NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 MMBtus :
: : Positions :
All : 5,286,461: 2,680,698 1,254,707 588,345 3,103,563 196,250 515,739 8,319 325,035 564,560 2,979 377,549: 38,285 18,059
Old : 5,286,461: 2,680,698 1,254,707 588,345 3,103,563 196,250 515,739 8,319 325,035 564,560 2,979 377,549: 38,285 18,059
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 176,666: 99,053 21,423 -468 82,472 -3,729 -6,615 -2,591 41,368 12,343 1,638 35,736: -1,022 349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 23.7 11.1 58.7 3.7 9.8 0.2 6.1 10.7 0.1 7.1: 0.7 0.3
Old : 100.0: 50.7 23.7 11.1 58.7 3.7 9.8 0.2 6.1 10.7 0.1 7.1: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 223: 116 106 8 20 20 18 5 17 42 5 38:
Old : 223: 116 106 8 20 20 18 5 17 42 5 38:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 32.4 43.8 48.7 23.9 30.9 37.0 44.5
Old : 27.1 32.4 43.8 48.7 23.9 30.9 37.0 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mmbtu :
: : Positions :
All : 356,350: 42,668 88,000 67,264 33,945 36,244 6,210 71,270 9,501 89,062 21,406 19,381: 86,020 76,603
Old : 356,350: 42,668 88,000 67,264 33,945 36,244 6,210 71,270 9,501 89,062 21,406 19,381: 86,020 76,603
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 102,130: 13,690 34,660 -8,969 -562 5,016 -132 -19,305 6,111 -4,008 -6,329 6,456: 83,966 76,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 24.7 18.9 9.5 10.2 1.7 20.0 2.7 25.0 6.0 5.4: 24.1 21.5
Old : 100.0: 12.0 24.7 18.9 9.5 10.2 1.7 20.0 2.7 25.0 6.0 5.4: 24.1 21.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 81: 22 21 11 7 15 4 6 7 15 7 12:
Old : 81: 22 21 11 7 15 4 6 7 15 7 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 36.4 48.4 52.8 31.0 33.2 39.3 44.2
Old : 38.0 36.4 48.4 52.8 31.0 33.2 39.3 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 197,167: 123,705 173,459 36,785 8,015 8,929 568 0 390 4,037 0 30: 22,723 6,344
Old : 197,167: 123,705 173,459 36,785 8,015 8,929 568 0 390 4,037 0 30: 22,723 6,344
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -2,315: -4,165 -3,810 -288 276 34 0 0 0 595 0 0: 1,509 1,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 88.0 18.7 4.1 4.5 0.3 0.0 0.2 2.0 0.0 0.0: 11.5 3.2
Old : 100.0: 62.7 88.0 18.7 4.1 4.5 0.3 0.0 0.2 2.0 0.0 0.0: 11.5 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 27 23 4 . 4 . 0 . 5 0 .:
Old : 45: 27 23 4 . 4 . 0 . 5 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 59.2 65.2 81.3 42.8 53.8 55.0 68.5
Old : 47.9 59.2 65.2 81.3 42.8 53.8 55.0 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 107,656: 99,027 77,514 450 21,108 3,202 0 0 0 879 0 4: 4,094 5,828
Old : 107,656: 99,027 77,514 450 21,108 3,202 0 0 0 879 0 4: 4,094 5,828
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -1,745: -2,550 -3,541 0 -1,162 685 0 0 0 41 0 4: 75 2,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.0 72.0 0.4 19.6 3.0 0.0 0.0 0.0 0.8 0.0 0.0: 3.8 5.4
Old : 100.0: 92.0 72.0 0.4 19.6 3.0 0.0 0.0 0.0 0.8 0.0 0.0: 3.8 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 24 . 4 . 0 0 0 . 0 .:
Old : 33: 21 24 . 4 . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 46.2 77.9 63.0 57.2 39.7 67.0 54.0
Old : 60.5 46.2 77.9 63.0 57.2 39.7 67.0 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 144,289: 108,334 60,097 9,059 69,097 7,498 0 431 986 0 649 620: 17,792 4,911
Old : 144,289: 108,334 60,097 9,059 69,097 7,498 0 431 986 0 649 620: 17,792 4,911
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -2,518: -2,906 -1,201 2,508 -1,189 -1,412 0 344 -365 -577 649 144: 90 512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 41.7 6.3 47.9 5.2 0.0 0.3 0.7 0.0 0.4 0.4: 12.3 3.4
Old : 100.0: 75.1 41.7 6.3 47.9 5.2 0.0 0.3 0.7 0.0 0.4 0.4: 12.3 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 21 19 4 8 5 0 . . 0 . .:
Old : 42: 21 19 4 8 5 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 45.5 65.4 68.0 50.4 45.4 61.9 64.6
Old : 50.9 45.5 65.4 68.0 50.4 45.4 61.9 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 912,636: 823,696 153,998 22,903 706,011 44,200 0 683 1,232 17 56 2,373: 18,215 4,083
Old : 912,636: 823,696 153,998 22,903 706,011 44,200 0 683 1,232 17 56 2,373: 18,215 4,083
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 17,780: 16,748 -3,915 398 21,451 392 0 -243 367 -250 0 -59: 184 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.3 16.9 2.5 77.4 4.8 0.0 0.1 0.1 0.0 0.0 0.3: 2.0 0.4
Old : 100.0: 90.3 16.9 2.5 77.4 4.8 0.0 0.1 0.1 0.0 0.0 0.3: 2.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 37 23 4 9 11 0 . . . . .:
Old : 56: 37 23 4 9 11 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 59.5 60.5 81.3 34.7 58.7 55.2 77.4
Old : 37.5 59.5 60.5 81.3 34.7 58.7 55.2 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 372,671: 293,902 236,575 16,240 82,604 43,790 0 1,512 1,282 8,257 0 149: 9,051 6,759
Old : 372,671: 293,902 236,575 16,240 82,604 43,790 0 1,512 1,282 8,257 0 149: 9,051 6,759
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -1,128: -4,427 1,845 0 -1,102 168 0 -1,266 434 2,610 0 149: -62 -1,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 63.5 4.4 22.2 11.8 0.0 0.4 0.3 2.2 0.0 0.0: 2.4 1.8
Old : 100.0: 78.9 63.5 4.4 22.2 11.8 0.0 0.4 0.3 2.2 0.0 0.0: 2.4 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 62: 28 31 . 10 6 0 . . 4 0 .:
Old : 62: 28 31 . 10 6 0 . . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 34.8 75.8 55.8 51.6 32.9 64.2 51.5
Old : 56.1 34.8 75.8 55.8 51.6 32.9 64.2 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 277,476: 215,788 173,903 23,171 72,306 25,560 0 171 1,253 1,567 0 0: 10,137 4,283
Old : 277,476: 215,788 173,903 23,171 72,306 25,560 0 171 1,253 1,567 0 0: 10,137 4,283
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 5,482: 3,924 4,723 279 209 60 -163 171 43 1,350 0 0: -11 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 62.7 8.4 26.1 9.2 0.0 0.1 0.5 0.6 0.0 0.0: 3.7 1.5
Old : 100.0: 77.8 62.7 8.4 26.1 9.2 0.0 0.1 0.5 0.6 0.0 0.0: 3.7 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 24 26 5 8 10 0 . . . 0 0:
Old : 50: 24 26 5 8 10 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 40.1 74.2 64.4 57.1 37.8 66.3 55.7
Old : 57.7 40.1 74.2 64.4 57.1 37.8 66.3 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 112,083: 99,952 39,640 105 57,107 4,767 392 0 1,161 420 0 496: 4,790 8,912
Old : 112,083: 99,952 39,640 105 57,107 4,767 392 0 1,161 420 0 496: 4,790 8,912
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 1,877: -900 1,039 65 1,717 638 392 -219 -169 279 0 0: 1,572 -1,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.2 35.4 0.1 51.0 4.3 0.3 0.0 1.0 0.4 0.0 0.4: 4.3 8.0
Old : 100.0: 89.2 35.4 0.1 51.0 4.3 0.3 0.0 1.0 0.4 0.0 0.4: 4.3 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 18 15 . 9 6 . 0 . . 0 .:
Old : 36: 18 15 . 9 6 . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.6 43.7 81.3 66.6 67.6 43.7 80.2 62.9
Old : 67.6 43.7 81.3 66.6 67.6 43.7 80.2 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mmbtu :
: : Positions :
All : 104,993: 81,445 84,614 9,189 1,518 5,485 0 2,388 30 2,348 3,635 1,297: 5,199 6,026
Old : 104,993: 81,445 84,614 9,189 1,518 5,485 0 2,388 30 2,348 3,635 1,297: 5,199 6,026
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 834: 537 2,863 812 0 -617 0 487 -90 0 -686 77: 115 -1,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 80.6 8.8 1.4 5.2 0.0 2.3 0.0 2.2 3.5 1.2: 5.0 5.7
Old : 100.0: 77.6 80.6 8.8 1.4 5.2 0.0 2.3 0.0 2.2 3.5 1.2: 5.0 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 17 18 4 . 4 0 . . . . .:
Old : 33: 17 18 4 . 4 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 37.0 72.7 58.3 51.8 36.9 64.3 54.1
Old : 56.7 37.0 72.7 58.3 51.8 36.9 64.3 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mmbtu :
: : Positions :
All : 28,741: 24,125 23,390 1,643 2,933 527 0 725 236 0 279 0: 2,210 651
Old : 28,741: 24,125 23,390 1,643 2,933 527 0 725 236 0 279 0: 2,210 651
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 3,975: 2,607 3,844 930 410 62 0 -484 236 0 0 0: 140 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 81.4 5.7 10.2 1.8 0.0 2.5 0.8 0.0 1.0 0.0: 7.7 2.3
Old : 100.0: 83.9 81.4 5.7 10.2 1.8 0.0 2.5 0.8 0.0 1.0 0.0: 7.7 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 9 . . . 0 . . 0 . 0:
Old : 21: 10 9 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.3 63.9 87.9 87.8 71.3 63.5 85.6 85.3
Old : 71.3 63.9 87.9 87.8 71.3 63.5 85.6 85.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mmbtu :
: : Positions :
All : 100,817: 87,291 17,186 1,997 75,791 1,169 755 0 297 0 1,469 0: 9,308 4,905
Old : 100,817: 87,291 17,186 1,997 75,791 1,169 755 0 297 0 1,469 0: 9,308 4,905
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 1,072: 2,351 1,916 62 -124 0 28 0 0 0 -674 0: -1,369 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 17.0 2.0 75.2 1.2 0.7 0.0 0.3 0.0 1.5 0.0: 9.2 4.9
Old : 100.0: 86.6 17.0 2.0 75.2 1.2 0.7 0.0 0.3 0.0 1.5 0.0: 9.2 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 10 . 7 . . 0 . 0 . 0:
Old : 28: 15 10 . 7 . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 65.6 77.2 86.3 50.2 64.1 74.3 83.6
Old : 52.3 65.6 77.2 86.3 50.2 64.1 74.3 83.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mm btu :
: : Positions :
All : 160,035: 111,443 79,013 36,546 72,483 6,813 0 0 0 0 0 0: 5,233 1,726
Old : 160,035: 111,443 79,013 36,546 72,483 6,813 0 0 0 0 0 0: 5,233 1,726
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 5,222: 5,567 2,278 -389 4,205 2,004 0 0 0 0 0 0: -1,960 -3,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 49.4 22.8 45.3 4.3 0.0 0.0 0.0 0.0 0.0 0.0: 3.3 1.1
Old : 100.0: 69.6 49.4 22.8 45.3 4.3 0.0 0.0 0.0 0.0 0.0 0.0: 3.3 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 19 15 5 8 7 0 0 0 0 0 0:
Old : 37: 19 15 5 8 7 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 74.3 74.4 85.1 54.8 74.0 72.2 84.0
Old : 57.0 74.3 74.4 85.1 54.8 74.0 72.2 84.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mmbtu :
: : Positions :
All : 56,196: 51,807 24,632 0 26,960 360 0 0 0 0 0 0: 4,029 4,244
Old : 56,196: 51,807 24,632 0 26,960 360 0 0 0 0 0 0: 4,029 4,244
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.2 43.8 0.0 48.0 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 7.2 7.6
Old : 100.0: 92.2 43.8 0.0 48.0 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 7.2 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 14 10 0 . . 0 0 0 0 0 0:
Old : 20: 14 10 0 . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 66.9 85.3 85.0 60.8 66.9 78.8 82.5
Old : 65.2 66.9 85.3 85.0 60.8 66.9 78.8 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mmbtu :
: : Positions :
All : 16,840: 8,479 14,924 0 682 0 3,100 0 0 3,906 0 0: 1,355 1,234
Old : 16,840: 8,479 14,924 0 682 0 3,100 0 0 3,906 0 0: 1,355 1,234
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 88.6 0.0 4.0 0.0 18.4 0.0 0.0 23.2 0.0 0.0: 8.0 7.3
Old : 100.0: 50.4 88.6 0.0 4.0 0.0 18.4 0.0 0.0 23.2 0.0 0.0: 8.0 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 10 13 0 . 0 . 0 0 . 0 0:
Old : 24: 10 13 0 . 0 . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 66.1 78.0 81.0 49.7 50.5 63.9 65.3
Old : 58.2 66.1 78.0 81.0 49.7 50.5 63.9 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mmbtu :
: : Positions :
All : 428,625: 322,188 157,667 65,197 225,475 28,322 2,848 2,825 304 210 58 490: 9,066 13,484
Old : 428,625: 322,188 157,667 65,197 225,475 28,322 2,848 2,825 304 210 58 490: 9,066 13,484
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -4,850: -5,169 -3,205 1,337 -1,654 28 140 -661 -261 -1,142 -31 31: 186 903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 36.8 15.2 52.6 6.6 0.7 0.7 0.1 0.0 0.0 0.1: 2.1 3.1
Old : 100.0: 75.2 36.8 15.2 52.6 6.6 0.7 0.7 0.1 0.0 0.0 0.1: 2.1 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 62: 42 27 . 9 8 . . . . . .:
Old : 62: 42 27 . 9 8 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 55.2 54.0 68.5 29.9 51.0 43.8 59.6
Old : 35.6 55.2 54.0 68.5 29.9 51.0 43.8 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mmbtu :
: : Positions :
All : 89,673: 73,276 29,671 0 41,380 6,520 0 369 1,181 0 2,265 62: 8,634 8,225
Old : 89,673: 73,276 29,671 0 41,380 6,520 0 369 1,181 0 2,265 62: 8,634 8,225
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 2,200: 2,013 93 0 1,393 -14 0 -428 108 0 673 0: 93 375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 33.1 0.0 46.1 7.3 0.0 0.4 1.3 0.0 2.5 0.1: 9.6 9.2
Old : 100.0: 81.7 33.1 0.0 46.1 7.3 0.0 0.4 1.3 0.0 2.5 0.1: 9.6 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 10 0 6 6 0 . . 0 . .:
Old : 28: 13 10 0 6 6 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 45.0 80.2 74.9 51.3 43.6 73.7 66.8
Old : 55.8 45.0 80.2 74.9 51.3 43.6 73.7 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV Code-0233A8
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mmbtu :
: : Positions :
All : 70,987: 32,646 48,989 25,773 10,902 4,675 691 0 1,177 8 0 332: 5,685 4,912
Old : 70,987: 32,646 48,989 25,773 10,902 4,675 691 0 1,177 8 0 332: 5,685 4,912
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 438: 519 339 307 -642 31 -399 0 12 -190 0 127: 31 571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 69.0 36.3 15.4 6.6 1.0 0.0 1.7 0.0 0.0 0.5: 8.0 6.9
Old : 100.0: 46.0 69.0 36.3 15.4 6.6 1.0 0.0 1.7 0.0 0.0 0.5: 8.0 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 9 8 5 . 6 . 0 . . 0 .:
Old : 23: 9 8 5 . 6 . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 55.5 71.7 81.9 45.8 49.8 64.8 67.6
Old : 47.9 55.5 71.7 81.9 45.8 49.8 64.8 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mmbtu :
: : Positions :
All : 115,842: 67,097 74,682 9,533 18,154 12,015 22,153 6,200 0 2,852 2,232 0: 2,192 2,559
Old : 115,842: 67,097 74,682 9,533 18,154 12,015 22,153 6,200 0 2,852 2,232 0: 2,192 2,559
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 15,690: 2,666 12,590 3,565 980 279 6,120 0 0 2,542 2,232 0: 518 -391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 64.5 8.2 15.7 10.4 19.1 5.4 0.0 2.5 1.9 0.0: 1.9 2.2
Old : 100.0: 57.9 64.5 8.2 15.7 10.4 19.1 5.4 0.0 2.5 1.9 0.0: 1.9 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 15 20 4 4 6 . . 0 . 4 0:
Old : 46: 15 20 4 4 6 . . 0 . 4 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 47.9 78.4 66.0 54.9 46.1 67.6 61.3
Old : 58.9 47.9 78.4 66.0 54.9 46.1 67.6 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mmbtu :
: : Positions :
All : 114,522: 45,612 78,666 13,469 12,138 3,785 39,411 2,852 7,440 4,092 8,618 0: 713 1,023
Old : 114,522: 45,612 78,666 13,469 12,138 3,785 39,411 2,852 7,440 4,092 8,618 0: 713 1,023
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 16,868: 3,968 14,512 4,495 279 -620 5,119 -1,240 1,240 2,542 2,232 0: 124 465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 68.7 11.8 10.6 3.3 34.4 2.5 6.5 3.6 7.5 0.0: 0.6 0.9
Old : 100.0: 39.8 68.7 11.8 10.6 3.3 34.4 2.5 6.5 3.6 7.5 0.0: 0.6 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 66: 23 33 4 4 4 4 . . . 6 0:
Old : 66: 23 33 4 4 4 4 . . . 6 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 35.5 69.0 51.7 44.7 31.6 60.6 44.4
Old : 51.2 35.5 69.0 51.7 44.7 31.6 60.6 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mmbtu :
: : Positions :
All : 56,531: 50,105 54,060 4,597 0 279 0 0 0 806 0 0: 744 2,192
Old : 56,531: 50,105 54,060 4,597 0 279 0 0 0 806 0 0: 744 2,192
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 11,855: 10,774 11,576 337 0 279 0 0 0 124 0 0: 341 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 95.6 8.1 0.0 0.5 0.0 0.0 0.0 1.4 0.0 0.0: 1.3 3.9
Old : 100.0: 88.6 95.6 8.1 0.0 0.5 0.0 0.0 0.0 1.4 0.0 0.0: 1.3 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 18 22 . 0 . 0 0 0 . 0 0:
Old : 37: 18 22 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 69.0 77.9 82.2 54.3 68.2 76.5 79.8
Old : 54.3 69.0 77.9 82.2 54.3 68.2 76.5 79.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mmbtu :
: : Positions :
All : 249,167: 204,210 171,191 20,884 46,330 19,267 0 667 486 0 0 0: 4,320 11,226
Old : 249,167: 204,210 171,191 20,884 46,330 19,267 0 667 486 0 0 0: 4,320 11,226
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -208: 1,565 1,736 529 -486 -1,311 0 0 0 0 0 0: -991 -147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 68.7 8.4 18.6 7.7 0.0 0.3 0.2 0.0 0.0 0.0: 1.7 4.5
Old : 100.0: 82.0 68.7 8.4 18.6 7.7 0.0 0.3 0.2 0.0 0.0 0.0: 1.7 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 33 30 . . . 0 . . 0 0 0:
Old : 43: 33 30 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 53.4 69.1 70.9 48.9 44.1 60.2 54.5
Old : 54.8 53.4 69.1 70.9 48.9 44.1 60.2 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :mmbtu :
: : Positions :
All : 25,220: 21,766 19,564 0 307 0 0 527 0 0 1,054 0: 3,454 3,768
Old : 25,220: 21,766 19,564 0 307 0 0 527 0 0 1,054 0: 3,454 3,768
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 77.6 0.0 1.2 0.0 0.0 2.1 0.0 0.0 4.2 0.0: 13.7 14.9
Old : 100.0: 86.3 77.6 0.0 1.2 0.0 0.0 2.1 0.0 0.0 4.2 0.0: 13.7 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 13 0 . 0 0 . 0 0 . 0:
Old : 22: 11 13 0 . 0 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.0 50.4 83.4 70.4 61.3 49.5 68.5 64.5
Old : 75.0 50.4 83.4 70.4 61.3 49.5 68.5 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233AY
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mmbtu :
: : Positions :
All : 75,134: 55,586 61,715 5,808 3,936 4,126 88 0 189 1,054 0 0: 8,283 5,168
Old : 75,134: 55,586 61,715 5,808 3,936 4,126 88 0 189 1,054 0 0: 8,283 5,168
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -271: 200 -259 0 186 -186 -31 0 0 -521 0 0: 267 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 82.1 7.7 5.2 5.5 0.1 0.0 0.3 1.4 0.0 0.0: 11.0 6.9
Old : 100.0: 74.0 82.1 7.7 5.2 5.5 0.1 0.0 0.3 1.4 0.0 0.0: 11.0 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 12 . . . . 0 . . 0 0:
Old : 21: 11 12 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.1 74.0 81.0 85.9 67.2 70.0 73.7 75.6
Old : 73.1 74.0 81.0 85.9 67.2 70.0 73.7 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mmbtu :
: : Positions :
All : 101,670: 81,102 76,835 7,403 7,404 6,815 0 2,123 456 0 1,858 276: 5,618 5,903
Old : 101,670: 81,102 76,835 7,403 7,404 6,815 0 2,123 456 0 1,858 276: 5,618 5,903
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 11,077: 8,021 9,229 2,920 31 0 0 0 0 0 1,333 0: 136 484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 75.6 7.3 7.3 6.7 0.0 2.1 0.4 0.0 1.8 0.3: 5.5 5.8
Old : 100.0: 79.8 75.6 7.3 7.3 6.7 0.0 2.1 0.4 0.0 1.8 0.3: 5.5 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 17 17 . 4 4 0 . . 0 . .:
Old : 36: 17 17 . 4 4 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 48.7 74.8 68.6 48.6 44.0 62.2 56.6
Old : 54.6 48.7 74.8 68.6 48.6 44.0 62.2 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mmbtu :
: : Positions :
All : 134,575: 89,041 125,514 30,053 2,556 899 1,805 0 648 3,654 0 0: 8,475 4,958
Old : 134,575: 89,041 125,514 30,053 2,556 899 1,805 0 648 3,654 0 0: 8,475 4,958
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 4,322: 1,576 4,701 2,417 0 382 303 0 0 56 -630 0: -412 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 93.3 22.3 1.9 0.7 1.3 0.0 0.5 2.7 0.0 0.0: 6.3 3.7
Old : 100.0: 66.2 93.3 22.3 1.9 0.7 1.3 0.0 0.5 2.7 0.0 0.0: 6.3 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 14 . . . . 0 . . 0 0:
Old : 30: 17 14 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 76.0 79.4 88.2 56.9 74.3 75.3 85.9
Old : 60.5 76.0 79.4 88.2 56.9 74.3 75.3 85.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mmbtu :
: : Positions :
All : 99,402: 71,830 92,413 16,670 2,276 837 0 0 0 521 0 0: 9,544 3,876
Old : 99,402: 71,830 92,413 16,670 2,276 837 0 0 0 521 0 0: 9,544 3,876
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 591: 2,094 2,018 -217 0 0 0 0 0 118 0 0: -1,404 -1,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 93.0 16.8 2.3 0.8 0.0 0.0 0.0 0.5 0.0 0.0: 9.6 3.9
Old : 100.0: 72.3 93.0 16.8 2.3 0.8 0.0 0.0 0.0 0.5 0.0 0.0: 9.6 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 13 5 . . 0 0 0 . 0 0:
Old : 22: 10 13 5 . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 76.0 80.8 90.8 58.3 73.1 74.2 83.4
Old : 61.1 76.0 80.8 90.8 58.3 73.1 74.2 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mmbtu :
: : Positions :
All : 103,498: 85,639 87,913 3,357 7,124 6,091 0 0 0 956 723 249: 7,206 1,398
Old : 103,498: 85,639 87,913 3,357 7,124 6,091 0 0 0 956 723 249: 7,206 1,398
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -731: -826 -468 -214 -747 344 0 0 0 112 87 -77: -70 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.7 84.9 3.2 6.9 5.9 0.0 0.0 0.0 0.9 0.7 0.2: 7.0 1.4
Old : 100.0: 82.7 84.9 3.2 6.9 5.9 0.0 0.0 0.0 0.9 0.7 0.2: 7.0 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 16 . . . 0 0 0 . . .:
Old : 28: 17 16 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 58.8 78.2 78.0 50.2 56.3 65.1 69.6
Old : 58.2 58.8 78.2 78.0 50.2 56.3 65.1 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mmbtu :
: : Positions :
All : 136,830: 103,345 63,386 9,204 51,567 6,041 0 127 1,380 0 2,732 102: 16,758 11,495
Old : 136,830: 103,345 63,386 9,204 51,567 6,041 0 127 1,380 0 2,732 102: 16,758 11,495
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 4,654: 3,922 1,508 428 1,467 -428 0 -642 261 0 2,367 99: 372 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 46.3 6.7 37.7 4.4 0.0 0.1 1.0 0.0 2.0 0.1: 12.2 8.4
Old : 100.0: 75.5 46.3 6.7 37.7 4.4 0.0 0.1 1.0 0.0 2.0 0.1: 12.2 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 14 . 5 4 0 . . 0 . .:
Old : 32: 19 14 . 5 4 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 57.6 56.7 73.1 36.6 50.9 51.0 65.2
Old : 38.1 57.6 56.7 73.1 36.6 50.9 51.0 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mmbtu :
: : Positions :
All : 22,834: 14,997 21,656 1,874 0 465 403 0 0 1,829 0 0: 3,266 713
Old : 22,834: 14,997 21,656 1,874 0 465 403 0 0 1,829 0 0: 3,266 713
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 1,645: 1,273 1,025 -837 0 465 0 0 0 217 0 0: 527 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 94.8 8.2 0.0 2.0 1.8 0.0 0.0 8.0 0.0 0.0: 14.3 3.1
Old : 100.0: 65.7 94.8 8.2 0.0 2.0 1.8 0.0 0.0 8.0 0.0 0.0: 14.3 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 12 . 0 . . 0 0 . 0 0:
Old : 26: 13 12 . 0 . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 67.8 68.1 88.6 42.2 65.2 67.8 86.0
Old : 42.5 67.8 68.1 88.6 42.2 65.2 67.8 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mmbtu :
: : Positions :
All : 26,509: 18,607 20,960 5,868 2,945 0 0 0 0 403 2,108 0: 1,631 496
Old : 26,509: 18,607 20,960 5,868 2,945 0 0 0 0 403 2,108 0: 1,631 496
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 2,077: 1,891 1,333 0 992 0 0 0 0 0 0 0: 186 -248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 79.1 22.1 11.1 0.0 0.0 0.0 0.0 1.5 8.0 0.0: 6.2 1.9
Old : 100.0: 70.2 79.1 22.1 11.1 0.0 0.0 0.0 0.0 1.5 8.0 0.0: 6.2 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 13 . . 0 0 0 0 . . 0:
Old : 29: 17 13 . . 0 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 58.9 72.9 86.8 51.2 57.9 72.9 83.6
Old : 51.2 58.9 72.9 86.8 51.2 57.9 72.9 83.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mm btu :
: : Positions :
All : 181,824: 106,818 99,856 45,698 62,783 8,528 0 3,237 28 8,645 210 999: 11,108 6,183
Old : 181,824: 106,818 99,856 45,698 62,783 8,528 0 3,237 28 8,645 210 999: 11,108 6,183
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 192: 2,255 88 -322 -426 351 0 0 0 0 0 0: -2,092 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 54.9 25.1 34.5 4.7 0.0 1.8 0.0 4.8 0.1 0.5: 6.1 3.4
Old : 100.0: 58.7 54.9 25.1 34.5 4.7 0.0 1.8 0.0 4.8 0.1 0.5: 6.1 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 30 23 4 5 8 0 . . . . .:
Old : 48: 30 23 4 5 8 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 58.2 51.1 70.4 31.6 53.7 46.8 62.4
Old : 34.8 58.2 51.1 70.4 31.6 53.7 46.8 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :mmbtu :
: : Positions :
All : 91,371: 72,752 51,858 5,512 24,650 4,912 0 0 0 0 0 0: 8,195 9,951
Old : 91,371: 72,752 51,858 5,512 24,650 4,912 0 0 0 0 0 0: 8,195 9,951
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -319: -1,966 -366 956 -493 632 0 0 0 0 0 0: 59 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 56.8 6.0 27.0 5.4 0.0 0.0 0.0 0.0 0.0 0.0: 9.0 10.9
Old : 100.0: 79.6 56.8 6.0 27.0 5.4 0.0 0.0 0.0 0.0 0.0 0.0: 9.0 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 14 . 4 . 0 0 0 0 0 0:
Old : 25: 14 14 . 4 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 54.4 72.5 71.7 48.3 50.5 66.6 65.8
Old : 52.3 54.4 72.5 71.7 48.3 50.5 66.6 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mm btu :
: : Positions :
All : 98,106: 55,306 77,725 35,423 13,365 3,360 0 0 0 0 0 0: 4,017 3,656
Old : 98,106: 55,306 77,725 35,423 13,365 3,360 0 0 0 0 0 0: 4,017 3,656
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -363: -366 704 673 -155 -642 0 0 0 0 0 0: -28 -270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 79.2 36.1 13.6 3.4 0.0 0.0 0.0 0.0 0.0 0.0: 4.1 3.7
Old : 100.0: 56.4 79.2 36.1 13.6 3.4 0.0 0.0 0.0 0.0 0.0 0.0: 4.1 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 15 8 . . 0 0 0 0 0 0:
Old : 32: 19 15 8 . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 73.3 66.4 87.9 33.7 67.6 55.9 75.2
Old : 40.9 73.3 66.4 87.9 33.7 67.6 55.9 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV Code-0233D4
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 mm btu :
: : Positions :
All : 9,140: 6,517 8,396 1,178 0 0 0 0 0 868 0 0: 577 744
Old : 9,140: 6,517 8,396 1,178 0 0 0 0 0 868 0 0: 577 744
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 91.9 12.9 0.0 0.0 0.0 0.0 0.0 9.5 0.0 0.0: 6.3 8.1
Old : 100.0: 71.3 91.9 12.9 0.0 0.0 0.0 0.0 0.0 9.5 0.0 0.0: 6.3 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 11 . 0 0 0 0 0 . 0 0:
Old : 20: 9 11 . 0 0 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 64.4 78.4 84.7 47.6 64.4 72.7 81.7
Old : 51.6 64.4 78.4 84.7 47.6 64.4 72.7 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :2500 MM Btus :
: : Positions :
All : 127,781: 90,212 36,344 7,781 80,549 4,196 1,800 0 0 3,666 0 0: 20,126 6,692
Old : 127,781: 90,212 36,344 7,781 80,549 4,196 1,800 0 0 3,666 0 0: 20,126 6,692
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 856: 825 65 -31 732 31 0 0 0 0 0 0: 31 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 28.4 6.1 63.0 3.3 1.4 0.0 0.0 2.9 0.0 0.0: 15.8 5.2
Old : 100.0: 70.6 28.4 6.1 63.0 3.3 1.4 0.0 0.0 2.9 0.0 0.0: 15.8 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 5 . 8 5 . 0 0 . 0 0:
Old : 25: 13 5 . 8 5 . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 77.4 65.9 90.5 50.3 73.5 65.3 86.5
Old : 50.3 77.4 65.9 90.5 50.3 73.5 65.3 86.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 10,000 MMBTU'S) :
: : Positions :
All : 1,221,230: 176,899 302,788 138,000 57,057 118,426 267,108 93,039 268,141 56,147 230,449 125,932: 70,577 25,398
Old : 1,221,230: 176,899 302,788 138,000 57,057 118,426 267,108 93,039 268,141 56,147 230,449 125,932: 70,577 25,398
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 13,152: -4,460 2,874 3,015 386 -1,888 6,845 -3,505 13,017 -851 9,852 -4,564: 2,038 -3,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 24.8 11.3 4.7 9.7 21.9 7.6 22.0 4.6 18.9 10.3: 5.8 2.1
Old : 100.0: 14.5 24.8 11.3 4.7 9.7 21.9 7.6 22.0 4.6 18.9 10.3: 5.8 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 300: 44 37 24 8 23 83 20 59 53 46 69:
Old : 300: 44 37 24 8 23 83 20 59 53 46 69:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 27.1 27.1 43.1 8.6 18.4 13.1 26.9
Old : 16.6 27.1 27.1 43.1 8.6 18.4 13.1 26.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 10,000 MMBTU'S) :
: : Positions :
All : 362,526: 112,372 66,912 9,928 58,855 56,605 9,899 15,312 13,462 131,066 126,471 19,680: 9,514 5,229
Old : 362,526: 112,372 66,912 9,928 58,855 56,605 9,899 15,312 13,462 131,066 126,471 19,680: 9,514 5,229
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 13,942: 1,426 7,434 -5,509 5,006 5,160 3,812 4 509 4,102 -8,915 4,502: -60 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 18.5 2.7 16.2 15.6 2.7 4.2 3.7 36.2 34.9 5.4: 2.6 1.4
Old : 100.0: 31.0 18.5 2.7 16.2 15.6 2.7 4.2 3.7 36.2 34.9 5.4: 2.6 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 91: 28 28 5 10 13 5 6 6 15 14 19:
Old : 91: 28 28 5 10 13 5 6 6 15 14 19:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 44.7 61.8 56.7 49.7 42.6 54.8 50.3
Old : 51.9 44.7 61.8 56.7 49.7 42.6 54.8 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 10,000 MMBTU'S) :
: : Positions :
All : 137,648: 30,477 30,968 43,485 43,487 14,643 12,617 12,177 11,079 7,651 9,641 10,889: 6,807 4,764
Old : 137,648: 30,477 30,968 43,485 43,487 14,643 12,617 12,177 11,079 7,651 9,641 10,889: 6,807 4,764
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 8,190: 3,020 3,860 775 -502 733 4,762 1,759 413 612 4,727 -2,293: 168 -507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 22.5 31.6 31.6 10.6 9.2 8.8 8.0 5.6 7.0 7.9: 4.9 3.5
Old : 100.0: 22.1 22.5 31.6 31.6 10.6 9.2 8.8 8.0 5.6 7.0 7.9: 4.9 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 68: 13 15 13 . 14 10 6 9 7 13 15:
Old : 68: 13 15 13 . 14 10 6 9 7 13 15:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 48.0 41.1 62.0 15.6 38.5 27.3 44.2
Old : 26.7 48.0 41.1 62.0 15.6 38.5 27.3 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES Code-023P02
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 10,000 MMBTU'S) :
: : Positions :
All : 85,076: 3,974 5,499 16,089 7,777 9,825 9,215 770 766 2,359 3,822 2,271: 40,577 54,346
Old : 85,076: 3,974 5,499 16,089 7,777 9,825 9,215 770 766 2,359 3,822 2,271: 40,577 54,346
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 51,624: 1,350 244 5,103 -482 -1,285 6,040 560 -1,964 2,177 438 -207: 40,410 54,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 6.5 18.9 9.1 11.5 10.8 0.9 0.9 2.8 4.5 2.7: 47.7 63.9
Old : 100.0: 4.7 6.5 18.9 9.1 11.5 10.8 0.9 0.9 2.8 4.5 2.7: 47.7 63.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 5 5 5 . 6 5 . . 5 10 8:
Old : 35: 5 5 5 . 6 5 . . 5 10 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 25.7 43.2 30.5 25.3 13.4 30.8 16.0
Old : 32.8 25.7 43.2 30.5 25.3 13.4 30.8 16.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 1,431,302: 369,399 271,650 121,307 846,972 141,636 117,241 7,339 61,707 547,040 41,008 42,137: 30,835 18,853
Old : 1,431,302: 369,399 271,650 121,307 846,972 141,636 117,241 7,339 61,707 547,040 41,008 42,137: 30,835 18,853
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 22,663: 2,049 1,335 46,434 24,786 -27,534 4,486 1,418 2,391 -16,533 8,304 10,984: 386 979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 19.0 8.5 59.2 9.9 8.2 0.5 4.3 38.2 2.9 2.9: 2.2 1.3
Old : 100.0: 25.8 19.0 8.5 59.2 9.9 8.2 0.5 4.3 38.2 2.9 2.9: 2.2 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 88: 36 32 4 14 13 7 . 5 14 5 16:
Old : 88: 36 32 4 14 13 7 . 5 14 5 16:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 36.7 62.4 61.7 45.6 34.1 55.9 57.6
Old : 49.3 36.7 62.4 61.7 45.6 34.1 55.9 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 2,500 MMBTU'S) :
: : Positions :
All : 309,798: 71,431 73,877 176,749 150,870 17,715 12,312 14,113 12,913 8,121 27,488 8,466: 2,091 4,356
Old : 309,798: 71,431 73,877 176,749 150,870 17,715 12,312 14,113 12,913 8,121 27,488 8,466: 2,091 4,356
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 2,767: 75 2,739 1,046 1,696 1,241 89 290 80 508 -1,891 1,244: -1,516 -2,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 23.8 57.1 48.7 5.7 4.0 4.6 4.2 2.6 8.9 2.7: 0.7 1.4
Old : 100.0: 23.1 23.8 57.1 48.7 5.7 4.0 4.6 4.2 2.6 8.9 2.7: 0.7 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 73: 18 20 14 6 13 9 5 10 7 11 13:
Old : 73: 18 20 14 6 13 9 5 10 7 11 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 54.0 52.8 66.9 30.7 51.0 47.1 58.0
Old : 34.9 54.0 52.8 66.9 30.7 51.0 47.1 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 37,873: 34,246 27,193 303 8,409 212 0 0 0 2,776 1,099 144: 192 816
Old : 37,873: 34,246 27,193 303 8,409 212 0 0 0 2,776 1,099 144: 192 816
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 423: 46 -936 0 1,047 124 0 0 0 65 0 8: 180 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.4 71.8 0.8 22.2 0.6 0.0 0.0 0.0 7.3 2.9 0.4: 0.5 2.2
Old : 100.0: 90.4 71.8 0.8 22.2 0.6 0.0 0.0 0.0 7.3 2.9 0.4: 0.5 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 23 20 . 6 . 0 0 0 7 . .:
Old : 47: 23 20 . 6 . 0 0 0 7 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 67.8 80.0 81.7 64.7 64.7 74.1 75.7
Old : 68.0 67.8 80.0 81.7 64.7 64.7 74.1 75.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 138,123: 101,368 108,104 16,060 16,507 5,929 3,109 105 3,258 6,279 2,593 1,426: 694 201
Old : 138,123: 101,368 108,104 16,060 16,507 5,929 3,109 105 3,258 6,279 2,593 1,426: 694 201
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -181: -5,740 -576 5,655 193 -9 0 -10 -145 -18 280 123: -47 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 78.3 11.6 12.0 4.3 2.3 0.1 2.4 4.5 1.9 1.0: 0.5 0.1
Old : 100.0: 73.4 78.3 11.6 12.0 4.3 2.3 0.1 2.4 4.5 1.9 1.0: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 104: 50 51 4 9 9 4 . 4 14 11 11:
Old : 104: 50 51 4 9 9 4 . 4 14 11 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 43.9 53.6 62.1 21.9 37.5 30.8 43.3
Old : 36.6 43.9 53.6 62.1 21.9 37.5 30.8 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 104,545: 71,285 80,967 8,638 6,333 9,292 1,878 2,700 0 13,280 4,058 1: 171 1,194
Old : 104,545: 71,285 80,967 8,638 6,333 9,292 1,878 2,700 0 13,280 4,058 1: 171 1,194
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 1,265: 1,265 -210 -455 975 455 0 0 0 0 0 0: 0 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 77.4 8.3 6.1 8.9 1.8 2.6 0.0 12.7 3.9 0.0: 0.2 1.1
Old : 100.0: 68.2 77.4 8.3 6.1 8.9 1.8 2.6 0.0 12.7 3.9 0.0: 0.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 22 23 4 . 5 . . 0 5 . .:
Old : 46: 22 23 4 . 5 . . 0 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 57.4 76.1 74.0 26.8 25.3 35.8 32.1
Old : 51.8 57.4 76.1 74.0 26.8 25.3 35.8 32.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 38,070: 34,495 29,532 67 5,323 679 155 0 0 1,492 1,185 894: 288 457
Old : 38,070: 34,495 29,532 67 5,323 679 155 0 0 1,492 1,185 894: 288 457
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 2,132: 1,937 1,404 0 637 0 0 0 0 93 -6 112: -10 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.6 77.6 0.2 14.0 1.8 0.4 0.0 0.0 3.9 3.1 2.3: 0.8 1.2
Old : 100.0: 90.6 77.6 0.2 14.0 1.8 0.4 0.0 0.0 3.9 3.1 2.3: 0.8 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 27 29 . 7 5 . 0 0 9 . 5:
Old : 53: 27 29 . 7 5 . 0 0 9 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 43.3 71.1 59.3 32.6 26.7 41.8 36.3
Old : 48.9 43.3 71.1 59.3 32.6 26.7 41.8 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 17,259: 8,757 12,924 4,928 2,879 420 0 0 0 2,962 103 128: 64 805
Old : 17,259: 8,757 12,924 4,928 2,879 420 0 0 0 2,962 103 128: 64 805
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 308: 158 182 0 0 0 0 0 0 120 0 30: 0 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 74.9 28.6 16.7 2.4 0.0 0.0 0.0 17.2 0.6 0.7: 0.4 4.7
Old : 100.0: 50.7 74.9 28.6 16.7 2.4 0.0 0.0 0.0 17.2 0.6 0.7: 0.4 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 24 19 4 4 . 0 0 0 . . .:
Old : 41: 24 19 4 4 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 49.8 70.8 70.3 44.6 39.0 53.0 48.8
Old : 53.2 49.8 70.8 70.3 44.6 39.0 53.0 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T
Disaggregated Commitments of Traders - Futures Only, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 18,061: 16,262 9,717 461 6,982 45 128 0 20 344 481 260: 541 556
Old : 18,061: 16,262 9,717 461 6,982 45 128 0 20 344 481 260: 541 556
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 1,030: 912 382 0 540 0 0 0 0 30 20 29: 59 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.0 53.8 2.6 38.7 0.2 0.7 0.0 0.1 1.9 2.7 1.4: 3.0 3.1
Old : 100.0: 90.0 53.8 2.6 38.7 0.2 0.7 0.0 0.1 1.9 2.7 1.4: 3.0 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 27 18 . 5 . . 0 . . 5 .:
Old : 44: 27 18 . 5 . . 0 . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 58.1 75.6 80.0 31.5 41.9 37.2 46.4
Old : 63.1 58.1 75.6 80.0 31.5 41.9 37.2 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2016