Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 5,119,166 : : Positions : :2,956,618 1,255,247 333,104 2,906,477 245,308 515,798 15,963 244,004 375,193 19,883 420,932 : : : : Changes from: November 14, 2017 : : 100,724 30,694 1,849 15,818 7,928 -11,747 264 1,378 -44,385 -1,681 -16,207 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 24.5 6.5 56.8 4.8 10.1 0.3 4.8 7.3 0.4 8.2 : : : : Number of Traders in Each Category Total Traders: 231 : : 108 90 9 18 19 22 . 18 43 16 44 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 1,416,862 : : Positions : : 169,245 161,779 32,874 24,877 441,632 23,402 11,299 398,711 7,297 36,920 340,683 : : : : Changes from: November 14, 2017 : : 278 1,759 12,825 -2,364 -10,836 -15,123 8,896 3,567 5,196 -4,506 -16,537 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.9 11.4 2.3 1.8 31.2 1.7 0.8 28.1 0.5 2.6 24.0 : : : : Number of Traders in Each Category Total Traders: 89 : : 36 37 9 8 16 5 4 9 8 16 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 224,316 : : Positions : : 120,712 183,423 66,139 11,194 10,542 9,027 5,856 2,079 15 310 4,975 : : : : Changes from: November 14, 2017 : : 3,358 5,663 1,962 148 21 698 0 -386 15 -380 1,233 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 81.8 29.5 5.0 4.7 4.0 2.6 0.9 0.0 0.1 2.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 23 8 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 117,449 : : Positions : : 98,152 63,201 1,171 35,184 6,407 248 0 0 677 3,680 4,990 : : : : Changes from: November 14, 2017 : : 949 -1,168 -31 1,527 -549 0 0 0 573 734 1,772 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 53.8 1.0 30.0 5.5 0.2 0.0 0.0 0.6 3.1 4.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 20 . 6 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 241,843 : : Positions : : 185,030 74,732 27,319 134,174 16,701 335 0 2,836 0 859 403 : : : : Changes from: November 14, 2017 : : 4,816 691 352 -599 -560 -1,432 0 723 0 403 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 30.9 11.3 55.5 6.9 0.1 0.0 1.2 0.0 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 14 6 5 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 849,042 : : Positions : : 752,344 66,325 36,555 714,457 46,179 457 0 1,896 0 16,684 800 : : : : Changes from: November 14, 2017 : : 6,508 -1,903 16 10,649 1,043 457 -180 -512 0 -615 124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 7.8 4.3 84.1 5.4 0.1 0.0 0.2 0.0 2.0 0.1 : : : : Number of Traders in Each Category Total Traders: 54 : : 37 20 4 9 11 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 408,036 : : Positions : : 327,842 292,095 24,970 74,935 31,338 0 1,442 1,124 5,363 1,023 268 : : : : Changes from: November 14, 2017 : : 18,475 14,384 -1,818 -8,535 2,394 0 796 -227 995 1,023 28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 71.6 6.1 18.4 7.7 0.0 0.4 0.3 1.3 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 62 : : 27 31 4 10 6 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 363,408 : : Positions : : 301,135 234,196 39,276 110,086 12,641 580 0 1,033 0 34 522 : : : : Changes from: November 14, 2017 : : -1,941 1,413 676 -1,263 300 453 0 -71 0 -155 184 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 64.4 10.8 30.3 3.5 0.2 0.0 0.3 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 60 : : 31 30 6 7 10 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 238,893 : : Positions : : 205,330 115,099 13,808 107,927 4,638 2,626 0 674 434 1,150 289 : : : : Changes from: November 14, 2017 : : 16,482 10,546 -2,426 395 71 739 0 -263 -602 737 184 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 48.2 5.8 45.2 1.9 1.1 0.0 0.3 0.2 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 27 24 . 8 8 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 78,490 : : Positions : : 66,035 57,618 7,618 12,138 946 0 0 0 0 3,133 0 : : : : Changes from: November 14, 2017 : : 2,895 344 240 -3 -28 0 0 0 0 2,027 -292 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 73.4 9.7 15.5 1.2 0.0 0.0 0.0 0.0 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 17 . . 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 34,779 : : Positions : : 25,937 31,804 6,403 1,090 0 0 0 0 0 1,023 0 : : : : Changes from: November 14, 2017 : : 4,861 4,502 217 -248 0 0 0 0 0 1,023 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 91.4 18.4 3.1 0.0 0.0 0.0 0.0 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 15 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 126,430 : : Positions : : 96,379 41,462 17,410 77,521 4,739 861 0 1,292 0 618 0 : : : : Changes from: November 14, 2017 : : 5,309 4,314 153 5,360 -285 861 -584 -426 0 368 -279 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 32.8 13.8 61.3 3.7 0.7 0.0 1.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 10 . 6 4 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 166,123 : : Positions : : 126,181 69,203 21,552 84,792 7,699 0 0 0 0 0 0 : : : : Changes from: November 14, 2017 : : 3,468 1,789 -146 1,651 24 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 41.7 13.0 51.0 4.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 15 4 7 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 101,813 : : Positions : : 96,411 80,919 0 13,058 61 0 0 0 1,506 0 793 : : : : Changes from: November 14, 2017 : : 2,133 2,226 0 -31 0 0 0 0 242 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 79.5 0.0 12.8 0.1 0.0 0.0 0.0 1.5 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 13 0 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 38,640 : : Positions : : 12,481 36,098 3,008 0 1,152 17,775 210 0 3,314 0 0 : : : : Changes from: November 14, 2017 : : 1,641 8,924 -186 0 186 6,045 0 0 1,364 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.3 93.4 7.8 0.0 3.0 46.0 0.5 0.0 8.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 9 22 . 0 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 522,860 : : Positions : : 352,388 185,909 30,224 284,684 34,529 43,273 4,981 1,248 44,873 898 2,432 : : : : Changes from: November 14, 2017 : : -583 5,280 6,079 -2,043 3,360 1,305 6 87 210 83 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 35.6 5.8 54.4 6.6 8.3 1.0 0.2 8.6 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 76 : : 40 38 4 11 11 . . 4 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 146,387 : : Positions : : 91,423 92,511 29,092 22,599 18,166 3,927 3,467 294 0 1,702 62 : : : : Changes from: November 14, 2017 : : 4,751 3,962 705 -518 1,911 0 111 -30 0 1,119 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 63.2 19.9 15.4 12.4 2.7 2.4 0.2 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 16 5 . 6 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 68,815 : : Positions : : 41,742 46,756 20,540 15,692 3,747 0 0 0 0 248 93 : : : : Changes from: November 14, 2017 : : 6,906 1,641 244 4,019 150 0 0 0 0 6 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 67.9 29.8 22.8 5.4 0.0 0.0 0.0 0.0 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 12 5 5 7 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 139,953 : : Positions : : 115,029 109,448 7,348 21,757 3,657 9,331 0 0 3,720 2,748 0 : : : : Changes from: November 14, 2017 : : 21,912 39,157 3,163 -7 2,431 8,959 0 0 3,286 682 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 78.2 5.3 15.5 2.6 6.7 0.0 0.0 2.7 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 17 20 . 6 4 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 165,858 : : Positions : : 88,465 142,515 22,453 14,538 1,007 44,209 0 0 8,960 7,108 0 : : : : Changes from: November 14, 2017 : : 20,647 43,196 10,463 1,023 31 9,517 0 0 4,836 1,798 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 85.9 13.5 8.8 0.6 26.7 0.0 0.0 5.4 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 72 : : 21 36 5 . . 6 0 0 9 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 124,777 : : Positions : : 121,423 121,304 2,476 532 212 0 0 0 0 0 0 : : : : Changes from: November 14, 2017 : : 4,495 5,879 1,234 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.3 97.2 2.0 0.4 0.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 19 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 278,387 : : Positions : : 194,993 199,921 55,418 51,011 20,360 1,042 167 1,303 2,198 0 0 : : : : Changes from: November 14, 2017 : : -4,686 -2,065 1,017 -1,079 1,067 0 -274 35 527 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 71.8 19.9 18.3 7.3 0.4 0.1 0.5 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 29 27 . 5 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 71,813 : : Positions : : 44,069 53,262 11,935 6,455 6,122 623 0 1,314 844 0 0 : : : : Changes from: November 14, 2017 : : 949 1,083 1,501 490 485 339 0 92 372 0 -310 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 74.2 16.6 9.0 8.5 0.9 0.0 1.8 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 12 4 . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 108,286 : : Positions : : 93,054 87,417 4,499 13,213 3,807 1,816 0 996 0 1,395 0 : : : : Changes from: November 14, 2017 : : 2,694 1,754 31 581 0 732 0 -62 -248 961 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 80.7 4.2 12.2 3.5 1.7 0.0 0.9 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 19 . 4 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 39,987 : : Positions : : 26,569 27,381 852 4,353 6,723 1,471 0 275 0 0 0 : : : : Changes from: November 14, 2017 : : 1,216 3,590 8 -359 479 690 0 -185 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 68.5 2.1 10.9 16.8 3.7 0.0 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 13 . . 5 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 137,381 : : Positions : : 82,232 122,121 32,987 3,685 3,120 1,329 0 408 9,905 0 0 : : : : Changes from: November 14, 2017 : : 425 2,226 914 155 -267 90 0 0 682 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 88.9 24.0 2.7 2.3 1.0 0.0 0.3 7.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 15 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 115,807 : : Positions : : 77,235 106,066 29,563 4,146 1,910 0 0 0 0 0 0 : : : : Changes from: November 14, 2017 : : 890 736 -1 124 -62 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 91.6 25.5 3.6 1.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 6 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 62,697 : : Positions : : 62,697 58,702 0 2,963 0 0 0 0 0 758 0 : : : : Changes from: November 14, 2017 : : 2,356 837 0 1,271 0 0 0 0 0 248 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 93.6 0.0 4.7 0.0 0.0 0.0 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 0 . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 160,921 : : Positions : : 129,258 124,239 10,005 22,504 9,189 0 0 0 3,130 173 261 : : : : Changes from: November 14, 2017 : : 383 3,387 1,359 -277 0 0 0 0 -186 155 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 77.2 6.2 14.0 5.7 0.0 0.0 0.0 1.9 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 13 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 169,959 : : Positions : : 123,747 111,437 14,333 25,135 14,256 0 4,196 7,221 0 2,362 155 : : : : Changes from: November 14, 2017 : : 9,814 12,691 2,178 -1,623 -77 0 521 92 0 1,384 -310 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 65.6 8.4 14.8 8.4 0.0 2.5 4.2 0.0 1.4 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 15 . 6 6 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BW Open Interest is 16,621 : : Positions : : 14,291 15,428 517 0 0 0 0 0 1,022 277 0 : : : : Changes from: November 14, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 92.8 3.1 0.0 0.0 0.0 0.0 0.0 6.1 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 . 0 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 189,307 : : Positions : : 115,846 135,839 53,644 38,397 6,710 0 2,069 521 4,351 2,028 0 : : : : Changes from: November 14, 2017 : : 8,978 4,641 -1,118 1,475 -616 -310 51 145 -1,460 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 71.8 28.3 20.3 3.5 0.0 1.1 0.3 2.3 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 23 25 5 6 7 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 106,204 : : Positions : : 83,657 77,572 15,719 19,787 1,268 0 0 0 1,625 0 0 : : : : Changes from: November 14, 2017 : : -676 3,181 2,603 -1,109 -440 0 0 0 -93 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 73.0 14.8 18.6 1.2 0.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 19 . 5 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 106,095 : : Positions : : 60,203 85,403 39,885 15,163 1,351 0 0 0 0 0 0 : : : : Changes from: November 14, 2017 : : 2,675 8,837 6,364 0 217 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 80.5 37.6 14.3 1.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 15 7 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 64,410 : : Positions : : 42,649 41,196 6,841 11,777 8,998 0 0 0 0 0 0 : : : : Changes from: November 14, 2017 : : 944 859 -31 -275 182 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 64.0 10.6 18.3 14.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 24,673 : : Positions : : 23,397 21,099 0 1,520 240 0 0 0 103 510 300 : : : : Changes from: November 14, 2017 : : 4,659 5,805 0 186 0 0 0 0 103 -300 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 85.5 0.0 6.2 1.0 0.0 0.0 0.0 0.4 2.1 1.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 11 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 152,710 : : Positions : : 124,317 12,277 10,263 130,047 5,805 763 0 0 583 0 651 : : : : Changes from: November 14, 2017 : : 5,064 -670 -29 5,791 1,061 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 8.0 6.7 85.2 3.8 0.5 0.0 0.0 0.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 7 . 9 7 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 77,632 : : Positions : : 46,093 42,936 14,601 26,101 6,693 0 0 0 0 0 0 : : : : Changes from: November 14, 2017 : : 5,170 1,292 -435 1,567 -1,284 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 55.3 18.8 33.6 8.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 1,391,375 : : Positions : : 150,613 197,672 191,612 90,075 151,791 264,358 191,509 279,936 102,964 254,885 181,218 : : : : Changes from: November 14, 2017 : : 5,380 8,030 14,400 708 7,958 15,827 18,275 -1,574 -987 10,495 -20,449 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.8 14.2 13.8 6.5 10.9 19.0 13.8 20.1 7.4 18.3 13.0 : : : : Number of Traders in Each Category Total Traders: 342 : : 44 36 27 11 31 61 63 86 72 45 78 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 543,376 : : Positions : : 101,452 113,394 28,114 59,484 144,362 65,573 2,664 65,009 13,048 35,904 118,729 : : : : Changes from: November 14, 2017 : : -1,825 -2,371 -700 -1,522 -1,396 -7,791 -1,703 -9,061 -1,917 -6,153 1,441 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.7 20.9 5.2 10.9 26.6 12.1 0.5 12.0 2.4 6.6 21.9 : : : : Number of Traders in Each Category Total Traders: 152 : : 35 35 6 16 20 26 8 27 31 25 45 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 425,809 : : Positions : : 78,643 52,433 7,170 91,802 46,756 18,117 9,699 21,426 220,468 170,628 18,879 : : : : Changes from: November 14, 2017 : : 2,790 4,292 178 6,522 2,234 5,195 -170 -57 1,789 -110 -546 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.5 12.3 1.7 21.6 11.0 4.3 2.3 5.0 51.8 40.1 4.4 : : : : Number of Traders in Each Category Total Traders: 88 : : 30 28 4 10 13 8 . 6 16 14 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 127,583 : : Positions : : 31,172 18,546 21,074 25,095 18,842 5,097 26,625 9,958 21,611 11,866 12,478 : : : : Changes from: November 14, 2017 : : 1,117 1,497 -465 -3,602 2,762 953 2,052 -582 -1,835 293 2,139 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.4 14.5 16.5 19.7 14.8 4.0 20.9 7.8 16.9 9.3 9.8 : : : : Number of Traders in Each Category Total Traders: 59 : : 10 11 9 6 15 5 5 5 9 14 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 56,430 : : Positions : : 7,489 6,625 326 0 148 2,788 15,351 16,570 15,196 3,780 13,847 : : : : Changes from: November 14, 2017 : : 385 1,133 26 0 -57 1,017 456 -256 2,912 2,762 2,259 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.3 11.7 0.6 0.0 0.3 4.9 27.2 29.4 26.9 6.7 24.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 7 9 . 0 . 5 8 9 6 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 221,825 : : Positions : : 39,838 38,750 2,583 3,562 104,878 680 2,386 21,353 4,073 2,670 48,179 : : : : Changes from: November 14, 2017 : : 906 262 -10 -365 -3,101 280 -548 -40 337 2,126 -2,831 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.0 17.5 1.2 1.6 47.3 0.3 1.1 9.6 1.8 1.2 21.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 6 6 6 . 9 5 . 7 12 4 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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-2500 - NASDAQ FUTURES (Contracts of 2,500 MMBTU'S) : CFTC Code #023P03 Open Interest is 62,492 : : Positions : : 6,768 13,327 26,653 13,682 11,939 410 2,502 2,898 6,510 10,574 4,399 : : : : Changes from: November 14, 2017 : : -439 861 -164 212 159 410 0 0 1,525 -164 -135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.8 21.3 42.7 21.9 19.1 0.7 4.0 4.6 10.4 16.9 7.0 : : : : Number of Traders in Each Category Total Traders: 20 : : . 4 . 4 5 . . . 4 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 1,228,060 : : Positions : : 297,390 176,281 99,621 842,728 118,690 161,446 4,392 45,250 457,998 7,829 22,137 : : : : Changes from: November 14, 2017 : : -1,311 4,946 -68 1,528 68 1,328 0 62 7,537 869 -517 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.2 14.4 8.1 68.6 9.7 13.1 0.4 3.7 37.3 0.6 1.8 : : : : Number of Traders in Each Category Total Traders: 83 : : 33 29 4 15 14 7 . 4 12 4 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 221,535 : : Positions : : 44,376 33,887 108,762 83,494 18,133 11,931 28,450 9,933 6,828 22,356 17,365 : : : : Changes from: November 14, 2017 : : 82 1,495 3,888 4,312 -302 -36 0 0 2,048 175 525 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.0 15.3 49.1 37.7 8.2 5.4 12.8 4.5 3.1 10.1 7.8 : : : : Number of Traders in Each Category Total Traders: 58 : : 11 14 14 5 15 . 5 7 6 11 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 3,069 : : Positions : : 1,148 2,049 56 0 165 0 0 0 796 77 272 : : : : Changes from: November 14, 2017 : : 54 52 50 0 -38 0 0 0 -65 10 26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.4 66.8 1.8 0.0 5.4 0.0 0.0 0.0 25.9 2.5 8.9 : : : : 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 21, 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 26,308 : : Positions : : 24,599 8,172 0 13,953 618 0 0 0 840 3,275 35 : : : : Changes from: November 14, 2017 : : 446 166 0 280 0 -50 0 0 50 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 31.1 0.0 53.0 2.3 0.0 0.0 0.0 3.2 12.4 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 18 19 0 8 . 0 0 0 6 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 110,314 : : Positions : : 77,641 86,640 9,321 9,036 5,859 3,835 839 1,907 7,552 2,262 3,324 : : : : Changes from: November 14, 2017 : : 666 548 49 110 -97 18 46 -230 323 333 27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 78.5 8.4 8.2 5.3 3.5 0.8 1.7 6.8 2.1 3.0 : : : : Number of Traders in Each Category Total Traders: 120 : : 57 55 6 7 9 8 . 5 17 13 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 64,441 : : Positions : : 36,394 46,965 7,782 5,930 7,772 2,193 175 1,335 8,140 1,103 525 : : : : Changes from: November 14, 2017 : : -745 -595 180 0 15 0 40 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 72.9 12.1 9.2 12.1 3.4 0.3 2.1 12.6 1.7 0.8 : : : : Number of Traders in Each Category Total Traders: 53 : : 21 28 5 4 4 4 . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 42,829 : : Positions : : 36,706 28,380 829 9,885 610 986 0 290 2,520 2,656 574 : : : : Changes from: November 14, 2017 : : 1,171 795 -10 -50 10 -35 0 25 -436 -70 69 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 66.3 1.9 23.1 1.4 2.3 0.0 0.7 5.9 6.2 1.3 : : : : Number of Traders in Each Category Total Traders: 77 : : 32 34 . 8 5 4 0 . 11 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 12,954 : : Positions : : 10,737 6,067 783 5,759 6 0 0 0 742 536 314 : : : : Changes from: November 14, 2017 : : 894 949 0 60 -10 0 0 0 130 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 46.8 6.0 44.5 0.0 0.0 0.0 0.0 5.7 4.1 2.4 : : : : Number of Traders in Each Category Total Traders: 45 : : 21 24 . 7 . 0 0 0 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 21, 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 17,247 : : Positions : : 12,763 8,109 1,188 4,831 186 45 0 120 1,096 2,612 1,056 : : : : Changes from: November 14, 2017 : : 462 111 25 36 0 0 0 0 60 190 32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 47.0 6.9 28.0 1.1 0.3 0.0 0.7 6.4 15.1 6.1 : : : : Number of Traders in Each Category Total Traders: 49 : : 25 18 . 4 4 . 0 . 5 8 6 : ----------------------------------------------------------------------------------------------------------------
Updated November 24, 2017