Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #023391 Open Interest is 5,275,204 : : Positions : :3,020,961 1,235,033 345,457 2,886,429 257,718 502,619 26,139 272,760 304,917 34,449 529,817 : : : : Changes from: November 21, 2017 : : 64,343 -20,214 12,353 -20,048 12,410 -13,179 10,176 28,756 -70,276 14,566 108,885 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 23.4 6.5 54.7 4.9 9.5 0.5 5.2 5.8 0.7 10.0 : : : : Number of Traders in Each Category Total Traders: 236 : : 112 90 9 18 19 21 4 21 42 20 46 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #023392 Open Interest is 1,363,484 : : Positions : : 141,588 134,826 29,326 21,669 433,921 2,471 3,826 421,234 7,637 22,672 324,327 : : : : Changes from: November 21, 2017 : : -27,657 -26,953 -3,548 -3,209 -7,711 -20,931 -7,473 22,523 340 -14,248 -16,357 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.4 9.9 2.2 1.6 31.8 0.2 0.3 30.9 0.6 1.7 23.8 : : : : Number of Traders in Each Category Total Traders: 74 : : 32 32 8 7 15 . 6 9 5 11 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023393 Open Interest is 227,203 : : Positions : : 122,401 185,004 63,730 12,632 8,966 8,191 5,856 2,725 489 552 5,626 : : : : Changes from: November 21, 2017 : : 1,689 1,581 -2,409 1,438 -1,576 -836 0 646 474 242 651 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 81.4 28.0 5.6 3.9 3.6 2.6 1.2 0.2 0.2 2.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 24 6 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 119,444 : : Positions : : 101,504 65,915 861 35,262 6,434 248 0 0 215 3,662 4,563 : : : : Changes from: November 21, 2017 : : 3,352 2,714 -310 78 27 0 0 0 -462 -18 -427 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 55.2 0.7 29.5 5.4 0.2 0.0 0.0 0.2 3.1 3.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 21 . 6 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023395 Open Interest is 245,268 : : Positions : : 189,013 77,412 28,732 136,611 14,982 0 32 2,749 412 822 0 : : : : Changes from: November 21, 2017 : : 3,983 2,680 1,413 2,437 -1,719 -335 32 -87 412 -37 -403 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 31.6 11.7 55.7 6.1 0.0 0.0 1.1 0.2 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 15 6 5 5 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AECO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023396 Open Interest is 850,425 : : Positions : : 757,831 64,123 36,897 721,655 41,645 832 0 1,642 214 16,188 1,586 : : : : Changes from: November 21, 2017 : : 5,487 -2,202 342 7,198 -4,534 375 0 -254 214 -496 786 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 7.5 4.3 84.9 4.9 0.1 0.0 0.2 0.0 1.9 0.2 : : : : Number of Traders in Each Category Total Traders: 55 : : 37 20 4 9 11 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023397 Open Interest is 423,842 : : Positions : : 337,676 315,866 32,608 67,066 31,494 0 626 1,526 5,304 1,085 327 : : : : Changes from: November 21, 2017 : : 9,834 23,771 7,638 -7,869 156 0 -816 402 -59 62 59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 74.5 7.7 15.8 7.4 0.0 0.1 0.4 1.3 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 63 : : 28 31 5 9 6 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HSC FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023398 Open Interest is 370,720 : : Positions : : 308,622 238,307 38,460 111,013 13,049 500 0 1,068 399 1,883 525 : : : : Changes from: November 21, 2017 : : 7,487 4,111 -816 927 408 -80 0 35 399 1,849 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 64.3 10.4 29.9 3.5 0.1 0.0 0.3 0.1 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 62 : : 31 30 6 7 11 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023399 Open Interest is 244,289 : : Positions : : 212,566 117,104 12,737 108,686 5,191 1,128 1,498 882 434 2,149 0 : : : : Changes from: November 21, 2017 : : 7,236 2,005 -1,071 759 553 -1,498 1,498 208 0 999 -289 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 47.9 5.2 44.5 2.1 0.5 0.6 0.4 0.2 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 27 24 . 8 7 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339E Open Interest is 78,986 : : Positions : : 65,237 59,420 8,910 12,414 946 0 0 0 0 1,299 0 : : : : Changes from: November 21, 2017 : : -798 1,802 1,292 276 0 0 0 0 0 -1,834 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 75.2 11.3 15.7 1.2 0.0 0.0 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 17 4 . 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Q Open Interest is 35,430 : : Positions : : 26,247 32,579 6,496 1,090 0 0 0 0 0 1,085 0 : : : : Changes from: November 21, 2017 : : 310 775 93 0 0 0 0 0 0 62 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 92.0 18.3 3.1 0.0 0.0 0.0 0.0 0.0 3.1 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339U Open Interest is 125,123 : : Positions : : 97,568 39,228 14,690 78,162 4,953 737 0 1,292 0 649 41 : : : : Changes from: November 21, 2017 : : 1,189 -2,234 -2,720 641 214 -124 0 0 0 31 41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 31.4 11.7 62.5 4.0 0.6 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 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #02339W Open Interest is 166,395 : : Positions : : 126,364 69,212 21,619 84,724 7,755 0 0 0 0 0 0 : : : : Changes from: November 21, 2017 : : 183 9 67 -68 56 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 41.6 13.0 50.9 4.7 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Y Open Interest is 101,999 : : Positions : : 96,597 81,291 0 12,996 61 0 0 0 1,506 0 793 : : : : Changes from: November 21, 2017 : : 186 372 0 -62 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 79.7 0.0 12.7 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A2 Open Interest is 39,818 : : Positions : : 11,706 37,051 2,698 0 1,462 18,457 210 0 4,492 0 0 : : : : Changes from: November 21, 2017 : : -775 953 -310 0 310 682 0 0 1,178 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.4 93.1 6.8 0.0 3.7 46.4 0.5 0.0 11.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 9 25 . 0 . . . 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A3 Open Interest is 528,030 : : Positions : : 355,082 189,896 30,651 285,455 34,097 44,103 5,092 1,195 45,515 801 2,406 : : : : Changes from: November 21, 2017 : : 2,694 3,987 427 771 -432 830 111 -53 642 -97 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 36.0 5.8 54.1 6.5 8.4 1.0 0.2 8.6 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 77 : : 38 38 4 11 11 . . 4 8 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A5 Open Interest is 153,194 : : Positions : : 97,624 93,195 25,988 23,957 21,575 3,927 3,701 294 0 2,802 267 : : : : Changes from: November 21, 2017 : : 6,201 684 -3,104 1,358 3,409 0 234 0 0 1,100 205 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 60.8 17.0 15.6 14.1 2.6 2.4 0.2 0.0 1.8 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 15 5 4 6 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A8 Open Interest is 72,516 : : Positions : : 42,808 46,776 22,067 19,528 3,625 1,954 0 394 0 434 31 : : : : Changes from: November 21, 2017 : : 1,066 20 1,527 3,836 -122 1,954 0 394 0 186 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 64.5 30.4 26.9 5.0 2.7 0.0 0.5 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 13 5 5 7 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AG Open Interest is 152,399 : : Positions : : 113,711 117,597 9,332 22,811 3,130 22,605 806 0 2,635 4,701 62 : : : : Changes from: November 21, 2017 : : -1,318 8,149 1,984 1,054 -527 13,274 806 0 -1,085 1,953 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 77.2 6.1 15.0 2.1 14.8 0.5 0.0 1.7 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 62 : : 21 24 4 6 4 4 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AH Open Interest is 178,072 : : Positions : : 87,563 150,579 23,166 13,949 2,092 57,105 956 0 6,146 7,952 1,171 : : : : Changes from: November 21, 2017 : : -902 8,064 713 -589 1,085 12,896 956 0 -2,814 844 1,171 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.2 84.6 13.0 7.8 1.2 32.1 0.5 0.0 3.5 4.5 0.7 : : : : Number of Traders in Each Category Total Traders: 78 : : 26 37 6 . . 7 . 0 9 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AM Open Interest is 126,482 : : Positions : : 123,306 122,854 2,476 222 212 0 0 0 0 0 0 : : : : Changes from: November 21, 2017 : : 1,883 1,550 0 -310 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.5 97.1 2.0 0.2 0.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 22 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV MMBTU : CFTC Code #0233AN Open Interest is 24,307 : : Positions : : 13,738 23,788 8,640 0 0 0 0 0 589 0 0 : : : : Changes from: November 21, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 97.9 35.5 0.0 0.0 0.0 0.0 0.0 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 13 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AQ Open Interest is 281,717 : : Positions : : 196,932 202,843 55,159 49,886 21,821 1,042 407 1,123 2,536 465 0 : : : : Changes from: November 21, 2017 : : 1,939 2,922 -259 -1,125 1,461 0 240 -180 338 465 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 72.0 19.6 17.7 7.7 0.4 0.1 0.4 0.9 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 30 28 . 5 5 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AY Open Interest is 74,095 : : Positions : : 46,086 55,028 11,935 6,669 6,122 0 53 1,563 937 0 0 : : : : Changes from: November 21, 2017 : : 2,017 1,766 0 214 0 -623 53 249 93 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 74.3 16.1 9.0 8.3 0.0 0.1 2.1 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 15 4 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233B1 Open Interest is 112,420 : : Positions : : 97,668 91,532 4,499 12,748 3,807 960 0 1,120 0 1,612 0 : : : : Changes from: November 21, 2017 : : 4,614 4,115 0 -465 0 -856 0 124 0 217 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 81.4 4.0 11.3 3.4 0.9 0.0 1.0 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 19 . 4 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BA Open Interest is 43,358 : : Positions : : 30,833 29,573 852 5,861 6,277 2,120 0 175 0 0 0 : : : : Changes from: November 21, 2017 : : 4,264 2,192 0 1,508 -446 649 0 -100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 68.2 2.0 13.5 14.5 4.9 0.0 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 12 . . 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BB Open Interest is 138,399 : : Positions : : 82,737 123,265 33,591 3,685 3,008 976 0 498 9,967 0 0 : : : : Changes from: November 21, 2017 : : 505 1,144 604 0 -112 -353 0 90 62 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 89.1 24.3 2.7 2.2 0.7 0.0 0.4 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BC Open Interest is 116,024 : : Positions : : 77,204 106,465 29,900 4,146 1,790 0 0 0 0 0 0 : : : : Changes from: November 21, 2017 : : -31 399 337 0 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 91.8 25.8 3.6 1.5 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BD Open Interest is 62,759 : : Positions : : 62,728 58,671 0 2,963 0 0 0 0 0 758 0 : : : : Changes from: November 21, 2017 : : 31 -31 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 93.5 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BH Open Interest is 161,295 : : Positions : : 129,553 125,226 10,129 22,142 8,785 198 0 909 3,310 111 261 : : : : Changes from: November 21, 2017 : : 295 987 124 -362 -404 198 0 909 180 -62 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 77.6 6.3 13.7 5.4 0.1 0.0 0.6 2.1 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 13 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BL Open Interest is 172,183 : : Positions : : 126,900 113,905 14,423 25,321 14,256 0 3,672 7,183 0 2,401 93 : : : : Changes from: November 21, 2017 : : 3,153 2,468 90 186 0 0 -524 -38 0 39 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 66.2 8.4 14.7 8.3 0.0 2.1 4.2 0.0 1.4 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 16 . 6 6 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BW Open Interest is 16,652 : : Positions : : 14,074 15,304 517 0 0 0 0 0 1,270 277 0 : : : : Changes from: November 21, 2017 : : -217 -124 0 0 0 0 0 0 248 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 91.9 3.1 0.0 0.0 0.0 0.0 0.0 7.6 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 12 . 0 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233CG Open Interest is 28,537 : : Positions : : 9,516 26,925 15,558 0 0 840 0 0 210 270 0 : : : : Changes from: November 21, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.3 94.4 54.5 0.0 0.0 2.9 0.0 0.0 0.7 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 . 0 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CH Open Interest is 188,910 : : Positions : : 116,087 138,271 53,620 36,570 5,974 0 1,706 705 4,351 1,780 0 : : : : Changes from: November 21, 2017 : : 241 2,432 -24 -1,827 -736 0 -363 184 0 -248 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 73.2 28.4 19.4 3.2 0.0 0.9 0.4 2.3 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 24 27 5 6 7 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233CU Open Interest is 107,538 : : Positions : : 84,558 77,847 16,092 20,935 1,272 0 0 0 1,532 0 0 : : : : Changes from: November 21, 2017 : : 901 275 373 1,148 4 0 0 0 -93 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 72.4 15.0 19.5 1.2 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 20 . 5 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CW Open Interest is 108,917 : : Positions : : 60,923 88,783 41,495 14,977 1,351 0 0 0 0 0 0 : : : : Changes from: November 21, 2017 : : 720 3,380 1,610 -186 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 81.5 38.1 13.8 1.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 16 7 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CZ Open Interest is 65,155 : : Positions : : 42,723 42,000 7,174 11,777 8,998 0 0 0 0 0 0 : : : : Changes from: November 21, 2017 : : 74 804 333 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 64.5 11.0 18.1 13.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 10 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233D4 Open Interest is 24,456 : : Positions : : 23,546 20,572 0 1,644 240 0 0 0 0 810 31 : : : : Changes from: November 21, 2017 : : 149 -527 0 124 0 0 0 0 -103 300 -269 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.3 84.1 0.0 6.7 1.0 0.0 0.0 0.0 0.0 3.3 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 0 . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV 2500 MM Btus : CFTC Code #0233DR Open Interest is 156,549 : : Positions : : 128,290 12,091 10,653 134,971 5,067 763 0 0 583 0 651 : : : : Changes from: November 21, 2017 : : 3,973 -186 390 4,924 -738 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 7.7 6.8 86.2 3.2 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233DT Open Interest is 78,866 : : Positions : : 46,831 43,860 14,570 26,442 6,693 1,482 0 0 0 0 0 : : : : Changes from: November 21, 2017 : : 738 924 -31 341 0 1,482 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 55.6 18.5 33.5 8.5 1.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 10 . 5 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #0233EB Open Interest is 78,945 : : Positions : : 64,629 48,775 1,498 24,278 4,826 0 0 0 0 0 0 : : : : Changes from: November 21, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 61.8 1.9 30.8 6.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 1,442,174 : : Positions : : 140,470 195,515 215,345 83,622 156,149 260,004 239,336 296,554 128,298 248,264 178,486 : : : : Changes from: November 21, 2017 : : -10,143 -2,157 23,733 -6,454 4,359 -4,354 47,827 16,619 25,334 -6,621 -2,732 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.7 13.6 14.9 5.8 10.8 18.0 16.6 20.6 8.9 17.2 12.4 : : : : Number of Traders in Each Category Total Traders: 352 : : 43 36 27 10 30 63 67 79 72 51 75 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #02365U Open Interest is 512,032 : : Positions : : 91,470 99,472 24,175 58,091 135,366 74,663 3,625 63,802 11,343 43,169 104,805 : : : : Changes from: November 21, 2017 : : -9,982 -13,921 -3,939 -1,394 -8,995 9,090 961 -1,207 -1,705 7,264 -13,924 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.9 19.4 4.7 11.3 26.4 14.6 0.7 12.5 2.2 8.4 20.5 : : : : Number of Traders in Each Category Total Traders: 145 : : 33 32 6 16 20 23 11 27 26 27 43 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A55 Open Interest is 429,851 : : Positions : : 84,746 55,000 8,310 94,345 43,862 18,424 12,970 21,078 213,911 163,925 25,150 : : : : Changes from: November 21, 2017 : : 6,103 2,567 1,140 2,543 -2,895 307 3,271 -348 -6,557 -6,703 6,271 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.7 12.8 1.9 21.9 10.2 4.3 3.0 4.9 49.8 38.1 5.9 : : : : Number of Traders in Each Category Total Traders: 96 : : 33 28 5 12 14 9 4 6 15 14 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A56 Open Interest is 106,387 : : Positions : : 26,242 10,873 21,909 23,446 11,992 4,208 26,690 5,402 16,777 12,875 9,074 : : : : Changes from: November 21, 2017 : : -4,930 -7,673 835 -1,649 -6,850 -889 65 -4,556 -4,834 1,009 -3,404 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.7 10.2 20.6 22.0 11.3 4.0 25.1 5.1 15.8 12.1 8.5 : : : : Number of Traders in Each Category Total Traders: 51 : : 8 9 8 5 12 4 5 4 8 12 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A84 Open Interest is 56,593 : : Positions : : 7,322 6,307 331 0 149 2,960 15,829 16,079 15,280 3,721 14,386 : : : : Changes from: November 21, 2017 : : -167 -318 6 0 1 173 478 -491 84 -59 540 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.9 11.1 0.6 0.0 0.3 5.2 28.0 28.4 27.0 6.6 25.4 : : : : 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES (Contracts of 10,000 MMBTU'S) : CFTC Code #023P02 Open Interest is 196,728 : : Positions : : 33,542 34,027 2,878 4,099 95,577 696 875 16,020 1,751 107 45,569 : : : : Changes from: November 21, 2017 : : -6,296 -4,723 296 538 -9,301 16 -1,512 -5,333 -2,322 -2,564 -2,610 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.1 17.3 1.5 2.1 48.6 0.4 0.4 8.1 0.9 0.1 23.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 5 5 5 . 8 5 . 6 11 5 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 1,237,329 : : Positions : : 295,128 181,767 99,943 841,768 118,782 152,663 5,980 47,633 473,325 7,900 21,654 : : : : Changes from: November 21, 2017 : : -2,262 5,486 322 -960 92 -8,783 1,588 2,383 15,327 71 -483 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.9 14.7 8.1 68.0 9.6 12.3 0.5 3.8 38.3 0.6 1.8 : : : : Number of Traders in Each Category Total Traders: 84 : : 32 28 4 15 14 7 . 5 14 . 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 195,463 : : Positions : : 41,436 24,674 96,891 79,691 16,716 4,533 20,253 9,807 3,983 17,896 15,983 : : : : Changes from: November 21, 2017 : : -2,940 -9,213 -11,871 -3,803 -1,417 -7,398 -8,197 -126 -2,845 -4,460 -1,382 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.2 12.6 49.6 40.8 8.6 2.3 10.4 5.0 2.0 9.2 8.2 : : : : Number of Traders in Each Category Total Traders: 51 : : 11 12 13 5 14 . 4 5 5 9 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #06665B Open Interest is 3,196 : : Positions : : 1,270 2,119 116 0 137 0 0 0 755 144 275 : : : : Changes from: November 21, 2017 : : 122 70 60 0 -28 0 0 0 -41 67 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 66.3 3.6 0.0 4.3 0.0 0.0 0.0 23.6 4.5 8.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 19 . 0 . 0 0 0 7 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665G Open Interest is 26,942 : : Positions : : 24,913 8,723 0 13,953 618 0 0 0 1,077 3,275 118 : : : : Changes from: November 21, 2017 : : 314 551 0 0 0 0 0 0 237 0 83 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 32.4 0.0 51.8 2.3 0.0 0.0 0.0 4.0 12.2 0.4 : : : : Number of Traders in Each Category Total Traders: 47 : : 19 20 0 8 . 0 0 0 7 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 110,791 : : Positions : : 76,872 86,091 9,401 9,301 6,006 3,329 1,110 1,742 8,648 2,291 3,824 : : : : Changes from: November 21, 2017 : : -769 -549 80 265 147 -506 271 -165 1,096 29 500 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 77.7 8.5 8.4 5.4 3.0 1.0 1.6 7.8 2.1 3.5 : : : : Number of Traders in Each Category Total Traders: 121 : : 58 58 6 7 9 7 . 5 18 13 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 64,117 : : Positions : : 35,950 46,771 8,112 5,930 7,562 2,193 200 1,335 8,140 1,158 525 : : : : Changes from: November 21, 2017 : : -444 -194 330 0 -210 0 25 0 0 55 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 72.9 12.7 9.2 11.8 3.4 0.3 2.1 12.7 1.8 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 43,944 : : Positions : : 37,860 29,581 691 9,850 878 981 0 340 2,275 2,241 620 : : : : Changes from: November 21, 2017 : : 1,154 1,201 -138 -35 268 -5 0 50 -245 -415 46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 67.3 1.6 22.4 2.0 2.2 0.0 0.8 5.2 5.1 1.4 : : : : Number of Traders in Each Category Total Traders: 78 : : 35 36 . 8 5 4 0 . 11 6 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 13,323 : : Positions : : 10,975 6,306 783 5,804 6 0 0 0 873 621 314 : : : : Changes from: November 21, 2017 : : 238 239 0 45 0 0 0 0 131 85 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 47.3 5.9 43.6 0.0 0.0 0.0 0.0 6.6 4.7 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665T Open Interest is 17,174 : : Positions : : 12,595 8,106 1,203 4,721 216 60 0 190 1,133 2,624 989 : : : : Changes from: November 21, 2017 : : -168 -3 15 -110 30 15 0 70 37 12 -67 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 47.2 7.0 27.5 1.3 0.3 0.0 1.1 6.6 15.3 5.8 : : : : Number of Traders in Each Category Total Traders: 49 : : 25 18 . 4 4 . 0 . 6 7 6 : ----------------------------------------------------------------------------------------------------------------
Updated December 1, 2017