Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 5,399,878 : : Positions : :2,627,508 1,195,041 633,837 3,149,665 198,580 660,622 15,515 210,537 467,628 51,332 562,924 : : : : Changes from: March 28, 2017 : : -71,321 -45,654 -16,010 -43,425 -5,523 1,417 10,881 -24,740 9,327 87 33,754 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 22.1 11.7 58.3 3.7 12.2 0.3 3.9 8.7 1.0 10.4 : : : : Number of Traders in Each Category Total Traders: 220 : : 105 98 7 20 20 19 4 17 48 9 40 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 1,669,910 : : Positions : : 215,796 199,420 13,646 115,112 554,070 124,955 2,867 461,394 10,077 47,515 286,770 : : : : Changes from: March 28, 2017 : : -17,562 -5,507 -370 8,517 10,293 -26,340 -4,257 35,172 -4,413 -47,730 17,242 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.9 11.9 0.8 6.9 33.2 7.5 0.2 27.6 0.6 2.8 17.2 : : : : Number of Traders in Each Category Total Traders: 88 : : 34 31 5 13 18 6 4 10 14 9 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 197,233 : : Positions : : 132,393 166,399 36,730 14,444 5,992 1,816 0 305 612 1,726 770 : : : : Changes from: March 28, 2017 : : 2,887 -337 -614 186 463 0 -442 -1,222 -1,010 166 648 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 84.4 18.6 7.3 3.0 0.9 0.0 0.2 0.3 0.9 0.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 22 5 . 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 111,585 : : Positions : : 98,503 84,538 4,624 21,114 1,055 0 0 0 1,395 0 155 : : : : Changes from: March 28, 2017 : : 1,857 -1,103 -341 179 -112 0 0 0 -191 0 155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 75.8 4.1 18.9 0.9 0.0 0.0 0.0 1.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 24 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 158,486 : : Positions : : 115,207 81,099 9,372 47,082 15,687 0 2,779 382 0 2,973 398 : : : : Changes from: March 28, 2017 : : 520 -1,074 1,770 -518 -1,715 -185 2,779 -735 0 1,224 -399 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 51.2 5.9 29.7 9.9 0.0 1.8 0.2 0.0 1.9 0.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 19 5 5 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 1,041,332 : : Positions : : 953,433 226,857 21,337 754,994 45,935 0 1,953 3,739 992 517 5,403 : : : : Changes from: March 28, 2017 : : -32,899 -17,285 -1,349 -12,777 -799 0 -1,147 1,736 917 -1,848 550 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 21.8 2.0 72.5 4.4 0.0 0.2 0.4 0.1 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 63 : : 37 23 6 10 14 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 435,503 : : Positions : : 358,991 302,101 26,184 97,352 24,421 2,834 0 348 7,402 1,442 461 : : : : Changes from: March 28, 2017 : : -1,169 3,574 2,052 -1,669 -1,027 1,845 0 -358 269 -64 92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 69.4 6.0 22.4 5.6 0.7 0.0 0.1 1.7 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 58 : : 27 32 . 10 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 343,117 : : Positions : : 274,082 221,150 30,105 92,322 21,023 173 0 1,928 2,844 0 977 : : : : Changes from: March 28, 2017 : : 2,396 7,629 2,316 731 -577 -944 0 617 410 0 -444 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 64.5 8.8 26.9 6.1 0.1 0.0 0.6 0.8 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 54 : : 29 30 5 9 11 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 166,088 : : Positions : : 141,105 87,216 10,225 53,758 8,049 0 504 1,031 0 2,064 642 : : : : Changes from: March 28, 2017 : : 1,973 -2,014 -2,741 -1,353 1,152 -435 504 -219 0 -365 118 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 52.5 6.2 32.4 4.8 0.0 0.3 0.6 0.0 1.2 0.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 20 . 6 7 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 116,687 : : Positions : : 71,883 96,586 27,588 5,892 2,515 3,101 3,168 0 6,008 2,605 1,490 : : : : Changes from: March 28, 2017 : : -1,096 3,686 1,347 0 -59 1,021 30 0 -31 -1,722 509 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 82.8 23.6 5.0 2.2 2.7 2.7 0.0 5.1 2.2 1.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 18 6 . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 36,265 : : Positions : : 32,855 29,252 489 4,986 765 0 0 0 0 510 0 : : : : Changes from: March 28, 2017 : : -1,120 -210 0 0 0 0 0 0 0 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 80.7 1.3 13.7 2.1 0.0 0.0 0.0 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 15 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 104,743 : : Positions : : 84,305 35,172 1,324 53,505 6,935 2,123 0 803 0 1,293 246 : : : : Changes from: March 28, 2017 : : 6,815 8,806 1,074 -316 1,872 370 0 483 0 -460 246 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 33.6 1.3 51.1 6.6 2.0 0.0 0.8 0.0 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 11 . 6 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 175,021 : : Positions : : 126,578 93,053 36,988 76,098 3,799 0 0 0 0 0 0 : : : : Changes from: March 28, 2017 : : -236 484 422 16 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 53.2 21.1 43.5 2.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 17 5 7 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 59,422 : : Positions : : 50,142 29,984 0 24,306 796 0 0 0 1,712 0 0 : : : : Changes from: March 28, 2017 : : -487 -2,161 0 604 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 50.5 0.0 40.9 1.3 0.0 0.0 0.0 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 0 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 23,740 : : Positions : : 18,123 20,933 249 210 651 1,960 450 0 1,260 0 0 : : : : Changes from: March 28, 2017 : : -916 -218 60 0 0 0 -90 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 88.2 1.0 0.9 2.7 8.3 1.9 0.0 5.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 14 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 570,555 : : Positions : : 409,428 207,471 60,876 293,098 43,398 13,302 8,377 5,992 26,480 275 1,357 : : : : Changes from: March 28, 2017 : : 4,843 -972 -7,248 3,539 5,636 -1,199 572 559 6,127 -60 467 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 36.4 10.7 51.4 7.6 2.3 1.5 1.1 4.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 74 : : 44 37 4 10 9 . . 5 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 132,969 : : Positions : : 98,805 72,145 11,933 35,345 12,267 830 1,816 1,403 0 2,164 124 : : : : Changes from: March 28, 2017 : : 4,484 4,484 -851 1,896 -3 830 -367 -128 0 -459 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 54.3 9.0 26.6 9.2 0.6 1.4 1.1 0.0 1.6 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 13 . 5 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 20,517 : : Positions : : 16,521 18,226 2,838 1,276 0 0 0 0 0 492 0 : : : : Changes from: March 28, 2017 : : 0 -31 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 88.8 13.8 6.2 0.0 0.0 0.0 0.0 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 12 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 84,912 : : Positions : : 40,487 53,333 36,852 23,049 4,032 0 0 0 649 0 182 : : : : Changes from: March 28, 2017 : : -303 1,506 1,503 -62 62 0 0 0 -276 0 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 62.8 43.4 27.1 4.7 0.0 0.0 0.0 0.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 11 6 5 5 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 150,485 : : Positions : : 95,039 110,426 13,382 19,870 8,104 26,610 1,348 0 5,220 4,350 0 : : : : Changes from: March 28, 2017 : : 6,350 5,458 -1,702 120 1,254 5,108 1,032 0 -270 2,040 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 73.4 8.9 13.2 5.4 17.7 0.9 0.0 3.5 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 63 : : 18 31 4 4 . . . 0 4 6 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 195,933 : : Positions : : 104,697 159,621 17,026 20,578 2,853 56,277 1,596 0 12,908 6,667 1,049 : : : : Changes from: March 28, 2017 : : 7,793 6,620 -1,124 148 924 5,203 1,032 0 480 2,567 -630 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 81.5 8.7 10.5 1.5 28.7 0.8 0.0 6.6 3.4 0.5 : : : : Number of Traders in Each Category Total Traders: 82 : : 26 42 . 4 4 5 . 0 7 8 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 84,193 : : Positions : : 80,962 80,697 2,346 755 0 0 0 0 0 0 0 : : : : Changes from: March 28, 2017 : : 4,572 4,692 360 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.2 95.8 2.8 0.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 26 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 21,371 : : Positions : : 14,713 19,834 6,320 248 0 0 0 0 0 0 0 : : : : Changes from: March 28, 2017 : : 30 -744 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 92.8 29.6 1.2 0.0 0.0 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 April 4, 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 287,782 : : Positions : : 203,167 244,948 59,396 18,210 14,418 0 1,390 945 0 0 0 : : : : Changes from: March 28, 2017 : : -1,135 4,860 211 -4,338 2,112 -216 1,390 -368 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 85.1 20.6 6.3 5.0 0.0 0.5 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 29 28 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233AW Open Interest is 30,410 : : Positions : : 25,974 24,189 661 669 0 357 1,180 93 603 1,088 0 : : : : Changes from: March 28, 2017 : : -155 510 30 0 0 0 0 0 -30 -270 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 79.5 2.2 2.2 0.0 1.2 3.9 0.3 2.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 12 . . 0 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 114,498 : : Positions : : 99,703 88,604 0 10,271 5,719 0 1,936 273 0 1,068 552 : : : : Changes from: March 28, 2017 : : 4,489 3,229 0 792 304 0 -948 180 0 -72 552 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 77.4 0.0 9.0 5.0 0.0 1.7 0.2 0.0 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 17 0 4 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BA Open Interest is 33,512 : : Positions : : 24,712 9,360 1,797 14,699 3,542 0 2,063 201 0 209 397 : : : : Changes from: March 28, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 27.9 5.4 43.9 10.6 0.0 6.2 0.6 0.0 0.6 1.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 . . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 151,506 : : Positions : : 105,820 136,458 26,416 3,750 3,091 933 0 1,428 3,790 468 552 : : : : Changes from: March 28, 2017 : : 367 2,153 2,454 -31 0 -1,117 0 955 288 -1,069 552 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 90.1 17.4 2.5 2.0 0.6 0.0 0.9 2.5 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 12 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 121,967 : : Positions : : 91,201 110,067 18,529 4,916 3,205 0 0 0 0 0 0 : : : : Changes from: March 28, 2017 : : 705 198 398 1,923 -58 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 90.2 15.2 4.0 2.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 11 4 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BD Open Interest is 53,550 : : Positions : : 52,266 51,925 178 0 62 0 0 0 0 300 0 : : : : Changes from: March 28, 2017 : : 8,720 7,852 0 0 0 0 0 0 0 30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.6 97.0 0.3 0.0 0.1 0.0 0.0 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 15 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 119,497 : : Positions : : 96,043 100,767 2,297 1,717 13,346 489 0 866 0 300 0 : : : : Changes from: March 28, 2017 : : 107 1,650 453 0 0 -243 0 705 0 -549 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 84.3 1.9 1.4 11.2 0.4 0.0 0.7 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 15 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 156,711 : : Positions : : 113,344 86,332 14,749 39,314 15,620 675 0 1,302 268 4,326 186 : : : : Changes from: March 28, 2017 : : 5,135 1,579 -420 530 0 540 0 -190 120 1,181 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 55.1 9.4 25.1 10.0 0.4 0.0 0.8 0.2 2.8 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 16 . 5 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BQ Open Interest is 16,378 : : Positions : : 15,669 12,621 0 2,871 372 0 0 0 0 0 0 : : : : Changes from: March 28, 2017 : : 620 620 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.7 77.1 0.0 17.5 2.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 12 0 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 25,969 : : Positions : : 24,046 24,172 0 1,335 0 0 0 0 0 308 0 : : : : Changes from: March 28, 2017 : : -150 -120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 93.1 0.0 5.1 0.0 0.0 0.0 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 14 0 . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 35,136 : : Positions : : 16,910 33,480 12,707 608 248 750 0 0 1,462 0 0 : : : : Changes from: March 28, 2017 : : -404 120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 95.3 36.2 1.7 0.7 2.1 0.0 0.0 4.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 13 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 190,825 : : Positions : : 97,287 115,407 60,109 44,625 7,758 2,222 5,825 1,821 11,922 2,251 600 : : : : Changes from: March 28, 2017 : : 105 -1,638 -1,710 -1,168 917 0 1,353 90 0 180 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 60.5 31.5 23.4 4.1 1.2 3.1 1.0 6.2 1.2 0.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 23 4 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 88,186 : : Positions : : 65,862 55,093 3,910 19,371 4,432 368 0 420 0 0 0 : : : : Changes from: March 28, 2017 : : -848 1,523 241 -1,029 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 62.5 4.4 22.0 5.0 0.4 0.0 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 14 . 4 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 99,930 : : Positions : : 57,792 80,544 31,507 14,014 1,340 0 0 0 0 0 0 : : : : Changes from: March 28, 2017 : : 2,290 1,442 -1,020 552 240 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 80.6 31.5 14.0 1.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 12 7 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 125,328 : : Positions : : 98,276 19,239 7,781 87,308 4,251 0 0 0 0 0 0 : : : : Changes from: March 28, 2017 : : 2,922 -1,686 1,460 2,419 663 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 15.4 6.2 69.7 3.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 6 . 8 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 66,254 : : Positions : : 21,576 42,383 23,654 10,024 8,214 5,992 0 0 0 0 0 : : : : Changes from: March 28, 2017 : : 2,354 -1,330 -2,835 30 2,069 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.6 64.0 35.7 15.1 12.4 9.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 9 4 . 4 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 1,439,033 : : Positions : : 217,933 299,716 130,414 64,098 150,653 303,122 127,205 284,375 50,862 244,321 226,710 : : : : Changes from: March 28, 2017 : : 8,471 1,337 -10,131 9,571 1,557 22,347 -4,013 22,454 -5,346 15,694 12,918 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.1 20.8 9.1 4.5 10.5 21.1 8.8 19.8 3.5 17.0 15.8 : : : : Number of Traders in Each Category Total Traders: 339 : : 40 39 21 12 25 88 41 83 58 61 85 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 677,914 : : Positions : : 125,407 127,424 50,864 100,415 218,205 53,036 13,976 78,235 25,437 17,580 118,649 : : : : Changes from: March 28, 2017 : : 9,942 11,087 6,254 10,661 11,551 11,679 6,271 10,249 1,833 1,656 16,581 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.5 18.8 7.5 14.8 32.2 7.8 2.1 11.5 3.8 2.6 17.5 : : : : Number of Traders in Each Category Total Traders: 135 : : 35 31 . 19 21 23 16 31 21 17 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 386,025 : : Positions : : 135,414 78,197 6,728 81,523 42,230 8,041 12,316 14,287 140,970 120,752 26,196 : : : : Changes from: March 28, 2017 : : -9,114 -5,471 123 -1,974 -6,189 -8,601 2,752 -4,614 1,949 -11,414 -646 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 20.3 1.7 21.1 10.9 2.1 3.2 3.7 36.5 31.3 6.8 : : : : Number of Traders in Each Category Total Traders: 77 : : 24 23 . 13 15 . 5 6 15 12 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 126,812 : : Positions : : 21,650 20,421 42,788 16,768 18,607 8,911 27,904 7,343 9,560 17,740 9,265 : : : : Changes from: March 28, 2017 : : 1,167 -5,294 3,880 -1,212 -4,940 -4,163 1,832 -2,307 -4,415 1,416 -11,047 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.1 16.1 33.7 13.2 14.7 7.0 22.0 5.8 7.5 14.0 7.3 : : : : Number of Traders in Each Category Total Traders: 51 : : 10 11 12 4 13 6 5 6 4 8 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 143,713 : : Positions : : 9,435 6,674 2,968 6,680 80,194 616 1,601 12,027 5,977 3,660 31,609 : : : : Changes from: March 28, 2017 : : -2,654 -7,426 1,159 -10,646 -15,483 -193 -4,358 -1,332 -10,632 -3,440 -44,495 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.6 4.6 2.1 4.6 55.8 0.4 1.1 8.4 4.2 2.5 22.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 5 4 . 5 8 . . 6 8 8 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 1,286,763 : : Positions : : 279,076 227,046 92,344 819,138 121,083 141,420 10,031 53,612 541,702 13,047 26,149 : : : : Changes from: March 28, 2017 : : -16,885 -12,491 -13,546 -27,395 4,506 1,926 -7,216 -836 -22,726 -6,973 -2,703 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.7 17.6 7.2 63.7 9.4 11.0 0.8 4.2 42.1 1.0 2.0 : : : : Number of Traders in Each Category Total Traders: 82 : : 30 28 4 15 14 8 . 6 14 5 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 278,823 : : Positions : : 52,203 40,870 155,486 130,420 20,214 16,994 21,723 12,490 2,353 32,088 15,377 : : : : Changes from: March 28, 2017 : : -18,451 -4,755 -1,177 -8,185 -6,524 613 2,626 -6,281 -2,361 -11,621 -1,655 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.7 14.7 55.8 46.8 7.2 6.1 7.8 4.5 0.8 11.5 5.5 : : : : Number of Traders in Each Category Total Traders: 61 : : 14 16 16 4 9 4 6 6 5 9 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 25,704 : : Positions : : 23,944 10,813 0 12,485 166 0 0 0 1,414 1,868 0 : : : : Changes from: March 28, 2017 : : -5,203 -4,595 0 -351 0 0 0 0 -31 -234 -286 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 42.1 0.0 48.6 0.6 0.0 0.0 0.0 5.5 7.3 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 19 0 6 . 0 0 0 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 108,920 : : Positions : : 79,695 83,529 8,128 13,682 7,351 6,274 32 226 4,758 2,225 1,691 : : : : Changes from: March 28, 2017 : : -1,243 -1,232 -383 221 216 217 -8 106 96 -70 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 76.7 7.5 12.6 6.7 5.8 0.0 0.2 4.4 2.0 1.6 : : : : Number of Traders in Each Category Total Traders: 103 : : 53 50 4 9 10 6 . . 11 9 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 83,423 : : Positions : : 50,166 63,827 7,415 5,649 8,699 3,253 615 830 12,970 2,934 0 : : : : Changes from: March 28, 2017 : : -3,035 -2,282 782 -220 -798 172 -25 830 -850 -341 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 76.5 8.9 6.8 10.4 3.9 0.7 1.0 15.5 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 20 22 4 . 4 4 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 33,113 : : Positions : : 30,345 19,642 0 8,980 1,533 100 0 425 164 1,272 461 : : : : Changes from: March 28, 2017 : : -3,502 -3,305 0 -1,120 39 0 0 0 -809 104 -18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 59.3 0.0 27.1 4.6 0.3 0.0 1.3 0.5 3.8 1.4 : : : : Number of Traders in Each Category Total Traders: 53 : : 28 30 0 7 5 . 0 . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 10,605 : : Positions : : 5,861 5,881 3,319 3,297 110 0 0 0 980 25 282 : : : : Changes from: March 28, 2017 : : -1,028 -1,514 -353 -414 110 0 0 0 -692 -60 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 55.5 31.3 31.1 1.0 0.0 0.0 0.0 9.2 0.2 2.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 18 . 5 . 0 0 0 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 4, 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 12,222 : : Positions : : 10,931 5,456 0 5,839 60 0 0 0 306 467 102 : : : : Changes from: March 28, 2017 : : -2,015 -902 -26 -694 -58 0 0 0 -54 -151 -82 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 44.6 0.0 47.8 0.5 0.0 0.0 0.0 2.5 3.8 0.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 13 0 5 . 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated April 7, 2017