Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #023391 Open Interest is 4,889,458 : : Positions : :2,467,328 1,183,544 579,936 2,861,386 206,385 468,671 23,116 265,373 535,462 4,567 331,449 : : : : Changes from: November 29, 2016 : : 152,525 96,540 8,836 152,219 7,625 25,401 -4,281 15,422 52,470 -1,301 12,737 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 24.2 11.9 58.5 4.2 9.6 0.5 5.4 11.0 0.1 6.8 : : : : Number of Traders in Each Category Total Traders: 220 : : 116 103 7 20 20 18 5 19 38 7 38 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #023392 Open Interest is 214,638 : : Positions : : 27,379 46,635 56,384 36,840 30,991 3,415 70,416 3,459 80,263 15,034 10,693 : : : : Changes from: November 29, 2016 : : 232 1,042 621 1,115 584 1,592 22,678 -2,389 19,180 -3,332 5,271 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.8 21.7 26.3 17.2 14.4 1.6 32.8 1.6 37.4 7.0 5.0 : : : : Number of Traders in Each Category Total Traders: 62 : : 13 13 12 6 13 . 7 6 11 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023393 Open Interest is 198,481 : : Positions : : 127,540 176,281 36,776 7,880 7,483 568 465 390 2,518 538 191 : : : : Changes from: November 29, 2016 : : -6,144 -17,736 -3,258 517 -346 62 0 -465 -5,477 538 161 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 88.8 18.5 4.0 3.8 0.3 0.2 0.2 1.3 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 23 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 109,708 : : Positions : : 103,202 82,128 590 21,164 2,687 0 0 0 134 0 248 : : : : Changes from: November 29, 2016 : : -11,161 -8,433 589 -4,142 -842 0 0 0 -1,262 -292 -124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 74.9 0.5 19.3 2.4 0.0 0.0 0.0 0.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 25 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023395 Open Interest is 146,200 : : Positions : : 115,192 57,642 6,676 70,741 7,077 858 0 1,475 0 1,645 242 : : : : Changes from: November 29, 2016 : : -12,708 -10,920 -4,227 -6,719 -601 -231 -1,015 123 -973 478 -525 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 39.4 4.6 48.4 4.8 0.6 0.0 1.0 0.0 1.1 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 19 19 . 9 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AECO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023396 Open Interest is 867,002 : : Positions : : 780,520 159,153 23,313 657,459 41,551 451 483 1,938 2 64 1,431 : : : : Changes from: November 29, 2016 : : -9,885 -5,722 4,268 1,771 -1,919 451 -644 -236 -215 -317 521 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 18.4 2.7 75.8 4.8 0.1 0.1 0.2 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 55 : : 35 22 4 9 11 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023397 Open Interest is 359,477 : : Positions : : 289,829 228,048 19,739 85,490 34,664 573 1,645 1,158 5,647 0 0 : : : : Changes from: November 29, 2016 : : -12,392 -15,606 -8,654 -1,977 5,159 -285 -1,768 13 286 -279 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 63.4 5.5 23.8 9.6 0.2 0.5 0.3 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 29 31 . 9 6 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HSC FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023398 Open Interest is 265,583 : : Positions : : 204,975 161,178 22,268 72,422 24,730 0 55 1,313 0 0 0 : : : : Changes from: November 29, 2016 : : -15,252 -13,684 1,750 1,218 -3,547 -50 55 -126 0 -648 -749 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 60.7 8.4 27.3 9.3 0.0 0.0 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 23 5 8 10 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023399 Open Interest is 104,013 : : Positions : : 97,770 36,210 0 48,838 2,092 0 1,710 1,158 340 0 248 : : : : Changes from: November 29, 2016 : : -2,399 -6,770 -143 1,520 89 0 1,250 -160 -123 -496 -91 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 34.8 0.0 47.0 2.0 0.0 1.6 1.1 0.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 12 0 8 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339E Open Interest is 103,037 : : Positions : : 82,373 77,386 3,894 1,612 6,904 0 1,894 120 3,130 8,840 247 : : : : Changes from: November 29, 2016 : : -8,881 -1,966 -1,819 -30 -409 0 1,894 120 93 -9,039 -91 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 75.1 3.8 1.6 6.7 0.0 1.8 0.1 3.0 8.6 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 18 . . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339U Open Interest is 96,490 : : Positions : : 80,026 15,526 3,647 75,281 865 918 0 282 0 819 0 : : : : Changes from: November 29, 2016 : : -11,378 -2,401 992 -4,101 -304 -196 0 -256 0 -2,577 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 16.1 3.8 78.0 0.9 1.0 0.0 0.3 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 9 . 7 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #02339W Open Interest is 152,296 : : Positions : : 105,126 75,273 36,265 67,200 4,549 0 0 0 0 0 0 : : : : Changes from: November 29, 2016 : : -6,508 1,670 4,123 -2,519 -1,777 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 49.4 23.8 44.1 3.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 12 5 6 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A3 Open Interest is 422,055 : : Positions : : 308,069 156,697 61,772 221,594 26,208 7,440 3,852 93 6,102 0 830 : : : : Changes from: November 29, 2016 : : -9,417 -14,920 252 -2,463 -5,946 -505 3,852 -465 -4,203 -1,588 138 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 37.1 14.6 52.5 6.2 1.8 0.9 0.0 1.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 62 : : 40 29 . 9 8 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A5 Open Interest is 70,324 : : Positions : : 52,380 23,728 0 31,882 5,654 0 231 1,196 264 802 294 : : : : Changes from: November 29, 2016 : : -8,466 -8,462 0 788 1,390 -1,094 231 389 264 -188 -278 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 33.7 0.0 45.3 8.0 0.0 0.3 1.7 0.4 1.1 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 9 0 6 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A8 Open Interest is 65,701 : : Positions : : 29,380 43,559 25,475 11,758 4,644 726 0 1,126 0 382 279 : : : : Changes from: November 29, 2016 : : -319 336 -2,167 -3,009 710 726 0 1,126 -571 382 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.7 66.3 38.8 17.9 7.1 1.1 0.0 1.7 0.0 0.6 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 8 5 . 6 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AG Open Interest is 88,211 : : Positions : : 52,749 54,113 8,750 15,044 8,862 15,940 6,200 0 0 0 0 : : : : Changes from: November 29, 2016 : : -13,206 -32,878 -2,438 279 -2,964 -19,499 2,108 0 -1,178 -6,386 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 61.3 9.9 17.1 10.0 18.1 7.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 10 . 4 4 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AH Open Interest is 88,327 : : Positions : : 35,140 57,155 8,167 11,082 2,792 34,199 4,092 6,200 1,178 6,386 0 : : : : Changes from: November 29, 2016 : : -35,045 -42,016 -3,164 372 -1,396 1,220 240 -580 -3,397 348 -1,643 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 64.7 9.2 12.5 3.2 38.7 4.6 7.0 1.3 7.2 0.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 17 28 4 . . 4 . . . 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AM Open Interest is 35,376 : : Positions : : 30,885 32,936 3,468 0 0 0 0 0 279 0 0 : : : : Changes from: November 29, 2016 : : -15,810 -16,578 320 -334 0 0 0 0 -816 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 93.1 9.8 0.0 0.0 0.0 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 19 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AQ Open Interest is 245,983 : : Positions : : 196,562 165,526 18,425 43,604 24,387 0 311 625 0 0 0 : : : : Changes from: November 29, 2016 : : -11,059 -8,143 259 -703 5,381 0 -253 41 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 67.3 7.5 17.7 9.9 0.0 0.1 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 29 28 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AY Open Interest is 75,749 : : Positions : : 53,809 62,326 5,808 3,859 4,203 442 0 483 1,623 0 0 : : : : Changes from: November 29, 2016 : : 2,423 4,516 -1,710 202 -171 442 -670 -301 119 0 -305 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 82.3 7.7 5.1 5.5 0.6 0.0 0.6 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 12 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233B1 Open Interest is 79,111 : : Positions : : 67,590 53,222 3,725 12,621 2,736 0 2,493 564 219 0 168 : : : : Changes from: November 29, 2016 : : -2,618 -656 -626 -3,443 -1,006 0 -20 -208 219 -1,487 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 67.3 4.7 16.0 3.5 0.0 3.2 0.7 0.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 15 . 4 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BB Open Interest is 126,187 : : Positions : : 80,434 115,791 30,273 2,556 655 1,052 262 909 3,694 0 0 : : : : Changes from: November 29, 2016 : : -2,421 -3,759 32 91 -94 -186 123 -123 -496 -127 -121 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 91.8 24.0 2.0 0.5 0.8 0.2 0.7 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BH Open Interest is 108,774 : : Positions : : 92,295 93,766 3,143 8,392 5,315 0 0 0 1,664 0 155 : : : : Changes from: November 29, 2016 : : -11,049 -7,455 341 -506 -18 0 0 0 -747 0 155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 86.2 2.9 7.7 4.9 0.0 0.0 0.0 1.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 16 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BL Open Interest is 132,356 : : Positions : : 99,336 61,613 8,776 50,372 6,469 0 802 1,571 0 1,062 0 : : : : Changes from: November 29, 2016 : : -12,842 -8,122 -690 -1,470 -802 -1,538 802 59 -682 -3,057 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 46.6 6.6 38.1 4.9 0.0 0.6 1.2 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 14 . 5 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BW Open Interest is 20,073 : : Positions : : 12,750 19,549 2,711 0 0 403 0 0 1,588 0 0 : : : : Changes from: November 29, 2016 : : -11,007 -12,406 -90 -510 -930 0 0 0 -2,000 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 97.4 13.5 0.0 0.0 2.0 0.0 0.0 7.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 10 . 0 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233CG Open Interest is 23,533 : : Positions : : 16,437 19,782 5,651 930 0 0 0 0 403 2,108 0 : : : : Changes from: November 29, 2016 : : -4,684 -6,812 -1,410 360 -360 0 0 0 -633 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 84.1 24.0 4.0 0.0 0.0 0.0 0.0 1.7 9.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 11 . . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CH Open Interest is 183,138 : : Positions : : 127,400 94,417 16,951 62,305 14,528 0 1,482 1,030 10,003 605 631 : : : : Changes from: November 29, 2016 : : -11,800 -4,156 2,567 -1,073 -243 0 -790 108 -2,513 -2,108 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 51.6 9.3 34.0 7.9 0.0 0.8 0.6 5.5 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 47 : : 26 22 4 5 8 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233CU Open Interest is 88,924 : : Positions : : 70,589 50,987 6,387 25,344 3,314 0 0 0 0 0 0 : : : : Changes from: November 29, 2016 : : -3,642 -2,169 747 -117 -1,049 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 57.3 7.2 28.5 3.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CW Open Interest is 93,264 : : Positions : : 53,218 70,691 32,833 15,232 2,351 0 0 0 0 0 0 : : : : Changes from: November 29, 2016 : : -3,730 -1,713 249 -1,956 -217 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 75.8 35.2 16.3 2.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 12 8 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV 2500 MM Btus : CFTC Code #0233DR Open Interest is 124,086 : : Positions : : 88,431 35,214 7,760 77,328 3,923 1,800 0 0 2,947 0 0 : : : : Changes from: November 29, 2016 : : -4,911 -5,008 -139 1,158 -60 -186 0 0 -378 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 28.4 6.3 62.3 3.2 1.5 0.0 0.0 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 5 . 8 5 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 1,200,726 : : Positions : : 179,864 241,959 151,712 60,056 112,955 240,190 139,083 263,405 51,359 220,011 131,958 : : : : Changes from: November 29, 2016 : : 32,500 33,247 -18,184 3,836 -1,987 9,708 -37,844 6,174 -5,882 31,539 19,390 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.0 20.2 12.6 5.0 9.4 20.0 11.6 21.9 4.3 18.3 11.0 : : : : Number of Traders in Each Category Total Traders: 319 : : 48 38 22 9 21 79 33 71 59 48 70 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A55 Open Interest is 306,524 : : Positions : : 73,629 45,283 22,675 39,852 48,956 3,661 13,559 16,517 113,640 117,983 19,151 : : : : Changes from: November 29, 2016 : : -953 12,279 115 -510 6,451 527 -778 -1,224 8,408 -2,747 -202 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.0 14.8 7.4 13.0 16.0 1.2 4.4 5.4 37.1 38.5 6.2 : : : : Number of Traders in Each Category Total Traders: 74 : : 20 23 5 9 13 . 4 6 14 13 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A56 Open Interest is 110,584 : : Positions : : 19,701 23,138 41,241 36,189 12,887 6,222 6,717 9,666 5,616 8,102 8,153 : : : : Changes from: November 29, 2016 : : -2,799 174 1,568 65 -271 541 436 910 390 -2,406 1,526 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.8 20.9 37.3 32.7 11.7 5.6 6.1 8.7 5.1 7.3 7.4 : : : : Number of Traders in Each Category Total Traders: 58 : : 13 13 14 . 14 8 6 7 5 9 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES (Contracts of 10,000 MMBTU'S) : CFTC Code #023P02 Open Interest is 31,503 : : Positions : : 2,609 5,080 10,940 8,977 8,982 4,225 21 2,333 0 3,837 2,179 : : : : Changes from: November 29, 2016 : : 173 140 2,621 1,526 -870 823 -42 -326 -243 1,750 -426 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.3 16.1 34.7 28.5 28.5 13.4 0.1 7.4 0.0 12.2 6.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 5 5 5 . 5 5 . 4 0 12 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 1,364,018 : : Positions : : 373,903 247,937 75,513 806,636 169,748 106,625 6,038 55,566 524,655 32,985 27,738 : : : : Changes from: November 29, 2016 : : -3,221 10,825 -6,245 6,710 7,022 -1,323 0 12,107 28,794 2,313 2,444 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.4 18.2 5.5 59.1 12.4 7.8 0.4 4.1 38.5 2.4 2.0 : : : : Number of Traders in Each Category Total Traders: 85 : : 35 32 4 14 13 6 . 4 14 5 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 297,504 : : Positions : : 65,417 63,633 176,260 151,431 16,186 9,607 11,658 12,624 7,121 31,680 6,887 : : : : Changes from: November 29, 2016 : : 2,452 2,116 4,839 -3,348 964 -447 214 2,755 -1,173 1,502 1,065 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.0 21.4 59.2 50.9 5.4 3.2 3.9 4.2 2.4 10.6 2.3 : : : : Number of Traders in Each Category Total Traders: 72 : : 14 19 14 6 13 10 4 10 7 11 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665G Open Interest is 33,708 : : Positions : : 30,877 25,515 303 6,308 88 0 0 0 2,378 1,099 62 : : : : Changes from: November 29, 2016 : : -5,413 -4,774 76 -550 0 0 0 0 349 163 -176 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 75.7 0.9 18.7 0.3 0.0 0.0 0.0 7.1 3.3 0.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 21 . 5 . 0 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 136,758 : : Positions : : 106,925 108,176 9,251 15,959 5,669 3,130 85 3,652 6,405 1,893 996 : : : : Changes from: November 29, 2016 : : -1,618 -4,574 -2,293 610 333 -360 -5 75 81 38 -483 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 79.1 6.8 11.7 4.1 2.3 0.1 2.7 4.7 1.4 0.7 : : : : Number of Traders in Each Category Total Traders: 100 : : 48 48 4 8 9 5 . 4 14 10 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 102,842 : : Positions : : 69,230 82,118 10,059 4,188 8,628 1,974 2,700 0 12,860 4,058 1 : : : : Changes from: November 29, 2016 : : -2,230 -2,477 -377 -33 136 7 -216 -7 55 -136 -300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 79.8 9.8 4.1 8.4 1.9 2.6 0.0 12.5 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 23 4 . 5 . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 33,182 : : Positions : : 29,825 26,248 67 3,930 800 155 0 0 1,483 1,185 557 : : : : Changes from: November 29, 2016 : : -2,872 -4,758 -158 1,510 -305 -155 0 0 -257 190 -133 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 79.1 0.2 11.8 2.4 0.5 0.0 0.0 4.5 3.6 1.7 : : : : Number of Traders in Each Category Total Traders: 52 : : 28 28 . 7 5 . 0 0 8 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 16,050 : : Positions : : 7,793 12,069 4,928 2,671 420 0 0 0 2,492 103 98 : : : : Changes from: November 29, 2016 : : -5 -787 -391 428 188 0 0 0 -320 -5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.6 75.2 30.7 16.6 2.6 0.0 0.0 0.0 15.5 0.6 0.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 21 4 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665T Open Interest is 16,385 : : Positions : : 14,564 8,602 461 6,488 45 128 0 20 355 448 285 : : : : Changes from: November 29, 2016 : : -1,197 -643 23 -426 -40 22 -40 5 19 -52 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 52.5 2.8 39.6 0.3 0.8 0.0 0.1 2.2 2.7 1.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 17 . 5 . . 0 . . 4 . : ----------------------------------------------------------------------------------------------------------------
Updated December 9, 2016