Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017 : 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 5,260,912 : : Positions : :2,611,834 1,146,231 629,117 2,990,244 211,826 633,095 5,079 260,648 315,369 68,185 562,941 : : : : Changes from: February 28, 2017 : : 83,004 36,337 1,360 43,610 6,921 36,910 -456 -21,000 151 40,749 21,121 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 21.8 12.0 56.8 4.0 12.0 0.1 5.0 6.0 1.3 10.7 : : : : Number of Traders in Each Category Total Traders: 220 : : 112 102 7 20 20 20 4 20 43 7 39 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017 : 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 220,983 : : Positions : : 27,248 58,304 52,559 48,086 35,457 489 7,106 45,259 39,646 7,941 18,182 : : : : Changes from: February 28, 2017 : : 489 2,842 2,070 1,352 -904 -260 -1,544 2,815 1,310 959 702 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.3 26.4 23.8 21.8 16.0 0.2 3.2 20.5 17.9 3.6 8.2 : : : : Number of Traders in Each Category Total Traders: 56 : : 12 12 11 6 10 . 7 6 5 7 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017 : 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 180,545 : : Positions : : 109,514 154,460 39,277 11,734 5,805 1,272 8 695 1,686 1,232 152 : : : : Changes from: February 28, 2017 : : -13,172 -7,345 1,756 169 -1,448 -176 8 447 1,459 -134 -766 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 85.6 21.8 6.5 3.2 0.7 0.0 0.4 0.9 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 21 5 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017 : 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 96,130 : : Positions : : 82,776 71,808 5,570 19,308 1,894 0 0 0 466 0 90 : : : : Changes from: February 28, 2017 : : -3,248 -8,517 -59 4,327 -1,487 0 0 0 -2,339 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 74.7 5.8 20.1 2.0 0.0 0.0 0.0 0.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 24 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017 : 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 131,997 : : Positions : : 92,289 61,983 11,440 46,751 11,369 0 731 670 0 1,669 154 : : : : Changes from: February 28, 2017 : : -6,544 -4,591 -1,978 -6,771 243 0 426 -325 -589 -527 123 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 47.0 8.7 35.4 8.6 0.0 0.6 0.5 0.0 1.3 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 15 5 5 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017 : 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 977,499 : : Positions : : 886,985 230,404 23,109 685,794 49,824 0 879 2,225 184 2,412 4,109 : : : : Changes from: February 28, 2017 : : -1,762 15,353 -835 -19,764 -345 0 -149 760 172 1,022 -830 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 23.6 2.4 70.2 5.1 0.0 0.1 0.2 0.0 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 61 : : 36 25 6 10 14 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017 : 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 387,119 : : Positions : : 306,118 259,561 24,931 82,509 33,839 0 807 1,348 5,658 0 0 : : : : Changes from: February 28, 2017 : : -20,695 -17,258 -1,252 -3,929 506 -346 807 -87 -191 0 -334 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 67.0 6.4 21.3 8.7 0.0 0.2 0.3 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 23 25 . 10 6 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017 : 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 301,774 : : Positions : : 237,277 192,540 28,939 78,981 24,073 2,347 0 661 791 0 1,122 : : : : Changes from: February 28, 2017 : : -13,717 -16,725 -437 1,201 -967 2,347 -687 -391 -1,774 0 392 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 63.8 9.6 26.2 8.0 0.8 0.0 0.2 0.3 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 49 : : 25 28 5 8 11 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017 : 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 131,120 : : Positions : : 109,437 57,651 6,947 51,486 6,392 0 277 1,037 0 869 113 : : : : Changes from: February 28, 2017 : : -8,412 182 1,007 -6,203 1,609 0 176 -56 -341 -3,131 -459 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 44.0 5.3 39.3 4.9 0.0 0.2 0.8 0.0 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 17 . 6 7 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017 : 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 104,817 : : Positions : : 67,181 85,352 23,907 5,892 2,613 0 1,160 0 5,217 4,763 1,005 : : : : Changes from: February 28, 2017 : : -3,212 -1,144 2,113 -341 -272 0 -679 0 88 -488 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 81.4 22.8 5.6 2.5 0.0 1.1 0.0 5.0 4.5 1.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 17 5 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017 : 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 13,913 : : Positions : : 12,373 12,346 0 885 620 0 0 0 0 0 0 : : : : Changes from: February 28, 2017 : : -6,760 -8,334 -1,615 -539 -21 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 88.7 0.0 6.4 4.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017 : 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 87,893 : : Positions : : 72,106 22,731 917 55,257 3,794 2,245 0 209 0 0 0 : : : : Changes from: February 28, 2017 : : -7,706 -1,825 -729 -3,576 482 1,566 0 -291 0 -2,314 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 25.9 1.0 62.9 4.3 2.6 0.0 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 9 . 6 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017 : 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 164,983 : : Positions : : 117,677 86,214 36,148 72,102 3,584 0 0 0 0 0 0 : : : : Changes from: February 28, 2017 : : -7,201 -4,744 -1,453 -4,311 -1,459 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 52.3 21.9 43.7 2.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 14 5 6 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017 : 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 530,483 : : Positions : : 390,833 188,884 70,067 291,773 30,520 14,534 1,962 5,856 4,527 0 330 : : : : Changes from: February 28, 2017 : : -17,891 -1,952 -1,333 -11,800 693 2,058 -579 210 -190 0 -628 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 35.6 13.2 55.0 5.8 2.7 0.4 1.1 0.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 66 : : 39 32 4 9 8 4 . 5 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017 : 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 101,470 : : Positions : : 79,047 47,917 312 31,684 10,021 334 2,364 1,518 0 483 0 : : : : Changes from: February 28, 2017 : : -2,883 2,535 132 -2,483 82 334 -45 825 0 101 -796 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 47.2 0.3 31.2 9.9 0.3 2.3 1.5 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 11 . 5 5 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017 : 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 76,884 : : Positions : : 36,141 48,236 34,457 21,340 3,512 0 0 0 0 177 185 : : : : Changes from: February 28, 2017 : : -2,076 -3,024 -1,444 -775 -128 0 0 0 -248 -505 185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.0 62.7 44.8 27.8 4.6 0.0 0.0 0.0 0.0 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 9 6 5 5 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017 : 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 130,520 : : Positions : : 81,586 103,469 9,006 21,006 1,147 29,667 248 0 8,587 3,193 0 : : : : Changes from: February 28, 2017 : : -5,660 -34,247 -3,556 -3,986 -420 -26,058 0 0 -2,425 434 -1,554 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 79.3 6.9 16.1 0.9 22.7 0.2 0.0 6.6 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 65 : : 15 35 . 5 . 4 . 0 5 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017 : 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 66,615 : : Positions : : 63,983 63,977 1,896 0 0 0 0 0 0 0 0 : : : : Changes from: February 28, 2017 : : -3,375 -3,039 -1,116 -550 -252 0 0 0 0 -463 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 96.0 2.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 21 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017 : 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 258,579 : : Positions : : 188,551 199,515 50,408 37,023 10,928 0 922 773 0 0 0 : : : : Changes from: February 28, 2017 : : -13,173 -7,059 3,006 -1,144 400 0 26 -92 0 -1,054 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 77.2 19.5 14.3 4.2 0.0 0.4 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 28 27 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017 : 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 99,286 : : Positions : : 82,794 78,282 715 5,365 6,664 0 2,140 245 0 0 0 : : : : Changes from: February 28, 2017 : : -5,125 -3,840 -5,999 668 -2,579 0 44 -62 0 -2,520 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 78.8 0.7 5.4 6.7 0.0 2.2 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 16 . . 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017 : 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 137,179 : : Positions : : 97,181 124,453 23,273 3,781 3,265 1,441 0 309 3,260 0 0 : : : : Changes from: February 28, 2017 : : -3,263 -4,110 -792 -268 -293 1,119 0 -92 -286 -1,451 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 90.7 17.0 2.8 2.4 1.1 0.0 0.2 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 12 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017 : 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 102,109 : : Positions : : 74,031 92,803 16,570 2,993 3,141 0 0 0 0 0 0 : : : : Changes from: February 28, 2017 : : -1,821 -2,866 733 -252 -1,444 0 0 0 -775 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 90.9 16.2 2.9 3.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 12 4 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017 : 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 120,812 : : Positions : : 98,213 103,181 3,202 0 13,591 0 0 0 151 0 214 : : : : Changes from: February 28, 2017 : : -4,727 -2,601 581 0 236 0 0 0 -66 -1,934 -32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 85.4 2.7 0.0 11.2 0.0 0.0 0.0 0.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 14 . 0 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017 : 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 142,941 : : Positions : : 92,388 83,446 16,842 35,519 13,147 1,360 0 1,329 0 962 43 : : : : Changes from: February 28, 2017 : : -8,097 1,345 -434 -9,805 4,066 -1,546 0 794 0 -3,161 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 58.4 11.8 24.8 9.2 1.0 0.0 0.9 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 14 . 5 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017 : 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 16,423 : : Positions : : 15,257 15,586 0 403 0 0 0 0 0 248 0 : : : : Changes from: February 28, 2017 : : -3,260 -2,320 -1,008 -818 0 0 0 0 -336 -392 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 94.9 0.0 2.5 0.0 0.0 0.0 0.0 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 0 . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017 : 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 29,090 : : Positions : : 13,542 27,490 12,527 608 248 0 0 0 682 0 0 : : : : Changes from: February 28, 2017 : : -2,641 -4,442 -1,288 -28 0 -94 0 -186 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.6 94.5 43.1 2.1 0.9 0.0 0.0 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CH Open Interest is 183,616 : : Positions : : 96,114 113,833 57,840 43,427 8,578 0 4,175 1,731 10,606 40 1,081 : : : : Changes from: February 28, 2017 : : -8,593 -8,008 -209 -2,039 -1,514 -762 -623 372 -679 -779 -151 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 62.0 31.5 23.7 4.7 0.0 2.3 0.9 5.8 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 19 . 5 6 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017 : 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 87,224 : : Positions : : 66,044 59,037 4,859 16,078 4,322 2,444 0 240 0 0 0 : : : : Changes from: February 28, 2017 : : -3,375 899 -968 -2,599 -1,548 1,898 0 -186 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 67.7 5.6 18.4 5.0 2.8 0.0 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 12 . 4 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CW Open Interest is 93,424 : : Positions : : 52,149 75,622 32,977 12,974 796 0 0 0 0 0 0 : : : : Changes from: February 28, 2017 : : -2,774 -5,056 -4,149 80 -256 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 80.9 35.3 13.9 0.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 12 7 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV 2500 MM Btus : CFTC Code #0233DR Open Interest is 124,508 : : Positions : : 98,511 25,838 6,631 82,188 2,826 0 0 0 0 0 0 : : : : Changes from: February 28, 2017 : : -4,285 -3,699 -1,559 -7,494 -747 -496 0 0 -2,827 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 20.8 5.3 66.0 2.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 7 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017 : 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 1,366,662 : : Positions : : 187,836 278,707 168,252 49,821 120,005 277,102 190,048 286,962 60,986 203,193 199,951 : : : : Changes from: February 28, 2017 : : -7,861 -21,006 -5,271 2,954 -6,687 10,900 1,017 27,862 1,478 11,664 18,582 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.7 20.4 12.3 3.6 8.8 20.3 13.9 21.0 4.5 14.9 14.6 : : : : Number of Traders in Each Category Total Traders: 330 : : 38 37 23 8 23 65 57 68 68 53 80 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017 : 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 373,375 : : Positions : : 130,849 67,012 6,661 75,950 44,363 5,471 8,534 19,113 132,546 125,397 23,879 : : : : Changes from: February 28, 2017 : : 34 8,542 1,214 551 458 448 0 798 1,172 -8,113 5,715 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.0 17.9 1.8 20.3 11.9 1.5 2.3 5.1 35.5 33.6 6.4 : : : : Number of Traders in Each Category Total Traders: 76 : : 22 21 4 12 14 4 5 8 12 15 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017 : 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 118,452 : : Positions : : 10,211 25,431 38,724 19,767 17,429 10,610 15,935 10,950 12,278 11,409 8,770 : : : : Changes from: February 28, 2017 : : 731 4,183 2,201 1,154 -2,176 1,526 -581 513 2,662 959 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.6 21.5 32.7 16.7 14.7 9.0 13.5 9.2 10.4 9.6 7.4 : : : : Number of Traders in Each Category Total Traders: 48 : : 6 9 12 . 13 6 5 8 6 7 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES (Contracts of 10,000 MMBTU'S) : CFTC Code #023P02 Open Interest is 31,263 : : Positions : : 1,519 3,089 15,442 16,335 4,312 3,526 0 992 2,412 3,328 3,003 : : : : Changes from: February 28, 2017 : : 543 658 -986 -346 373 28 0 0 571 -157 -63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.9 9.9 49.4 52.3 13.8 11.3 0.0 3.2 7.7 10.6 9.6 : : : : Number of Traders in Each Category Total Traders: 28 : : . 4 6 . 6 . 0 . 8 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017 : 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 1,294,499 : : Positions : : 297,319 234,239 107,813 810,901 113,407 127,189 19,407 55,133 536,851 17,868 27,270 : : : : Changes from: February 28, 2017 : : 439 689 2,835 13,497 -2,593 2,042 -4,192 41 4,925 217 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.0 18.1 8.3 62.6 8.8 9.8 1.5 4.3 41.5 1.4 2.1 : : : : Number of Traders in Each Category Total Traders: 82 : : 32 29 4 15 14 6 . 6 13 6 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017 : 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 288,887 : : Positions : : 58,269 46,747 150,058 140,471 19,439 23,495 18,264 9,869 7,443 34,620 14,817 : : : : Changes from: February 28, 2017 : : -1,240 3,696 380 4,649 -273 7,639 -67 581 872 -153 662 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.2 16.2 51.9 48.6 6.7 8.1 6.3 3.4 2.6 12.0 5.1 : : : : Number of Traders in Each Category Total Traders: 64 : : 14 17 15 5 10 6 6 7 8 7 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017 : 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 27,731 : : Positions : : 26,053 13,220 0 11,811 166 0 0 0 1,026 1,682 285 : : : : Changes from: February 28, 2017 : : -5,362 -4,895 0 -547 166 0 0 0 28 273 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 47.7 0.0 42.6 0.6 0.0 0.0 0.0 3.7 6.1 1.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 17 0 6 . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017 : 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 102,810 : : Positions : : 76,624 79,101 8,145 13,365 7,003 4,812 94 37 4,210 1,803 1,135 : : : : Changes from: February 28, 2017 : : -10,961 -12,629 -2,495 -164 131 733 38 -78 -910 -771 -292 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 76.9 7.9 13.0 6.8 4.7 0.1 0.0 4.1 1.8 1.1 : : : : Number of Traders in Each Category Total Traders: 93 : : 45 47 5 7 9 5 . . 13 8 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017 : 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 86,281 : : Positions : : 53,189 66,067 7,329 5,440 9,576 3,021 975 0 13,100 3,275 0 : : : : Changes from: February 28, 2017 : : -8,053 -5,541 1,257 -595 -1,437 253 60 0 200 -371 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 76.6 8.5 6.3 11.1 3.5 1.1 0.0 15.2 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 23 4 . 4 4 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017 : 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 32,927 : : Positions : : 30,863 19,406 0 10,387 466 170 0 0 751 1,112 490 : : : : Changes from: February 28, 2017 : : -4,469 -4,638 0 -299 138 -65 0 0 -205 -42 -185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 58.9 0.0 31.5 1.4 0.5 0.0 0.0 2.3 3.4 1.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 23 0 7 . . 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017 : 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 11,940 : : Positions : : 6,506 7,112 3,672 3,224 0 0 0 0 1,452 85 282 : : : : Changes from: February 28, 2017 : : -919 -1,652 -365 -221 0 0 0 0 -672 -48 -14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 59.6 30.8 27.0 0.0 0.0 0.0 0.0 12.2 0.7 2.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 16 . 4 0 0 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 7, 2017 : 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 13,187 : : Positions : : 11,821 6,421 0 5,693 42 0 0 0 367 499 212 : : : : Changes from: February 28, 2017 : : -1,919 -758 -136 -707 -46 0 0 0 76 -295 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 48.7 0.0 43.2 0.3 0.0 0.0 0.0 2.8 3.8 1.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 13 0 6 . 0 0 0 4 . . : ----------------------------------------------------------------------------------------------------------------
Updated March 10, 2017