Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 5,029,743 : : Positions : :2,517,514 1,210,226 587,596 2,949,487 197,914 547,909 5,628 287,868 521,571 31,317 331,407 : : : : Changes from: December 27, 2016 : : -163,184 -44,481 -749 -154,076 1,664 32,170 -2,691 -37,167 -42,989 28,338 -46,142 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 24.1 11.7 58.6 3.9 10.9 0.1 5.7 10.4 0.6 6.6 : : : : Number of Traders in Each Category Total Traders: 209 : : 108 102 8 20 21 17 5 17 32 10 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 1,490,153 : : Positions : : 216,424 205,748 18,289 89,997 487,480 106,744 1,061 349,830 6,461 52,609 302,635 : : : : Changes from: December 27, 2016 : : -38,309 -42,555 1,241 29,626 -64,467 15,311 -4,616 -58,560 -5,414 -17,639 -29,412 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.5 13.8 1.2 6.0 32.7 7.2 0.1 23.5 0.4 3.5 20.3 : : : : Number of Traders in Each Category Total Traders: 89 : : 38 32 7 12 19 8 . 11 11 9 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 195,308 : : Positions : : 121,909 171,166 36,659 8,015 9,292 537 0 390 3,224 0 60 : : : : Changes from: December 27, 2016 : : -1,796 -2,293 -126 0 363 -31 0 0 -813 0 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 87.6 18.8 4.1 4.8 0.3 0.0 0.2 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 28 23 4 . . . 0 . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 107,442 : : Positions : : 99,045 80,266 450 20,314 3,258 0 0 0 799 0 159 : : : : Changes from: December 27, 2016 : : 18 2,752 0 -794 56 0 0 0 -80 0 155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 74.7 0.4 18.9 3.0 0.0 0.0 0.0 0.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 23 25 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 146,950 : : Positions : : 110,829 60,797 8,391 69,952 8,257 0 431 986 290 826 784 : : : : Changes from: December 27, 2016 : : 2,495 700 -668 855 759 0 0 0 290 177 164 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 41.4 5.7 47.6 5.6 0.0 0.3 0.7 0.2 0.6 0.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 20 4 8 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 923,450 : : Positions : : 834,150 158,844 23,704 700,395 44,935 0 414 1,140 18 56 2,403 : : : : Changes from: December 27, 2016 : : 10,454 4,846 801 -5,616 735 0 -269 -92 1 0 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 17.2 2.6 75.8 4.9 0.0 0.0 0.1 0.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 57 : : 38 23 4 9 11 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 375,133 : : Positions : : 298,261 239,190 17,096 86,180 40,639 181 228 1,520 8,319 0 236 : : : : Changes from: December 27, 2016 : : 4,359 2,615 856 3,576 -3,151 181 -1,284 238 62 0 87 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 63.8 4.6 23.0 10.8 0.0 0.1 0.4 2.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 60 : : 27 32 . 10 6 . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 279,854 : : Positions : : 217,498 176,502 24,631 71,694 25,442 0 625 1,043 1,117 0 265 : : : : Changes from: December 27, 2016 : : 1,710 2,599 1,460 -612 -118 0 454 -210 -450 0 265 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 63.1 8.8 25.6 9.1 0.0 0.2 0.4 0.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 52 : : 26 26 5 8 10 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 116,257 : : Positions : : 104,091 41,340 74 59,427 4,647 846 0 918 429 310 248 : : : : Changes from: December 27, 2016 : : 4,139 1,700 -31 2,320 -120 454 0 -243 9 310 -248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 35.6 0.1 51.1 4.0 0.7 0.0 0.8 0.4 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 15 . 9 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 104,778 : : Positions : : 80,760 84,890 9,695 1,518 5,286 0 1,671 30 2,348 4,183 1,261 : : : : Changes from: December 27, 2016 : : -685 276 506 0 -199 0 -717 0 0 548 -36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 81.0 9.3 1.4 5.0 0.0 1.6 0.0 2.2 4.0 1.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 19 4 . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 29,337 : : Positions : : 24,218 24,017 1,643 2,933 527 0 315 708 186 279 31 : : : : Changes from: December 27, 2016 : : 93 627 0 0 0 0 -410 472 186 0 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 81.9 5.6 10.0 1.8 0.0 1.1 2.4 0.6 1.0 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 9 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 101,128 : : Positions : : 88,738 17,475 1,997 75,701 1,169 587 0 357 0 1,565 0 : : : : Changes from: December 27, 2016 : : 1,447 289 0 -90 0 -168 0 60 0 96 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 17.3 2.0 74.9 1.2 0.6 0.0 0.4 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 11 . 7 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 163,169 : : Positions : : 114,679 79,809 36,277 74,735 6,771 0 0 0 0 0 0 : : : : Changes from: December 27, 2016 : : 3,236 796 -269 2,252 -42 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 48.9 22.2 45.8 4.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 15 6 7 7 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Y Open Interest is 56,320 : : Positions : : 51,931 24,632 0 26,960 360 0 0 0 0 0 0 : : : : Changes from: December 27, 2016 : : 124 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 43.7 0.0 47.9 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 January 3, 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 - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A2 Open Interest is 17,460 : : Positions : : 8,625 15,637 0 682 0 3,100 0 0 3,906 0 0 : : : : Changes from: December 27, 2016 : : 146 713 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 89.6 0.0 3.9 0.0 17.8 0.0 0.0 22.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 15 0 . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 427,905 : : Positions : : 320,185 156,571 65,915 228,119 26,928 2,723 650 1,561 0 272 337 : : : : Changes from: December 27, 2016 : : -2,003 -1,096 718 2,644 -1,394 -125 -2,175 1,257 -210 214 -153 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 36.6 15.4 53.3 6.3 0.6 0.2 0.4 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 61 : : 44 28 . 9 8 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 89,886 : : Positions : : 73,668 28,621 0 42,385 6,520 0 918 952 0 2,271 62 : : : : Changes from: December 27, 2016 : : 392 -1,050 0 1,005 0 0 549 -229 0 6 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 31.8 0.0 47.2 7.3 0.0 1.0 1.1 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 January 3, 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 74,309 : : Positions : : 35,719 50,267 27,045 11,938 5,626 691 0 1,177 33 248 338 : : : : Changes from: December 27, 2016 : : 3,073 1,278 1,272 1,036 951 0 0 0 25 248 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 67.6 36.4 16.1 7.6 0.9 0.0 1.6 0.0 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 9 5 4 7 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AG Open Interest is 131,271 : : Positions : : 74,856 84,872 11,037 17,999 13,472 27,997 8,990 0 3,410 2,139 0 : : : : Changes from: December 27, 2016 : : 7,759 10,190 1,504 -155 1,457 5,844 2,790 0 558 -93 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 64.7 8.4 13.7 10.3 21.3 6.8 0.0 2.6 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 20 23 5 4 8 4 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 132,757 : : Positions : : 55,991 91,600 13,916 12,386 4,963 42,263 2,728 10,354 4,433 8,494 217 : : : : Changes from: December 27, 2016 : : 10,379 12,934 447 248 1,178 2,852 -124 2,914 341 -124 217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.2 69.0 10.5 9.3 3.7 31.8 2.1 7.8 3.3 6.4 0.2 : : : : Number of Traders in Each Category Total Traders: 71 : : 27 35 . 5 6 5 . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 57,554 : : Positions : : 51,686 54,990 4,597 0 279 0 0 0 341 0 0 : : : : Changes from: December 27, 2016 : : 1,581 930 0 0 0 0 0 0 -465 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 95.5 8.0 0.0 0.5 0.0 0.0 0.0 0.6 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 January 3, 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 249,327 : : Positions : : 206,404 172,790 20,562 46,972 17,400 0 667 486 0 0 0 : : : : Changes from: December 27, 2016 : : 2,194 1,599 -322 642 -1,867 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 69.3 8.2 18.8 7.0 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 January 3, 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 INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233AW Open Interest is 25,065 : : Positions : : 21,704 19,378 0 307 0 0 527 0 0 1,054 0 : : : : Changes from: December 27, 2016 : : -62 -186 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 77.3 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 : : 13 13 0 . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AY Open Interest is 75,676 : : Positions : : 53,028 63,907 7,675 991 5,359 88 0 189 1,054 0 0 : : : : Changes from: December 27, 2016 : : -2,558 2,192 1,867 -2,945 1,233 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 84.4 10.1 1.3 7.1 0.1 0.0 0.2 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 January 3, 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 101,657 : : Positions : : 81,009 78,833 7,465 7,404 6,691 0 2,123 456 0 2,314 192 : : : : Changes from: December 27, 2016 : : -93 1,998 62 0 -124 0 0 0 0 456 -84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 77.5 7.3 7.3 6.6 0.0 2.1 0.4 0.0 2.3 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 18 . 4 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 135,752 : : Positions : : 89,918 126,026 30,909 2,556 899 1,311 0 648 3,654 985 0 : : : : Changes from: December 27, 2016 : : 877 512 856 0 0 -494 0 0 0 985 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 92.8 22.8 1.9 0.7 1.0 0.0 0.5 2.7 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 14 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 100,713 : : Positions : : 73,272 93,851 16,838 2,245 837 0 0 0 521 0 0 : : : : Changes from: December 27, 2016 : : 1,442 1,438 168 -31 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 93.2 16.7 2.2 0.8 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 14 5 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 104,695 : : Positions : : 88,414 89,868 3,571 6,426 6,203 0 0 0 956 714 233 : : : : Changes from: December 27, 2016 : : 2,775 1,955 214 -698 112 0 0 0 0 -9 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 85.8 3.4 6.1 5.9 0.0 0.0 0.0 0.9 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 17 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 140,174 : : Positions : : 105,780 64,854 9,204 51,132 6,469 301 0 1,293 0 5,086 0 : : : : Changes from: December 27, 2016 : : 2,435 1,468 0 -435 428 301 -127 -87 0 2,354 -102 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 46.3 6.6 36.5 4.6 0.2 0.0 0.9 0.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 14 . 5 4 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 23,668 : : Positions : : 15,278 22,335 1,993 0 589 403 0 0 2,170 0 124 : : : : Changes from: December 27, 2016 : : 281 679 119 0 124 0 0 0 341 0 124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 94.4 8.4 0.0 2.5 1.7 0.0 0.0 9.2 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 12 . 0 . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 26,881 : : Positions : : 18,855 21,022 5,992 2,945 0 0 0 0 403 2,108 0 : : : : Changes from: December 27, 2016 : : 248 62 124 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 78.2 22.3 11.0 0.0 0.0 0.0 0.0 1.5 7.8 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 12 . . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 181,209 : : Positions : : 103,691 98,426 46,960 62,973 8,275 0 3,671 28 8,645 0 999 : : : : Changes from: December 27, 2016 : : -3,127 -1,430 1,262 190 -253 0 434 0 0 -210 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 54.3 25.9 34.8 4.6 0.0 2.0 0.0 4.8 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 46 : : 29 22 4 5 8 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 87,041 : : Positions : : 70,958 51,493 4,379 21,010 3,723 0 0 0 0 0 0 : : : : Changes from: December 27, 2016 : : -1,794 -365 -1,133 -3,640 -1,189 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 59.2 5.0 24.1 4.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 98,106 : : Positions : : 55,306 77,725 35,423 13,365 3,360 0 0 0 0 0 0 : : : : Changes from: December 27, 2016 : : 0 0 0 0 0 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: 33 : : 19 16 8 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233D4 Open Interest is 9,543 : : Positions : : 6,703 8,303 1,178 0 0 0 0 0 1,085 0 0 : : : : Changes from: December 27, 2016 : : 186 -93 0 0 0 0 0 0 217 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 87.0 12.3 0.0 0.0 0.0 0.0 0.0 11.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 11 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 128,568 : : Positions : : 90,688 35,486 7,961 82,860 4,224 1,614 0 0 3,666 0 0 : : : : Changes from: December 27, 2016 : : 476 -858 180 2,311 28 -186 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 27.6 6.2 64.4 3.3 1.3 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 January 3, 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 1,255,674 : : Positions : : 182,908 308,033 143,014 58,268 111,030 275,156 102,486 282,763 55,192 230,150 130,219 : : : : Changes from: December 27, 2016 : : 4,870 4,965 3,732 983 -11,110 7,522 8,895 11,024 1,169 1,832 -14,243 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.6 24.5 11.4 4.6 8.8 21.9 8.2 22.5 4.4 18.3 10.4 : : : : Number of Traders in Each Category Total Traders: 321 : : 43 36 24 7 22 86 30 69 70 44 92 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2017 : 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 614,193 : : Positions : : 151,314 136,367 65,246 107,571 177,587 30,151 15,111 62,476 12,688 3,616 108,710 : : : : Changes from: December 27, 2016 : : -22,226 -19,823 -22,495 -13,797 -5,559 3,407 -9,131 -10,945 -2,334 -1,068 -14,554 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.6 22.2 10.6 17.5 28.9 4.9 2.5 10.2 2.1 0.6 17.7 : : : : Number of Traders in Each Category Total Traders: 126 : : 36 33 4 17 21 22 9 25 23 14 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 359,688 : : Positions : : 127,109 56,554 2,211 75,802 52,775 1,623 11,587 13,741 127,537 116,652 23,979 : : : : Changes from: December 27, 2016 : : 14,736 -10,771 -7,186 16,378 -5,063 -8,276 -3,561 94 -5,383 -9,830 4,259 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.3 15.7 0.6 21.1 14.7 0.5 3.2 3.8 35.5 32.4 6.7 : : : : Number of Traders in Each Category Total Traders: 71 : : 19 21 . 11 12 . 4 5 14 15 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 107,394 : : Positions : : 17,879 26,779 45,825 31,719 10,275 6,352 7,635 8,600 2,216 6,890 9,259 : : : : Changes from: December 27, 2016 : : -12,598 -4,189 2,340 -11,768 -4,368 -6,265 -4,542 -2,479 -5,435 -2,751 -1,630 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.6 24.9 42.7 29.5 9.6 5.9 7.1 8.0 2.1 6.4 8.6 : : : : Number of Traders in Each Category Total Traders: 54 : : 9 12 12 . 12 8 6 9 4 9 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A84 Open Interest is 22,079 : : Positions : : 1,052 3,622 0 0 0 3,504 6,082 10,141 5,535 344 1,848 : : : : Changes from: December 27, 2016 : : -148 736 0 0 0 -150 -710 -940 485 195 -813 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.8 16.4 0.0 0.0 0.0 15.9 27.5 45.9 25.1 1.6 8.4 : : : : Number of Traders in Each Category Total Traders: 21 : : . 5 0 0 0 . 5 5 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 130,663 : : Positions : : 21,461 18,156 3,982 6,058 70,013 1,142 3,521 13,079 2,927 2,149 15,767 : : : : Changes from: December 27, 2016 : : -3,619 -2,097 -10,420 2,977 -13,993 -591 1,115 -8,488 -2 -2,790 -5,058 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.4 13.9 3.0 4.6 53.6 0.9 2.7 10.0 2.2 1.6 12.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 6 6 . 5 8 5 4 8 10 4 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 1,361,778 : : Positions : : 344,455 249,530 105,861 814,214 137,611 118,722 12,829 56,100 539,529 42,525 30,815 : : : : Changes from: December 27, 2016 : : -24,944 -22,120 -15,446 -32,758 -4,025 1,481 5,490 -5,607 -7,511 1,517 -11,322 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.3 18.3 7.8 59.8 10.1 8.7 0.9 4.1 39.6 3.1 2.3 : : : : Number of Traders in Each Category Total Traders: 85 : : 34 30 4 14 13 7 . 5 14 5 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 284,230 : : Positions : : 64,651 60,410 163,120 137,023 16,939 9,439 14,138 11,595 6,185 32,344 4,475 : : : : Changes from: December 27, 2016 : : -6,780 -13,467 -13,629 -13,847 -776 -2,873 25 -1,318 -1,936 4,856 -3,991 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.7 21.3 57.4 48.2 6.0 3.3 5.0 4.1 2.2 11.4 1.6 : : : : Number of Traders in Each Category Total Traders: 65 : : 15 18 13 6 12 7 6 9 6 8 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 32,047 : : Positions : : 29,716 21,783 203 8,042 88 0 0 0 1,748 936 97 : : : : Changes from: December 27, 2016 : : -4,530 -5,410 -100 -367 -124 0 0 0 -1,028 -163 -47 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 68.0 0.6 25.1 0.3 0.0 0.0 0.0 5.5 2.9 0.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 13 . 4 . 0 0 0 7 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 136,943 : : Positions : : 101,467 107,566 16,411 16,402 6,188 2,089 107 2,330 6,134 2,479 1,631 : : : : Changes from: December 27, 2016 : : 99 -538 351 -105 259 -1,020 2 -928 -145 -114 205 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 78.5 12.0 12.0 4.5 1.5 0.1 1.7 4.5 1.8 1.2 : : : : Number of Traders in Each Category Total Traders: 104 : : 50 51 4 9 9 4 . . 14 11 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 97,341 : : Positions : : 64,734 73,869 7,641 6,690 10,107 1,722 1,920 0 12,885 4,032 0 : : : : Changes from: December 27, 2016 : : -6,551 -7,098 -997 357 815 -156 -780 0 -395 -26 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 75.9 7.8 6.9 10.4 1.8 2.0 0.0 13.2 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 25 4 . 5 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 33,593 : : Positions : : 30,944 24,760 10 6,667 352 0 0 0 1,324 739 692 : : : : Changes from: December 27, 2016 : : -3,551 -4,772 -57 1,344 -327 -155 0 0 -168 -446 -202 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 73.7 0.0 19.8 1.0 0.0 0.0 0.0 3.9 2.2 2.1 : : : : Number of Traders in Each Category Total Traders: 49 : : 26 27 . 6 4 0 0 0 7 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 14,233 : : Positions : : 7,281 10,302 4,464 2,757 0 0 0 0 2,315 45 115 : : : : Changes from: December 27, 2016 : : -1,476 -2,622 -464 -122 -420 0 0 0 -647 -58 -13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 72.4 31.4 19.4 0.0 0.0 0.0 0.0 16.3 0.3 0.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 17 . . 0 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 15,823 : : Positions : : 14,368 8,781 293 5,884 78 49 0 0 304 352 178 : : : : Changes from: December 27, 2016 : : -1,894 -936 -168 -1,098 33 -79 0 -20 -40 -129 -82 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 55.5 1.9 37.2 0.5 0.3 0.0 0.0 1.9 2.2 1.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 17 . 5 . . 0 0 . 4 . : ----------------------------------------------------------------------------------------------------------------
Updated January 6, 2017