Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #023391 Open Interest is 4,998,438 : : Positions : :2,771,071 1,214,928 354,172 2,802,373 231,063 539,973 11,333 216,095 366,139 24,575 485,200 : : : : Changes from: October 24, 2017 : : -131,331 -47,954 -2,754 -150,704 1,321 -21,473 -899 -10,455 -42,592 -2,228 -8,973 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 24.3 7.1 56.1 4.6 10.8 0.2 4.3 7.3 0.5 9.7 : : : : Number of Traders in Each Category Total Traders: 215 : : 103 87 7 19 19 21 4 17 38 14 40 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #023392 Open Interest is 1,282,754 : : Positions : : 136,287 131,714 19,113 28,600 427,278 32,478 2,923 349,330 4,057 30,626 311,127 : : : : Changes from: October 24, 2017 : : -34,618 -37,996 -3,642 -10,501 -35,249 -18,147 762 -41,355 -1,515 -10,012 -49,693 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.6 10.3 1.5 2.2 33.3 2.5 0.2 27.2 0.3 2.4 24.3 : : : : Number of Traders in Each Category Total Traders: 82 : : 34 34 8 8 16 5 4 9 9 11 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023393 Open Interest is 222,886 : : Positions : : 117,274 185,708 65,356 12,022 9,225 7,977 6,076 2,953 4,238 248 720 : : : : Changes from: October 24, 2017 : : 2,273 1,641 1,011 1,090 -290 -673 220 526 1,465 248 -767 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 83.3 29.3 5.4 4.1 3.6 2.7 1.3 1.9 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 21 6 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 113,786 : : Positions : : 96,476 70,855 2,812 28,324 6,319 0 0 0 1,215 2,765 1,159 : : : : Changes from: October 24, 2017 : : 4,237 -657 428 6,712 -2,105 0 0 0 622 -1,519 461 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 62.3 2.5 24.9 5.6 0.0 0.0 0.0 1.1 2.4 1.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 19 . 5 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023395 Open Interest is 255,481 : : Positions : : 193,687 78,169 26,011 141,764 19,823 0 60 2,707 123 429 298 : : : : Changes from: October 24, 2017 : : 331 1,500 1,969 4,607 -523 0 -487 261 123 -298 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 30.6 10.2 55.5 7.8 0.0 0.0 1.1 0.0 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 13 6 5 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AECO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023396 Open Interest is 872,545 : : Positions : : 770,610 71,578 33,162 722,160 52,328 0 664 2,900 0 18,019 2,968 : : : : Changes from: October 24, 2017 : : 12,596 2,992 -1,452 7,390 3,414 0 516 122 0 551 -219 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 8.2 3.8 82.8 6.0 0.0 0.1 0.3 0.0 2.1 0.3 : : : : Number of Traders in Each Category Total Traders: 56 : : 38 20 5 8 13 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023397 Open Interest is 408,973 : : Positions : : 328,089 290,839 28,070 81,945 27,945 0 168 910 5,447 0 361 : : : : Changes from: October 24, 2017 : : 3,256 -3,719 -2,905 6,710 1,260 0 -858 310 630 0 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 71.1 6.9 20.0 6.8 0.0 0.0 0.2 1.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 58 : : 24 27 5 9 6 0 . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HSC FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023398 Open Interest is 382,271 : : Positions : : 317,483 247,186 35,897 111,251 16,180 139 0 1,104 1,339 0 713 : : : : Changes from: October 24, 2017 : : 6,476 4,090 -935 2,598 986 66 0 -2 650 -11 -262 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 64.7 9.4 29.1 4.2 0.0 0.0 0.3 0.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 60 : : 30 30 5 8 12 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023399 Open Interest is 230,057 : : Positions : : 193,510 115,068 17,137 97,187 5,613 0 7 1,442 0 2,632 469 : : : : Changes from: October 24, 2017 : : 2,905 -420 -364 2,276 120 -65 7 -14 -60 2,219 -632 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 50.0 7.4 42.2 2.4 0.0 0.0 0.6 0.0 1.1 0.2 : : : : Number of Traders in Each Category Total Traders: 50 : : 27 22 . 8 8 0 . . 0 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339E Open Interest is 80,457 : : Positions : : 65,051 61,073 9,220 12,027 1,114 0 0 0 0 1,668 103 : : : : Changes from: October 24, 2017 : : 2,465 1,545 -269 547 28 0 -711 0 0 1,023 -247 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 75.9 11.5 14.9 1.4 0.0 0.0 0.0 0.0 2.1 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 18 4 . 6 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Q Open Interest is 35,622 : : Positions : : 27,679 31,644 4,636 1,834 682 0 0 0 0 0 0 : : : : Changes from: October 24, 2017 : : 2,536 2,441 -180 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 88.8 13.0 5.1 1.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 15 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339U Open Interest is 121,546 : : Positions : : 96,398 35,705 9,283 72,883 7,100 657 0 1,542 0 616 440 : : : : Changes from: October 24, 2017 : : 1,231 1,481 0 0 0 657 -137 -152 0 391 99 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 29.4 7.6 60.0 5.8 0.5 0.0 1.3 0.0 0.5 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 9 . 5 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #02339W Open Interest is 171,584 : : Positions : : 130,203 71,421 23,325 86,582 5,754 0 0 0 0 0 0 : : : : Changes from: October 24, 2017 : : 3,423 5,217 448 -597 -1,570 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 41.6 13.6 50.5 3.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 15 5 6 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Y Open Interest is 97,781 : : Positions : : 92,359 79,784 0 12,337 61 0 0 0 958 0 793 : : : : Changes from: October 24, 2017 : : 4,759 4,275 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 81.6 0.0 12.6 0.1 0.0 0.0 0.0 1.0 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 13 0 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A2 Open Interest is 31,324 : : Positions : : 11,303 28,588 3,194 0 966 11,792 210 0 2,756 682 0 : : : : Changes from: October 24, 2017 : : 634 5,972 120 -2,190 0 2,820 0 0 570 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.1 91.3 10.2 0.0 3.1 37.6 0.7 0.0 8.8 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 11 26 . 0 . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A3 Open Interest is 536,309 : : Positions : : 382,799 188,762 29,871 292,016 36,511 31,980 4,495 1,133 40,573 1,694 1,994 : : : : Changes from: October 24, 2017 : : -92 2,709 -855 1,265 379 3,080 64 -434 570 -66 673 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 35.2 5.6 54.4 6.8 6.0 0.8 0.2 7.6 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 73 : : 36 37 4 10 10 . . . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A5 Open Interest is 137,676 : : Positions : : 83,874 83,135 27,387 22,111 18,122 3,927 0 0 249 1,581 889 : : : : Changes from: October 24, 2017 : : 2,964 1,026 135 1,825 495 0 -2,808 -428 249 1,138 151 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 60.4 19.9 16.1 13.2 2.9 0.0 0.0 0.2 1.1 0.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 15 16 5 . 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A6 Open Interest is 21,490 : : Positions : : 16,245 18,505 359 1,452 368 0 620 0 683 0 90 : : : : Changes from: October 24, 2017 : : -120 0 60 0 60 0 0 0 -30 0 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 86.1 1.7 6.8 1.7 0.0 2.9 0.0 3.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 13 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A8 Open Interest is 68,299 : : Positions : : 38,974 47,450 20,247 13,098 4,018 0 0 0 0 549 61 : : : : Changes from: October 24, 2017 : : 61 1,370 2,190 -365 30 0 0 0 0 -191 61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 69.5 29.6 19.2 5.9 0.0 0.0 0.0 0.0 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 13 5 4 6 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AG Open Interest is 164,471 : : Positions : : 116,156 125,867 7,074 26,051 2,962 34,320 0 0 3,690 6,776 0 : : : : Changes from: October 24, 2017 : : 19,599 46,314 472 4,087 236 27,142 -690 0 3,690 420 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 76.5 4.3 15.8 1.8 20.9 0.0 0.0 2.2 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 68 : : 21 30 . 7 4 6 0 0 7 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AH Open Interest is 198,282 : : Positions : : 112,857 169,978 15,067 15,365 3,218 60,613 372 151 4,856 7,313 818 : : : : Changes from: October 24, 2017 : : 20,793 48,837 1,099 3,124 1,199 27,382 -300 -240 2,934 502 818 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 85.7 7.6 7.7 1.6 30.6 0.2 0.1 2.4 3.7 0.4 : : : : Number of Traders in Each Category Total Traders: 84 : : 28 41 5 . 4 8 . . 9 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AM Open Interest is 146,576 : : Positions : : 143,183 143,380 1,521 0 0 0 0 0 620 0 0 : : : : Changes from: October 24, 2017 : : 5,347 6,548 720 0 0 0 0 0 0 -540 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.7 97.8 1.0 0.0 0.0 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 21 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AQ Open Interest is 285,878 : : Positions : : 201,503 197,534 49,452 50,563 26,226 0 1,065 1,227 1,851 1,200 0 : : : : Changes from: October 24, 2017 : : -963 10,054 23,412 10,789 -5,076 0 16 -320 0 690 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 69.1 17.3 17.7 9.2 0.0 0.4 0.4 0.6 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 28 27 . 5 5 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233AW Open Interest is 16,393 : : Positions : : 11,741 14,690 1,040 0 0 0 0 0 0 0 0 : : : : Changes from: October 24, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 89.6 6.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AY Open Interest is 72,363 : : Positions : : 45,040 50,710 9,902 8,748 6,085 0 721 1,292 1,499 0 130 : : : : Changes from: October 24, 2017 : : 1,569 2,075 0 60 0 0 -120 0 814 0 -240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 70.1 13.7 12.1 8.4 0.0 1.0 1.8 2.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 12 . . 4 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233B1 Open Interest is 116,039 : : Positions : : 100,007 92,278 5,589 13,232 5,040 1,726 0 965 0 3,390 0 : : : : Changes from: October 24, 2017 : : 6,613 4,840 16 0 0 -302 0 62 0 1,620 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 79.5 4.8 11.4 4.3 1.5 0.0 0.8 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 19 . 4 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BA Open Interest is 34,550 : : Positions : : 21,069 21,907 1,412 4,980 4,956 0 0 0 783 0 0 : : : : Changes from: October 24, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 63.4 4.1 14.4 14.3 0.0 0.0 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 . . 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BB Open Interest is 136,198 : : Positions : : 85,549 122,802 27,991 3,566 3,575 2,490 0 228 9,611 210 0 : : : : Changes from: October 24, 2017 : : 349 3,407 1,128 -302 0 163 0 -270 212 210 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 90.2 20.6 2.6 2.6 1.8 0.0 0.2 7.1 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 17 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BC Open Interest is 113,975 : : Positions : : 74,184 104,365 30,336 4,063 1,898 0 0 0 0 0 0 : : : : Changes from: October 24, 2017 : : 378 697 -301 -580 121 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 91.6 26.6 3.6 1.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 6 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BD Open Interest is 69,146 : : Positions : : 68,929 63,804 0 4,062 62 0 0 0 0 850 155 : : : : Changes from: October 24, 2017 : : 1,200 180 0 0 0 0 0 0 -635 385 155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.7 92.3 0.0 5.9 0.1 0.0 0.0 0.0 0.0 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 17 0 . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BH Open Interest is 155,477 : : Positions : : 128,861 113,532 357 23,814 12,743 1,168 0 439 3,182 0 231 : : : : Changes from: October 24, 2017 : : 919 2,696 357 -2,301 1,997 337 0 2 -85 0 33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 73.0 0.2 15.3 8.2 0.8 0.0 0.3 2.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 12 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BL Open Interest is 166,697 : : Positions : : 122,841 102,954 9,246 29,381 15,851 0 2,576 7,301 570 2,080 0 : : : : Changes from: October 24, 2017 : : 2,596 671 0 62 0 0 126 -59 570 946 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 61.8 5.5 17.6 9.5 0.0 1.5 4.4 0.3 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 19 . 6 6 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BW Open Interest is 20,718 : : Positions : : 16,403 20,052 1,108 0 60 0 0 0 2,202 0 60 : : : : Changes from: October 24, 2017 : : 180 330 60 0 0 0 0 0 420 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 96.8 5.3 0.0 0.3 0.0 0.0 0.0 10.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 12 . 0 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233CG Open Interest is 31,575 : : Positions : : 11,911 30,207 16,240 248 0 902 0 0 210 270 0 : : : : Changes from: October 24, 2017 : : 1,140 1,050 0 0 0 30 0 0 210 270 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.7 95.7 51.4 0.8 0.0 2.9 0.0 0.0 0.7 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 14 . . 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CH Open Interest is 185,199 : : Positions : : 105,502 124,269 57,224 42,749 5,297 489 2,135 952 5,811 900 0 : : : : Changes from: October 24, 2017 : : -1,147 -1,545 -2,415 855 423 -252 394 427 -330 630 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 67.1 30.9 23.1 2.9 0.3 1.2 0.5 3.1 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 20 22 5 6 7 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233CU Open Interest is 103,845 : : Positions : : 85,204 70,358 12,401 25,425 1,649 0 0 0 663 0 0 : : : : Changes from: October 24, 2017 : : 2,677 1,904 -240 195 -174 0 0 0 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 67.8 11.9 24.5 1.6 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 17 . 5 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CW Open Interest is 100,765 : : Positions : : 58,651 78,318 35,698 16,381 1,266 0 0 0 0 0 0 : : : : Changes from: October 24, 2017 : : 660 -1,144 -357 1,237 510 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 77.7 35.4 16.3 1.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 14 7 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CZ Open Interest is 69,846 : : Positions : : 40,744 44,012 11,473 14,324 8,798 0 0 0 2,767 0 0 : : : : Changes from: October 24, 2017 : : 123 1,459 124 -914 705 0 0 0 31 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 63.0 16.4 20.5 12.6 0.0 0.0 0.0 4.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 13 . 5 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233D4 Open Interest is 28,123 : : Positions : : 26,407 24,166 0 1,768 240 0 0 0 537 1,378 300 : : : : Changes from: October 24, 2017 : : 1,470 1,110 0 -420 240 0 0 0 -420 510 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 85.9 0.0 6.3 0.9 0.0 0.0 0.0 1.9 4.9 1.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 16 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV 2500 MM Btus : CFTC Code #0233DR Open Interest is 139,608 : : Positions : : 114,417 15,946 10,188 112,489 6,929 0 0 0 0 0 0 : : : : Changes from: October 24, 2017 : : 9,038 520 1,107 9,259 -306 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 11.4 7.3 80.6 5.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 7 . 9 7 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233DT Open Interest is 82,353 : : Positions : : 41,637 46,801 15,509 21,401 10,759 0 0 0 0 0 0 : : : : Changes from: October 24, 2017 : : 452 5 -1,430 1,542 702 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 56.8 18.8 26.0 13.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 11 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 1,400,297 : : Positions : : 153,022 196,032 210,668 86,127 135,441 258,621 246,087 271,016 118,743 235,173 185,458 : : : : Changes from: October 24, 2017 : : 11,030 7,570 24,570 -3,755 85 371 40,250 -2,209 2,180 -5,942 -11,987 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.9 14.0 15.0 6.2 9.7 18.5 17.6 19.4 8.5 16.8 13.2 : : : : Number of Traders in Each Category Total Traders: 360 : : 48 37 28 10 31 57 76 77 79 42 78 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #02365U Open Interest is 496,345 : : Positions : : 94,515 106,515 30,643 57,543 132,831 62,733 997 56,646 8,705 35,465 103,110 : : : : Changes from: October 24, 2017 : : -9,028 -4,859 -5,156 -5,657 -9,607 -6,089 -4,041 -5,584 -1,399 -6,175 -10,352 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.0 21.5 6.2 11.6 26.8 12.6 0.2 11.4 1.8 7.1 20.8 : : : : Number of Traders in Each Category Total Traders: 142 : : 36 34 6 16 20 24 8 29 25 24 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A55 Open Interest is 399,596 : : Positions : : 70,968 43,125 7,827 80,010 41,537 12,638 8,971 20,084 215,469 174,967 15,020 : : : : Changes from: October 24, 2017 : : 626 -2,656 367 -10,346 -3,615 -8,003 -339 -2,753 -10,006 -4,792 -3,841 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.8 10.8 2.0 20.0 10.4 3.2 2.2 5.0 53.9 43.8 3.8 : : : : Number of Traders in Each Category Total Traders: 70 : : 23 24 . 9 11 5 . 5 12 13 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A56 Open Interest is 117,730 : : Positions : : 30,365 17,415 23,284 28,085 14,869 3,433 22,838 10,061 18,976 9,689 9,822 : : : : Changes from: October 24, 2017 : : 1,254 931 -1,387 -1,166 82 116 -1,043 -64 -4,165 -2,645 -3,205 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.8 14.8 19.8 23.9 12.6 2.9 19.4 8.5 16.1 8.2 8.3 : : : : Number of Traders in Each Category Total Traders: 56 : : 11 13 9 5 14 4 6 4 9 10 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A84 Open Interest is 47,519 : : Positions : : 7,354 5,551 232 0 63 2,035 12,212 17,808 9,037 917 10,760 : : : : Changes from: October 24, 2017 : : 1,044 1,510 51 0 -18 -216 -422 -1,291 333 158 -358 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.5 11.7 0.5 0.0 0.1 4.3 25.7 37.5 19.0 1.9 22.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 6 6 . 0 . . 8 8 4 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES (Contracts of 10,000 MMBTU'S) : CFTC Code #023P02 Open Interest is 201,459 : : Positions : : 36,791 38,505 777 7,660 100,991 473 1,120 16,152 9,343 318 36,615 : : : : Changes from: October 24, 2017 : : -3,764 -4,778 -2,875 165 -6,949 -743 -1,179 2,540 124 -1,251 -8,869 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.3 19.1 0.4 3.8 50.1 0.2 0.6 8.0 4.6 0.2 18.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 5 5 4 5 9 6 . 7 11 5 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 1,195,183 : : Positions : : 296,588 169,798 99,351 824,014 112,115 157,631 4,392 45,708 436,007 6,838 21,317 : : : : Changes from: October 24, 2017 : : -5,796 -12,324 2,022 -18,152 -8,070 -10,969 -163 -540 -23,810 -5,931 540 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.8 14.2 8.3 68.9 9.4 13.2 0.4 3.8 36.5 0.6 1.8 : : : : Number of Traders in Each Category Total Traders: 83 : : 32 28 4 15 14 8 . 5 11 5 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 194,330 : : Positions : : 41,051 27,950 103,936 78,240 14,831 2,545 26,610 9,424 3,904 14,835 14,317 : : : : Changes from: October 24, 2017 : : -6,164 -6,110 -6,624 -6,535 -2,103 -3,212 515 -259 3,186 -3,501 -4,974 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.1 14.4 53.5 40.3 7.6 1.3 13.7 4.8 2.0 7.6 7.4 : : : : Number of Traders in Each Category Total Traders: 55 : : 11 14 14 4 13 . 6 6 4 11 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #06665B Open Interest is 3,113 : : Positions : : 1,059 2,133 261 0 158 0 0 0 647 89 280 : : : : Changes from: October 24, 2017 : : 84 68 35 0 7 0 0 0 97 69 77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.0 68.5 8.4 0.0 5.1 0.0 0.0 0.0 20.8 2.9 9.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 21 . 0 . 0 0 0 7 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665G Open Interest is 25,116 : : Positions : : 23,486 9,295 933 13,562 0 0 0 0 311 1,789 170 : : : : Changes from: October 24, 2017 : : 945 245 0 690 0 0 0 0 15 25 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 37.0 3.7 54.0 0.0 0.0 0.0 0.0 1.2 7.1 0.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 16 . 7 0 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 114,100 : : Positions : : 79,194 89,640 10,890 8,902 6,350 4,373 979 2,071 6,209 1,604 4,123 : : : : Changes from: October 24, 2017 : : -422 1,176 1,335 279 -174 360 170 79 467 165 605 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 78.6 9.5 7.8 5.6 3.8 0.9 1.8 5.4 1.4 3.6 : : : : Number of Traders in Each Category Total Traders: 117 : : 54 56 6 7 9 7 . 5 21 9 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 70,148 : : Positions : : 40,953 53,303 8,088 5,466 7,510 2,163 0 1,374 9,295 1,360 525 : : : : Changes from: October 24, 2017 : : 287 -993 -875 300 1,028 0 0 0 0 135 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 76.0 11.5 7.8 10.7 3.1 0.0 2.0 13.3 1.9 0.7 : : : : Number of Traders in Each Category Total Traders: 49 : : 24 27 5 . 4 . 0 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 43,526 : : Positions : : 36,860 29,966 417 7,534 1,415 1,021 0 245 2,541 3,441 498 : : : : Changes from: October 24, 2017 : : 453 597 -57 15 124 35 0 75 206 25 104 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 68.8 1.0 17.3 3.3 2.3 0.0 0.6 5.8 7.9 1.1 : : : : Number of Traders in Each Category Total Traders: 74 : : 29 34 . 6 7 4 0 . 10 8 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 11,258 : : Positions : : 8,620 5,338 1,237 4,771 16 0 0 0 903 526 297 : : : : Changes from: October 24, 2017 : : 661 171 0 516 -91 0 0 0 -7 -18 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 47.4 11.0 42.4 0.1 0.0 0.0 0.0 8.0 4.7 2.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 18 21 . 7 . 0 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665T Open Interest is 17,699 : : Positions : : 13,116 8,030 1,289 5,374 290 55 0 120 759 2,583 977 : : : : Changes from: October 24, 2017 : : -172 251 0 -99 36 0 0 0 -129 -143 71 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 45.4 7.3 30.4 1.6 0.3 0.0 0.7 4.3 14.6 5.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 23 18 4 4 5 . 0 . 5 6 6 : ----------------------------------------------------------------------------------------------------------------
Updated November 3, 2017