Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 4,808,840 : : Positions : :2,485,623 1,121,169 556,417 2,769,545 211,392 528,339 29,034 259,671 365,197 39,993 355,815 : : : : Changes from: October 25, 2016 : : -89,451 -75,437 25,715 -117,449 610 -14,500 4,046 -4,351 -105,872 3,113 -44,846 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 23.3 11.6 57.6 4.4 11.0 0.6 5.4 7.6 0.8 7.4 : : : : Number of Traders in Each Category Total Traders: 224 : : 116 99 6 21 23 22 6 22 33 12 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 1,464,783 : : Positions : : 263,718 265,417 19,386 89,498 474,942 86,794 9,696 301,925 12,169 19,826 302,661 : : : : Changes from: October 25, 2016 : : -43,325 -57,374 -4,211 18,143 -71,061 1,019 -1,718 -71,551 -15,122 -20,568 -53,481 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.0 18.1 1.3 6.1 32.4 5.9 0.7 20.6 0.8 1.4 20.7 : : : : Number of Traders in Each Category Total Traders: 91 : : 37 34 7 13 20 7 6 13 14 6 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 236,300 : : Positions : : 151,803 211,143 46,121 7,761 8,475 768 0 1,675 7,350 645 2,852 : : : : Changes from: October 25, 2016 : : 6,614 2,369 -1,211 230 -1,024 -220 -310 130 -5,056 -351 1,584 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 89.4 19.5 3.3 3.6 0.3 0.0 0.7 3.1 0.3 1.2 : : : : Number of Traders in Each Category Total Traders: 52 : : 31 27 6 . 5 . 0 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 112,116 : : Positions : : 102,182 84,038 0 21,564 2,939 0 270 0 1,511 266 1,091 : : : : Changes from: October 25, 2016 : : 2,730 1,370 0 284 0 0 0 0 -960 0 276 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 75.0 0.0 19.2 2.6 0.0 0.2 0.0 1.3 0.2 1.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 27 0 5 . 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 172,161 : : Positions : : 133,788 63,760 11,784 79,715 9,836 1,815 586 1,578 0 4,188 454 : : : : Changes from: October 25, 2016 : : 2,498 1,450 3,021 220 -697 121 414 -168 0 2,217 -609 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 37.0 6.8 46.3 5.7 1.1 0.3 0.9 0.0 2.4 0.3 : : : : Number of Traders in Each Category Total Traders: 47 : : 20 23 4 9 7 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 871,463 : : Positions : : 796,143 167,505 18,249 649,659 40,871 0 261 1,949 427 0 0 : : : : Changes from: October 25, 2016 : : -3,803 -1,729 942 -5,699 -1,091 0 -823 -143 -179 0 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 19.2 2.1 74.5 4.7 0.0 0.0 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 38 23 5 9 12 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 382,284 : : Positions : : 323,553 244,034 21,678 96,628 26,941 65 6,000 588 3,338 240 124 : : : : Changes from: October 25, 2016 : : 608 2,970 858 300 1,308 0 1,555 -436 2,557 -397 124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 63.8 5.7 25.3 7.0 0.0 1.6 0.2 0.9 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 29 30 4 8 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 272,098 : : Positions : : 217,617 162,185 15,548 75,664 29,476 0 95 2,310 980 0 894 : : : : Changes from: October 25, 2016 : : 15,042 8,541 -65 2,485 186 -1,156 95 1,040 -1,277 -4 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 59.6 5.7 27.8 10.8 0.0 0.0 0.8 0.4 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 59 : : 34 33 4 9 12 0 . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 93,457 : : Positions : : 84,575 34,944 0 46,096 2,055 1,746 0 747 1,050 300 146 : : : : Changes from: October 25, 2016 : : 1,496 310 0 1,531 0 -363 0 41 595 -420 -483 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 37.4 0.0 49.3 2.2 1.9 0.0 0.8 1.1 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 15 0 9 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 115,006 : : Positions : : 92,896 82,109 8,868 2,332 6,365 0 605 0 0 18,781 790 : : : : Changes from: October 25, 2016 : : 4,889 -778 5,659 0 205 0 56 0 0 7,463 -1,474 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 71.4 7.7 2.0 5.5 0.0 0.5 0.0 0.0 16.3 0.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 21 . . 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 CITYGATE (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Q Open Interest is 24,805 : : Positions : : 20,597 17,230 680 4,381 1,540 0 570 0 0 240 0 : : : : Changes from: October 25, 2016 : : 120 180 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 69.5 2.7 17.7 6.2 0.0 2.3 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 12 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 110,668 : : Positions : : 95,083 16,032 2,352 82,055 2,115 0 971 882 0 4,412 0 : : : : Changes from: October 25, 2016 : : 155 166 856 121 0 0 -6 0 0 367 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 14.5 2.1 74.1 1.9 0.0 0.9 0.8 0.0 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 10 . 7 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 147,380 : : Positions : : 114,254 59,711 24,081 79,716 2,690 0 0 0 0 0 0 : : : : Changes from: October 25, 2016 : : 7,279 4,135 526 3,902 -109 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 40.5 16.3 54.1 1.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 17 4 8 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Y Open Interest is 63,803 : : Positions : : 58,263 29,837 0 29,951 604 0 0 0 0 0 0 : : : : Changes from: October 25, 2016 : : 5,458 2,067 -644 2,530 -332 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 46.8 0.0 46.9 0.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 12 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A2 Open Interest is 14,591 : : Positions : : 11,175 12,889 248 0 62 1,330 0 0 0 0 0 : : : : Changes from: October 25, 2016 : : -60 0 0 0 0 60 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 88.3 1.7 0.0 0.4 9.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . 0 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 431,065 : : Positions : : 305,345 158,465 59,319 219,159 35,646 6,056 1,044 4,228 6,052 1,922 4,562 : : : : Changes from: October 25, 2016 : : -4,978 -641 6,430 6,233 3,271 1,348 -1,271 1,092 2,749 1,712 -1,756 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 36.8 13.8 50.8 8.3 1.4 0.2 1.0 1.4 0.4 1.1 : : : : Number of Traders in Each Category Total Traders: 66 : : 38 32 4 11 10 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 73,630 : : Positions : : 62,063 34,887 0 28,499 1,711 0 1,117 387 566 1,170 841 : : : : Changes from: October 25, 2016 : : -641 -5 0 -183 0 0 -490 36 116 -150 124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 47.4 0.0 38.7 2.3 0.0 1.5 0.5 0.8 1.6 1.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 10 0 7 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A6 Open Interest is 18,294 : : Positions : : 16,171 12,344 362 3,474 0 0 0 0 0 930 0 : : : : Changes from: October 25, 2016 : : 120 120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 67.5 2.0 19.0 0.0 0.0 0.0 0.0 0.0 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 69,811 : : Positions : : 32,050 44,775 27,726 13,312 3,912 1,504 0 1,196 0 1,292 155 : : : : Changes from: October 25, 2016 : : 26 -1,216 -157 214 -31 -30 0 93 0 782 -473 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.9 64.1 39.7 19.1 5.6 2.2 0.0 1.7 0.0 1.9 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 10 6 . 6 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 115,629 : : Positions : : 69,656 97,686 19,063 3,482 5,970 13,492 6,030 510 5,040 720 0 : : : : Changes from: October 25, 2016 : : 4,500 15,478 -1,392 -554 2,471 7,090 -2,040 510 1,710 210 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 84.5 16.5 3.0 5.2 11.7 5.2 0.4 4.4 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 18 28 6 . 6 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 133,477 : : Positions : : 78,746 97,611 10,618 2,283 11,008 24,962 12,292 510 5,245 6,503 936 : : : : Changes from: October 25, 2016 : : 6,990 15,249 -1,469 1,075 1,738 7,090 -2,040 510 1,915 289 161 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 73.1 8.0 1.7 8.2 18.7 9.2 0.4 3.9 4.9 0.7 : : : : Number of Traders in Each Category Total Traders: 73 : : 30 36 6 . 4 4 . . 4 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 51,705 : : Positions : : 48,604 48,294 1,557 272 0 0 0 0 692 0 0 : : : : Changes from: October 25, 2016 : : -749 -690 0 0 0 0 0 0 90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 93.4 3.0 0.5 0.0 0.0 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 21 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 239,285 : : Positions : : 196,496 176,382 28,475 42,995 8,249 220 0 1,044 0 0 0 : : : : Changes from: October 25, 2016 : : 10,383 6,293 -3,037 698 4,306 220 -323 -54 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 73.7 11.9 18.0 3.4 0.1 0.0 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 32 29 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233AW Open Interest is 28,865 : : Positions : : 24,175 24,381 1,856 0 0 0 0 0 0 811 840 : : : : Changes from: October 25, 2016 : : 455 544 0 0 0 0 0 0 0 -150 330 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 84.5 6.4 0.0 0.0 0.0 0.0 0.0 0.0 2.8 2.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 17 . 0 0 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 64,383 : : Positions : : 40,714 54,907 9,499 137 2,370 295 0 1,008 3,122 210 0 : : : : Changes from: October 25, 2016 : : 1,709 2,824 0 0 0 295 -96 96 508 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 85.3 14.8 0.2 3.7 0.5 0.0 1.6 4.8 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 13 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 85,745 : : Positions : : 73,287 53,352 4,463 17,144 3,242 0 2,910 895 0 1,050 0 : : : : Changes from: October 25, 2016 : : -362 1,411 1,633 0 248 0 277 -216 0 90 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 62.2 5.2 20.0 3.8 0.0 3.4 1.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 15 18 . 5 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 130,384 : : Positions : : 86,320 121,377 25,725 2,525 568 4,875 0 87 4,026 598 31 : : : : Changes from: October 25, 2016 : : 264 1,888 1,430 0 0 584 0 -516 90 598 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 93.1 19.7 1.9 0.4 3.7 0.0 0.1 3.1 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 13 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BC Open Interest is 93,064 : : Positions : : 62,138 87,503 22,679 0 649 0 0 0 0 0 0 : : : : Changes from: October 25, 2016 : : 1,158 1,061 -306 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 94.0 24.4 0.0 0.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 14 6 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 115,519 : : Positions : : 106,849 101,013 0 10,767 2,286 0 0 0 2,170 0 0 : : : : Changes from: October 25, 2016 : : 4,326 4,411 0 1,040 0 0 0 0 1,153 0 -37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 87.4 0.0 9.3 2.0 0.0 0.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 15 0 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 132,884 : : Positions : : 101,071 69,780 10,547 39,387 5,683 0 1,201 858 0 5,446 127 : : : : Changes from: October 25, 2016 : : 4,946 -99 586 4,321 -629 0 200 -12 0 1,662 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 52.5 7.9 29.6 4.3 0.0 0.9 0.6 0.0 4.1 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 19 . 4 6 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 40,918 : : Positions : : 28,369 37,594 5,126 2,928 93 0 0 0 4,456 0 0 : : : : Changes from: October 25, 2016 : : -221 120 0 27 93 0 0 0 248 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 91.9 12.5 7.2 0.2 0.0 0.0 0.0 10.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 15 . . . 0 0 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 34,739 : : Positions : : 24,345 33,943 8,568 0 0 0 0 0 633 0 0 : : : : Changes from: October 25, 2016 : : 361 601 0 0 0 0 0 0 633 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 97.7 24.7 0.0 0.0 0.0 0.0 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 11 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 193,597 : : Positions : : 143,847 115,998 13,982 54,598 10,828 28 3,758 688 12,875 1,860 1,094 : : : : Changes from: October 25, 2016 : : 4,002 2,627 489 6,832 1,189 -155 703 227 4,085 155 494 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 59.9 7.2 28.2 5.6 0.0 1.9 0.4 6.7 1.0 0.6 : : : : Number of Traders in Each Category Total Traders: 59 : : 34 27 . 5 8 . . . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 98,819 : : Positions : : 77,893 57,951 5,782 29,221 5,696 3,110 0 0 0 0 0 : : : : Changes from: October 25, 2016 : : 2,256 1,626 64 29 302 -428 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 58.6 5.9 29.6 5.8 3.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 16 . 5 5 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 83,220 : : Positions : : 46,413 60,776 32,237 16,642 1,577 0 0 0 0 0 0 : : : : Changes from: October 25, 2016 : : 766 2,142 490 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 73.0 38.7 20.0 1.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 13 8 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 123,944 : : Positions : : 92,150 45,816 7,415 69,132 4,848 2,566 0 0 3,622 0 0 : : : : Changes from: October 25, 2016 : : 435 1,052 427 -1,863 -669 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 37.0 6.0 55.8 3.9 2.1 0.0 0.0 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 8 . 8 5 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 1,178,858 : : Positions : : 154,675 211,674 148,083 62,933 100,069 255,007 182,055 255,271 46,579 188,288 141,417 : : : : Changes from: October 25, 2016 : : 14,380 -8,805 22,130 -9,095 7,139 -31,547 32,530 1,069 -10,264 -24,845 3,453 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.1 18.0 12.6 5.3 8.5 21.6 15.4 21.7 4.0 16.0 12.0 : : : : Number of Traders in Each Category Total Traders: 347 : : 42 36 23 10 25 71 64 82 72 52 89 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #02365U Open Interest is 642,128 : : Positions : : 146,111 143,298 63,284 89,013 203,666 28,750 14,578 68,117 8,827 4,256 116,398 : : : : Changes from: October 25, 2016 : : -22,312 -46,428 -19,175 -7,001 -23,198 -1,759 -9,242 -23,660 -21,522 -2,376 -24,532 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.8 22.3 9.9 13.9 31.7 4.5 2.3 10.6 1.4 0.7 18.1 : : : : Number of Traders in Each Category Total Traders: 135 : : 37 34 5 16 21 29 12 34 22 12 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 289,150 : : Positions : : 68,482 38,753 21,104 36,804 41,662 3,430 16,193 14,105 110,532 112,603 18,682 : : : : Changes from: October 25, 2016 : : -1,267 -6,715 1,488 -2,336 -6,261 -303 2,024 -3,349 -4,906 2,390 -9,493 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.7 13.4 7.3 12.7 14.4 1.2 5.6 4.9 38.2 38.9 6.5 : : : : Number of Traders in Each Category Total Traders: 67 : : 17 22 . 9 12 . 6 6 10 13 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 108,959 : : Positions : : 22,507 27,349 31,796 32,809 17,917 5,859 3,780 6,948 6,978 6,235 10,879 : : : : Changes from: October 25, 2016 : : -13,773 -8 -6,728 -12,231 -519 -2,087 -5,164 1,058 -7,370 -11,821 -3,694 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.7 25.1 29.2 30.1 16.4 5.4 3.5 6.4 6.4 5.7 10.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 16 17 10 7 15 5 . 6 8 5 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 145,502 : : Positions : : 14,922 13,234 3,940 6,385 79,452 3,252 2,618 20,293 2,199 2,244 21,115 : : : : Changes from: October 25, 2016 : : -3,347 -4,839 -2,329 -751 -13,153 994 -2,911 -3,417 -3,132 912 -10,606 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.3 9.1 2.7 4.4 54.6 2.2 1.8 13.9 1.5 1.5 14.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 5 5 . 5 8 6 4 9 5 6 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 1,358,107 : : Positions : : 373,573 218,494 80,034 819,473 163,939 100,289 7,630 57,994 516,010 37,768 32,917 : : : : Changes from: October 25, 2016 : : -9,451 3,665 -5,527 -26,987 -72 3,946 -3,973 -915 -23,377 -7,048 -211 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.5 16.1 5.9 60.3 12.1 7.4 0.6 4.3 38.0 2.8 2.4 : : : : Number of Traders in Each Category Total Traders: 86 : : 36 31 4 14 13 5 . 4 16 . 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 284,103 : : Positions : : 59,057 58,124 169,859 141,551 19,535 10,577 13,526 10,987 4,939 27,836 8,775 : : : : Changes from: October 25, 2016 : : -10,724 -3,020 728 1,493 -2,468 6,873 -821 -2,605 2,059 1,484 -3,528 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.8 20.5 59.8 49.8 6.9 3.7 4.8 3.9 1.7 9.8 3.1 : : : : Number of Traders in Each Category Total Traders: 72 : : 16 19 14 5 15 7 9 10 5 11 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 28,015 : : Positions : : 27,205 20,428 52 5,718 96 0 0 0 445 936 194 : : : : Changes from: October 25, 2016 : : 1,165 2,298 52 -1,106 -52 0 0 0 -98 -38 -92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.1 72.9 0.2 20.4 0.3 0.0 0.0 0.0 1.6 3.3 0.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 17 . 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 140,664 : : Positions : : 111,003 112,445 9,642 15,847 4,894 4,361 82 3,314 5,258 1,921 1,522 : : : : Changes from: October 25, 2016 : : 3,101 3,143 -679 175 -43 0 0 0 1,114 203 338 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 79.9 6.9 11.3 3.5 3.1 0.1 2.4 3.7 1.4 1.1 : : : : Number of Traders in Each Category Total Traders: 95 : : 52 50 4 7 8 5 . . 10 9 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 94,681 : : Positions : : 65,369 72,213 8,081 5,471 8,350 1,816 3,912 14 11,040 4,094 1 : : : : Changes from: October 25, 2016 : : -3,350 -1,716 1,173 -273 -964 208 -276 14 -5 -101 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 76.3 8.5 5.8 8.8 1.9 4.1 0.0 11.7 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 24 . . 4 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 32,558 : : Positions : : 28,186 27,438 220 1,983 1,033 310 0 0 2,084 995 540 : : : : Changes from: October 25, 2016 : : -3,851 -3,183 -311 -188 -146 -155 0 0 556 -340 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 84.3 0.7 6.1 3.2 1.0 0.0 0.0 6.4 3.1 1.7 : : : : Number of Traders in Each Category Total Traders: 54 : : 27 29 . 6 5 . 0 0 10 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 14,583 : : Positions : : 6,526 11,369 5,324 1,988 267 0 0 0 2,142 108 107 : : : : Changes from: October 25, 2016 : : -1,268 -1,930 -400 -287 -36 0 0 0 -436 14 -59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 78.0 36.5 13.6 1.8 0.0 0.0 0.0 14.7 0.7 0.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 19 . 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 15,537 : : Positions : : 13,356 7,546 463 6,794 67 106 40 15 326 251 294 : : : : Changes from: October 25, 2016 : : -875 -713 -69 -592 0 -21 0 0 -44 67 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 48.6 3.0 43.7 0.4 0.7 0.3 0.1 2.1 1.6 1.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 15 . 4 . . . . . . . : ----------------------------------------------------------------------------------------------------------------
Updated November 4, 2016