Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 5,045,932 : : Positions : :2,880,293 1,178,100 348,997 2,727,049 247,379 488,644 33,144 254,781 247,146 53,807 545,626 : : : : Changes from: November 28, 2017 : : -140,668 -56,933 3,540 -159,380 -10,339 -13,975 7,005 -17,979 -57,771 19,358 15,809 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 23.3 6.9 54.0 4.9 9.7 0.7 5.0 4.9 1.1 10.8 : : : : Number of Traders in Each Category Total Traders: 226 : : 111 85 9 18 20 18 8 19 35 16 42 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 1,389,014 : : Positions : : 145,313 127,086 27,123 20,121 427,465 8,813 807 429,857 1,799 35,052 345,879 : : : : Changes from: November 28, 2017 : : 3,725 -7,740 -2,203 -1,547 -6,456 6,343 -3,019 8,623 -5,838 12,379 21,552 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.5 9.1 2.0 1.4 30.8 0.6 0.1 30.9 0.1 2.5 24.9 : : : : Number of Traders in Each Category Total Traders: 85 : : 38 36 10 6 16 5 4 8 9 11 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 235,789 : : Positions : : 120,275 191,266 76,994 18,026 7,848 8,496 6,417 2,806 557 0 5,191 : : : : Changes from: November 28, 2017 : : -2,126 6,262 13,264 5,394 -1,118 305 561 81 68 -552 -435 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 81.1 32.7 7.6 3.3 3.6 2.7 1.2 0.2 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 21 7 . 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 110,069 : : Positions : : 92,777 60,616 861 30,454 8,266 248 0 0 0 2,177 4,164 : : : : Changes from: November 28, 2017 : : -8,727 -5,299 0 -4,808 1,832 0 0 0 -215 -1,485 -399 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 55.1 0.8 27.7 7.5 0.2 0.0 0.0 0.0 2.0 3.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 20 . 6 5 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 242,287 : : Positions : : 187,785 77,018 21,217 132,139 16,536 0 8 2,645 0 1,331 791 : : : : Changes from: November 28, 2017 : : -1,228 -394 -7,515 -4,472 1,554 0 -24 -104 -412 509 791 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 31.8 8.8 54.5 6.8 0.0 0.0 1.1 0.0 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 15 5 5 6 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 817,807 : : Positions : : 734,044 64,977 37,653 698,767 34,623 684 0 1,357 0 15,070 734 : : : : Changes from: November 28, 2017 : : -23,787 854 756 -22,888 -7,022 -148 0 -285 -214 -1,118 -852 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 7.9 4.6 85.4 4.2 0.1 0.0 0.2 0.0 1.8 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 37 21 4 8 11 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 411,505 : : Positions : : 322,163 313,703 36,592 58,016 28,148 0 0 0 6,080 0 240 : : : : Changes from: November 28, 2017 : : -15,513 -2,163 3,984 -9,050 -3,346 0 -626 -1,526 776 -1,085 -87 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 76.2 8.9 14.1 6.8 0.0 0.0 0.0 1.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 26 31 5 6 6 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 344,207 : : Positions : : 282,911 221,166 39,911 106,334 9,197 435 0 1,103 1,799 1,883 525 : : : : Changes from: November 28, 2017 : : -25,711 -17,141 1,451 -4,679 -3,852 -65 0 35 1,400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 64.3 11.6 30.9 2.7 0.1 0.0 0.3 0.5 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 56 : : 30 25 5 7 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 237,621 : : Positions : : 201,984 111,726 11,594 108,776 4,088 135 1,498 1,392 2,461 413 254 : : : : Changes from: November 28, 2017 : : -10,582 -5,378 -1,143 90 -1,103 -993 0 510 2,027 -1,736 254 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 47.0 4.9 45.8 1.7 0.1 0.6 0.6 1.0 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 18 . 8 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 74,228 : : Positions : : 62,470 54,142 7,547 12,262 915 0 0 0 0 923 0 : : : : Changes from: November 28, 2017 : : -2,767 -5,278 -1,363 -152 -31 0 0 0 0 -376 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 72.9 10.2 16.5 1.2 0.0 0.0 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 16 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 28,064 : : Positions : : 18,769 25,327 5,166 0 610 0 0 0 0 1,085 0 : : : : Changes from: November 28, 2017 : : -7,478 -7,252 -1,330 -1,090 610 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 90.2 18.4 0.0 2.2 0.0 0.0 0.0 0.0 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 12 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 128,999 : : Positions : : 92,631 35,938 26,964 87,736 1,344 1,780 0 1,018 0 941 0 : : : : Changes from: November 28, 2017 : : -4,937 -3,290 12,274 9,574 -3,609 1,043 0 -274 0 292 -41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 27.9 20.9 68.0 1.0 1.4 0.0 0.8 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 . 6 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 156,914 : : Positions : : 118,484 64,732 20,752 80,228 5,883 0 0 0 0 2,260 0 : : : : Changes from: November 28, 2017 : : -7,880 -4,480 -867 -4,496 -1,872 0 0 0 0 2,260 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 41.3 13.2 51.1 3.7 0.0 0.0 0.0 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 13 4 6 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 94,027 : : Positions : : 88,642 74,573 0 13,488 0 0 0 0 917 0 793 : : : : Changes from: November 28, 2017 : : -7,955 -6,718 0 492 -61 0 0 0 -589 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 79.3 0.0 14.3 0.0 0.0 0.0 0.0 1.0 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 0 . 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 22,838 : : Positions : : 6,726 21,474 3,092 0 558 9,517 0 0 2,542 0 0 : : : : Changes from: November 28, 2017 : : -4,980 -15,577 394 0 -904 -8,940 -210 0 -1,950 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.5 94.0 13.5 0.0 2.4 41.7 0.0 0.0 11.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 5 17 . 0 . . 0 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 481,313 : : Positions : : 353,681 172,521 33,677 275,469 17,232 18,696 2,572 695 44,203 426 2,378 : : : : Changes from: November 28, 2017 : : -1,401 -17,375 3,026 -9,986 -16,865 -25,407 -2,520 -500 -1,312 -375 -28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 35.8 7.0 57.2 3.6 3.9 0.5 0.1 9.2 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 68 : : 37 32 . 8 8 4 . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 144,566 : : Positions : : 90,958 91,083 26,234 22,842 17,582 4,141 4,381 567 451 0 371 : : : : Changes from: November 28, 2017 : : -6,666 -2,112 246 -1,115 -3,993 214 680 273 451 -2,802 104 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 63.0 18.1 15.8 12.2 2.9 3.0 0.4 0.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 14 5 4 6 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 71,154 : : Positions : : 41,175 43,784 23,151 20,920 2,663 1,768 0 518 0 378 56 : : : : Changes from: November 28, 2017 : : -1,633 -2,992 1,084 1,392 -962 -186 0 124 0 -56 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 61.5 32.5 29.4 3.7 2.5 0.0 0.7 0.0 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 7 8 5 5 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 103,251 : : Positions : : 57,249 87,052 15,689 6,761 3,188 22,630 806 0 3,627 3,906 0 : : : : Changes from: November 28, 2017 : : -30,314 -63,527 -7,477 -7,188 1,096 -34,475 -150 0 -2,519 -4,046 -1,171 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 84.3 15.2 6.5 3.1 21.9 0.8 0.0 3.5 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 62 : : 18 26 6 . . 4 . 0 4 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 114,542 : : Positions : : 111,838 111,938 1,606 372 62 0 0 0 0 0 0 : : : : Changes from: November 28, 2017 : : -11,468 -10,916 -870 150 -150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.6 97.7 1.4 0.3 0.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 18 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 270,408 : : Positions : : 186,999 190,960 51,848 46,376 25,487 0 1,042 940 2,158 0 0 : : : : Changes from: November 28, 2017 : : -9,933 -11,883 -3,311 -3,510 3,666 -1,042 635 -183 -378 -465 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 70.6 19.2 17.2 9.4 0.0 0.4 0.3 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 30 27 . 5 5 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 73,965 : : Positions : : 48,320 56,991 9,046 5,365 6,966 1,597 0 420 441 0 0 : : : : Changes from: November 28, 2017 : : 2,234 1,963 -2,889 -1,304 844 1,597 -53 -1,143 -496 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 77.1 12.2 7.3 9.4 2.2 0.0 0.6 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 11 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 106,181 : : Positions : : 92,102 90,575 4,987 8,842 4,408 960 0 1,120 0 0 0 : : : : Changes from: November 28, 2017 : : -5,566 -957 488 -3,906 601 0 0 0 0 -1,612 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 85.3 4.7 8.3 4.2 0.9 0.0 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 17 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BA Open Interest is 33,095 : : Positions : : 22,689 23,811 1,322 4,130 3,374 1,897 0 175 348 0 31 : : : : Changes from: November 28, 2017 : : -8,144 -5,762 470 -1,731 -2,903 -223 0 0 348 0 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 71.9 4.0 12.5 10.2 5.7 0.0 0.5 1.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 7 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BB Open Interest is 129,435 : : Positions : : 77,522 115,166 32,025 3,469 2,740 946 0 498 8,569 0 0 : : : : Changes from: November 28, 2017 : : -5,215 -8,099 -1,566 -216 -268 -30 0 0 -1,398 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 89.0 24.7 2.7 2.1 0.7 0.0 0.4 6.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 14 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 109,868 : : Positions : : 74,858 99,819 25,632 4,708 1,647 0 0 0 0 0 0 : : : : Changes from: November 28, 2017 : : -2,346 -6,646 -4,268 562 -143 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 90.9 23.3 4.3 1.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 5 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 153,538 : : Positions : : 123,497 116,816 10,251 23,664 8,238 0 0 0 2,061 0 0 : : : : Changes from: November 28, 2017 : : -6,056 -8,410 122 1,522 -547 -198 0 -909 -1,249 -111 -261 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 76.1 6.7 15.4 5.4 0.0 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 164,454 : : Positions : : 117,494 113,024 20,010 22,079 11,970 0 3,479 7,397 0 2,474 186 : : : : Changes from: November 28, 2017 : : -9,406 -881 5,587 -3,242 -2,286 0 -193 214 0 73 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 68.7 12.2 13.4 7.3 0.0 2.1 4.5 0.0 1.5 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 17 4 5 6 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 182,824 : : Positions : : 110,540 137,285 53,768 33,829 4,884 0 1,510 894 4,938 2,025 0 : : : : Changes from: November 28, 2017 : : -5,547 -986 148 -2,741 -1,090 0 -196 189 587 245 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 75.1 29.4 18.5 2.7 0.0 0.8 0.5 2.7 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 22 24 5 6 7 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 99,191 : : Positions : : 79,573 72,954 13,790 18,641 871 0 0 0 1,855 0 0 : : : : Changes from: November 28, 2017 : : -4,985 -4,893 -2,302 -2,294 -401 0 0 0 323 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 73.5 13.9 18.8 0.9 0.0 0.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 18 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 103,526 : : Positions : : 57,502 86,653 41,019 13,319 514 0 0 0 0 0 0 : : : : Changes from: November 28, 2017 : : -3,421 -2,130 -476 -1,658 -837 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 83.7 39.6 12.9 0.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 16 6 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 60,832 : : Positions : : 45,050 41,942 6,461 11,278 4,808 0 0 0 0 0 0 : : : : Changes from: November 28, 2017 : : 2,327 -58 -713 -499 -4,190 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 68.9 10.6 18.5 7.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 8 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233D4 Open Interest is 18,213 : : Positions : : 15,010 14,365 0 1,464 0 0 0 0 217 0 0 : : : : Changes from: November 28, 2017 : : -8,536 -6,207 0 -180 -240 0 0 0 217 -810 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 78.9 0.0 8.0 0.0 0.0 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 11 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 154,655 : : Positions : : 123,303 10,999 10,076 134,721 5,367 0 0 0 0 0 0 : : : : Changes from: November 28, 2017 : : -4,987 -1,092 -577 -250 300 -763 0 0 -583 0 -651 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 7.1 6.5 87.1 3.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 6 . 8 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 62,147 : : Positions : : 39,543 38,075 6,061 16,107 5,864 1,761 0 0 0 0 0 : : : : Changes from: November 28, 2017 : : -7,288 -5,785 -8,509 -10,335 -829 279 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 61.3 9.8 25.9 9.4 2.8 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . 4 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 1,540,560 : : Positions : : 167,811 222,421 229,805 79,616 160,132 254,493 266,800 325,143 138,701 251,296 186,769 : : : : Changes from: November 28, 2017 : : 27,341 26,906 14,461 -4,006 3,982 -5,511 27,464 28,588 10,403 3,032 8,283 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.9 14.4 14.9 5.2 10.4 16.5 17.3 21.1 9.0 16.3 12.1 : : : : Number of Traders in Each Category Total Traders: 361 : : 45 37 27 9 29 60 72 83 88 43 83 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 506,022 : : Positions : : 88,519 102,393 22,985 49,624 128,651 71,759 441 54,083 12,569 47,182 120,099 : : : : Changes from: November 28, 2017 : : -2,951 2,921 -1,190 -8,466 -6,715 -2,904 -3,184 -9,720 1,226 4,013 15,294 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.5 20.2 4.5 9.8 25.4 14.2 0.1 10.7 2.5 9.3 23.7 : : : : Number of Traders in Each Category Total Traders: 150 : : 35 34 7 15 20 28 6 28 30 26 43 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 405,052 : : Positions : : 82,230 50,908 5,782 91,243 39,255 6,457 12,067 20,852 214,944 155,025 19,376 : : : : Changes from: November 28, 2017 : : -2,516 -4,092 -2,528 -3,101 -4,607 -11,967 -903 -226 1,033 -8,900 -5,774 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.3 12.6 1.4 22.5 9.7 1.6 3.0 5.1 53.1 38.3 4.8 : : : : Number of Traders in Each Category Total Traders: 72 : : 25 24 . 9 11 5 . 6 12 14 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 109,146 : : Positions : : 27,289 11,686 20,595 23,772 12,205 4,420 25,886 5,615 19,045 13,692 10,236 : : : : Changes from: November 28, 2017 : : 1,047 813 -1,314 326 213 212 -804 213 2,268 817 1,162 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.0 10.7 18.9 21.8 11.2 4.0 23.7 5.1 17.4 12.5 9.4 : : : : Number of Traders in Each Category Total Traders: 52 : : 9 10 8 4 12 4 5 6 7 14 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 59,925 : : Positions : : 7,720 7,325 370 0 91 2,472 15,119 17,878 16,006 4,108 15,302 : : : : Changes from: November 28, 2017 : : 399 1,019 39 0 -58 -488 -711 1,799 726 387 916 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.9 12.2 0.6 0.0 0.2 4.1 25.2 29.8 26.7 6.9 25.5 : : : : 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 December 5, 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 206,607 : : Positions : : 33,815 34,265 4,219 6,474 90,535 2,068 0 15,552 3,787 3,436 55,768 : : : : Changes from: November 28, 2017 : : 273 238 1,340 2,375 -5,042 1,373 -875 -469 2,036 3,329 10,199 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.4 16.6 2.0 3.1 43.8 1.0 0.0 7.5 1.8 1.7 27.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 5 6 4 4 8 6 0 6 10 7 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 1,224,225 : : Positions : : 283,078 176,315 93,073 815,072 122,929 117,886 25,089 46,245 505,350 7,575 17,132 : : : : Changes from: November 28, 2017 : : -12,050 -5,452 -6,870 -26,696 4,147 -34,777 19,109 -1,388 32,025 -325 -4,522 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.1 14.4 7.6 66.6 10.0 9.6 2.0 3.8 41.3 0.6 1.4 : : : : Number of Traders in Each Category Total Traders: 72 : : 30 25 . 15 14 5 . 5 10 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 198,696 : : Positions : : 43,059 24,295 97,808 82,423 17,188 4,391 17,207 10,377 5,076 21,316 15,183 : : : : Changes from: November 28, 2017 : : 1,623 -379 917 2,732 472 -142 -3,046 570 1,093 3,420 -800 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.7 12.2 49.2 41.5 8.7 2.2 8.7 5.2 2.6 10.7 7.6 : : : : Number of Traders in Each Category Total Traders: 53 : : 12 12 13 5 14 . 4 6 4 12 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #06665B Open Interest is 2,627 : : Positions : : 982 1,599 0 26 72 0 0 0 710 189 195 : : : : Changes from: November 28, 2017 : : -288 -520 -116 26 -65 0 0 0 -45 45 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.4 60.9 0.0 1.0 2.7 0.0 0.0 0.0 27.0 7.2 7.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 15 0 . . 0 0 0 6 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 23,168 : : Positions : : 21,598 6,437 0 12,939 465 0 0 0 883 3,117 0 : : : : Changes from: November 28, 2017 : : -3,315 -2,286 0 -1,014 -153 0 0 0 -194 -158 -118 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 27.8 0.0 55.8 2.0 0.0 0.0 0.0 3.8 13.5 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 19 20 0 8 . 0 0 0 6 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 101,095 : : Positions : : 69,842 79,599 8,089 7,944 5,624 2,714 794 1,785 9,666 2,312 2,629 : : : : Changes from: November 28, 2017 : : -7,030 -6,492 -1,312 -1,357 -382 -615 -316 43 1,018 21 -1,195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 78.7 8.0 7.9 5.6 2.7 0.8 1.8 9.6 2.3 2.6 : : : : Number of Traders in Each Category Total Traders: 118 : : 55 54 6 7 9 7 . 5 18 11 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 57,561 : : Positions : : 30,697 41,958 8,711 5,564 6,554 2,344 346 1,295 7,295 942 380 : : : : Changes from: November 28, 2017 : : -5,253 -4,813 599 -366 -1,008 151 146 -40 -845 -216 -145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 72.9 15.1 9.7 11.4 4.1 0.6 2.2 12.7 1.6 0.7 : : : : Number of Traders in Each Category Total Traders: 53 : : 20 27 5 4 4 . . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 38,938 : : Positions : : 33,665 25,647 424 9,718 782 875 0 340 2,081 1,608 490 : : : : Changes from: November 28, 2017 : : -4,195 -3,934 -267 -132 -96 -106 0 0 -194 -633 -130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 65.9 1.1 25.0 2.0 2.2 0.0 0.9 5.3 4.1 1.3 : : : : Number of Traders in Each Category Total Traders: 76 : : 35 35 . 8 4 4 0 . 10 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 12,471 : : Positions : : 10,489 5,649 391 5,600 6 0 0 0 1,060 625 284 : : : : Changes from: November 28, 2017 : : -486 -657 -392 -204 0 0 0 0 187 4 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 45.3 3.1 44.9 0.0 0.0 0.0 0.0 8.5 5.0 2.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 19 20 . 7 . 0 0 0 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 15,710 : : Positions : : 11,408 7,062 1,248 4,348 135 100 30 160 1,306 3,036 656 : : : : Changes from: November 28, 2017 : : -1,187 -1,044 45 -373 -81 40 30 -30 173 412 -333 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 45.0 7.9 27.7 0.9 0.6 0.2 1.0 8.3 19.3 4.2 : : : : Number of Traders in Each Category Total Traders: 49 : : 25 18 . 4 . . . . 5 8 5 : ----------------------------------------------------------------------------------------------------------------
Updated December 8, 2017