Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 5,133,215 : : Positions : :2,528,830 1,109,894 627,757 2,946,634 204,905 596,185 5,535 281,648 315,218 27,436 541,820 : : : : Changes from: February 21, 2017 : : -203,925 -43,567 79,251 -108,466 -42,378 -37,679 113 20,521 -5,888 -21,284 -5,143 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 21.6 12.2 57.4 4.0 11.6 0.1 5.5 6.1 0.5 10.6 : : : : Number of Traders in Each Category Total Traders: 224 : : 111 103 7 20 20 21 . 19 39 13 42 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 1,717,383 : : Positions : : 234,347 230,468 23,954 132,718 574,126 163,115 5,964 427,399 9,490 61,469 282,120 : : : : Changes from: February 21, 2017 : : -43,110 -87,170 -5,853 -1,868 -77,119 -50,967 1,391 -34,392 -1,484 -15,859 -95,099 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.6 13.4 1.4 7.7 33.4 9.5 0.3 24.9 0.6 3.6 16.4 : : : : Number of Traders in Each Category Total Traders: 81 : : 34 27 5 13 18 6 5 10 13 5 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 189,985 : : Positions : : 122,686 161,805 37,521 11,565 7,253 1,448 0 248 227 1,366 918 : : : : Changes from: February 21, 2017 : : 6,135 4,271 756 2,131 -46 1,421 0 -120 -536 473 489 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 85.2 19.7 6.1 3.8 0.8 0.0 0.1 0.1 0.7 0.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 29 26 5 . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 100,802 : : Positions : : 86,024 80,325 5,629 14,981 3,381 0 0 0 2,805 0 90 : : : : Changes from: February 21, 2017 : : -751 295 245 -1,002 170 0 0 0 81 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 79.7 5.6 14.9 3.4 0.0 0.0 0.0 2.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 26 . . 5 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 140,660 : : Positions : : 98,833 66,574 13,418 53,522 11,126 0 305 995 589 2,196 31 : : : : Changes from: February 21, 2017 : : 4,151 1,484 -1,370 -214 857 -332 305 -9 0 1,850 -215 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 47.3 9.5 38.1 7.9 0.0 0.2 0.7 0.4 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 18 5 6 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 981,855 : : Positions : : 888,747 215,051 23,944 705,558 50,169 0 1,028 1,465 12 1,390 4,939 : : : : Changes from: February 21, 2017 : : 44,877 14,783 519 27,989 -4,055 0 97 149 -183 1,044 249 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 21.9 2.4 71.9 5.1 0.0 0.1 0.1 0.0 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 62 : : 36 26 6 10 13 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 406,334 : : Positions : : 326,813 276,819 26,183 86,438 33,333 346 0 1,435 5,849 0 334 : : : : Changes from: February 21, 2017 : : 9,377 11,704 3,438 3,147 5,548 252 0 -251 191 -327 -131 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 68.1 6.4 21.3 8.2 0.1 0.0 0.4 1.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 60 : : 29 33 . 10 6 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 315,556 : : Positions : : 250,994 209,265 29,376 77,780 25,040 0 687 1,052 2,565 0 730 : : : : Changes from: February 21, 2017 : : 8,801 11,047 950 -394 518 -120 687 -142 702 0 365 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 66.3 9.3 24.6 7.9 0.0 0.2 0.3 0.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 28 34 5 9 12 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 136,238 : : Positions : : 117,849 57,469 5,940 57,689 4,783 0 101 1,093 341 4,000 572 : : : : Changes from: February 21, 2017 : : 5,954 3,529 -3 -605 1,031 0 -1,200 241 93 3,535 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 42.2 4.4 42.3 3.5 0.0 0.1 0.8 0.3 2.9 0.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 19 . 9 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 108,028 : : Positions : : 70,393 86,496 21,794 6,233 2,885 0 1,839 0 5,129 5,251 1,095 : : : : Changes from: February 21, 2017 : : 409 7,699 7,211 0 -965 0 1,222 0 1,344 1,069 -183 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 80.1 20.2 5.8 2.7 0.0 1.7 0.0 4.7 4.9 1.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 19 4 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 22,885 : : Positions : : 19,133 20,680 1,615 1,424 641 0 0 0 0 0 0 : : : : Changes from: February 21, 2017 : : 1,817 1,981 141 -107 107 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 90.4 7.1 6.2 2.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 15 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 94,410 : : Positions : : 79,812 24,556 1,646 58,833 3,312 679 0 500 0 2,314 0 : : : : Changes from: February 21, 2017 : : -158 566 0 -906 906 679 -306 -216 0 1,168 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 26.0 1.7 62.3 3.5 0.7 0.0 0.5 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 10 . 6 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 175,307 : : Positions : : 124,878 90,958 37,601 76,413 5,043 0 0 0 0 0 0 : : : : Changes from: February 21, 2017 : : 3,866 1,913 -5 998 3 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 51.9 21.4 43.6 2.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 17 5 7 7 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 63,242 : : Positions : : 55,910 32,859 0 24,955 302 0 0 0 0 0 0 : : : : Changes from: February 21, 2017 : : 1,891 2,275 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 52.0 0.0 39.5 0.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 12 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 543,873 : : Positions : : 408,724 190,836 71,400 303,573 29,827 12,476 2,541 5,646 4,717 0 958 : : : : Changes from: February 21, 2017 : : 22,664 24,488 6,957 181 1,180 -3,617 2,541 699 521 0 478 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 35.1 13.1 55.8 5.5 2.3 0.5 1.0 0.9 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 69 : : 44 36 4 9 9 . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A5 Open Interest is 101,680 : : Positions : : 81,930 45,382 180 34,167 9,939 0 2,409 693 0 382 796 : : : : Changes from: February 21, 2017 : : 4,009 7,999 180 -5,659 4,343 0 1,860 -263 0 -58 215 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 44.6 0.2 33.6 9.8 0.0 2.4 0.7 0.0 0.4 0.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 14 . 5 5 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 20,106 : : Positions : : 16,196 16,415 2,861 1,840 0 0 0 0 0 596 0 : : : : Changes from: February 21, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 81.6 14.2 9.2 0.0 0.0 0.0 0.0 0.0 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 81,941 : : Positions : : 38,217 51,260 35,901 22,115 3,640 0 0 0 248 682 0 : : : : Changes from: February 21, 2017 : : -671 -1,601 -473 -30 332 -2,498 0 -283 248 464 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.6 62.6 43.8 27.0 4.4 0.0 0.0 0.0 0.3 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 8 11 6 5 6 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 158,836 : : Positions : : 102,301 117,372 9,077 26,301 8,875 29,779 248 0 8,587 2,790 0 : : : : Changes from: February 21, 2017 : : 23,746 47,418 2,579 6,449 815 22,401 248 0 8,587 2,790 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 73.9 5.7 16.6 5.6 18.7 0.2 0.0 5.4 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 66 : : 16 34 4 5 4 4 . 0 5 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 170,450 : : Positions : : 87,246 137,716 12,562 24,992 1,567 55,725 248 0 11,012 2,759 1,554 : : : : Changes from: February 21, 2017 : : 23,590 48,160 1,550 3,844 899 22,289 248 0 6,940 2,009 1,492 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 80.8 7.4 14.7 0.9 32.7 0.1 0.0 6.5 1.6 0.9 : : : : Number of Traders in Each Category Total Traders: 78 : : 20 45 . 6 . 6 . 0 6 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 70,998 : : Positions : : 67,358 67,016 3,012 550 252 0 0 0 0 463 0 : : : : Changes from: February 21, 2017 : : 3,823 4,168 306 -4 190 0 0 0 0 -289 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 94.4 4.2 0.8 0.4 0.0 0.0 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 21 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV MMBTU : CFTC Code #0233AN Open Interest is 20,765 : : Positions : : 13,427 19,662 6,726 556 0 0 0 0 0 0 0 : : : : Changes from: February 21, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 94.7 32.4 2.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 266,740 : : Positions : : 201,724 206,574 47,402 38,167 10,528 0 896 865 0 1,054 0 : : : : Changes from: February 21, 2017 : : 1,901 9,696 6,508 -2,392 3,151 -117 896 207 0 1,054 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 77.4 17.8 14.3 3.9 0.0 0.3 0.3 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 32 35 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 75,623 : : Positions : : 52,921 45,499 0 17,220 2,935 0 0 0 0 2,060 487 : : : : Changes from: February 21, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 60.2 0.0 22.8 3.9 0.0 0.0 0.0 0.0 2.7 0.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 12 0 . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 106,982 : : Positions : : 87,919 82,122 6,714 4,697 9,243 0 2,096 307 0 2,520 0 : : : : Changes from: February 21, 2017 : : 9,558 7,592 -31 -185 549 0 -642 90 0 1,825 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 76.8 6.3 4.4 8.6 0.0 2.0 0.3 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 22 4 5 6 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 141,384 : : Positions : : 100,444 128,563 24,065 4,049 3,558 322 0 401 3,546 1,451 0 : : : : Changes from: February 21, 2017 : : 6,642 3,875 -2,530 365 -158 0 0 0 151 1,451 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 90.9 17.0 2.9 2.5 0.2 0.0 0.3 2.5 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 106,154 : : Positions : : 75,852 95,669 15,837 3,245 4,585 0 0 0 775 0 0 : : : : Changes from: February 21, 2017 : : 555 2,702 897 -3 540 0 0 0 775 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 90.1 14.9 3.1 4.3 0.0 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 4 . 6 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 124,997 : : Positions : : 102,940 105,782 2,621 0 13,355 0 0 0 217 1,934 246 : : : : Changes from: February 21, 2017 : : -919 -1,125 -1,712 0 1,712 0 0 0 0 751 123 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 84.6 2.1 0.0 10.7 0.0 0.0 0.0 0.2 1.5 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 15 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 148,192 : : Positions : : 100,485 82,101 17,276 45,324 9,081 2,906 0 535 0 4,123 43 : : : : Changes from: February 21, 2017 : : 644 2,487 856 -756 1,430 1,503 0 -544 0 2,522 -629 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 55.4 11.7 30.6 6.1 2.0 0.0 0.4 0.0 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 17 . 6 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 20,451 : : Positions : : 18,517 17,906 1,008 1,221 0 0 0 0 336 640 0 : : : : Changes from: February 21, 2017 : : 5,265 5,265 0 62 0 0 0 0 0 -31 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 87.6 4.9 6.0 0.0 0.0 0.0 0.0 1.6 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 12 . . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 33,952 : : Positions : : 16,183 31,932 13,815 636 248 94 0 186 682 0 0 : : : : Changes from: February 21, 2017 : : 3,207 5,208 1,716 0 0 -186 0 186 248 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 94.1 40.7 1.9 0.7 0.3 0.0 0.5 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 192,658 : : Positions : : 104,707 121,841 58,049 45,466 10,092 762 4,798 1,359 11,285 819 1,232 : : : : Changes from: February 21, 2017 : : 5,892 7,526 4,053 578 154 -736 272 0 -108 819 18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 63.2 30.1 23.6 5.2 0.4 2.5 0.7 5.9 0.4 0.6 : : : : Number of Traders in Each Category Total Traders: 52 : : 30 26 4 5 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 91,615 : : Positions : : 69,419 58,138 5,827 18,677 5,870 546 0 426 0 0 0 : : : : Changes from: February 21, 2017 : : -844 3,104 1,417 -730 0 546 0 426 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 63.5 6.4 20.4 6.4 0.6 0.0 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 13 . 5 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 98,970 : : Positions : : 54,923 80,678 37,126 12,894 1,052 0 0 0 0 0 0 : : : : Changes from: February 21, 2017 : : 120 151 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 81.5 37.5 13.0 1.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 14 8 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 68,460 : : Positions : : 36,892 38,874 17,673 15,151 5,280 1,464 0 248 0 0 0 : : : : Changes from: February 21, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 56.8 25.8 22.1 7.7 2.1 0.0 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 4 . 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 131,893 : : Positions : : 102,796 29,537 8,190 89,682 3,573 496 0 0 2,827 0 0 : : : : Changes from: February 21, 2017 : : 4,158 -153 163 4,770 -125 -62 0 0 365 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 22.4 6.2 68.0 2.7 0.4 0.0 0.0 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 8 . 8 5 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 61,086 : : Positions : : 22,097 46,094 28,331 10,578 1,938 2,630 0 0 0 0 0 : : : : Changes from: February 21, 2017 : : -3,875 -2,724 -306 31 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.2 75.5 46.4 17.3 3.2 4.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 7 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 1,348,231 : : Positions : : 195,931 300,149 173,077 46,910 128,627 267,327 189,035 260,031 59,041 193,438 189,513 : : : : Changes from: February 21, 2017 : : 11,822 10,081 3,439 -3,581 2,518 17,803 15,325 23,536 -3,585 3,646 -14,517 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.5 22.3 12.8 3.5 9.5 19.8 14.0 19.3 4.4 14.3 14.1 : : : : Number of Traders in Each Category Total Traders: 325 : : 36 35 25 7 24 68 58 64 66 50 84 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 604,440 : : Positions : : 117,437 126,837 44,053 83,370 200,020 41,617 7,819 65,028 22,424 10,860 107,403 : : : : Changes from: February 21, 2017 : : -53,464 -24,857 28,139 -13,218 -54,620 -5,606 -6,279 -11,330 -5,786 7,551 -50,516 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.4 21.0 7.3 13.8 33.1 6.9 1.3 10.8 3.7 1.8 17.8 : : : : Number of Traders in Each Category Total Traders: 138 : : 40 35 5 17 21 27 8 30 23 17 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 369,067 : : Positions : : 130,815 58,470 4,858 75,045 45,353 5,023 8,534 18,315 132,630 133,507 18,395 : : : : Changes from: February 21, 2017 : : -4,617 -3,739 84 -11,979 -1,957 -4,245 2,991 -4,133 -7,465 1 -5,652 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 15.8 1.3 20.3 12.3 1.4 2.3 5.0 35.9 36.2 5.0 : : : : Number of Traders in Each Category Total Traders: 74 : : 21 21 . 12 13 4 5 8 12 15 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 113,089 : : Positions : : 9,480 21,248 36,523 18,613 19,605 9,084 16,516 10,437 9,616 10,450 8,780 : : : : Changes from: February 21, 2017 : : -6,915 -18,337 -12,185 -134 -2,097 -5,238 -24 -4,050 191 -4,217 -2,428 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.4 18.8 32.3 16.5 17.3 8.0 14.6 9.2 8.5 9.2 7.8 : : : : Number of Traders in Each Category Total Traders: 48 : : 7 9 12 . 13 6 5 8 6 6 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 164,283 : : Positions : : 7,167 6,949 4,676 5,718 88,056 1,063 3,867 11,966 5,785 2,372 44,520 : : : : Changes from: February 21, 2017 : : -180 -1,419 -2,570 3,001 -24,734 203 -3,013 -22,732 -5,574 -6,742 -27,180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.4 4.2 2.8 3.5 53.6 0.6 2.4 7.3 3.5 1.4 27.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 6 5 . 5 8 . . 6 12 . 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 1,286,593 : : Positions : : 296,880 233,550 104,978 797,404 116,000 125,147 23,599 55,092 531,926 17,651 27,325 : : : : Changes from: February 21, 2017 : : -17,768 -16,502 4,299 -9,482 -14,086 7,829 15,106 -27 -13,841 -6,904 -1,086 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.1 18.2 8.2 62.0 9.0 9.7 1.8 4.3 41.3 1.4 2.1 : : : : Number of Traders in Each Category Total Traders: 83 : : 32 29 4 15 14 7 . 5 13 6 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 279,922 : : Positions : : 59,509 43,051 149,678 135,822 19,712 15,856 18,331 9,288 6,571 34,773 14,155 : : : : Changes from: February 21, 2017 : : -6,063 -26,005 -17,204 17,357 -4,511 6,293 -4,526 -252 -2,933 -5,876 2,184 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.3 15.4 53.5 48.5 7.0 5.7 6.5 3.3 2.3 12.4 5.1 : : : : Number of Traders in Each Category Total Traders: 64 : : 14 16 15 5 10 7 5 7 7 8 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 32,919 : : Positions : : 31,415 18,115 0 12,358 0 0 0 0 998 1,409 285 : : : : Changes from: February 21, 2017 : : 3,132 2,361 0 834 0 0 0 0 307 245 262 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.4 55.0 0.0 37.5 0.0 0.0 0.0 0.0 3.0 4.3 0.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 20 0 5 0 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 116,404 : : Positions : : 87,585 91,730 10,640 13,529 6,872 4,079 56 115 5,120 2,574 1,427 : : : : Changes from: February 21, 2017 : : 1,787 2,117 45 -618 549 15 0 -10 422 794 -89 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 78.8 9.1 11.6 5.9 3.5 0.0 0.1 4.4 2.2 1.2 : : : : Number of Traders in Each Category Total Traders: 101 : : 49 54 5 8 10 5 . . 14 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 94,216 : : Positions : : 61,242 71,608 6,072 6,035 11,013 2,768 915 0 12,900 3,646 0 : : : : Changes from: February 21, 2017 : : -124 -492 -270 -140 525 -59 45 -52 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 76.0 6.4 6.4 11.7 2.9 1.0 0.0 13.7 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 25 4 . 4 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 37,756 : : Positions : : 35,332 24,044 0 10,686 328 235 0 0 956 1,154 675 : : : : Changes from: February 21, 2017 : : 666 344 0 357 -5 -30 0 0 469 0 13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 63.7 0.0 28.3 0.9 0.6 0.0 0.0 2.5 3.1 1.8 : : : : Number of Traders in Each Category Total Traders: 47 : : 25 27 0 7 . . 0 0 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 13,958 : : Positions : : 7,425 8,764 4,037 3,445 0 0 0 0 2,124 133 296 : : : : Changes from: February 21, 2017 : : 361 164 25 65 0 0 0 0 -41 0 107 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 62.8 28.9 24.7 0.0 0.0 0.0 0.0 15.2 1.0 2.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 18 . 4 0 0 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 15,040 : : Positions : : 13,740 7,179 136 6,400 88 0 0 0 291 794 223 : : : : Changes from: February 21, 2017 : : 212 4 0 130 30 0 0 0 5 126 85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 47.7 0.9 42.6 0.6 0.0 0.0 0.0 1.9 5.3 1.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 16 . 5 . 0 0 0 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 3,137 : : Positions : : 2,690 2,360 50 142 285 0 0 0 45 253 62 : : : : Changes from: February 21, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 75.2 1.6 4.5 9.1 0.0 0.0 0.0 1.4 8.1 2.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 16 . . . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated March 3, 2017