Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 5,295,952 : : Positions : :3,153,764 1,189,158 300,682 2,879,077 298,512 425,590 24,728 304,197 232,804 49,534 539,959 : : : : Changes from: January 16, 2018 : : 63,425 15,875 197 105,954 4,878 -11,136 876 -3,765 42,526 -27,239 11,350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 22.5 5.7 54.4 5.6 8.0 0.5 5.7 4.4 0.9 10.2 : : : : Number of Traders in Each Category Total Traders: 226 : : 113 95 8 19 20 18 5 17 40 14 40 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 1,564,984 : : Positions : : 167,307 172,092 45,366 35,214 405,621 11,366 30,812 447,571 24,796 14,110 458,571 : : : : Changes from: January 16, 2018 : : 16,537 18,107 14,595 18,002 20,010 3,316 26,935 21,621 9,601 -18,951 55,070 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.7 11.0 2.9 2.3 25.9 0.7 2.0 28.6 1.6 0.9 29.3 : : : : Number of Traders in Each Category Total Traders: 91 : : 35 35 10 6 16 7 . 8 11 15 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 251,757 : : Positions : : 130,825 220,617 90,628 7,895 7,267 8,077 6,418 1,518 315 1,049 1,447 : : : : Changes from: January 16, 2018 : : 4,172 6,193 5,026 -1,016 -150 -1,265 342 -141 -1,495 -135 413 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 87.6 36.0 3.1 2.9 3.2 2.5 0.6 0.1 0.4 0.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 21 6 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 108,683 : : Positions : : 90,672 67,589 2,087 26,931 6,948 0 0 0 1,558 0 4,177 : : : : Changes from: January 16, 2018 : : 2,485 2,497 209 951 587 0 0 0 1,021 0 -226 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 62.2 1.9 24.8 6.4 0.0 0.0 0.0 1.4 0.0 3.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 23 . . 6 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 277,896 : : Positions : : 231,871 110,143 17,458 137,743 14,121 0 1,621 1,045 0 2,825 605 : : : : Changes from: January 16, 2018 : : 1,646 -678 1,793 129 -1,119 0 851 -120 -34 2,032 -352 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 39.6 6.3 49.6 5.1 0.0 0.6 0.4 0.0 1.0 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 17 4 5 6 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 817,252 : : Positions : : 733,822 57,189 51,242 719,930 13,847 0 906 527 0 14,104 6,273 : : : : Changes from: January 16, 2018 : : 10,407 353 574 11,497 -1,494 0 -258 -743 0 94 380 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 7.0 6.3 88.1 1.7 0.0 0.1 0.1 0.0 1.7 0.8 : : : : Number of Traders in Each Category Total Traders: 50 : : 35 15 4 8 11 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 440,965 : : Positions : : 343,866 338,265 41,060 62,872 33,163 0 0 0 4,457 0 151 : : : : Changes from: January 16, 2018 : : 2,758 -6,986 -10,294 744 6,372 -1,771 0 -306 244 0 -89 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 76.7 9.3 14.3 7.5 0.0 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 32 34 6 7 6 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 370,602 : : Positions : : 308,237 248,307 39,159 103,481 9,491 0 0 0 1,430 2,681 772 : : : : Changes from: January 16, 2018 : : 8,217 7,500 1,139 453 349 0 0 0 -452 0 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 67.0 10.6 27.9 2.6 0.0 0.0 0.0 0.4 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 57 : : 31 31 4 7 7 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 269,885 : : Positions : : 225,291 131,270 16,953 115,704 7,498 912 0 726 878 6,721 2,227 : : : : Changes from: January 16, 2018 : : -7,116 -3,409 1,867 -893 -965 -1,118 0 393 -1,058 0 928 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 48.6 6.3 42.9 2.8 0.3 0.0 0.3 0.3 2.5 0.8 : : : : Number of Traders in Each Category Total Traders: 49 : : 27 25 . 8 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 82,515 : : Positions : : 67,220 63,991 9,126 9,546 802 0 1,705 0 1,794 1,052 10 : : : : Changes from: January 16, 2018 : : 2,568 3,679 484 -118 -1,146 0 -85 0 1,794 136 -474 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 77.6 11.1 11.6 1.0 0.0 2.1 0.0 2.2 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 14 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 38,669 : : Positions : : 31,002 36,666 3,040 0 610 0 0 0 335 465 0 : : : : Changes from: January 16, 2018 : : 13,640 13,992 168 0 0 0 0 0 56 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 94.8 7.9 0.0 1.6 0.0 0.0 0.0 0.9 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 15 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 143,296 : : Positions : : 110,502 45,257 22,804 91,359 2,538 1,147 0 425 392 420 0 : : : : Changes from: January 16, 2018 : : 7,953 7,486 -896 -196 209 334 0 -245 392 -81 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 31.6 15.9 63.8 1.8 0.8 0.0 0.3 0.3 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 10 . 6 4 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 170,238 : : Positions : : 133,310 71,770 18,887 80,885 6,365 0 0 0 0 7,518 0 : : : : Changes from: January 16, 2018 : : 3,962 2,945 401 825 0 0 0 0 0 1,116 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 42.2 11.1 47.5 3.7 0.0 0.0 0.0 0.0 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 12 4 6 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 106,694 : : Positions : : 100,123 79,488 232 21,094 196 0 0 0 328 0 793 : : : : Changes from: January 16, 2018 : : 10,916 1,152 0 9,676 168 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 74.5 0.2 19.8 0.2 0.0 0.0 0.0 0.3 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 26,181 : : Positions : : 19,558 24,540 5,107 360 28 279 310 0 780 0 0 : : : : Changes from: January 16, 2018 : : 3,196 3,068 280 112 -28 0 0 0 532 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 93.7 19.5 1.4 0.1 1.1 1.2 0.0 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 14 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 542,337 : : Positions : : 458,009 183,744 28,928 314,522 26,883 6,892 2,860 873 10,136 2,170 4,906 : : : : Changes from: January 16, 2018 : : 16,097 -5,601 -4,062 16,407 5,957 -3,058 -275 234 1,372 148 117 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 33.9 5.3 58.0 5.0 1.3 0.5 0.2 1.9 0.4 0.9 : : : : Number of Traders in Each Category Total Traders: 73 : : 41 33 4 10 9 . . 4 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 172,690 : : Positions : : 117,454 121,080 31,822 20,043 17,654 0 3,240 385 0 3,191 212 : : : : Changes from: January 16, 2018 : : 12,620 7,602 -4,301 88 124 0 -491 -28 0 1,901 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 70.1 18.4 11.6 10.2 0.0 1.9 0.2 0.0 1.8 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 16 5 4 6 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 79,173 : : Positions : : 50,371 47,813 21,221 20,781 3,346 0 0 0 0 0 0 : : : : Changes from: January 16, 2018 : : 6,363 8,659 -152 -1,842 250 0 0 0 0 -282 -28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 60.4 26.8 26.2 4.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 9 5 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 134,410 : : Positions : : 103,993 105,689 15,335 20,938 2,736 5,488 2,184 784 4,312 1,166 0 : : : : Changes from: January 16, 2018 : : 8,384 16,654 -1,378 -1,172 1,926 5,488 -392 0 1,960 -112 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 78.6 11.4 15.6 2.0 4.1 1.6 0.6 3.2 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 19 17 . 8 4 . . . 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 138,634 : : Positions : : 73,155 119,348 31,080 7,193 5,572 15,132 1,226 2,052 10,550 1,894 28 : : : : Changes from: January 16, 2018 : : 7,894 19,024 1,405 -2,373 2,521 6,496 448 -1,008 2,215 -28 28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 86.1 22.4 5.2 4.0 10.9 0.9 1.5 7.6 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 71 : : 26 32 5 4 4 5 . . 7 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 116,215 : : Positions : : 112,662 112,272 1,811 0 248 0 0 0 252 1,312 0 : : : : Changes from: January 16, 2018 : : 7,664 8,121 364 0 0 0 0 0 252 168 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 96.6 1.6 0.0 0.2 0.0 0.0 0.0 0.2 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 19 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 27,213 : : Positions : : 15,026 26,624 10,000 0 0 0 0 0 806 0 0 : : : : Changes from: January 16, 2018 : : 2,044 2,865 532 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 97.8 36.7 0.0 0.0 0.0 0.0 0.0 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 14 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 272,722 : : Positions : : 199,600 186,215 43,256 48,964 24,667 0 1,124 743 1,665 308 0 : : : : Changes from: January 16, 2018 : : -9 7,316 6,078 -943 -3,146 0 -1,399 41 0 308 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 68.3 15.9 18.0 9.0 0.0 0.4 0.3 0.6 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 28 26 . 4 4 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 87,750 : : Positions : : 62,435 64,451 8,281 8,690 4,654 0 527 659 0 24 472 : : : : Changes from: January 16, 2018 : : 6,906 4,831 0 264 91 0 -1,309 164 0 -559 472 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 73.4 9.4 9.9 5.3 0.0 0.6 0.8 0.0 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 13 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 127,210 : : Positions : : 116,479 97,019 184 20,967 7,047 0 78 1,271 0 0 0 : : : : Changes from: January 16, 2018 : : 9,468 7,454 0 7,232 1,364 0 -754 80 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 76.3 0.1 16.5 5.5 0.0 0.1 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 19 . 5 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 46,837 : : Positions : : 34,018 35,386 683 3,115 6,431 0 0 0 689 0 0 : : : : Changes from: January 16, 2018 : : 1,188 444 211 138 -108 0 0 0 -84 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 75.6 1.5 6.7 13.7 0.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 125,848 : : Positions : : 70,860 112,695 35,109 3,748 2,977 32 0 972 9,837 105 112 : : : : Changes from: January 16, 2018 : : -951 2,757 3,158 31 -31 -306 0 -642 205 105 112 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 89.5 27.9 3.0 2.4 0.0 0.0 0.8 7.8 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 19 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 63,881 : : Positions : : 62,654 62,011 0 1,019 0 0 0 0 947 0 0 : : : : Changes from: January 16, 2018 : : 980 616 0 616 0 0 0 0 308 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.1 97.1 0.0 1.6 0.0 0.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 12 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 156,962 : : Positions : : 126,853 121,538 9,817 20,669 8,158 0 0 0 3,054 0 0 : : : : Changes from: January 16, 2018 : : -322 1,208 0 -2,537 -31 0 0 0 -209 0 -180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 77.4 6.3 13.2 5.2 0.0 0.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 192,924 : : Positions : : 144,525 137,530 17,643 24,743 14,026 0 98 8,005 0 1,900 731 : : : : Changes from: January 16, 2018 : : 4,977 4,108 680 -558 -1,178 -1,844 98 369 0 1,289 -92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 71.3 9.1 12.8 7.3 0.0 0.1 4.1 0.0 1.0 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 20 4 5 7 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 8,686 : : Positions : : 5,353 5,208 0 2,538 341 0 0 0 2,049 0 0 : : : : Changes from: January 16, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 60.0 0.0 29.2 3.9 0.0 0.0 0.0 23.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 8 0 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 27,706 : : Positions : : 11,092 27,113 15,099 0 0 0 0 0 0 0 0 : : : : Changes from: January 16, 2018 : : 2,800 2,604 448 0 0 0 0 0 -283 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.0 97.9 54.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 222,296 : : Positions : : 153,270 174,359 50,337 34,632 6,399 352 0 1,553 5,373 341 0 : : : : Changes from: January 16, 2018 : : 12,718 9,019 1,075 2,846 104 342 0 -193 1,161 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 78.4 22.6 15.6 2.9 0.2 0.0 0.7 2.4 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 29 26 4 7 7 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 106,998 : : Positions : : 86,826 76,504 14,832 24,212 404 0 0 0 0 0 0 : : : : Changes from: January 16, 2018 : : 118 -222 501 856 -615 0 0 0 -348 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 71.5 13.9 22.6 0.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 19 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 101,827 : : Positions : : 58,135 86,742 39,420 11,617 514 0 0 0 0 348 0 : : : : Changes from: January 16, 2018 : : 2,221 2,025 56 -112 0 0 0 0 0 348 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 85.2 38.7 11.4 0.5 0.0 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 16 6 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 65,846 : : Positions : : 47,136 44,816 6,203 10,656 6,467 0 0 0 0 0 0 : : : : Changes from: January 16, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 68.1 9.4 16.2 9.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 8 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 37,788 : : Positions : : 35,862 31,040 0 4,827 329 0 0 0 464 0 124 : : : : Changes from: January 16, 2018 : : 840 1,340 0 0 0 0 0 0 128 0 124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 82.1 0.0 12.8 0.9 0.0 0.0 0.0 1.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 13 0 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 171,287 : : Positions : : 136,641 12,084 9,804 142,246 13,001 0 0 0 1,528 0 0 : : : : Changes from: January 16, 2018 : : 8,534 1,161 -30 5,704 8,605 0 0 0 -140 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 7.1 5.7 83.0 7.6 0.0 0.0 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 9 . 8 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 68,569 : : Positions : : 43,090 31,150 7,002 30,184 6,015 707 0 0 0 0 0 : : : : Changes from: January 16, 2018 : : -426 -2,078 30 1,440 856 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 45.4 10.2 44.0 8.8 1.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 11 . 7 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #0233EB Open Interest is 119,067 : : Positions : : 107,709 78,118 1,988 34,976 2,231 0 0 0 3,743 392 0 : : : : Changes from: January 16, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 65.6 1.7 29.4 1.9 0.0 0.0 0.0 3.1 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 1,485,009 : : Positions : : 154,106 208,228 179,381 110,835 148,761 317,764 153,314 283,029 81,374 277,197 251,147 : : : : Changes from: January 16, 2018 : : -7,203 -14,022 -6,233 32,907 220 17,021 -37,480 -12,536 -6,126 11,558 26,521 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.4 14.0 12.1 7.5 10.0 21.4 10.3 19.1 5.5 18.7 16.9 : : : : Number of Traders in Each Category Total Traders: 378 : : 44 42 24 15 32 64 60 80 77 74 111 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 660,340 : : Positions : : 97,773 116,258 34,857 47,006 160,350 110,777 32,510 61,174 15,605 66,473 171,595 : : : : Changes from: January 16, 2018 : : 9,973 13,599 6,068 -2,962 25,790 18,203 18,084 2,341 2,972 9,357 11,840 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.8 17.6 5.3 7.1 24.3 16.8 4.9 9.3 2.4 10.1 26.0 : : : : Number of Traders in Each Category Total Traders: 164 : : 34 33 4 17 20 21 9 20 25 50 57 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 411,911 : : Positions : : 81,315 53,465 2,559 90,788 40,436 14,130 19,986 22,461 215,409 151,678 19,068 : : : : Changes from: January 16, 2018 : : 1,288 7,821 -365 -3,645 4,471 4,742 2,331 1,353 -1,019 644 2,744 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.7 13.0 0.6 22.0 9.8 3.4 4.9 5.5 52.3 36.8 4.6 : : : : Number of Traders in Each Category Total Traders: 85 : : 29 27 . 9 12 5 5 7 14 17 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 147,844 : : Positions : : 35,220 13,576 22,982 27,659 12,465 10,357 54,722 6,916 42,517 17,696 11,229 : : : : Changes from: January 16, 2018 : : 404 -190 -845 4,474 1,623 4,852 6,883 1,474 5,943 1,063 1,587 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.8 9.2 15.5 18.7 8.4 7.0 37.0 4.7 28.8 12.0 7.6 : : : : Number of Traders in Each Category Total Traders: 61 : : 12 12 10 5 14 4 7 5 12 10 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 65,160 : : Positions : : 9,495 7,825 555 0 338 2,845 17,099 16,843 18,878 6,872 16,062 : : : : Changes from: January 16, 2018 : : 734 307 5 0 5 -486 1,434 -673 1,652 173 2,408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.6 12.0 0.9 0.0 0.5 4.4 26.2 25.8 29.0 10.5 24.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 7 9 . 0 . 5 7 8 7 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 NAT GAS FINL-10000 - NASDAQ FUTURES (Contracts of 10,000 MMBTU'S) : CFTC Code #023P01 Open Interest is 51,550 : : Positions : : 7,672 825 2,239 5,119 17,072 9,001 0 3,194 1,706 16,868 7,524 : : : : Changes from: January 16, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.9 1.6 4.3 9.9 33.1 17.5 0.0 6.2 3.3 32.7 14.6 : : : : Number of Traders in Each Category Total Traders: 20 : : . . . . 6 . 0 . . 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 294,491 : : Positions : : 35,800 31,694 6,844 12,163 127,253 5,041 0 18,902 9,971 13,887 90,417 : : : : Changes from: January 16, 2018 : : 2,487 -659 -719 6,663 15,782 -1,010 -114 3,361 2,159 -2,976 10,166 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.2 10.8 2.3 4.1 43.2 1.7 0.0 6.4 3.4 4.7 30.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 5 5 4 5 9 4 0 4 11 7 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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-2500 - NASDAQ FUTURES (Contracts of 2,500 MMBTU'S) : CFTC Code #023P03 Open Interest is 52,555 : : Positions : : 6,190 9,007 20,502 9,788 16,448 0 5,672 640 5,134 8,011 2,339 : : : : Changes from: January 16, 2018 : : -40 758 317 -658 2,358 0 -390 390 464 1,028 64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.8 17.1 39.0 18.6 31.3 0.0 10.8 1.2 9.8 15.2 4.5 : : : : Number of Traders in Each Category Total Traders: 24 : : . 4 4 4 8 0 . . 5 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 1,214,852 : : Positions : : 280,363 178,841 89,165 783,996 136,400 80,512 56,262 25,289 550,377 8,772 11,789 : : : : Changes from: January 16, 2018 : : -736 3,076 1,714 -13,057 13,317 -20,860 -13,963 -8,641 -6,248 581 -209 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.1 14.7 7.3 64.5 11.2 6.6 4.6 2.1 45.3 0.7 1.0 : : : : Number of Traders in Each Category Total Traders: 74 : : 30 25 . 15 14 5 . 4 11 5 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 206,683 : : Positions : : 43,981 27,303 94,231 77,131 20,995 7,939 41,130 5,526 11,773 12,597 15,322 : : : : Changes from: January 16, 2018 : : 934 816 484 1,032 -26 726 -563 1,371 -193 1,619 1,835 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.3 13.2 45.6 37.3 10.2 3.8 19.9 2.7 5.7 6.1 7.4 : : : : Number of Traders in Each Category Total Traders: 60 : : 13 12 12 5 14 6 4 7 11 7 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 3,693 : : Positions : : 1,431 2,525 123 0 167 0 0 0 1,240 269 230 : : : : Changes from: January 16, 2018 : : 70 128 7 0 -6 0 0 0 159 2 51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.7 68.4 3.3 0.0 4.5 0.0 0.0 0.0 33.6 7.3 6.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 21 . 0 . 0 0 0 6 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 28,537 : : Positions : : 27,657 8,075 0 16,318 0 0 0 0 292 3,661 426 : : : : Changes from: January 16, 2018 : : 1,029 480 0 420 0 0 0 0 0 129 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 28.3 0.0 57.2 0.0 0.0 0.0 0.0 1.0 12.8 1.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 16 15 0 8 0 0 0 0 . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 112,503 : : Positions : : 78,752 84,301 7,062 11,122 6,401 2,648 264 476 11,041 4,135 5,600 : : : : Changes from: January 16, 2018 : : 1,525 187 -18 1,491 55 -70 22 -80 717 430 143 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 74.9 6.3 9.9 5.7 2.4 0.2 0.4 9.8 3.7 5.0 : : : : Number of Traders in Each Category Total Traders: 120 : : 58 52 5 6 9 5 . . 20 15 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 54,576 : : Positions : : 29,770 38,973 9,781 6,893 5,802 2,193 440 48 6,655 1,190 327 : : : : Changes from: January 16, 2018 : : 658 158 260 300 390 0 -30 -117 85 791 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 71.4 17.9 12.6 10.6 4.0 0.8 0.1 12.2 2.2 0.6 : : : : Number of Traders in Each Category Total Traders: 47 : : 22 24 4 . 4 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 35,353 : : Positions : : 30,662 20,247 345 12,270 603 400 0 30 2,188 965 532 : : : : Changes from: January 16, 2018 : : -299 -358 0 534 -25 25 0 -100 606 60 -34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 57.3 1.0 34.7 1.7 1.1 0.0 0.1 6.2 2.7 1.5 : : : : Number of Traders in Each Category Total Traders: 74 : : 35 35 . 7 . . 0 . 7 10 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 19,469 : : Positions : : 16,408 10,457 0 7,835 0 0 0 0 2,745 698 0 : : : : Changes from: January 16, 2018 : : 1,797 1,447 0 825 0 0 0 0 365 73 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 53.7 0.0 40.2 0.0 0.0 0.0 0.0 14.1 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 16 23 0 7 0 0 0 0 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 16,454 : : Positions : : 12,241 6,727 1,170 4,850 100 15 0 40 1,602 3,613 755 : : : : Changes from: January 16, 2018 : : 535 56 190 381 -45 0 0 0 145 423 -207 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 40.9 7.1 29.5 0.6 0.1 0.0 0.2 9.7 22.0 4.6 : : : : Number of Traders in Each Category Total Traders: 49 : : 25 19 . . . . 0 . 8 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 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 BALMO - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665W Open Interest is 5,343 : : Positions : : 3,487 3,951 739 315 30 0 0 0 330 285 692 : : : : Changes from: January 16, 2018 : : 100 85 0 0 0 0 0 0 0 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 73.9 13.8 5.9 0.6 0.0 0.0 0.0 6.2 5.3 13.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 17 . . . 0 0 0 . 4 . : ----------------------------------------------------------------------------------------------------------------
Updated January 26, 2018