Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 5,286,461 : : Positions : :2,680,698 1,254,707 588,345 3,103,563 196,250 515,739 8,319 325,035 564,560 2,979 377,549 : : : : Changes from: December 20, 2016 : : 99,053 21,423 -468 82,472 -3,729 -6,615 -2,591 41,368 12,343 1,638 35,736 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 23.7 11.1 58.7 3.7 9.8 0.2 6.1 10.7 0.1 7.1 : : : : Number of Traders in Each Category Total Traders: 223 : : 116 106 8 20 20 18 5 17 42 5 38 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 1,754,116 : : Positions : : 254,733 248,303 17,048 60,371 551,946 91,432 5,677 408,391 11,875 70,248 332,047 : : : : Changes from: December 20, 2016 : : 3,700 -3,708 -5,485 -21,201 27,625 -15,716 -5,209 43,615 -14,626 6,172 -8,340 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.5 14.2 1.0 3.4 31.5 5.2 0.3 23.3 0.7 4.0 18.9 : : : : Number of Traders in Each Category Total Traders: 96 : : 40 33 8 11 19 8 4 11 12 12 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 197,167 : : Positions : : 123,705 173,459 36,785 8,015 8,929 568 0 390 4,037 0 30 : : : : Changes from: December 20, 2016 : : -4,165 -3,810 -288 276 34 0 0 0 595 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 88.0 18.7 4.1 4.5 0.3 0.0 0.2 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 27 23 4 . 4 . 0 . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 107,656 : : Positions : : 99,027 77,514 450 21,108 3,202 0 0 0 879 0 4 : : : : Changes from: December 20, 2016 : : -2,550 -3,541 0 -1,162 685 0 0 0 41 0 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 72.0 0.4 19.6 3.0 0.0 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 24 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 144,289 : : Positions : : 108,334 60,097 9,059 69,097 7,498 0 431 986 0 649 620 : : : : Changes from: December 20, 2016 : : -2,906 -1,201 2,508 -1,189 -1,412 0 344 -365 -577 649 144 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 41.7 6.3 47.9 5.2 0.0 0.3 0.7 0.0 0.4 0.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 19 4 8 5 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 912,636 : : Positions : : 823,696 153,998 22,903 706,011 44,200 0 683 1,232 17 56 2,373 : : : : Changes from: December 20, 2016 : : 16,748 -3,915 398 21,451 392 0 -243 367 -250 0 -59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 16.9 2.5 77.4 4.8 0.0 0.1 0.1 0.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 56 : : 37 23 4 9 11 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 372,671 : : Positions : : 293,902 236,575 16,240 82,604 43,790 0 1,512 1,282 8,257 0 149 : : : : Changes from: December 20, 2016 : : -4,427 1,845 0 -1,102 168 0 -1,266 434 2,610 0 149 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 63.5 4.4 22.2 11.8 0.0 0.4 0.3 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 62 : : 28 31 . 10 6 0 . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 277,476 : : Positions : : 215,788 173,903 23,171 72,306 25,560 0 171 1,253 1,567 0 0 : : : : Changes from: December 20, 2016 : : 3,924 4,723 279 209 60 -163 171 43 1,350 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 62.7 8.4 26.1 9.2 0.0 0.1 0.5 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 24 26 5 8 10 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 112,083 : : Positions : : 99,952 39,640 105 57,107 4,767 392 0 1,161 420 0 496 : : : : Changes from: December 20, 2016 : : -900 1,039 65 1,717 638 392 -219 -169 279 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 35.4 0.1 51.0 4.3 0.3 0.0 1.0 0.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 15 . 9 6 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 104,993 : : Positions : : 81,445 84,614 9,189 1,518 5,485 0 2,388 30 2,348 3,635 1,297 : : : : Changes from: December 20, 2016 : : 537 2,863 812 0 -617 0 487 -90 0 -686 77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 80.6 8.8 1.4 5.2 0.0 2.3 0.0 2.2 3.5 1.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 18 4 . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 28,741 : : Positions : : 24,125 23,390 1,643 2,933 527 0 725 236 0 279 0 : : : : Changes from: December 20, 2016 : : 2,607 3,844 930 410 62 0 -484 236 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 81.4 5.7 10.2 1.8 0.0 2.5 0.8 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 9 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 100,817 : : Positions : : 87,291 17,186 1,997 75,791 1,169 755 0 297 0 1,469 0 : : : : Changes from: December 20, 2016 : : 2,351 1,916 62 -124 0 28 0 0 0 -674 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 17.0 2.0 75.2 1.2 0.7 0.0 0.3 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 10 . 7 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 160,035 : : Positions : : 111,443 79,013 36,546 72,483 6,813 0 0 0 0 0 0 : : : : Changes from: December 20, 2016 : : 5,567 2,278 -389 4,205 2,004 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 49.4 22.8 45.3 4.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 15 5 8 7 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 56,196 : : Positions : : 51,807 24,632 0 26,960 360 0 0 0 0 0 0 : : : : Changes from: December 20, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 43.8 0.0 48.0 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 10 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 16,840 : : Positions : : 8,479 14,924 0 682 0 3,100 0 0 3,906 0 0 : : : : Changes from: December 20, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 88.6 0.0 4.0 0.0 18.4 0.0 0.0 23.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 13 0 . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 428,625 : : Positions : : 322,188 157,667 65,197 225,475 28,322 2,848 2,825 304 210 58 490 : : : : Changes from: December 20, 2016 : : -5,169 -3,205 1,337 -1,654 28 140 -661 -261 -1,142 -31 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 36.8 15.2 52.6 6.6 0.7 0.7 0.1 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 62 : : 42 27 . 9 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 89,673 : : Positions : : 73,276 29,671 0 41,380 6,520 0 369 1,181 0 2,265 62 : : : : Changes from: December 20, 2016 : : 2,013 93 0 1,393 -14 0 -428 108 0 673 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 33.1 0.0 46.1 7.3 0.0 0.4 1.3 0.0 2.5 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 10 0 6 6 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 70,987 : : Positions : : 32,646 48,989 25,773 10,902 4,675 691 0 1,177 8 0 332 : : : : Changes from: December 20, 2016 : : 519 339 307 -642 31 -399 0 12 -190 0 127 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 69.0 36.3 15.4 6.6 1.0 0.0 1.7 0.0 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 8 5 . 6 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 115,842 : : Positions : : 67,097 74,682 9,533 18,154 12,015 22,153 6,200 0 2,852 2,232 0 : : : : Changes from: December 20, 2016 : : 2,666 12,590 3,565 980 279 6,120 0 0 2,542 2,232 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 64.5 8.2 15.7 10.4 19.1 5.4 0.0 2.5 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 15 20 4 4 6 . . 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 114,522 : : Positions : : 45,612 78,666 13,469 12,138 3,785 39,411 2,852 7,440 4,092 8,618 0 : : : : Changes from: December 20, 2016 : : 3,968 14,512 4,495 279 -620 5,119 -1,240 1,240 2,542 2,232 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 68.7 11.8 10.6 3.3 34.4 2.5 6.5 3.6 7.5 0.0 : : : : Number of Traders in Each Category Total Traders: 66 : : 23 33 4 4 4 4 . . . 6 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 56,531 : : Positions : : 50,105 54,060 4,597 0 279 0 0 0 806 0 0 : : : : Changes from: December 20, 2016 : : 10,774 11,576 337 0 279 0 0 0 124 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 95.6 8.1 0.0 0.5 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 22 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 249,167 : : Positions : : 204,210 171,191 20,884 46,330 19,267 0 667 486 0 0 0 : : : : Changes from: December 20, 2016 : : 1,565 1,736 529 -486 -1,311 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 68.7 8.4 18.6 7.7 0.0 0.3 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 33 30 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 25,220 : : Positions : : 21,766 19,564 0 307 0 0 527 0 0 1,054 0 : : : : Changes from: December 20, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 77.6 0.0 1.2 0.0 0.0 2.1 0.0 0.0 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 13 0 . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 75,134 : : Positions : : 55,586 61,715 5,808 3,936 4,126 88 0 189 1,054 0 0 : : : : Changes from: December 20, 2016 : : 200 -259 0 186 -186 -31 0 0 -521 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 82.1 7.7 5.2 5.5 0.1 0.0 0.3 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 12 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 101,670 : : Positions : : 81,102 76,835 7,403 7,404 6,815 0 2,123 456 0 1,858 276 : : : : Changes from: December 20, 2016 : : 8,021 9,229 2,920 31 0 0 0 0 0 1,333 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 75.6 7.3 7.3 6.7 0.0 2.1 0.4 0.0 1.8 0.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 17 . 4 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 134,575 : : Positions : : 89,041 125,514 30,053 2,556 899 1,805 0 648 3,654 0 0 : : : : Changes from: December 20, 2016 : : 1,576 4,701 2,417 0 382 303 0 0 56 -630 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 93.3 22.3 1.9 0.7 1.3 0.0 0.5 2.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 14 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 99,402 : : Positions : : 71,830 92,413 16,670 2,276 837 0 0 0 521 0 0 : : : : Changes from: December 20, 2016 : : 2,094 2,018 -217 0 0 0 0 0 118 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 93.0 16.8 2.3 0.8 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 13 5 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 103,498 : : Positions : : 85,639 87,913 3,357 7,124 6,091 0 0 0 956 723 249 : : : : Changes from: December 20, 2016 : : -826 -468 -214 -747 344 0 0 0 112 87 -77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 84.9 3.2 6.9 5.9 0.0 0.0 0.0 0.9 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 16 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 136,830 : : Positions : : 103,345 63,386 9,204 51,567 6,041 0 127 1,380 0 2,732 102 : : : : Changes from: December 20, 2016 : : 3,922 1,508 428 1,467 -428 0 -642 261 0 2,367 99 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 46.3 6.7 37.7 4.4 0.0 0.1 1.0 0.0 2.0 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 14 . 5 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 22,834 : : Positions : : 14,997 21,656 1,874 0 465 403 0 0 1,829 0 0 : : : : Changes from: December 20, 2016 : : 1,273 1,025 -837 0 465 0 0 0 217 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 94.8 8.2 0.0 2.0 1.8 0.0 0.0 8.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 26,509 : : Positions : : 18,607 20,960 5,868 2,945 0 0 0 0 403 2,108 0 : : : : Changes from: December 20, 2016 : : 1,891 1,333 0 992 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 79.1 22.1 11.1 0.0 0.0 0.0 0.0 1.5 8.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 13 . . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 181,824 : : Positions : : 106,818 99,856 45,698 62,783 8,528 0 3,237 28 8,645 210 999 : : : : Changes from: December 20, 2016 : : 2,255 88 -322 -426 351 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 54.9 25.1 34.5 4.7 0.0 1.8 0.0 4.8 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 48 : : 30 23 4 5 8 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 91,371 : : Positions : : 72,752 51,858 5,512 24,650 4,912 0 0 0 0 0 0 : : : : Changes from: December 20, 2016 : : -1,966 -366 956 -493 632 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 56.8 6.0 27.0 5.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 98,106 : : Positions : : 55,306 77,725 35,423 13,365 3,360 0 0 0 0 0 0 : : : : Changes from: December 20, 2016 : : -366 704 673 -155 -642 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 79.2 36.1 13.6 3.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 15 8 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233D4 Open Interest is 9,140 : : Positions : : 6,517 8,396 1,178 0 0 0 0 0 868 0 0 : : : : Changes from: December 20, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 91.9 12.9 0.0 0.0 0.0 0.0 0.0 9.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 11 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 127,781 : : Positions : : 90,212 36,344 7,781 80,549 4,196 1,800 0 0 3,666 0 0 : : : : Changes from: December 20, 2016 : : 825 65 -31 732 31 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 28.4 6.1 63.0 3.3 1.4 0.0 0.0 2.9 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- Options and Futures Combined Positions as of December 27, 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 1,250,734 : : Positions : : 178,038 303,068 139,281 57,284 122,140 267,634 93,591 271,740 54,024 228,318 144,462 : : : : Changes from: December 20, 2016 : : -4,568 2,868 3,872 203 -1,819 6,222 -2,755 13,424 -2,171 5,357 -2,799 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.2 24.2 11.1 4.6 9.8 21.4 7.5 21.7 4.3 18.3 11.6 : : : : Number of Traders in Each Category Total Traders: 321 : : 44 39 24 9 23 85 23 61 58 59 89 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 689,403 : : Positions : : 173,540 156,190 87,742 121,368 183,146 26,745 24,242 73,421 15,022 4,684 123,264 : : : : Changes from: December 20, 2016 : : 10,213 -417 14,639 18,658 -7,652 -6,860 341 -2,471 449 -496 -4,248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.2 22.7 12.7 17.6 26.6 3.9 3.5 10.6 2.2 0.7 17.9 : : : : Number of Traders in Each Category Total Traders: 124 : : 37 34 4 17 21 21 8 23 18 18 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 367,248 : : Positions : : 112,373 67,325 9,396 59,424 57,838 9,899 15,148 13,647 132,920 126,482 19,720 : : : : Changes from: December 20, 2016 : : 1,427 7,522 -5,722 5,283 4,954 3,812 -404 689 4,445 -8,968 4,489 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.6 18.3 2.6 16.2 15.7 2.7 4.1 3.7 36.2 34.4 5.4 : : : : Number of Traders in Each Category Total Traders: 91 : : 28 28 5 10 13 5 6 6 15 14 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 137,648 : : Positions : : 30,477 30,968 43,485 43,487 14,643 12,617 12,177 11,079 7,651 9,641 10,889 : : : : Changes from: December 20, 2016 : : 3,020 3,860 775 -502 733 4,762 1,759 413 612 4,727 -2,293 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.1 22.5 31.6 31.6 10.6 9.2 8.8 8.0 5.6 7.0 7.9 : : : : Number of Traders in Each Category Total Traders: 68 : : 13 15 13 . 14 10 6 9 7 13 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A84 Open Interest is 23,645 : : Positions : : 1,200 2,886 0 0 0 3,654 6,791 11,081 5,049 149 2,660 : : : : Changes from: December 20, 2016 : : -502 -984 0 0 0 471 1,305 1,553 294 -102 -462 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.1 12.2 0.0 0.0 0.0 15.5 28.7 46.9 21.4 0.6 11.3 : : : : Number of Traders in Each Category Total Traders: 21 : : . 5 0 0 0 4 4 5 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 211,548 : : Positions : : 25,080 20,253 14,402 3,081 84,006 1,733 2,406 21,567 2,930 4,939 20,825 : : : : Changes from: December 20, 2016 : : 6,729 4,591 9,122 -2,905 -1,090 398 -4,044 2,564 -1,141 3,816 -10,541 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.9 9.6 6.8 1.5 39.7 0.8 1.1 10.2 1.4 2.3 9.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 6 6 . 5 8 5 5 9 8 8 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 1,431,302 : : Positions : : 369,399 271,650 121,307 846,972 141,636 117,241 7,339 61,707 547,040 41,008 42,137 : : : : Changes from: December 20, 2016 : : 2,049 1,335 46,434 24,786 -27,534 4,486 1,418 2,391 -16,533 8,304 10,984 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.8 19.0 8.5 59.2 9.9 8.2 0.5 4.3 38.2 2.9 2.9 : : : : Number of Traders in Each Category Total Traders: 88 : : 36 32 4 14 13 7 . 5 14 5 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 309,798 : : Positions : : 71,431 73,877 176,749 150,870 17,715 12,312 14,113 12,913 8,121 27,488 8,466 : : : : Changes from: December 20, 2016 : : 75 2,739 1,046 1,696 1,241 89 290 80 508 -1,891 1,244 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.1 23.8 57.1 48.7 5.7 4.0 4.6 4.2 2.6 8.9 2.7 : : : : Number of Traders in Each Category Total Traders: 73 : : 18 20 14 6 13 9 5 10 7 11 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 37,873 : : Positions : : 34,246 27,193 303 8,409 212 0 0 0 2,776 1,099 144 : : : : Changes from: December 20, 2016 : : 46 -936 0 1,047 124 0 0 0 65 0 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 71.8 0.8 22.2 0.6 0.0 0.0 0.0 7.3 2.9 0.4 : : : : Number of Traders in Each Category Total Traders: 47 : : 23 20 . 6 . 0 0 0 7 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 138,123 : : Positions : : 101,368 108,104 16,060 16,507 5,929 3,109 105 3,258 6,279 2,593 1,426 : : : : Changes from: December 20, 2016 : : -5,740 -576 5,655 193 -9 0 -10 -145 -18 280 123 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 78.3 11.6 12.0 4.3 2.3 0.1 2.4 4.5 1.9 1.0 : : : : Number of Traders in Each Category Total Traders: 104 : : 50 51 4 9 9 4 . 4 14 11 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 104,545 : : Positions : : 71,285 80,967 8,638 6,333 9,292 1,878 2,700 0 13,280 4,058 1 : : : : Changes from: December 20, 2016 : : 1,265 -210 -455 975 455 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 77.4 8.3 6.1 8.9 1.8 2.6 0.0 12.7 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 23 4 . 5 . . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 38,070 : : Positions : : 34,495 29,532 67 5,323 679 155 0 0 1,492 1,185 894 : : : : Changes from: December 20, 2016 : : 1,937 1,404 0 637 0 0 0 0 93 -6 112 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 77.6 0.2 14.0 1.8 0.4 0.0 0.0 3.9 3.1 2.3 : : : : Number of Traders in Each Category Total Traders: 53 : : 27 29 . 7 5 . 0 0 9 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 17,259 : : Positions : : 8,757 12,924 4,928 2,879 420 0 0 0 2,962 103 128 : : : : Changes from: December 20, 2016 : : 158 182 0 0 0 0 0 0 120 0 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 74.9 28.6 16.7 2.4 0.0 0.0 0.0 17.2 0.6 0.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 19 4 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 18,061 : : Positions : : 16,262 9,717 461 6,982 45 128 0 20 344 481 260 : : : : Changes from: December 20, 2016 : : 912 382 0 540 0 0 0 0 30 20 29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 53.8 2.6 38.7 0.2 0.7 0.0 0.1 1.9 2.7 1.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 27 18 . 5 . . 0 . . 5 . : ----------------------------------------------------------------------------------------------------------------
Updated December 30, 2016