Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 5,023,475 : : Positions : :2,861,696 1,196,294 334,175 2,849,049 235,305 530,484 11,781 217,996 341,247 25,560 474,947 : : : : Changes from: October 31, 2017 : : 90,625 -18,634 -19,997 46,676 4,242 -9,489 448 1,901 -24,892 985 -10,253 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 23.8 6.7 56.7 4.7 10.6 0.2 4.3 6.8 0.5 9.5 : : : : Number of Traders in Each Category Total Traders: 222 : : 105 91 8 18 19 19 4 15 39 17 42 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 1,349,195 : : Positions : : 157,144 150,102 16,254 31,713 438,897 39,406 2,249 357,839 4,249 34,945 332,388 : : : : Changes from: October 31, 2017 : : 20,857 18,388 -2,858 3,112 11,620 6,928 -674 8,510 192 4,319 21,261 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.6 11.1 1.2 2.4 32.5 2.9 0.2 26.5 0.3 2.6 24.6 : : : : Number of Traders in Each Category Total Traders: 85 : : 35 34 7 9 16 5 4 9 12 11 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 213,785 : : Positions : : 111,656 175,726 66,098 11,415 10,060 8,264 5,856 2,601 219 632 2,649 : : : : Changes from: October 31, 2017 : : -5,618 -9,982 742 -607 835 287 -220 -352 -4,019 384 1,929 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 82.2 30.9 5.3 4.7 3.9 2.7 1.2 0.1 0.3 1.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 20 7 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 108,113 : : Positions : : 91,850 60,940 1,362 29,752 7,318 0 0 0 213 3,591 1,165 : : : : Changes from: October 31, 2017 : : -4,626 -9,915 -1,450 1,428 999 0 0 0 -1,002 826 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 56.4 1.3 27.5 6.8 0.0 0.0 0.0 0.2 3.3 1.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 15 . 5 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 243,293 : : Positions : : 177,924 78,939 32,253 134,993 18,007 1,086 0 2,296 490 375 535 : : : : Changes from: October 31, 2017 : : -15,763 770 6,242 -6,771 -1,816 1,086 -60 -411 367 -54 237 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 32.4 13.3 55.5 7.4 0.4 0.0 0.9 0.2 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 14 6 5 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 833,591 : : Positions : : 741,119 71,033 35,335 694,360 44,416 0 547 2,776 0 17,082 676 : : : : Changes from: October 31, 2017 : : -29,491 -545 2,173 -27,800 -7,912 0 -117 -124 0 -937 -2,292 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 8.5 4.2 83.3 5.3 0.0 0.1 0.3 0.0 2.0 0.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 38 21 4 9 13 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 392,333 : : Positions : : 309,041 275,018 26,169 83,069 28,559 0 435 699 4,368 0 240 : : : : Changes from: October 31, 2017 : : -19,048 -15,821 -1,901 1,124 614 0 267 -211 -1,079 0 -121 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 70.1 6.7 21.2 7.3 0.0 0.1 0.2 1.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 25 28 5 9 6 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 360,903 : : Positions : : 300,865 230,115 38,056 111,982 11,386 127 0 1,104 0 678 184 : : : : Changes from: October 31, 2017 : : -16,618 -17,071 2,159 731 -4,794 -12 0 0 -1,339 678 -529 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 63.8 10.5 31.0 3.2 0.0 0.0 0.3 0.0 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 28 28 5 7 9 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 223,072 : : Positions : : 186,676 104,871 16,234 104,208 4,567 2,774 0 645 602 413 415 : : : : Changes from: October 31, 2017 : : -6,834 -10,197 -903 7,021 -1,046 2,774 -7 -797 602 -2,219 -54 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 47.0 7.3 46.7 2.0 1.2 0.0 0.3 0.3 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 25 24 . 8 8 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 76,473 : : Positions : : 63,408 56,470 7,098 12,147 974 0 0 0 0 2,194 276 : : : : Changes from: October 31, 2017 : : -1,643 -4,603 -2,122 120 -140 0 0 0 0 526 173 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 73.8 9.3 15.9 1.3 0.0 0.0 0.0 0.0 2.9 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 16 . . 5 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 26,818 : : Positions : : 19,340 24,884 5,318 1,090 0 0 0 0 0 0 0 : : : : Changes from: October 31, 2017 : : -8,339 -6,760 682 -744 -682 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 92.8 19.8 4.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 13 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 116,671 : : Positions : : 88,055 34,517 13,108 71,975 6,917 0 404 1,774 0 250 227 : : : : Changes from: October 31, 2017 : : -8,343 -1,188 3,825 -908 -183 -657 404 232 0 -366 -213 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 29.6 11.2 61.7 5.9 0.0 0.3 1.5 0.0 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 10 . 6 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 162,080 : : Positions : : 122,177 67,035 21,442 83,141 7,675 0 0 0 0 0 0 : : : : Changes from: October 31, 2017 : : -8,026 -4,386 -1,883 -3,441 1,921 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 41.4 13.2 51.3 4.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 14 4 7 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 96,027 : : Positions : : 91,475 76,634 0 12,233 61 0 0 0 538 0 793 : : : : Changes from: October 31, 2017 : : -884 -3,150 0 -104 0 0 0 0 -420 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.3 79.8 0.0 12.7 0.1 0.0 0.0 0.0 0.6 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 13 0 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 25,000 : : Positions : : 8,980 22,834 3,194 0 966 9,250 210 0 1,950 0 0 : : : : Changes from: October 31, 2017 : : -2,323 -5,754 0 0 0 -2,542 0 0 -806 -682 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.9 91.3 12.8 0.0 3.9 37.0 0.8 0.0 7.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 6 18 . 0 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 517,779 : : Positions : : 358,001 178,872 24,240 286,663 37,566 41,106 2,309 860 39,119 877 1,619 : : : : Changes from: October 31, 2017 : : -24,798 -9,890 -5,631 -5,353 1,055 9,126 -2,186 -273 -1,454 -817 -375 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 34.5 4.7 55.4 7.3 7.9 0.4 0.2 7.6 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 69 : : 37 35 . 12 11 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 132,984 : : Positions : : 78,809 83,244 28,913 21,657 17,067 3,927 0 0 0 462 124 : : : : Changes from: October 31, 2017 : : -5,065 109 1,526 -454 -1,055 0 0 0 -249 -1,119 -765 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 62.6 21.7 16.3 12.8 3.0 0.0 0.0 0.0 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 15 5 . 6 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 63,756 : : Positions : : 34,263 44,572 20,296 11,673 3,597 0 0 0 0 0 0 : : : : Changes from: October 31, 2017 : : -4,711 -2,878 49 -1,425 -421 0 0 0 0 -549 -61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 69.9 31.8 18.3 5.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 10 5 4 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 94,631 : : Positions : : 88,637 65,377 4,309 21,764 1,102 0 0 0 0 2,066 0 : : : : Changes from: October 31, 2017 : : -27,519 -60,490 -2,765 -4,287 -1,860 -34,320 0 0 -3,690 -4,710 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 69.1 4.6 23.0 1.2 0.0 0.0 0.0 0.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 6 . 5 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 116,923 : : Positions : : 65,617 96,374 12,052 13,515 914 34,320 0 0 3,690 5,310 0 : : : : Changes from: October 31, 2017 : : -47,240 -73,604 -3,015 -1,850 -2,304 -26,293 -372 -151 -1,166 -2,003 -818 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 82.4 10.3 11.6 0.8 29.4 0.0 0.0 3.2 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 70 : : 20 34 5 . . 6 0 0 7 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 118,304 : : Positions : : 116,370 115,673 1,242 0 0 0 0 0 0 0 0 : : : : Changes from: October 31, 2017 : : -26,813 -27,707 -279 0 0 0 0 0 -620 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.4 97.8 1.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 16 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 276,153 : : Positions : : 192,058 194,302 53,448 53,036 21,252 1,042 212 1,340 1,671 0 0 : : : : Changes from: October 31, 2017 : : -9,445 -3,232 3,996 2,473 -4,974 1,042 -853 113 -180 -1,200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 70.4 19.4 19.2 7.7 0.4 0.1 0.5 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 27 26 . 5 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 67,657 : : Positions : : 41,944 49,025 9,792 6,484 5,602 70 0 1,222 1,086 0 0 : : : : Changes from: October 31, 2017 : : -3,096 -1,685 -110 -2,264 -483 70 -721 -70 -413 0 -130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 72.5 14.5 9.6 8.3 0.1 0.0 1.8 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 12 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 104,097 : : Positions : : 89,107 84,720 4,623 12,204 3,807 1,084 0 1,058 248 434 0 : : : : Changes from: October 31, 2017 : : -10,900 -7,558 -966 -1,028 -1,233 -642 0 93 248 -2,956 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 81.4 4.4 11.7 3.7 1.0 0.0 1.0 0.2 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 18 . 4 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 34,292 : : Positions : : 24,006 21,601 844 4,963 6,244 418 0 479 0 0 0 : : : : Changes from: October 31, 2017 : : 2,937 -306 -568 -17 1,288 418 0 479 -783 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 63.0 2.5 14.5 18.2 1.2 0.0 1.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 . 4 5 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 129,702 : : Positions : : 80,113 114,007 28,275 3,530 3,611 1,572 0 228 9,223 0 0 : : : : Changes from: October 31, 2017 : : -5,436 -8,795 284 -36 36 -918 0 0 -388 -210 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 87.9 21.8 2.7 2.8 1.2 0.0 0.2 7.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 14 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 111,104 : : Positions : : 73,536 101,814 28,215 4,022 1,758 0 0 0 0 0 0 : : : : Changes from: October 31, 2017 : : -648 -2,551 -2,121 -41 -140 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 91.6 25.4 3.6 1.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 5 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 59,504 : : Positions : : 59,504 57,152 0 1,692 0 0 0 0 0 510 0 : : : : Changes from: October 31, 2017 : : -9,425 -6,652 0 -2,370 -62 0 0 0 0 -340 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 96.0 0.0 2.8 0.0 0.0 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 0 . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 156,075 : : Positions : : 127,013 116,479 6,884 23,946 9,897 0 0 0 2,696 0 0 : : : : Changes from: October 31, 2017 : : -1,848 2,947 6,527 132 -2,846 -1,168 0 -439 -486 0 -231 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 74.6 4.4 15.3 6.3 0.0 0.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 157,248 : : Positions : : 115,293 100,243 10,269 25,876 14,559 0 2,465 7,311 0 1,262 0 : : : : Changes from: October 31, 2017 : : -7,548 -2,711 1,023 -3,505 -1,292 0 -111 10 -570 -818 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 63.7 6.5 16.5 9.3 0.0 1.6 4.6 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 17 . 6 6 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 178,627 : : Positions : : 101,698 124,012 56,102 38,911 6,133 248 3,364 66 5,811 1,656 0 : : : : Changes from: October 31, 2017 : : -3,804 -257 -1,122 -3,838 836 -241 1,229 -886 0 756 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 69.4 31.4 21.8 3.4 0.1 1.9 0.0 3.3 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 21 24 5 6 7 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 102,434 : : Positions : : 82,383 70,682 13,257 23,588 1,739 0 0 0 1,780 0 0 : : : : Changes from: October 31, 2017 : : -2,821 324 856 -1,837 90 0 0 0 1,117 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 69.0 12.9 23.0 1.7 0.0 0.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 16 . 5 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 93,840 : : Positions : : 53,784 72,933 34,144 15,163 576 0 0 0 0 0 0 : : : : Changes from: October 31, 2017 : : -4,867 -5,385 -1,554 -1,218 -690 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 77.7 36.4 16.2 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 12 7 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 65,960 : : Positions : : 39,936 41,088 11,117 13,667 8,732 0 0 0 0 0 0 : : : : Changes from: October 31, 2017 : : -808 -2,924 -356 -657 -66 0 0 0 -2,767 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 62.3 16.9 20.7 13.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 18,836 : : Positions : : 17,150 14,736 0 1,148 240 0 0 0 0 810 0 : : : : Changes from: October 31, 2017 : : -9,257 -9,430 0 -620 0 0 0 0 -537 -568 -300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 78.2 0.0 6.1 1.3 0.0 0.0 0.0 0.0 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 0 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 140,440 : : Positions : : 113,758 12,729 10,558 118,728 4,709 0 0 0 583 0 651 : : : : Changes from: October 31, 2017 : : -659 -3,217 370 6,239 -2,220 0 0 0 583 0 651 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 9.1 7.5 84.5 3.4 0.0 0.0 0.0 0.4 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 6 . 9 7 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 75,151 : : Positions : : 36,271 42,039 15,036 21,645 8,405 0 0 0 0 0 0 : : : : Changes from: October 31, 2017 : : -5,366 -4,762 -473 244 -2,354 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.3 55.9 20.0 28.8 11.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 1,365,357 : : Positions : : 142,739 186,386 196,916 83,785 134,380 248,950 207,387 272,866 111,761 239,965 195,089 : : : : Changes from: October 31, 2017 : : -10,283 -9,646 -13,752 -2,342 -1,060 -9,671 -38,700 1,850 -6,981 4,792 9,631 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.5 13.7 14.4 6.1 9.8 18.2 15.2 20.0 8.2 17.6 14.3 : : : : Number of Traders in Each Category Total Traders: 339 : : 46 37 27 9 29 59 65 80 73 45 75 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 552,723 : : Positions : : 101,362 113,251 30,525 61,983 145,255 70,781 5,895 72,743 14,255 38,362 111,134 : : : : Changes from: October 31, 2017 : : 6,847 6,736 -118 4,439 12,424 8,047 4,898 16,098 5,550 2,898 8,024 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.3 20.5 5.5 11.2 26.3 12.8 1.1 13.2 2.6 6.9 20.1 : : : : Number of Traders in Each Category Total Traders: 149 : : 37 35 6 16 20 23 12 31 23 29 41 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 402,492 : : Positions : : 70,844 42,886 7,457 83,686 40,369 12,632 9,595 20,547 215,669 171,189 19,352 : : : : Changes from: October 31, 2017 : : -124 -239 -370 3,676 -1,168 -6 624 463 200 -3,777 4,331 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.6 10.7 1.9 20.8 10.0 3.1 2.4 5.1 53.6 42.5 4.8 : : : : Number of Traders in Each Category Total Traders: 72 : : 23 24 . 9 11 5 . 5 13 14 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 121,977 : : Positions : : 31,690 16,749 21,597 28,271 15,684 3,280 24,702 11,005 21,797 10,809 9,757 : : : : Changes from: October 31, 2017 : : 1,325 -666 -1,687 186 815 -153 1,864 944 2,821 1,120 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.0 13.7 17.7 23.2 12.9 2.7 20.3 9.0 17.9 8.9 8.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 11 13 8 6 14 4 7 5 9 11 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 48,960 : : Positions : : 6,934 5,175 172 0 85 1,627 13,662 17,335 11,008 937 11,574 : : : : Changes from: October 31, 2017 : : -420 -377 -60 0 22 -408 1,450 -473 1,971 21 813 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.2 10.6 0.4 0.0 0.2 3.3 27.9 35.4 22.5 1.9 23.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 6 7 . 0 . . 9 8 5 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 221,228 : : Positions : : 39,140 38,360 2,960 5,144 107,529 225 2,972 18,933 5,347 1,374 46,830 : : : : Changes from: October 31, 2017 : : 2,349 -145 2,183 -2,516 6,537 -248 1,852 2,780 -3,996 1,056 10,215 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.7 17.3 1.3 2.3 48.6 0.1 1.3 8.6 2.4 0.6 21.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 6 5 6 . 9 . 4 7 10 6 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 1,209,761 : : Positions : : 296,147 167,989 99,344 838,003 114,922 146,506 4,392 46,288 459,571 6,137 21,032 : : : : Changes from: October 31, 2017 : : -441 -1,809 -7 13,989 2,807 -11,125 0 580 23,564 -701 -285 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.5 13.9 8.2 69.3 9.5 12.1 0.4 3.8 38.0 0.5 1.7 : : : : Number of Traders in Each Category Total Traders: 82 : : 32 28 4 15 14 7 . 5 12 4 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 203,962 : : Positions : : 40,284 32,041 105,300 76,324 15,159 13,345 27,160 8,806 3,782 23,383 13,146 : : : : Changes from: October 31, 2017 : : -767 4,091 1,364 -1,916 328 10,800 550 -618 -122 8,548 -1,171 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.8 15.7 51.6 37.4 7.4 6.5 13.3 4.3 1.9 11.5 6.4 : : : : Number of Traders in Each Category Total Traders: 57 : : 11 14 14 4 13 . 5 5 5 12 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 2,890 : : Positions : : 1,032 1,907 15 0 215 0 0 0 795 67 254 : : : : Changes from: October 31, 2017 : : -27 -226 -246 0 57 0 0 0 148 -22 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.7 66.0 0.5 0.0 7.4 0.0 0.0 0.0 27.5 2.3 8.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 19 . 0 . 0 0 0 8 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 25,055 : : Positions : : 23,675 7,702 0 13,263 618 0 0 0 504 3,155 62 : : : : Changes from: October 31, 2017 : : 189 -1,593 -933 -299 618 0 0 0 193 1,366 -108 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 30.7 0.0 52.9 2.5 0.0 0.0 0.0 2.0 12.6 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 18 16 0 8 . 0 0 0 4 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 106,621 : : Positions : : 74,301 84,961 10,021 8,563 4,956 4,066 785 1,984 7,376 1,815 3,173 : : : : Changes from: October 31, 2017 : : -4,893 -4,679 -869 -339 -1,394 -307 -194 -87 1,167 211 -950 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 79.7 9.4 8.0 4.6 3.8 0.7 1.9 6.9 1.7 3.0 : : : : Number of Traders in Each Category Total Traders: 118 : : 56 56 5 8 8 8 . 5 17 10 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 64,167 : : Positions : : 36,507 48,632 8,607 5,690 6,620 2,193 0 1,335 8,115 1,029 525 : : : : Changes from: October 31, 2017 : : -4,446 -4,671 519 224 -890 30 0 -39 -1,180 -331 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 75.8 13.4 8.9 10.3 3.4 0.0 2.1 12.6 1.6 0.8 : : : : Number of Traders in Each Category Total Traders: 50 : : 22 27 5 4 4 4 0 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 40,590 : : Positions : : 33,013 27,648 1,045 7,921 810 1,291 0 150 3,231 2,926 731 : : : : Changes from: October 31, 2017 : : -3,847 -2,318 628 387 -605 270 0 -95 690 -515 233 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 68.1 2.6 19.5 2.0 3.2 0.0 0.4 8.0 7.2 1.8 : : : : Number of Traders in Each Category Total Traders: 76 : : 29 33 . 6 6 4 0 . 11 7 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 10,860 : : Positions : : 8,869 4,653 783 5,055 16 0 0 0 497 536 273 : : : : Changes from: October 31, 2017 : : 249 -685 -454 284 0 0 0 0 -406 10 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 42.8 7.2 46.5 0.1 0.0 0.0 0.0 4.6 4.9 2.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 18 20 . 7 . 0 0 0 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665T Open Interest is 16,527 : : Positions : : 12,090 7,767 1,208 4,795 240 55 0 120 996 2,472 895 : : : : Changes from: October 31, 2017 : : -1,026 -263 -81 -579 -50 0 0 0 237 -111 -82 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 47.0 7.3 29.0 1.5 0.3 0.0 0.7 6.0 15.0 5.4 : : : : Number of Traders in Each Category Total Traders: 48 : : 23 17 4 4 5 . 0 . 5 8 6 : ----------------------------------------------------------------------------------------------------------------
Updated November 10, 2017