,498 92 : : : : Changes from: September 20, 2016 : : 1,660 160 -397 2,288 217 796 0 -327 421 393 -84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 35.8 2.6 53.4 4.7 0.8 0.0 0.7 2.4 1.4 0.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 22 23 . 11 9 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 837,629 : : Positions : : 760,027 166,591 22,063 623,114 37,943 0 301 3,417 2,628 951 1,480 : : : : Changes from: September 20, 2016 : : 21,390 753 3,257 23,841 1,627 0 57 551 93 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 19.9 2.6 74.4 4.5 0.0 0.0 0.4 0.3 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 62 : : 40 23 7 9 15 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 351,755 : : Positions : : 317,622 224,753 10,253 99,409 15,076 248 2,566 640 2,269 3,595 333 : : : : Changes from: September 20, 2016 : : 5,961 1,790 -5,013 659 512 0 1,180 640 1,526 393 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 63.9 2.9 28.3 4.3 0.1 0.7 0.2 0.6 1.0 0.1 : : : : Number of Traders in Each Category Total Traders: 65 : : 32 34 . 10 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 259,776 : : Positions : : 207,858 145,535 12,873 78,255 29,348 0 556 1,356 217 2,139 1,229 : : : : Changes from: September 20, 2016 : : 11,735 12,057 -496 -1,955 1,184 0 -270 644 144 -465 626 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 56.0 5.0 30.1 11.3 0.0 0.2 0.5 0.1 0.8 0.5 : : : : Number of Traders in Each Category Total Traders: 55 : : 31 32 4 9 11 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 100,923 : : Positions : : 92,659 38,058 248 49,557 2,488 0 1,339 971 0 2,153 310 : : : : Changes from: September 20, 2016 : : 10,029 3,107 0 4,649 44 0 -355 -66 -582 2,153 33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 37.7 0.2 49.1 2.5 0.0 1.3 1.0 0.0 2.1 0.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 13 . 10 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 112,213 : : Positions : : 91,204 84,004 5,573 1,836 8,032 0 1,139 510 0 13,705 1,135 : : : : Changes from: September 20, 2016 : : 1,897 3,107 281 0 -237 0 737 -33 0 -167 -143 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 74.9 5.0 1.6 7.2 0.0 1.0 0.5 0.0 12.2 1.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 24 . . . 0 . . 0 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Q Open Interest is 21,674 : : Positions : : 19,446 14,293 0 6,465 0 0 0 0 0 0 0 : : : : Changes from: September 20, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 65.9 0.0 29.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 11 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 107,190 : : Positions : : 90,968 15,085 3,264 77,391 3,419 0 200 849 0 5,038 0 : : : : Changes from: September 20, 2016 : : 7,233 -1,042 -934 4,132 1,510 -493 200 43 0 1,491 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 14.1 3.0 72.2 3.2 0.0 0.2 0.8 0.0 4.7 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 11 . 7 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 142,589 : : Positions : : 109,137 57,238 24,066 76,196 3,558 0 0 0 0 0 0 : : : : Changes from: September 20, 2016 : : 3,590 3,216 88 -10 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 40.1 16.9 53.4 2.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 17 4 10 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 60,439 : : Positions : : 49,417 32,410 1,687 21,444 2,075 0 0 0 0 0 0 : : : : Changes from: September 20, 2016 : : 306 1,627 -31 -790 1,004 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 53.6 2.8 35.5 3.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 16,076 : : Positions : : 11,406 15,067 642 0 0 1,680 0 0 0 0 0 : : : : Changes from: September 20, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 93.7 4.0 0.0 0.0 10.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 12 . 0 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 410,938 : : Positions : : 305,300 155,477 58,496 204,713 30,160 1,054 5,765 1,474 3,865 565 3,124 : : : : Changes from: September 20, 2016 : : 12,002 -8,358 -4,557 12,065 -474 0 1,679 -279 -1,125 255 -192 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 37.8 14.2 49.8 7.3 0.3 1.4 0.4 0.9 0.1 0.8 : : : : Number of Traders in Each Category Total Traders: 67 : : 40 31 4 11 9 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 75,463 : : Positions : : 63,464 34,309 998 30,276 854 0 1,614 206 842 2,259 648 : : : : Changes from: September 20, 2016 : : 2,542 -34 0 639 214 0 933 -455 0 1,549 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 45.5 1.3 40.1 1.1 0.0 2.1 0.3 1.1 3.0 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 11 . 7 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A6 Open Interest is 17,538 : : Positions : : 14,935 12,370 0 3,472 0 0 0 0 210 0 0 : : : : Changes from: September 20, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 70.5 0.0 19.8 0.0 0.0 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 65,207 : : Positions : : 23,947 44,339 28,745 11,836 3,109 0 55 764 3,029 0 789 : : : : Changes from: September 20, 2016 : : 767 1,117 -93 277 93 -952 55 170 117 -1,637 457 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.7 68.0 44.1 18.2 4.8 0.0 0.1 1.2 4.6 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 11 6 . 7 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 67,703 : : Positions : : 40,673 46,673 13,625 5,082 4,916 6,448 0 0 775 9,579 0 : : : : Changes from: September 20, 2016 : : 16,760 9,363 1,953 3,138 3,968 1,767 0 0 372 8,339 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 68.9 20.1 7.5 7.3 9.5 0.0 0.0 1.1 14.1 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 19 20 9 . . . 0 0 . 6 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 104,058 : : Positions : : 63,269 74,965 13,259 5,776 4,619 20,428 1,680 0 1,561 16,065 0 : : : : Changes from: September 20, 2016 : : 13,639 10,106 2,445 -748 4,251 1,767 0 0 372 8,525 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 72.0 12.7 5.6 4.4 19.6 1.6 0.0 1.5 15.4 0.0 : : : : Number of Traders in Each Category Total Traders: 70 : : 30 30 6 . . . . 0 4 9 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 46,969 : : Positions : : 43,761 43,509 3,117 0 0 0 0 0 0 780 0 : : : : Changes from: September 20, 2016 : : 4,867 5,933 1,557 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 92.6 6.6 0.0 0.0 0.0 0.0 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 24 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 226,776 : : Positions : : 173,914 168,497 37,100 36,044 9,066 0 555 940 0 0 0 : : : : Changes from: September 20, 2016 : : 3,491 4,947 1,192 384 227 0 364 -152 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 74.3 16.4 15.9 4.0 0.0 0.2 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 29 26 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233AW Open Interest is 27,985 : : Positions : : 24,210 22,831 1,676 0 0 0 0 0 0 523 0 : : : : Changes from: September 20, 2016 : : 808 1,707 372 0 0 0 0 0 0 -155 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 81.6 6.0 0.0 0.0 0.0 0.0 0.0 0.0 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 13 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 46,746 : : Positions : : 26,838 37,872 8,645 0 2,606 0 0 0 2,232 0 0 : : : : Changes from: September 20, 2016 : : -590 1,944 -420 0 420 0 -2,000 -267 1,317 0 -279 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 81.0 18.5 0.0 5.6 0.0 0.0 0.0 4.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 16 4 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 86,821 : : Positions : : 74,806 54,234 0 18,571 2,637 0 1,198 1,908 33 769 1,112 : : : : Changes from: September 20, 2016 : : 2,800 662 0 217 0 -54 1,198 120 33 552 1,112 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 62.5 0.0 21.4 3.0 0.0 1.4 2.2 0.0 0.9 1.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 24 0 6 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BB Open Interest is 122,405 : : Positions : : 91,026 113,297 14,199 2,494 1,744 5,245 0 410 4,040 0 28 : : : : Changes from: September 20, 2016 : : -90 -682 -961 2,494 677 611 0 -168 437 0 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 92.6 11.6 2.0 1.4 4.3 0.0 0.3 3.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 17 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BC Open Interest is 98,363 : : Positions : : 64,357 92,989 26,595 1,022 1,324 0 0 0 1,054 0 0 : : : : Changes from: September 20, 2016 : : 2,626 2,755 -34 9 649 0 0 0 713 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 94.5 27.0 1.0 1.3 0.0 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 15 7 . 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 110,155 : : Positions : : 100,787 94,848 0 10,175 2,689 0 0 0 1,384 310 0 : : : : Changes from: September 20, 2016 : : 3,591 3,183 0 0 0 0 0 0 372 -37 -360 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 86.1 0.0 9.2 2.4 0.0 0.0 0.0 1.3 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 15 0 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 115,469 : : Positions : : 79,548 57,344 12,233 35,629 8,243 1,813 0 599 248 2,769 669 : : : : Changes from: September 20, 2016 : : 4,767 -1,298 -23 4,717 -82 -364 0 0 -232 2,521 -146 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 49.7 10.6 30.9 7.1 1.6 0.0 0.5 0.2 2.4 0.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 21 4 6 7 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 12,502 : : Positions : : 11,294 8,764 690 23 217 0 0 0 0 2,821 0 : : : : Changes from: September 20, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 70.1 5.5 0.2 1.7 0.0 0.0 0.0 0.0 22.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 41,185 : : Positions : : 29,038 37,102 5,036 3,561 0 0 0 0 4,778 279 0 : : : : Changes from: September 20, 2016 : : 868 -1,492 186 2,356 -775 0 0 0 238 279 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 90.1 12.2 8.6 0.0 0.0 0.0 0.0 11.6 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 16 . . 0 0 0 0 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 40,493 : : Positions : : 27,808 39,691 10,488 0 0 0 0 0 423 0 0 : : : : Changes from: September 20, 2016 : : 1,183 1,612 186 0 0 0 0 0 93 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 98.0 25.9 0.0 0.0 0.0 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 13 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 189,411 : : Positions : : 144,293 115,342 17,010 49,298 10,062 91 321 845 7,256 7,181 1,307 : : : : Changes from: September 20, 2016 : : 3,023 2,698 1,778 1,834 -1,197 -773 198 323 279 -929 305 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 60.9 9.0 26.0 5.3 0.0 0.2 0.4 3.8 3.8 0.7 : : : : Number of Traders in Each Category Total Traders: 62 : : 36 27 . 6 7 . . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 104,123 : : Positions : : 85,332 60,449 5,697 34,626 1,964 3,388 0 0 0 188 240 : : : : Changes from: September 20, 2016 : : -614 -583 214 636 -152 214 0 0 0 188 240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 58.1 5.5 33.3 1.9 3.3 0.0 0.0 0.0 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 13 . 6 5 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 87,045 : : Positions : : 46,399 64,472 33,395 16,347 2,314 0 0 0 0 0 0 : : : : Changes from: September 20, 2016 : : 1,112 3,514 1,062 6 -6 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 74.1 38.4 18.8 2.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 12 18 8 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 68,932 : : Positions : : 38,940 35,152 19,819 22,613 3,841 0 513 31 0 0 0 : : : : Changes from: September 20, 2016 : : 1,767 1,717 273 -558 248 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 51.0 28.8 32.8 5.6 0.0 0.7 0.0 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 September 27, 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 123,837 : : Positions : : 96,421 44,591 6,471 71,867 5,281 2,776 0 0 3,311 0 0 : : : : Changes from: September 20, 2016 : : 358 -400 -612 -585 779 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 36.0 5.2 58.0 4.3 2.2 0.0 0.0 2.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 12 . 7 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 1,083,485 : : Positions : : 133,616 188,923 127,163 72,677 82,961 282,625 158,560 203,634 37,513 209,939 133,862 : : : : Changes from: September 20, 2016 : : -4,210 24,308 -6,921 -3,004 2,016 5,144 -7,311 -4,711 1,825 -11,129 -21,687 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.3 17.4 11.7 6.7 7.7 26.1 14.6 18.8 3.5 19.4 12.4 : : : : Number of Traders in Each Category Total Traders: 335 : : 40 39 21 12 26 84 48 73 54 56 80 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 617,591 : : Positions : : 125,989 136,619 75,255 90,890 202,036 20,012 15,572 63,509 21,684 3,345 102,562 : : : : Changes from: September 20, 2016 : : -32,285 -25,127 -9,272 -9,535 -30,143 4,086 -20,135 -31,453 -20,086 -2,259 -41,930 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.4 22.1 12.2 14.7 32.7 3.2 2.5 10.3 3.5 0.5 16.6 : : : : Number of Traders in Each Category Total Traders: 139 : : 36 37 5 16 21 25 15 30 23 14 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 311,840 : : Positions : : 70,082 43,524 25,994 41,128 47,512 12,536 17,382 12,669 100,383 107,703 33,523 : : : : Changes from: September 20, 2016 : : 7,305 -2,435 -2,982 1,924 2,911 6,065 -798 -622 1,283 12,554 1,556 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.5 14.0 8.3 13.2 15.2 4.0 5.6 4.1 32.2 34.5 10.8 : : : : Number of Traders in Each Category Total Traders: 82 : : 23 23 6 9 15 6 5 10 16 10 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 146,083 : : Positions : : 27,455 36,492 40,468 39,484 18,653 27,640 6,726 3,476 11,072 26,048 11,269 : : : : Changes from: September 20, 2016 : : 1,155 -594 2,408 4,277 4,205 5,807 190 282 4,730 7,050 101 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.8 25.0 27.7 27.0 12.8 18.9 4.6 2.4 7.6 17.8 7.7 : : : : Number of Traders in Each Category Total Traders: 67 : : 14 15 12 5 16 9 4 10 9 13 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 140,690 : : Positions : : 14,620 13,713 11,010 2,979 80,285 600 3,743 20,711 1,762 4,971 11,621 : : : : Changes from: September 20, 2016 : : -1,242 -1,203 2,147 -5,274 -14,875 83 1,090 -3,842 -599 3,168 -9,825 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.4 9.7 7.8 2.1 57.1 0.4 2.7 14.7 1.3 3.5 8.3 : : : : Number of Traders in Each Category Total Traders: 36 : : . 4 5 . 7 . 6 8 9 8 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 1,377,908 : : Positions : : 393,895 194,168 79,491 822,870 177,837 96,201 32,716 58,482 503,923 29,743 40,898 : : : : Changes from: September 20, 2016 : : 277 94 -2,694 10,021 -671 8,945 4,391 -658 10,768 715 5,906 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.6 14.1 5.8 59.7 12.9 7.0 2.4 4.2 36.6 2.2 3.0 : : : : Number of Traders in Each Category Total Traders: 96 : : 36 31 5 14 14 5 6 7 18 6 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 319,811 : : Positions : : 70,297 67,214 171,371 124,413 34,228 6,148 22,042 12,272 9,260 38,722 15,175 : : : : Changes from: September 20, 2016 : : 4,909 1,126 2,317 4,905 -1,054 -587 -874 1,184 1,174 424 1,248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.0 21.0 53.6 38.9 10.7 1.9 6.9 3.8 2.9 12.1 4.7 : : : : Number of Traders in Each Category Total Traders: 72 : : 16 17 15 5 18 6 9 10 9 9 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 27,225 : : Positions : : 26,943 19,469 0 5,938 0 0 0 0 0 868 277 : : : : Changes from: September 20, 2016 : : 891 86 0 780 0 0 0 0 -13 12 187 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.0 71.5 0.0 21.8 0.0 0.0 0.0 0.0 0.0 3.2 1.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 27 0 6 0 0 0 0 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 140,675 : : Positions : : 110,835 111,559 12,748 17,116 4,686 4,776 207 3,291 2,353 1,938 1,069 : : : : Changes from: September 20, 2016 : : 2,405 3,267 1,498 208 142 0 -45 5 -150 123 188 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 79.3 9.1 12.2 3.3 3.4 0.1 2.3 1.7 1.4 0.8 : : : : Number of Traders in Each Category Total Traders: 89 : : 50 52 4 7 8 . . . 9 10 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 97,371 : : Positions : : 67,234 73,524 8,106 4,652 8,957 1,608 4,956 0 11,316 4,196 1 : : : : Changes from: September 20, 2016 : : 2,050 1,637 505 -420 -592 0 0 0 -1,008 315 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 75.5 8.3 4.8 9.2 1.7 5.1 0.0 11.6 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 24 . 4 5 . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 35,402 : : Positions : : 30,652 30,122 1,449 2,163 683 620 0 0 1,556 1,785 189 : : : : Changes from: September 20, 2016 : : -902 -1,018 -133 50 112 0 0 0 227 117 -73 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 85.1 4.1 6.1 1.9 1.8 0.0 0.0 4.4 5.0 0.5 : : : : Number of Traders in Each Category Total Traders: 55 : : 30 30 . 6 5 . 0 0 7 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 18,822 : : Positions : : 8,261 13,156 6,103 2,119 380 0 0 0 2,844 1,836 909 : : : : Changes from: September 20, 2016 : : 215 270 0 63 0 0 0 0 110 -2 275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.9 69.9 32.4 11.3 2.0 0.0 0.0 0.0 15.1 9.8 4.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 21 4 4 . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 16,585 : : Positions : : 14,006 9,626 622 6,234 15 116 0 0 457 208 135 : : : : Changes from: September 20, 2016 : : 658 395 20 228 -41 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 58.0 3.8 37.6 0.1 0.7 0.0 0.0 2.8 1.3 0.8 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 15 . 4 . . 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated September 30, 2016