Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 5,118,960 : : Positions : :3,026,915 1,143,028 368,851 2,757,607 244,600 434,213 24,523 270,829 194,989 127,310 543,647 : : : : Changes from: December 19, 2017 : : -7,119 -35,496 -11,313 -8,253 1,206 19,502 1,591 18,208 -11,445 32,775 -18,917 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 22.3 7.2 53.9 4.8 8.5 0.5 5.3 3.8 2.5 10.6 : : : : Number of Traders in Each Category Total Traders: 230 : : 113 88 9 18 20 21 5 17 34 19 39 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 1,369,077 : : Positions : : 146,791 137,119 21,579 44,168 383,744 87,085 7,722 375,638 3,384 45,125 337,456 : : : : Changes from: December 19, 2017 : : -26,866 -15,844 -5,246 12,926 -63,940 65,214 3,488 -79,782 -424 5,709 -90,570 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.7 10.0 1.6 3.2 28.0 6.4 0.6 27.4 0.2 3.3 24.6 : : : : Number of Traders in Each Category Total Traders: 76 : : 32 28 8 7 15 5 5 8 5 12 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 250,157 : : Positions : : 127,050 214,651 88,588 10,625 8,092 9,923 5,856 1,986 349 3,091 1,874 : : : : Changes from: December 19, 2017 : : 2,315 12,992 11,112 -270 -875 764 -328 -661 349 1,498 -1,103 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 85.8 35.4 4.2 3.2 4.0 2.3 0.8 0.1 1.2 0.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 23 6 . 5 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 116,604 : : Positions : : 98,656 70,899 1,338 29,954 7,550 248 0 0 1,002 157 5,028 : : : : Changes from: December 19, 2017 : : -17 1,679 355 249 -191 0 0 0 936 -587 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 60.8 1.1 25.7 6.5 0.2 0.0 0.0 0.9 0.1 4.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 23 . 4 6 . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 268,941 : : Positions : : 223,466 97,998 16,368 143,791 14,612 947 0 1,861 713 129 608 : : : : Changes from: December 19, 2017 : : 10,473 12,022 155 -570 -2,283 -667 0 65 299 67 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 36.4 6.1 53.5 5.4 0.4 0.0 0.7 0.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 17 4 6 7 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 833,982 : : Positions : : 749,079 72,785 46,387 708,569 21,550 0 351 1,758 0 19,305 6,454 : : : : Changes from: December 19, 2017 : : 3,988 3,384 5,180 -870 -780 0 191 92 0 5,108 -3,858 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 8.7 5.6 85.0 2.6 0.0 0.0 0.2 0.0 2.3 0.8 : : : : Number of Traders in Each Category Total Traders: 54 : : 38 20 4 8 11 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 433,580 : : Positions : : 326,983 331,797 49,336 62,952 30,769 129 0 804 7,459 465 240 : : : : Changes from: December 19, 2017 : : 5,502 2,631 -3,108 1,901 3,338 129 0 804 768 217 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 76.5 11.4 14.5 7.1 0.0 0.0 0.2 1.7 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 66 : : 32 34 6 6 6 . 0 . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 374,298 : : Positions : : 310,922 246,193 38,256 108,592 9,762 0 0 0 1,168 2,679 1,023 : : : : Changes from: December 19, 2017 : : 5,242 5,289 713 1,074 -62 -695 0 0 -599 60 279 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 65.8 10.2 29.0 2.6 0.0 0.0 0.0 0.3 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 55 : : 29 29 5 7 8 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 263,080 : : Positions : : 220,721 134,933 14,582 112,071 5,312 1,742 0 525 3,188 965 251 : : : : Changes from: December 19, 2017 : : 5,394 7,261 1,399 4,641 -1,239 743 0 -335 1,191 -341 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 51.3 5.5 42.6 2.0 0.7 0.0 0.2 1.2 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 20 . 8 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 80,348 : : Positions : : 66,021 60,732 8,612 10,356 1,629 0 1,833 0 0 750 0 : : : : Changes from: December 19, 2017 : : 1,564 4,489 853 -1,582 630 0 31 0 0 -1,270 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 75.6 10.7 12.9 2.0 0.0 2.3 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 36,372 : : Positions : : 26,457 32,953 5,228 0 610 0 0 0 217 1,643 31 : : : : Changes from: December 19, 2017 : : 1,674 1,519 -62 0 0 0 0 0 0 186 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 90.6 14.4 0.0 1.7 0.0 0.0 0.0 0.6 4.5 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 15 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 143,438 : : Positions : : 108,824 38,075 25,205 98,573 2,599 117 0 970 0 978 4 : : : : Changes from: December 19, 2017 : : 6,060 590 31 4,774 6 -382 0 42 0 651 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 26.5 17.6 68.7 1.8 0.1 0.0 0.7 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 9 . 7 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 169,022 : : Positions : : 129,419 67,718 20,425 85,010 6,007 736 0 0 0 4,932 0 : : : : Changes from: December 19, 2017 : : 828 893 -85 -37 34 0 0 0 0 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 40.1 12.1 50.3 3.6 0.4 0.0 0.0 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 14 14 4 6 5 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 98,287 : : Positions : : 92,022 79,442 232 13,605 0 0 0 0 917 0 793 : : : : Changes from: December 19, 2017 : : -702 -385 0 117 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 80.8 0.2 13.8 0.0 0.0 0.0 0.0 0.9 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 12 . . 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 35,088 : : Positions : : 15,082 32,980 4,549 372 558 9,610 310 186 3,844 0 0 : : : : Changes from: December 19, 2017 : : 3,584 3,150 186 372 0 -279 310 186 341 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.0 94.0 13.0 1.1 1.6 27.4 0.9 0.5 11.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 12 20 . . . . . . 6 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 509,024 : : Positions : : 371,576 187,991 35,894 287,193 17,480 14,464 2,040 1,105 49,624 1,230 2,974 : : : : Changes from: December 19, 2017 : : 47 4,085 1,410 -2,693 -385 -511 -1,067 215 1,205 929 -157 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 36.9 7.1 56.4 3.4 2.8 0.4 0.2 9.7 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 70 : : 38 34 . 9 10 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 155,305 : : Positions : : 95,020 105,768 34,745 21,758 14,729 4,141 5,022 447 0 412 697 : : : : Changes from: December 19, 2017 : : -1,952 4,136 7,102 -775 -2,723 0 887 -742 -1,624 412 421 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 68.1 22.4 14.0 9.5 2.7 3.2 0.3 0.0 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 15 5 4 6 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 74,312 : : Positions : : 45,591 38,700 22,150 24,142 3,214 0 0 0 0 229 112 : : : : Changes from: December 19, 2017 : : 1,042 42 -428 454 428 -1,126 0 -755 0 -217 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 52.1 29.8 32.5 4.3 0.0 0.0 0.0 0.0 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 8 5 5 4 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 124,289 : : Positions : : 101,137 92,633 5,390 21,975 2,108 9,364 310 0 3,131 1,942 0 : : : : Changes from: December 19, 2017 : : 2,496 14,673 150 1,257 2,046 9,364 310 0 3,131 186 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 74.5 4.3 17.7 1.7 7.5 0.2 0.0 2.5 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 15 18 . 5 . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 134,893 : : Positions : : 73,014 114,986 18,293 9,460 2,976 31,969 930 186 6,882 4,340 217 : : : : Changes from: December 19, 2017 : : 3,534 16,256 837 348 2,046 9,364 124 186 3,255 403 217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 85.2 13.6 7.0 2.2 23.7 0.7 0.1 5.1 3.2 0.2 : : : : Number of Traders in Each Category Total Traders: 70 : : 21 30 6 . . 5 . . 6 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 121,805 : : Positions : : 119,145 118,798 2,195 372 62 0 0 0 0 248 0 : : : : Changes from: December 19, 2017 : : 4,754 6,105 403 0 0 0 0 0 0 -1,240 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.8 97.5 1.8 0.3 0.1 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 14 23 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV MMBTU : CFTC Code #0233AN Open Interest is 27,826 : : Positions : : 15,839 26,586 9,550 0 0 0 0 0 1,178 62 155 : : : : Changes from: December 19, 2017 : : 3,503 4,278 682 0 0 0 0 0 403 -62 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 95.5 34.3 0.0 0.0 0.0 0.0 0.0 4.2 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 . 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 287,212 : : Positions : : 208,556 194,665 45,108 54,501 26,990 0 309 977 2,623 341 0 : : : : Changes from: December 19, 2017 : : 3,854 8,803 2,595 -5,039 -2,167 0 30 -30 369 341 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 67.8 15.7 19.0 9.4 0.0 0.1 0.3 0.9 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 30 28 . 5 5 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 13,820 : : Positions : : 12,257 12,335 0 217 31 0 0 0 0 558 0 : : : : Changes from: December 19, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 89.3 0.0 1.6 0.2 0.0 0.0 0.0 0.0 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 0 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 88,186 : : Positions : : 60,944 65,103 8,954 10,481 5,752 0 672 953 0 748 0 : : : : Changes from: December 19, 2017 : : 3,298 3,453 -61 245 400 0 79 -456 0 90 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 73.8 10.2 11.9 6.5 0.0 0.8 1.1 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 13 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 127,457 : : Positions : : 115,288 104,587 3,431 10,743 4,744 920 0 860 0 1,023 0 : : : : Changes from: December 19, 2017 : : 4,014 2,388 -31 -31 0 84 0 0 0 1,023 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 82.1 2.7 8.4 3.7 0.7 0.0 0.7 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 18 . 4 4 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BA Open Interest is 42,451 : : Positions : : 29,209 25,902 720 4,751 6,053 0 0 0 791 3,902 93 : : : : Changes from: December 19, 2017 : : 1,272 1,272 0 62 214 0 0 0 124 0 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 61.0 1.7 11.2 14.3 0.0 0.0 0.0 1.9 9.2 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 10 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 128,204 : : Positions : : 78,816 112,556 28,397 3,469 3,066 0 975 675 9,084 0 0 : : : : Changes from: December 19, 2017 : : 481 -1,409 -1,735 0 56 0 62 -62 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 87.8 22.1 2.7 2.4 0.0 0.8 0.5 7.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 15 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 114,471 : : Positions : : 80,514 102,973 23,760 5,316 2,510 0 0 0 0 0 0 : : : : Changes from: December 19, 2017 : : 3,541 2,335 -245 62 155 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 90.0 20.8 4.6 2.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 5 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BD Open Interest is 68,988 : : Positions : : 68,566 65,993 0 2,046 0 0 0 0 143 0 248 : : : : Changes from: December 19, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.4 95.7 0.0 3.0 0.0 0.0 0.0 0.0 0.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 12 0 . 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 161,685 : : Positions : : 132,738 122,602 10,251 24,960 8,307 0 273 956 4,028 0 0 : : : : Changes from: December 19, 2017 : : 1,680 1,354 0 -673 673 0 -276 358 -174 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 75.8 6.3 15.4 5.1 0.0 0.2 0.6 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 13 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 189,181 : : Positions : : 141,789 132,438 16,619 25,042 15,835 43 0 8,366 155 1,207 574 : : : : Changes from: December 19, 2017 : : 3,219 3,174 -952 -211 921 43 -679 233 31 -57 233 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 70.0 8.8 13.2 8.4 0.0 0.0 4.4 0.1 0.6 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 21 4 5 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 10,913 : : Positions : : 7,999 5,487 0 4,186 341 0 0 0 1,240 248 0 : : : : Changes from: December 19, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 50.3 0.0 38.4 3.1 0.0 0.0 0.0 11.4 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 7 0 4 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 12,333 : : Positions : : 10,761 11,434 217 0 0 341 0 0 310 217 0 : : : : Changes from: December 19, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 92.7 1.8 0.0 0.0 2.8 0.0 0.0 2.5 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 . 0 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 29,209 : : Positions : : 12,356 28,093 15,519 0 0 0 0 0 0 0 0 : : : : Changes from: December 19, 2017 : : 899 1,116 651 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.3 96.2 53.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 9 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 196,015 : : Positions : : 128,569 146,554 49,051 36,684 5,132 0 1,354 1,100 4,056 369 0 : : : : Changes from: December 19, 2017 : : 4,456 4,308 321 -49 -357 0 521 363 -295 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 74.8 25.0 18.7 2.6 0.0 0.7 0.6 2.1 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 25 25 5 6 7 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 108,783 : : Positions : : 90,150 76,024 12,639 23,473 1,372 0 0 0 596 0 0 : : : : Changes from: December 19, 2017 : : 791 28 -469 0 37 0 -109 -713 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 69.9 11.6 21.6 1.3 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 18 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 110,226 : : Positions : : 62,929 93,105 42,204 13,443 514 0 0 0 0 0 0 : : : : Changes from: December 19, 2017 : : 391 782 93 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 84.5 38.3 12.2 0.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 16 6 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 67,846 : : Positions : : 47,528 46,763 6,579 11,044 6,732 0 0 0 586 0 0 : : : : Changes from: December 19, 2017 : : 385 326 0 0 0 0 0 0 62 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 68.9 9.7 16.3 9.9 0.0 0.0 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233D4 Open Interest is 30,244 : : Positions : : 29,314 24,230 0 5,053 217 0 0 0 248 0 0 : : : : Changes from: December 19, 2017 : : 2,363 3,014 0 -248 217 0 0 0 31 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 80.1 0.0 16.7 0.7 0.0 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 14 0 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 165,462 : : Positions : : 137,305 18,653 10,865 138,342 4,682 0 0 0 2,150 0 0 : : : : Changes from: December 19, 2017 : : 0 -31 0 -62 0 -1,183 0 -227 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 11.3 6.6 83.6 2.8 0.0 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 9 . 8 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233DT Open Interest is 75,123 : : Positions : : 48,477 39,163 6,787 27,416 5,432 1,823 0 0 0 0 0 : : : : Changes from: December 19, 2017 : : 5,523 1,104 0 5,424 -305 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 52.1 9.0 36.5 7.2 2.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 11 . 6 4 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 1,511,978 : : Positions : : 203,953 236,408 241,162 67,090 156,421 270,843 323,289 254,090 117,073 237,363 182,210 : : : : Changes from: December 19, 2017 : : 5,426 6,307 -4,325 -6,215 -3,137 6,218 1,189 -2,786 -11,675 -8,960 -19,660 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.5 15.6 16.0 4.4 10.3 17.9 21.4 16.8 7.7 15.7 12.1 : : : : Number of Traders in Each Category Total Traders: 359 : : 46 39 25 11 31 59 73 75 85 41 85 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 469,988 : : Positions : : 78,696 98,127 26,428 44,361 124,020 58,329 4,262 39,739 13,828 37,823 123,565 : : : : Changes from: December 19, 2017 : : -17,991 -22,301 -1,324 -2,009 -17,199 -27,272 910 -15,586 -10,409 -30,499 -34,023 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.7 20.9 5.6 9.4 26.4 12.4 0.9 8.5 2.9 8.0 26.3 : : : : Number of Traders in Each Category Total Traders: 146 : : 36 30 6 15 20 24 9 21 27 27 44 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 423,421 : : Positions : : 92,697 54,129 6,277 102,276 38,541 13,581 14,000 24,786 209,870 153,168 21,445 : : : : Changes from: December 19, 2017 : : 1,285 -212 1,479 2,385 115 5,055 1 897 -6,332 -1,686 1,727 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.9 12.8 1.5 24.2 9.1 3.2 3.3 5.9 49.6 36.2 5.1 : : : : Number of Traders in Each Category Total Traders: 94 : : 33 29 6 9 13 9 . 7 17 14 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 151,310 : : Positions : : 33,031 13,064 21,696 22,624 15,532 4,167 40,570 7,827 41,784 27,716 17,792 : : : : Changes from: December 19, 2017 : : 4,348 69 -428 -3,490 3,609 -2,243 7,640 2,350 8,582 5,746 4,749 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.8 8.6 14.3 15.0 10.3 2.8 26.8 5.2 27.6 18.3 11.8 : : : : Number of Traders in Each Category Total Traders: 63 : : 13 12 7 6 13 . 9 7 11 13 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 58,134 : : Positions : : 8,441 8,875 549 0 180 1,988 14,510 17,581 16,046 3,593 13,248 : : : : Changes from: December 19, 2017 : : 120 140 -2 0 -36 -208 163 -1,588 107 -283 -2,876 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.5 15.3 0.9 0.0 0.3 3.4 25.0 30.2 27.6 6.2 22.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 7 9 . 0 . 5 8 9 7 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 NAT GAS FINL-10000 - NASDAQ FUTURES (Contracts of 10,000 MMBTU'S) : CFTC Code #023P01 Open Interest is 46,002 : : Positions : : 4,151 1,125 7,601 2,742 16,171 1,641 0 3,061 3,017 14,159 7,930 : : : : Changes from: December 19, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.0 2.4 16.5 6.0 35.2 3.6 0.0 6.7 6.6 30.8 17.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 4 . . . 6 . 0 . 4 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 287,215 : : Positions : : 35,507 35,303 4,218 10,833 94,524 6,304 0 12,898 8,040 4,752 82,083 : : : : Changes from: December 19, 2017 : : -3,557 -4,728 -2,873 -3,019 -7,838 503 -60 -4,586 -1,513 -3,168 6,925 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.4 12.3 1.5 3.8 32.9 2.2 0.0 4.5 2.8 1.7 28.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 5 5 4 5 9 5 0 5 11 6 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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-2500 - NASDAQ FUTURES (Contracts of 2,500 MMBTU'S) : CFTC Code #023P03 Open Interest is 55,764 : : Positions : : 9,169 9,858 16,786 8,487 12,654 510 3,892 2,420 2,981 12,124 3,638 : : : : Changes from: December 19, 2017 : : 162 490 -4,741 -1,154 32 510 0 0 -741 143 153 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.4 17.7 30.1 15.2 22.7 0.9 7.0 4.3 5.3 21.7 6.5 : : : : Number of Traders in Each Category Total Traders: 22 : : . 4 . 4 5 . . . 4 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 1,283,931 : : Positions : : 289,701 186,810 85,942 806,772 135,417 114,482 72,188 40,585 557,390 8,518 19,038 : : : : Changes from: December 19, 2017 : : -276 2,010 -10,471 -5,665 9,572 4,896 1,340 -22 945 207 1,088 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.6 14.5 6.7 62.8 10.5 8.9 5.6 3.2 43.4 0.7 1.5 : : : : Number of Traders in Each Category Total Traders: 76 : : 30 26 . 15 14 6 . 5 11 4 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 208,239 : : Positions : : 45,221 29,851 96,333 82,642 17,835 551 18,387 15,791 9,263 18,690 17,867 : : : : Changes from: December 19, 2017 : : 3,176 108 -245 -80 146 -1,466 1,282 1,466 -575 -708 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.7 14.3 46.3 39.7 8.6 0.3 8.8 7.6 4.4 9.0 8.6 : : : : Number of Traders in Each Category Total Traders: 56 : : 13 14 13 5 14 . 6 6 8 7 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #06665B Open Interest is 3,264 : : Positions : : 1,440 2,270 33 0 121 0 0 0 910 262 251 : : : : Changes from: December 19, 2017 : : 58 64 30 0 -6 0 0 0 7 24 58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.1 69.5 1.0 0.0 3.7 0.0 0.0 0.0 27.9 8.0 7.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 22 . 0 . 0 0 0 6 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665G Open Interest is 25,711 : : Positions : : 23,740 7,579 0 13,509 465 0 0 0 525 3,249 799 : : : : Changes from: December 19, 2017 : : 676 673 0 75 0 0 0 0 -358 -430 799 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 29.5 0.0 52.5 1.8 0.0 0.0 0.0 2.0 12.6 3.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 21 20 0 8 . 0 0 0 6 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 107,771 : : Positions : : 75,130 83,727 7,897 9,360 5,635 2,210 878 1,176 11,442 2,924 3,735 : : : : Changes from: December 19, 2017 : : 785 757 -5 64 99 -253 -12 0 548 277 186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 77.7 7.3 8.7 5.2 2.1 0.8 1.1 10.6 2.7 3.5 : : : : Number of Traders in Each Category Total Traders: 118 : : 57 54 5 8 9 6 . 4 20 11 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 56,868 : : Positions : : 31,092 42,475 8,931 5,664 6,439 2,244 561 165 7,295 775 462 : : : : Changes from: December 19, 2017 : : -102 -87 -40 0 0 0 30 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 74.7 15.7 10.0 11.3 3.9 1.0 0.3 12.8 1.4 0.8 : : : : Number of Traders in Each Category Total Traders: 51 : : 22 26 5 4 4 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 40,965 : : Positions : : 36,131 25,615 423 11,516 734 755 35 280 1,805 1,602 554 : : : : Changes from: December 19, 2017 : : 479 -220 0 569 15 -20 35 -60 -40 35 -13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 62.5 1.0 28.1 1.8 1.8 0.1 0.7 4.4 3.9 1.4 : : : : Number of Traders in Each Category Total Traders: 76 : : 36 35 . 8 4 . . . 8 8 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 17,249 : : Positions : : 15,298 9,302 391 6,725 0 0 0 0 1,150 654 224 : : : : Changes from: December 19, 2017 : : 404 64 0 390 0 0 0 0 65 15 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 53.9 2.3 39.0 0.0 0.0 0.0 0.0 6.7 3.8 1.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 19 20 . 7 0 0 0 0 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 16,742 : : Positions : : 12,067 7,288 1,188 4,760 187 100 30 130 1,295 2,986 1,143 : : : : Changes from: December 19, 2017 : : 58 -53 0 38 42 0 0 0 -16 57 99 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 43.5 7.1 28.4 1.1 0.6 0.2 0.8 7.7 17.8 6.8 : : : : Number of Traders in Each Category Total Traders: 49 : : 25 18 . 4 4 . . . 5 8 5 : ----------------------------------------------------------------------------------------------------------------
Updated December 29, 2017