Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 5,136,395 : : Positions : :2,641,857 1,179,653 541,599 3,005,463 199,191 648,979 9,837 247,306 397,865 62,077 417,514 : : : : Changes from: January 24, 2017 : : -62,662 -55,415 4,550 -71,092 2,495 12,093 8,396 -7,085 -40,713 31,167 4,642 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 23.0 10.5 58.5 3.9 12.6 0.2 4.8 7.7 1.2 8.1 : : : : Number of Traders in Each Category Total Traders: 216 : : 112 103 7 21 22 18 4 17 32 14 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 1,602,658 : : Positions : : 219,329 219,558 20,536 93,364 542,246 100,674 1,989 414,224 5,916 33,162 297,606 : : : : Changes from: January 24, 2017 : : -21,435 -10,015 7,673 -3,476 -29,962 5,952 224 -32,236 -11,533 -5,957 -50,324 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.7 13.7 1.3 5.8 33.8 6.3 0.1 25.8 0.4 2.1 18.6 : : : : Number of Traders in Each Category Total Traders: 89 : : 38 35 6 13 19 6 4 10 9 10 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 180,397 : : Positions : : 109,978 159,216 38,960 8,686 6,667 503 0 300 2,463 820 208 : : : : Changes from: January 24, 2017 : : 175 1,624 124 398 -331 0 0 0 1,361 -112 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 88.3 21.6 4.8 3.7 0.3 0.0 0.2 1.4 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 24 4 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 107,132 : : Positions : : 95,238 83,227 987 14,766 5,577 0 0 0 1,812 0 0 : : : : Changes from: January 24, 2017 : : -707 -31 34 22 318 0 0 0 590 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 77.7 0.9 13.8 5.2 0.0 0.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 24 . . 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 140,612 : : Positions : : 100,813 61,115 12,138 54,458 9,429 0 954 976 120 1,048 272 : : : : Changes from: January 24, 2017 : : 1,350 929 944 -493 1,591 -53 954 -308 -710 1,048 230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 43.5 8.6 38.7 6.7 0.0 0.7 0.7 0.1 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 19 4 6 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 931,071 : : Positions : : 839,756 172,488 21,001 698,820 51,264 0 885 1,458 0 85 2,824 : : : : Changes from: January 24, 2017 : : -1,072 3,898 0 -5,143 2,403 0 441 449 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 18.5 2.3 75.1 5.5 0.0 0.1 0.2 0.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 58 : : 37 24 5 10 12 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 393,586 : : Positions : : 327,181 252,675 18,379 100,068 32,557 112 1,220 368 7,055 0 31 : : : : Changes from: January 24, 2017 : : 12,316 5,675 -428 9,554 -7,689 0 0 0 821 0 -93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 64.2 4.7 25.4 8.3 0.0 0.3 0.1 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 28 35 . 10 7 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 305,324 : : Positions : : 238,910 197,885 25,179 75,086 27,851 239 0 1,448 2,174 308 510 : : : : Changes from: January 24, 2017 : : 13,040 8,200 -1,985 4,175 1,071 -1,008 0 680 1,703 308 187 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 64.8 8.2 24.6 9.1 0.1 0.0 0.5 0.7 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 27 34 4 9 12 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 124,432 : : Positions : : 111,337 49,151 0 59,906 2,373 2,181 0 599 224 752 220 : : : : Changes from: January 24, 2017 : : 5,179 5,666 0 -927 -1,825 1,815 0 -914 -226 360 102 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 39.5 0.0 48.1 1.9 1.8 0.0 0.5 0.2 0.6 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 15 0 9 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 97,955 : : Positions : : 72,528 80,864 11,832 1,673 4,523 0 586 0 2,551 3,140 1,702 : : : : Changes from: January 24, 2017 : : 1,261 1,477 -243 0 0 0 0 0 265 -239 267 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 82.6 12.1 1.7 4.6 0.0 0.6 0.0 2.6 3.2 1.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 20 4 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 29,333 : : Positions : : 23,069 25,632 3,086 2,399 286 0 352 372 189 0 28 : : : : Changes from: January 24, 2017 : : 812 1,736 280 -28 0 0 56 0 -28 0 28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 87.4 10.5 8.2 1.0 0.0 1.2 1.3 0.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 13 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 100,364 : : Positions : : 86,513 22,272 1,255 69,127 2,476 882 0 520 0 1,207 0 : : : : Changes from: January 24, 2017 : : 1,075 3,460 -359 -2,476 1,307 -167 0 241 0 -404 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 22.2 1.3 68.9 2.5 0.9 0.0 0.5 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 13 . 7 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 174,387 : : Positions : : 123,880 88,510 36,153 77,645 6,569 0 0 0 0 0 0 : : : : Changes from: January 24, 2017 : : 10,437 7,974 608 3,182 1,278 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 50.8 20.7 44.5 3.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 16 6 7 8 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 59,399 : : Positions : : 53,558 27,552 0 27,451 112 0 0 0 0 0 0 : : : : Changes from: January 24, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 46.4 0.0 46.2 0.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 10 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 11,676 : : Positions : : 9,455 9,880 0 286 0 1,386 0 0 0 0 0 : : : : Changes from: January 24, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 84.6 0.0 2.4 0.0 11.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 12 0 . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 473,789 : : Positions : : 354,185 177,763 53,773 251,695 30,457 21,035 2,354 859 3,552 0 750 : : : : Changes from: January 24, 2017 : : 16,619 25,617 -6,780 -2,892 2,731 6,700 -6,634 -425 414 -23 78 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 37.5 11.3 53.1 6.4 4.4 0.5 0.2 0.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 68 : : 46 34 . 10 9 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 92,870 : : Positions : : 77,701 32,325 2,661 44,399 6,079 0 835 848 0 1,582 0 : : : : Changes from: January 24, 2017 : : 5,075 5,005 0 -523 76 0 -140 -257 0 342 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 34.8 2.9 47.8 6.5 0.0 0.9 0.9 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 10 . 6 6 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A6 Open Interest is 19,848 : : Positions : : 15,504 15,615 3,016 2,336 62 0 0 0 0 317 0 : : : : Changes from: January 24, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 78.7 15.2 11.8 0.3 0.0 0.0 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 78,423 : : Positions : : 39,101 52,054 32,643 16,581 3,533 165 0 1,093 327 0 0 : : : : Changes from: January 24, 2017 : : 1,127 1,198 228 0 -24 0 0 0 124 0 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 66.4 41.6 21.1 4.5 0.2 0.0 1.4 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 8 10 6 5 6 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 123,888 : : Positions : : 69,281 85,002 9,194 24,440 10,812 30,352 0 0 3,948 504 0 : : : : Changes from: January 24, 2017 : : 12,888 28,782 2,936 5,792 624 16,946 0 0 2,324 504 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 68.6 7.4 19.7 8.7 24.5 0.0 0.0 3.2 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 14 34 . 6 6 6 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 132,375 : : Positions : : 55,062 95,077 13,148 17,775 5,724 41,475 450 8,540 7,358 3,172 31 : : : : Changes from: January 24, 2017 : : 12,323 27,990 1,042 3,700 2,268 11,190 -5,740 5,740 2,268 921 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.6 71.8 9.9 13.4 4.3 31.3 0.3 6.5 5.6 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 71 : : 22 38 4 4 5 6 . . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 52,007 : : Positions : : 47,729 48,192 3,543 833 62 0 0 0 0 277 31 : : : : Changes from: January 24, 2017 : : 272 -556 0 420 0 0 0 0 0 277 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 92.7 6.8 1.6 0.1 0.0 0.0 0.0 0.0 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 16 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 261,599 : : Positions : : 217,245 195,449 29,293 48,149 9,373 220 0 729 0 0 0 : : : : Changes from: January 24, 2017 : : -1,387 8,448 6,132 -2,834 -7,124 -397 0 71 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 74.7 11.2 18.4 3.6 0.1 0.0 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 35 32 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 70,579 : : Positions : : 49,134 52,029 5,591 6,422 4,940 0 0 0 20 336 505 : : : : Changes from: January 24, 2017 : : -2,681 -6,622 -119 4,295 -1,209 0 0 0 -84 336 84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 73.7 7.9 9.1 7.0 0.0 0.0 0.0 0.0 0.5 0.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 13 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 94,997 : : Positions : : 77,044 72,144 5,592 5,504 8,548 0 2,322 351 0 1,840 0 : : : : Changes from: January 24, 2017 : : 2,404 2,062 -154 -433 278 0 -642 0 0 -131 -49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 75.9 5.9 5.8 9.0 0.0 2.4 0.4 0.0 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 19 4 . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 140,275 : : Positions : : 94,506 126,966 28,314 2,381 4,289 456 0 421 3,307 641 31 : : : : Changes from: January 24, 2017 : : 4,394 1,457 -1,661 31 196 -1,063 0 98 59 252 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 90.5 20.2 1.7 3.1 0.3 0.0 0.3 2.4 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 14 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 103,294 : : Positions : : 72,006 91,618 14,797 2,972 4,090 0 0 0 476 0 0 : : : : Changes from: January 24, 2017 : : 2,984 2,549 0 -659 394 0 0 0 -112 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 88.7 14.3 2.9 4.0 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 13 4 . 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 115,282 : : Positions : : 94,982 101,164 3,037 1,327 10,262 0 0 0 581 1,015 0 : : : : Changes from: January 24, 2017 : : 1,194 1,825 0 -365 151 0 0 0 0 180 -56 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 87.8 2.6 1.2 8.9 0.0 0.0 0.0 0.5 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 16 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 143,672 : : Positions : : 102,982 79,412 17,276 44,315 4,563 23 0 1,985 0 3,568 9 : : : : Changes from: January 24, 2017 : : -560 398 2,022 2,013 -82 23 -218 126 0 1,514 -248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 55.3 12.0 30.8 3.2 0.0 0.0 1.4 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 15 . 5 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 16,954 : : Positions : : 12,655 14,161 1,087 897 448 0 0 0 1,638 336 56 : : : : Changes from: January 24, 2017 : : 1,947 323 -336 0 448 0 0 0 280 336 56 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 83.5 6.4 5.3 2.6 0.0 0.0 0.0 9.7 2.0 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 12 . . . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 21,349 : : Positions : : 14,347 17,667 4,989 1,567 448 497 0 0 0 0 0 : : : : Changes from: January 24, 2017 : : 756 1,792 280 -532 448 497 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 82.8 23.4 7.3 2.1 2.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 9 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 181,251 : : Positions : : 102,233 98,618 51,218 62,166 6,456 0 5,039 488 8,884 0 1,871 : : : : Changes from: January 24, 2017 : : 1,095 2,237 273 1,487 -800 0 185 274 391 0 597 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 54.4 28.3 34.3 3.6 0.0 2.8 0.3 4.9 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 30 23 4 5 8 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 90,170 : : Positions : : 69,385 58,282 7,755 20,363 3,857 0 0 0 0 0 0 : : : : Changes from: January 24, 2017 : : -79 2,119 1,397 -56 56 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 64.6 8.6 22.6 4.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 16 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 100,251 : : Positions : : 56,571 82,562 37,212 12,430 2,412 0 0 0 0 0 0 : : : : Changes from: January 24, 2017 : : 3,352 3,418 922 0 -772 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 82.4 37.1 12.4 2.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 17 8 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CZ Open Interest is 58,267 : : Positions : : 36,149 28,764 10,546 15,371 5,302 0 0 0 0 0 0 : : : : Changes from: January 24, 2017 : : -1,948 -942 31 -224 137 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 49.4 18.1 26.4 9.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 . . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 132,918 : : Positions : : 102,521 32,740 7,963 89,333 4,750 1,180 0 0 3,034 0 0 : : : : Changes from: January 24, 2017 : : 3,317 639 -242 2,174 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 24.6 6.0 67.2 3.6 0.9 0.0 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 7 . 9 7 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 LEIDY BASIS - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233DT Open Interest is 63,915 : : Positions : : 28,862 57,775 29,126 2,049 2,121 2,568 0 0 0 0 0 : : : : Changes from: January 24, 2017 : : 2,710 2,509 1,659 -428 1,027 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.2 90.4 45.6 3.2 3.3 4.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 4 . 4 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 1,190,835 : : Positions : : 193,303 301,687 146,666 54,131 100,381 259,325 132,686 231,147 48,940 204,206 135,779 : : : : Changes from: January 24, 2017 : : 6,352 1,984 -8,441 -3,075 5,498 9,060 21,611 -1,581 3,893 -6,157 -3,306 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.2 25.3 12.3 4.5 8.4 21.8 11.1 19.4 4.1 17.1 11.4 : : : : Number of Traders in Each Category Total Traders: 313 : : 40 38 23 7 23 71 34 67 73 48 94 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 640,430 : : Positions : : 159,595 146,709 48,705 108,364 206,371 41,238 12,055 64,943 18,158 4,113 95,231 : : : : Changes from: January 24, 2017 : : -13,889 -10,973 -11,076 -6,539 -2,287 -4,338 -9,008 -8,509 304 -2,876 -23,043 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.9 22.9 7.6 16.9 32.2 6.4 1.9 10.1 2.8 0.6 14.9 : : : : Number of Traders in Each Category Total Traders: 135 : : 36 33 4 17 21 29 7 29 25 16 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 366,380 : : Positions : : 130,313 57,131 3,591 76,135 48,109 4,347 10,722 20,996 133,006 125,648 16,103 : : : : Changes from: January 24, 2017 : : -3,437 -3,683 1,424 -5,698 -4,419 -10,520 471 1,849 2,685 -6,933 -8,385 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.6 15.6 1.0 20.8 13.1 1.2 2.9 5.7 36.3 34.3 4.4 : : : : Number of Traders in Each Category Total Traders: 73 : : 20 21 . 12 13 5 4 7 13 13 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 119,996 : : Positions : : 17,845 30,316 50,922 30,927 12,263 8,976 8,718 11,958 2,725 9,930 8,643 : : : : Changes from: January 24, 2017 : : 663 77 1,832 1,579 -1,610 -3,820 -1,915 4,594 -302 -865 -3,438 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.9 25.3 42.4 25.8 10.2 7.5 7.3 10.0 2.3 8.3 7.2 : : : : Number of Traders in Each Category Total Traders: 53 : : 9 12 12 4 13 7 5 10 5 8 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 158,133 : : Positions : : 22,028 17,386 1,056 4,301 87,246 1,339 5,077 16,579 6,751 4,611 22,427 : : : : Changes from: January 24, 2017 : : -3,511 -1,818 -3,480 -3,420 2,394 -1,609 440 -436 3,771 144 1,317 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.9 11.0 0.7 2.7 55.2 0.8 3.2 10.5 4.3 2.9 14.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 8 8 . 5 8 . 5 7 12 . 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 1,305,939 : : Positions : : 330,147 240,029 99,858 803,088 129,957 140,677 9,585 53,539 493,608 25,481 27,964 : : : : Changes from: January 24, 2017 : : -11,739 -20,238 -4,515 -20,858 -3,613 -1,883 -2,644 -2,487 -45,460 -13,436 -1,469 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.3 18.4 7.6 61.5 10.0 10.8 0.7 4.1 37.8 2.0 2.1 : : : : Number of Traders in Each Category Total Traders: 86 : : 33 30 4 15 14 8 . 5 14 5 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 279,366 : : Positions : : 54,966 63,120 165,631 110,451 22,532 4,883 24,091 12,898 8,535 30,972 5,128 : : : : Changes from: January 24, 2017 : : -9,735 -6,115 -9,042 -11,480 1,103 -159 895 -2,548 -973 -1,425 -259 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.7 22.6 59.3 39.5 8.1 1.7 8.6 4.6 3.1 11.1 1.8 : : : : Number of Traders in Each Category Total Traders: 66 : : 12 17 16 4 14 8 6 10 8 6 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 38,103 : : Positions : : 35,476 24,019 203 11,925 88 0 0 0 1,984 1,235 97 : : : : Changes from: January 24, 2017 : : 2,523 1,293 0 1,220 0 0 0 0 0 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 63.0 0.5 31.3 0.2 0.0 0.0 0.0 5.2 3.2 0.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 20 . 5 . 0 0 0 7 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 126,515 : : Positions : : 94,700 101,007 15,610 14,323 6,813 864 83 118 6,233 2,319 1,534 : : : : Changes from: January 24, 2017 : : 3,352 3,370 217 -870 566 -540 30 29 181 112 -280 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 79.8 12.3 11.3 5.4 0.7 0.1 0.1 4.9 1.8 1.2 : : : : Number of Traders in Each Category Total Traders: 104 : : 52 53 5 8 9 . . . 14 8 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 104,559 : : Positions : : 72,240 81,190 6,626 6,655 10,834 1,872 1,160 0 12,720 4,032 0 : : : : Changes from: January 24, 2017 : : 3,019 3,429 -330 -75 295 -10 -540 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 77.6 6.3 6.4 10.4 1.8 1.1 0.0 12.2 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 26 4 . 4 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 38,558 : : Positions : : 35,695 27,689 0 8,321 519 585 0 0 769 830 730 : : : : Changes from: January 24, 2017 : : 1,561 1,226 0 127 -15 0 0 0 -167 11 361 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 71.8 0.0 21.6 1.3 1.5 0.0 0.0 2.0 2.2 1.9 : : : : Number of Traders in Each Category Total Traders: 52 : : 27 30 0 7 4 . 0 0 5 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 16,471 : : Positions : : 8,982 11,729 4,464 3,232 0 0 0 0 2,721 85 212 : : : : Changes from: January 24, 2017 : : 285 355 0 20 0 0 0 0 96 20 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 71.2 27.1 19.6 0.0 0.0 0.0 0.0 16.5 0.5 1.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 19 . . 0 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 16,897 : : Positions : : 15,490 9,378 283 6,179 78 49 0 0 202 649 202 : : : : Changes from: January 24, 2017 : : 385 122 -10 125 0 0 0 0 23 16 -87 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 55.5 1.7 36.6 0.5 0.3 0.0 0.0 1.2 3.8 1.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 17 . 5 . . 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 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 BALMO - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665W Open Interest is 3,160 : : Positions : : 2,840 1,627 0 1,112 10 0 0 0 117 151 153 : : : : Changes from: January 24, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 51.5 0.0 35.2 0.3 0.0 0.0 0.0 3.7 4.8 4.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 10 0 4 . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated February 3, 2017