Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 5,094,670 : : Positions : :2,994,999 1,105,987 326,820 2,665,473 267,220 424,539 21,519 341,294 131,507 114,309 565,122 : : : : Changes from: December 26, 2017 : : -31,916 -37,041 -42,031 -92,134 22,620 -9,674 -3,004 70,465 -63,482 -13,001 21,475 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 21.7 6.4 52.3 5.2 8.3 0.4 6.7 2.6 2.2 11.1 : : : : Number of Traders in Each Category Total Traders: 209 : : 103 85 9 17 20 20 . 15 25 24 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 1,365,378 : : Positions : : 141,496 141,885 27,507 16,203 395,521 6,104 19,846 408,826 14,829 15,532 366,589 : : : : Changes from: December 26, 2017 : : -5,296 4,766 5,929 -27,965 11,777 -80,981 12,124 33,188 11,445 -29,593 29,133 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.4 10.4 2.0 1.2 29.0 0.4 1.5 29.9 1.1 1.1 26.8 : : : : Number of Traders in Each Category Total Traders: 74 : : 27 30 10 5 15 6 . 8 10 8 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 250,130 : : Positions : : 127,402 214,574 88,494 10,778 8,036 10,681 5,856 1,745 0 3,200 1,466 : : : : Changes from: December 26, 2017 : : 352 -77 -94 153 -56 758 0 -241 -349 109 -408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 85.8 35.4 4.3 3.2 4.3 2.3 0.7 0.0 1.3 0.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 21 6 . 5 4 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 117,448 : : Positions : : 100,027 70,751 2,018 29,954 7,494 248 0 0 1,126 2,386 3,753 : : : : Changes from: December 26, 2017 : : 1,371 -148 680 0 -56 0 0 0 124 2,229 -1,275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 60.2 1.7 25.5 6.4 0.2 0.0 0.0 1.0 2.0 3.2 : : : : 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 January 2, 2018 : 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 272,684 : : Positions : : 228,532 104,306 16,133 142,534 13,737 693 0 1,811 579 0 126 : : : : Changes from: December 26, 2017 : : 5,066 6,308 -235 -1,257 -875 -254 0 -50 -134 -129 -482 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 38.3 5.9 52.3 5.0 0.3 0.0 0.7 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 19 4 6 7 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 838,231 : : Positions : : 751,877 73,786 47,231 700,946 19,682 0 33 1,789 0 19,246 6,510 : : : : Changes from: December 26, 2017 : : 2,798 1,001 844 -7,623 -1,868 0 -318 31 0 -59 56 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 8.8 5.6 83.6 2.3 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 January 2, 2018 : 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 438,376 : : Positions : : 334,507 334,241 49,307 64,522 30,729 65 0 1,171 7,031 248 271 : : : : Changes from: December 26, 2017 : : 7,524 2,444 -29 1,570 -40 -64 0 367 -428 -217 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 76.2 11.2 14.7 7.0 0.0 0.0 0.3 1.6 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 January 2, 2018 : 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 380,402 : : Positions : : 317,249 252,576 38,262 108,913 9,818 0 0 0 1,469 3,208 930 : : : : Changes from: December 26, 2017 : : 6,327 6,383 6 321 56 0 0 0 301 529 -93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 66.4 10.1 28.6 2.6 0.0 0.0 0.0 0.4 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 58 : : 29 31 5 7 8 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 271,959 : : Positions : : 228,031 142,594 13,237 112,655 5,796 1,826 0 441 6,811 1,358 693 : : : : Changes from: December 26, 2017 : : 7,310 7,661 -1,345 584 484 84 0 -84 3,623 393 442 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 52.4 4.9 41.4 2.1 0.7 0.0 0.2 2.5 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 20 . 8 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 81,369 : : Positions : : 66,529 62,119 8,643 9,926 2,057 0 1,777 0 0 750 0 : : : : Changes from: December 26, 2017 : : 508 1,387 31 -430 428 0 -56 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 76.3 10.6 12.2 2.5 0.0 2.2 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 January 2, 2018 : 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 36,403 : : Positions : : 26,457 32,953 5,228 0 610 0 0 0 248 1,643 31 : : : : Changes from: December 26, 2017 : : 0 0 0 0 0 0 0 0 31 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 90.5 14.4 0.0 1.7 0.0 0.0 0.0 0.7 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 January 2, 2018 : 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 144,350 : : Positions : : 110,620 38,749 25,143 98,567 2,509 5 0 970 248 1,378 0 : : : : Changes from: December 26, 2017 : : 1,796 674 -62 -6 -90 -112 0 0 248 400 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 26.8 17.4 68.3 1.7 0.0 0.0 0.7 0.2 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 9 . 7 4 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 167,648 : : Positions : : 127,241 66,805 20,639 85,072 5,883 1,378 0 0 0 4,932 0 : : : : Changes from: December 26, 2017 : : -2,178 -913 214 62 -124 642 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 39.8 12.3 50.7 3.5 0.8 0.0 0.0 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 14 13 4 6 5 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 98,501 : : Positions : : 92,236 79,442 232 13,605 0 0 0 0 917 0 793 : : : : Changes from: December 26, 2017 : : 214 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 80.7 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 January 2, 2018 : 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 35,119 : : Positions : : 16,136 32,825 4,549 372 558 9,610 310 186 2,821 0 0 : : : : Changes from: December 26, 2017 : : 1,054 -155 0 0 0 0 0 0 -1,023 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.9 93.5 13.0 1.1 1.6 27.4 0.9 0.5 8.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 12 20 . . . . . . 5 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 516,000 : : Positions : : 428,037 188,679 36,101 290,138 18,068 14,985 3,654 801 6,674 1,441 2,863 : : : : Changes from: December 26, 2017 : : 56,461 688 207 2,945 588 521 1,614 -304 -42,950 211 -111 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 36.6 7.0 56.2 3.5 2.9 0.7 0.2 1.3 0.3 0.6 : : : : Number of Traders in Each Category Total Traders: 70 : : 39 34 . 9 10 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 157,172 : : Positions : : 97,090 105,750 34,228 21,299 15,308 4,141 5,844 233 0 1,596 815 : : : : Changes from: December 26, 2017 : : 2,070 -18 -517 -459 579 0 822 -214 0 1,184 118 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 67.3 21.8 13.6 9.7 2.6 3.7 0.1 0.0 1.0 0.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 18 15 5 4 6 . . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 76,949 : : Positions : : 48,165 41,274 21,294 23,500 3,919 0 0 0 0 49 292 : : : : Changes from: December 26, 2017 : : 2,574 2,574 -856 -642 705 0 0 0 0 -180 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 53.6 27.7 30.5 5.1 0.0 0.0 0.0 0.0 0.1 0.4 : : : : 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 January 2, 2018 : 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 135,119 : : Positions : : 107,108 100,713 5,996 22,679 2,604 10,912 310 0 6,293 3,833 0 : : : : Changes from: December 26, 2017 : : 5,971 8,080 606 704 496 1,548 0 0 3,162 1,891 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 74.5 4.4 16.8 1.9 8.1 0.2 0.0 4.7 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 20 23 . 5 . 5 . 0 6 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 146,007 : : Positions : : 78,300 123,929 19,688 9,585 3,503 32,837 124 1,021 9,486 5,921 279 : : : : Changes from: December 26, 2017 : : 5,286 8,943 1,395 125 527 868 -806 835 2,604 1,581 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 84.9 13.5 6.6 2.4 22.5 0.1 0.7 6.5 4.1 0.2 : : : : Number of Traders in Each Category Total Traders: 76 : : 23 33 6 . . 8 . . 7 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 121,619 : : Positions : : 118,742 118,674 2,381 372 62 0 0 0 0 248 0 : : : : Changes from: December 26, 2017 : : -403 -124 186 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.6 97.6 2.0 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 : : 15 23 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 27,919 : : Positions : : 15,746 26,741 9,550 0 0 0 0 0 1,178 0 217 : : : : Changes from: December 26, 2017 : : -93 155 0 0 0 0 0 0 0 -62 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 95.8 34.2 0.0 0.0 0.0 0.0 0.0 4.2 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 . 0 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 289,204 : : Positions : : 210,286 197,010 45,221 53,148 26,806 0 1,745 977 3,082 465 0 : : : : Changes from: December 26, 2017 : : 1,730 2,345 113 -1,353 -184 0 1,436 0 459 124 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 68.1 15.6 18.4 9.3 0.0 0.6 0.3 1.1 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 29 30 . 4 4 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 90,445 : : Positions : : 63,026 67,359 8,982 10,481 5,724 0 672 953 0 779 0 : : : : Changes from: December 26, 2017 : : 2,082 2,256 28 0 -28 0 0 0 0 31 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 74.5 9.9 11.6 6.3 0.0 0.7 1.1 0.0 0.9 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 January 2, 2018 : 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 130,556 : : Positions : : 120,635 103,925 1,723 15,041 4,145 808 0 860 0 1,085 0 : : : : Changes from: December 26, 2017 : : 5,347 -662 -1,708 4,298 -599 -112 0 0 0 62 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 79.6 1.3 11.5 3.2 0.6 0.0 0.7 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 18 . 4 4 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 43,759 : : Positions : : 29,779 27,545 720 3,901 6,661 0 0 0 1,008 3,902 0 : : : : Changes from: December 26, 2017 : : 570 1,643 0 -850 608 0 0 0 217 0 -93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 62.9 1.6 8.9 15.2 0.0 0.0 0.0 2.3 8.9 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 10 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 129,412 : : Positions : : 81,360 114,248 27,822 3,469 3,066 0 547 675 9,726 0 0 : : : : Changes from: December 26, 2017 : : 2,544 1,692 -575 0 0 0 -428 0 642 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 88.3 21.5 2.7 2.4 0.0 0.4 0.5 7.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 15 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 113,368 : : Positions : : 80,481 102,053 22,659 5,316 2,510 0 0 0 0 0 0 : : : : Changes from: December 26, 2017 : : -33 -920 -1,101 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 90.0 20.0 4.7 2.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 5 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 69,236 : : Positions : : 68,566 66,241 0 2,046 0 0 0 0 391 0 248 : : : : Changes from: December 26, 2017 : : 0 248 0 0 0 0 0 0 248 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.0 95.7 0.0 3.0 0.0 0.0 0.0 0.0 0.6 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 January 2, 2018 : 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 163,424 : : Positions : : 134,315 123,527 10,251 25,628 8,307 0 273 956 4,252 0 0 : : : : Changes from: December 26, 2017 : : 1,577 925 0 668 0 0 0 0 224 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 75.6 6.3 15.7 5.1 0.0 0.2 0.6 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 14 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 193,114 : : Positions : : 145,021 136,264 16,564 25,293 15,890 255 0 8,285 749 1,067 683 : : : : Changes from: December 26, 2017 : : 3,232 3,826 -55 251 55 212 0 -81 594 -140 109 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 70.6 8.6 13.1 8.2 0.1 0.0 4.3 0.4 0.6 0.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 21 . 6 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 26, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 January 2, 2018 : 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 12,364 : : Positions : : 10,761 11,434 217 0 0 341 0 0 310 217 0 : : : : Changes from: December 26, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 92.5 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 January 2, 2018 : 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 29,519 : : Positions : : 13,007 28,682 15,147 0 93 0 0 0 0 0 0 : : : : Changes from: December 26, 2017 : : 651 589 -372 0 93 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.1 97.2 51.3 0.0 0.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 206,386 : : Positions : : 137,928 157,189 49,422 37,214 5,389 0 472 1,560 4,443 341 0 : : : : Changes from: December 26, 2017 : : 9,359 10,635 371 530 257 0 -882 460 387 -28 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 76.2 23.9 18.0 2.6 0.0 0.2 0.8 2.2 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 27 26 5 6 7 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 112,066 : : Positions : : 92,739 79,602 13,426 23,681 1,372 0 0 0 683 0 0 : : : : Changes from: December 26, 2017 : : 2,589 3,578 787 208 0 0 0 0 87 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 71.0 12.0 21.1 1.2 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 20 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 110,040 : : Positions : : 62,743 92,888 42,204 13,474 514 0 0 0 0 0 0 : : : : Changes from: December 26, 2017 : : -186 -217 0 31 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 84.4 38.4 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 January 2, 2018 : 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 68,402 : : Positions : : 48,171 47,490 6,579 11,044 6,732 0 0 0 710 0 0 : : : : Changes from: December 26, 2017 : : 643 727 0 0 0 0 0 0 124 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 69.4 9.6 16.1 9.8 0.0 0.0 0.0 1.0 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 January 2, 2018 : 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 30,399 : : Positions : : 29,314 24,199 0 5,053 217 0 0 0 248 0 0 : : : : Changes from: December 26, 2017 : : 0 -31 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.4 79.6 0.0 16.6 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 January 2, 2018 : 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 168,410 : : Positions : : 140,379 18,709 10,739 141,234 4,682 0 0 0 2,150 0 0 : : : : Changes from: December 26, 2017 : : 3,074 56 -126 2,892 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 11.1 6.4 83.9 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 January 2, 2018 : 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 75,934 : : Positions : : 49,229 39,915 6,756 27,385 5,432 1,823 0 0 0 0 0 : : : : Changes from: December 26, 2017 : : 752 752 -31 -31 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 52.6 8.9 36.1 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 January 2, 2018 : 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 1,454,777 : : Positions : : 161,208 215,768 233,785 63,702 152,103 267,650 262,332 266,823 102,148 247,967 197,659 : : : : Changes from: December 26, 2017 : : -42,745 -20,640 -7,377 -3,388 -4,317 -3,193 -60,957 12,733 -14,925 10,604 15,449 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.1 14.8 16.1 4.4 10.5 18.4 18.0 18.3 7.0 17.0 13.6 : : : : Number of Traders in Each Category Total Traders: 354 : : 45 39 27 9 30 63 61 80 78 54 99 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 543,052 : : Positions : : 82,974 97,370 27,515 50,053 132,488 84,219 11,315 54,375 13,093 50,918 141,964 : : : : Changes from: December 26, 2017 : : 4,278 -757 -2,515 5,692 13,707 25,890 7,053 14,637 -735 13,094 18,398 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.3 17.9 5.1 9.2 24.4 15.5 2.1 10.0 2.4 9.4 26.1 : : : : Number of Traders in Each Category Total Traders: 154 : : 36 31 6 15 20 22 11 23 22 39 50 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 392,673 : : Positions : : 77,163 48,163 5,380 94,165 35,997 5,701 16,531 21,666 213,369 142,778 17,892 : : : : Changes from: December 26, 2017 : : -15,534 -5,966 -897 -8,112 -2,544 -7,880 2,531 -3,120 3,499 -10,390 -3,552 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.7 12.3 1.4 24.0 9.2 1.5 4.2 5.5 54.3 36.4 4.6 : : : : Number of Traders in Each Category Total Traders: 74 : : 25 24 . 8 11 . 5 7 13 14 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 115,654 : : Positions : : 33,320 11,806 24,658 23,902 10,863 4,932 30,307 5,120 18,918 16,609 11,654 : : : : Changes from: December 26, 2017 : : 289 -1,258 2,962 1,278 -4,669 765 -10,263 -2,707 -22,866 -11,107 -6,138 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.8 10.2 21.3 20.7 9.4 4.3 26.2 4.4 16.4 14.4 10.1 : : : : Number of Traders in Each Category Total Traders: 56 : : 12 11 9 5 14 . 6 4 9 11 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 58,813 : : Positions : : 8,504 7,661 532 0 469 3,761 14,378 17,654 15,274 6,008 12,517 : : : : Changes from: December 26, 2017 : : 63 -1,214 -18 0 289 1,773 -132 73 -772 2,415 -731 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.5 13.0 0.9 0.0 0.8 6.4 24.4 30.0 26.0 10.2 21.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 7 9 . 0 . 6 8 10 7 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 235,701 : : Positions : : 33,632 32,894 6,290 4,916 103,791 5,813 0 10,591 6,474 14,566 68,886 : : : : Changes from: December 26, 2017 : : -1,875 -2,408 2,073 -5,917 9,267 -490 0 -2,307 -1,566 9,814 -13,197 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.3 14.0 2.7 2.1 44.0 2.5 0.0 4.5 2.7 6.2 29.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 5 5 6 . 9 5 0 5 14 . 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 1,231,773 : : Positions : : 280,241 174,917 86,576 791,530 119,667 115,295 75,333 35,330 542,868 7,734 14,354 : : : : Changes from: December 26, 2017 : : -9,460 -11,893 634 -15,242 -15,750 813 3,145 -5,255 -14,522 -784 -4,684 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.8 14.2 7.0 64.3 9.7 9.4 6.1 2.9 44.1 0.6 1.2 : : : : Number of Traders in Each Category Total Traders: 75 : : 30 26 . 15 14 5 4 4 11 4 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 184,457 : : Positions : : 42,639 25,231 90,128 82,457 14,188 6,585 22,453 3,914 9,819 17,178 12,162 : : : : Changes from: December 26, 2017 : : -2,582 -4,620 -6,205 -185 -3,647 6,034 4,066 -11,877 556 -1,512 -5,705 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.1 13.7 48.9 44.7 7.7 3.6 12.2 2.1 5.3 9.3 6.6 : : : : Number of Traders in Each Category Total Traders: 55 : : 12 11 13 5 14 . 5 5 8 8 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 2,651 : : Positions : : 973 1,696 0 1 139 0 0 0 782 236 197 : : : : Changes from: December 26, 2017 : : -467 -574 -33 1 18 0 0 0 -128 -26 -54 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.7 64.0 0.0 0.0 5.2 0.0 0.0 0.0 29.5 8.9 7.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 17 0 . . 0 0 0 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 24,622 : : Positions : : 23,916 6,770 0 13,842 0 0 0 0 130 3,532 401 : : : : Changes from: December 26, 2017 : : 176 -809 0 333 -465 0 0 0 -395 283 -398 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.1 27.5 0.0 56.2 0.0 0.0 0.0 0.0 0.5 14.3 1.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 14 14 0 8 0 0 0 0 . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 114,152 : : Positions : : 80,048 89,970 7,713 8,454 6,476 2,270 797 1,176 12,058 3,087 3,900 : : : : Changes from: December 26, 2017 : : 4,918 6,243 -184 -906 841 60 -81 0 616 163 165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 78.8 6.8 7.4 5.7 2.0 0.7 1.0 10.6 2.7 3.4 : : : : Number of Traders in Each Category Total Traders: 120 : : 58 53 5 8 9 7 . 4 19 13 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 51,049 : : Positions : : 26,727 38,315 9,520 5,012 5,622 2,218 535 165 6,305 449 252 : : : : Changes from: December 26, 2017 : : -4,365 -4,160 589 -652 -817 -26 -26 0 -990 -326 -210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 75.1 18.6 9.8 11.0 4.3 1.0 0.3 12.4 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 45 : : 20 24 4 . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 32,827 : : Positions : : 28,741 19,344 345 10,634 632 465 0 145 1,554 875 501 : : : : Changes from: December 26, 2017 : : -7,390 -6,271 -78 -882 -102 -290 -35 -135 -251 -727 -53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 58.9 1.1 32.4 1.9 1.4 0.0 0.4 4.7 2.7 1.5 : : : : Number of Traders in Each Category Total Traders: 68 : : 33 33 . 7 4 . 0 . 5 8 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 14,456 : : Positions : : 12,958 7,296 0 6,125 0 0 0 0 1,216 373 0 : : : : Changes from: December 26, 2017 : : -2,340 -2,006 -391 -600 0 0 0 0 66 -281 -224 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 50.5 0.0 42.4 0.0 0.0 0.0 0.0 8.4 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 13 18 0 7 0 0 0 0 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665T Open Interest is 13,757 : : Positions : : 9,893 5,583 920 4,040 157 15 0 40 1,072 2,463 1,115 : : : : Changes from: December 26, 2017 : : -2,174 -1,705 -268 -720 -30 -85 -30 -90 -223 -523 -28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 40.6 6.7 29.4 1.1 0.1 0.0 0.3 7.8 17.9 8.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 17 . . 4 . 0 . 7 7 5 : ----------------------------------------------------------------------------------------------------------------
Updated January 5, 2018