Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 5,128,788 : : Positions : :3,034,034 1,178,524 380,164 2,765,860 243,394 414,711 22,932 252,621 206,434 94,535 562,564 : : : : Changes from: December 12, 2017 : : 85,149 22,576 19,222 22,288 -688 -54,142 -3,939 -1,301 66 8,662 -17,251 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 23.0 7.4 53.9 4.7 8.1 0.4 4.9 4.0 1.8 11.0 : : : : Number of Traders in Each Category Total Traders: 219 : : 109 87 9 18 20 19 4 16 34 14 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 1,560,008 : : Positions : : 173,658 152,963 26,825 31,242 447,684 21,871 4,233 455,419 3,808 39,416 428,026 : : : : Changes from: December 12, 2017 : : 15,318 13,933 2,671 1,606 7,811 -4,806 3,841 2,990 1,817 -4,420 29,584 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.1 9.8 1.7 2.0 28.7 1.4 0.3 29.2 0.2 2.5 27.4 : : : : Number of Traders in Each Category Total Traders: 93 : : 40 36 7 9 16 6 4 9 12 14 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 238,884 : : Positions : : 124,735 201,659 77,476 10,895 8,967 9,159 6,184 2,647 0 1,593 2,977 : : : : Changes from: December 12, 2017 : : 1,942 3,107 3,218 577 -154 298 -240 66 -678 1,140 -1,573 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 84.4 32.4 4.6 3.8 3.8 2.6 1.1 0.0 0.7 1.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 23 7 . 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 116,023 : : Positions : : 98,673 69,220 983 29,705 7,741 248 0 0 66 744 5,203 : : : : Changes from: December 12, 2017 : : 1,275 1,984 122 -201 257 0 0 0 12 134 -57 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 59.7 0.8 25.6 6.7 0.2 0.0 0.0 0.1 0.6 4.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 21 . 5 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 261,419 : : Positions : : 212,993 85,976 16,213 144,361 16,895 1,614 0 1,796 414 62 639 : : : : Changes from: December 12, 2017 : : 14,817 8,181 1,909 11,328 -560 545 0 -312 414 -1,179 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 32.9 6.2 55.2 6.5 0.6 0.0 0.7 0.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 15 5 5 7 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 830,273 : : Positions : : 745,091 69,401 41,207 709,439 22,330 0 160 1,666 0 14,197 10,312 : : : : Changes from: December 12, 2017 : : 6,888 3,388 717 4,628 -12,700 -138 160 -14 0 313 9,187 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 8.4 5.0 85.4 2.7 0.0 0.0 0.2 0.0 1.7 1.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 38 20 4 8 11 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 427,308 : : Positions : : 321,481 329,166 52,444 61,051 27,431 0 0 0 6,691 248 240 : : : : Changes from: December 12, 2017 : : -678 2,022 3,073 2,588 2,050 0 0 0 2,323 248 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 77.0 12.3 14.3 6.4 0.0 0.0 0.0 1.6 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 61 : : 29 32 6 5 7 0 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 367,748 : : Positions : : 305,680 240,904 37,543 107,518 9,824 695 0 0 1,767 2,619 744 : : : : Changes from: December 12, 2017 : : 8,962 7,933 -1,525 -1,587 658 -435 0 -1,103 -28 736 -58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 65.5 10.2 29.2 2.7 0.2 0.0 0.0 0.5 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 55 : : 29 26 5 7 9 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 253,408 : : Positions : : 215,327 127,672 13,183 107,430 6,551 999 0 860 1,997 1,306 276 : : : : Changes from: December 12, 2017 : : 7,128 6,392 -261 247 87 999 -412 -602 87 440 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 50.4 5.2 42.4 2.6 0.4 0.0 0.3 0.8 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 26 22 . 8 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339E Open Interest is 76,702 : : Positions : : 64,457 56,243 7,759 11,938 999 0 1,802 0 0 2,020 0 : : : : Changes from: December 12, 2017 : : 410 722 156 -237 84 0 -34 0 0 1,154 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 73.3 10.1 15.6 1.3 0.0 2.3 0.0 0.0 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 15 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Q Open Interest is 34,543 : : Positions : : 24,783 31,434 5,290 0 610 0 0 0 217 1,457 93 : : : : Changes from: December 12, 2017 : : 3,565 3,627 124 0 0 0 0 0 217 186 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 91.0 15.3 0.0 1.8 0.0 0.0 0.0 0.6 4.2 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 14 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 137,434 : : Positions : : 102,764 37,485 25,174 93,799 2,593 499 0 928 0 327 4 : : : : Changes from: December 12, 2017 : : 1,389 240 -1,113 280 101 154 0 -758 0 28 -28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 27.3 18.3 68.3 1.9 0.4 0.0 0.7 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 9 . 7 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 167,945 : : Positions : : 128,591 66,825 20,510 85,047 5,973 736 0 0 0 4,872 0 : : : : Changes from: December 12, 2017 : : 3,032 -584 -56 2,881 56 736 0 0 0 90 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 39.8 12.2 50.6 3.6 0.4 0.0 0.0 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 13 4 6 5 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 98,617 : : Positions : : 92,724 79,827 232 13,488 0 0 0 0 917 0 793 : : : : Changes from: December 12, 2017 : : 3,936 4,894 232 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 80.9 0.2 13.7 0.0 0.0 0.0 0.0 0.9 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 12 . . 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A2 Open Interest is 31,194 : : Positions : : 11,498 29,830 4,363 0 558 9,889 0 0 3,503 0 0 : : : : Changes from: December 12, 2017 : : 1,588 4,924 1,271 0 0 0 0 0 961 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.9 95.6 14.0 0.0 1.8 31.7 0.0 0.0 11.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 9 18 . 0 . . 0 0 5 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 508,080 : : Positions : : 371,529 183,906 34,484 289,886 17,865 14,975 3,107 890 48,419 301 3,131 : : : : Changes from: December 12, 2017 : : 16,226 2,503 -2,275 14,909 636 -1,443 -491 276 8 -293 390 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 36.2 6.8 57.1 3.5 2.9 0.6 0.2 9.5 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 68 : : 38 33 . 9 9 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 153,354 : : Positions : : 96,972 101,632 27,643 22,533 17,452 4,141 4,135 1,189 1,624 0 276 : : : : Changes from: December 12, 2017 : : 1,571 2,859 674 -2 -156 0 -122 498 836 0 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 66.3 18.0 14.7 11.4 2.7 2.7 0.8 1.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 14 5 4 6 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 73,605 : : Positions : : 44,549 38,658 22,578 23,688 2,786 1,126 0 755 0 446 112 : : : : Changes from: December 12, 2017 : : 2,282 -4,658 -365 2,681 123 0 0 0 0 -62 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 52.5 30.7 32.2 3.8 1.5 0.0 1.0 0.0 0.6 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 8 5 5 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 106,205 : : Positions : : 98,641 77,960 5,240 20,718 62 0 0 0 0 1,756 0 : : : : Changes from: December 12, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 73.4 4.9 19.5 0.1 0.0 0.0 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 10 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 115,208 : : Positions : : 69,480 98,730 17,456 9,112 930 22,605 806 0 3,627 3,937 0 : : : : Changes from: December 12, 2017 : : 10,991 12,417 1,147 -217 310 0 0 0 0 31 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 85.7 15.2 7.9 0.8 19.6 0.7 0.0 3.1 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 63 : : 21 28 6 . . 4 . 0 4 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 117,033 : : Positions : : 114,391 112,693 1,792 372 62 0 0 0 0 1,488 0 : : : : Changes from: December 12, 2017 : : 1,623 817 248 0 -62 0 0 0 0 744 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.7 96.3 1.5 0.3 0.1 0.0 0.0 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 11 18 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 22,990 : : Positions : : 12,336 22,308 8,868 0 0 0 0 0 775 124 93 : : : : Changes from: December 12, 2017 : : 1,786 2,065 186 0 0 0 0 0 186 -93 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 97.0 38.6 0.0 0.0 0.0 0.0 0.0 3.4 0.5 0.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 . 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AQ Open Interest is 285,259 : : Positions : : 204,702 185,862 42,513 59,540 29,157 0 279 1,007 2,254 0 0 : : : : Changes from: December 12, 2017 : : 8,539 -1,498 -4,340 6,181 309 0 -763 67 96 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 65.2 14.9 20.9 10.2 0.0 0.1 0.4 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 26 . 5 5 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 84,763 : : Positions : : 57,646 61,650 9,015 10,236 5,352 0 593 1,409 0 658 0 : : : : Changes from: December 12, 2017 : : 1,781 280 0 579 -123 0 0 0 0 658 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 72.7 10.6 12.1 6.3 0.0 0.7 1.7 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 12 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 123,962 : : Positions : : 111,274 102,199 3,462 10,774 4,744 836 0 860 0 0 0 : : : : Changes from: December 12, 2017 : : 3,285 -3,908 -1,097 1,792 336 -124 0 -260 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 82.4 2.8 8.7 3.8 0.7 0.0 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 18 . 4 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 40,810 : : Positions : : 27,937 24,630 720 4,689 5,839 0 0 0 667 3,902 0 : : : : Changes from: December 12, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 60.4 1.8 11.5 14.3 0.0 0.0 0.0 1.6 9.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 129,557 : : Positions : : 78,335 113,965 30,132 3,469 3,010 0 913 737 9,084 0 0 : : : : Changes from: December 12, 2017 : : 1,152 -1,310 -1,981 0 56 -676 913 148 214 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 88.0 23.3 2.7 2.3 0.0 0.7 0.6 7.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BC Open Interest is 111,998 : : Positions : : 76,973 100,638 24,005 5,254 2,355 0 0 0 0 0 0 : : : : Changes from: December 12, 2017 : : 1,659 565 -967 496 417 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 89.9 21.4 4.7 2.1 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 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BH Open Interest is 160,311 : : Positions : : 131,058 121,248 10,251 25,633 7,634 0 549 598 4,202 0 0 : : : : Changes from: December 12, 2017 : : 3,631 3,579 0 25 0 0 549 598 -217 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 75.6 6.4 16.0 4.8 0.0 0.3 0.4 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 13 . . . 0 . . 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 186,052 : : Positions : : 138,570 129,264 17,571 25,253 14,914 0 679 8,133 124 1,264 341 : : : : Changes from: December 12, 2017 : : 7,987 9,539 -64 319 309 0 -3,077 1,185 124 35 155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 69.5 9.4 13.6 8.0 0.0 0.4 4.4 0.1 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 18 4 5 6 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 27,938 : : Positions : : 11,457 26,977 14,868 0 0 0 0 0 0 0 0 : : : : Changes from: December 12, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.0 96.6 53.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 191,431 : : Positions : : 124,113 142,246 48,730 36,733 5,489 0 833 737 4,351 369 0 : : : : Changes from: December 12, 2017 : : 3,753 1,302 -1,746 688 594 0 -1,444 94 0 -1,625 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 74.3 25.5 19.2 2.9 0.0 0.4 0.4 2.3 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 25 25 5 6 7 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 108,331 : : Positions : : 89,359 75,996 13,108 23,473 1,335 0 109 713 596 0 0 : : : : Changes from: December 12, 2017 : : 9,255 3,181 -55 4,925 336 -429 109 -51 -1,442 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 70.2 12.1 21.7 1.2 0.0 0.1 0.7 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 18 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 109,444 : : Positions : : 62,538 92,323 42,111 13,443 514 0 0 0 0 0 0 : : : : Changes from: December 12, 2017 : : 195 372 -31 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 84.4 38.5 12.3 0.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 16 6 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 67,343 : : Positions : : 47,143 46,437 6,579 11,044 6,732 0 0 0 524 0 0 : : : : Changes from: December 12, 2017 : : -714 131 118 306 -31 0 0 0 524 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 69.0 9.8 16.4 10.0 0.0 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 27,571 : : Positions : : 26,951 21,216 0 5,301 0 0 0 0 217 0 0 : : : : Changes from: December 12, 2017 : : 9,248 6,107 0 124 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.8 77.0 0.0 19.2 0.0 0.0 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 12 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 165,462 : : Positions : : 137,305 18,684 10,865 138,404 4,682 1,183 0 227 2,150 0 0 : : : : Changes from: December 12, 2017 : : 2,816 2,719 0 -1,360 -126 1,183 0 227 124 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 11.3 6.6 83.6 2.8 0.7 0.0 0.1 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 9 . 8 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 68,931 : : Positions : : 42,954 38,059 6,787 21,992 5,737 1,823 0 0 0 0 0 : : : : Changes from: December 12, 2017 : : 2,064 -987 761 5,454 301 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 55.2 9.8 31.9 8.3 2.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 10 . 6 4 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 1,538,883 : : Positions : : 198,527 230,101 245,486 73,305 159,557 264,625 322,100 256,875 128,748 246,323 201,869 : : : : Changes from: December 12, 2017 : : -6,745 2,760 5,693 -6,482 8,262 13,569 11,160 -43,478 -8,567 -1,301 -6,515 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.9 15.0 16.0 4.8 10.4 17.2 20.9 16.7 8.4 16.0 13.1 : : : : Number of Traders in Each Category Total Traders: 365 : : 49 39 25 11 31 61 70 71 94 40 89 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 596,925 : : Positions : : 96,687 120,428 27,752 46,371 141,219 85,601 3,353 55,325 24,237 68,322 157,588 : : : : Changes from: December 12, 2017 : : 2,770 4,366 -1,347 2,755 8,169 8,739 2,478 6,565 6,136 5,928 15,813 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.2 20.2 4.6 7.8 23.7 14.3 0.6 9.3 4.1 11.4 26.4 : : : : Number of Traders in Each Category Total Traders: 159 : : 39 35 7 15 20 29 6 26 33 29 50 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 420,905 : : Positions : : 91,412 54,341 4,798 99,891 38,426 8,527 13,999 23,889 216,202 154,854 19,717 : : : : Changes from: December 12, 2017 : : 5,440 382 -1,455 1,077 1,714 1,066 982 2,707 -2,545 1,205 -802 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.7 12.9 1.1 23.7 9.1 2.0 3.3 5.7 51.4 36.8 4.7 : : : : Number of Traders in Each Category Total Traders: 83 : : 29 28 . 9 11 6 . 7 13 15 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 130,134 : : Positions : : 28,683 12,995 22,124 26,114 11,923 6,410 32,930 5,477 33,202 21,970 13,043 : : : : Changes from: December 12, 2017 : : 1,209 1,440 3,323 1,008 -1,905 1,693 3,565 -84 8,626 8,446 2,863 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.0 10.0 17.0 20.1 9.2 4.9 25.3 4.2 25.5 16.9 10.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 12 11 7 6 13 4 7 5 10 12 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 62,617 : : Positions : : 8,321 8,735 552 0 216 2,196 14,348 19,169 15,938 3,876 16,124 : : : : Changes from: December 12, 2017 : : 250 758 10 0 9 46 -596 141 -77 72 1,037 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.3 13.9 0.9 0.0 0.3 3.5 22.9 30.6 25.5 6.2 25.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 7 9 . 0 . 5 8 9 7 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 257,527 : : Positions : : 39,064 40,031 7,091 13,852 102,362 5,801 60 17,484 9,553 7,920 75,159 : : : : Changes from: December 12, 2017 : : 4,036 2,911 -689 219 6,883 542 23 1,120 1,094 1,845 9,787 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.2 15.5 2.8 5.4 39.7 2.3 0.0 6.8 3.7 3.1 29.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 5 6 . 5 8 5 . 6 12 6 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HHUB NAT GAS PENULT FINL-2500 - NASDAQ FUTURES (Contracts of 2,500 MMBTU'S) : CFTC Code #023P03 Open Interest is 55,821 : : Positions : : 9,007 9,368 21,527 9,641 12,622 0 3,892 2,420 3,722 11,981 3,485 : : : : Changes from: December 12, 2017 : : 510 -370 -814 615 -526 0 210 0 375 -84 -115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.1 16.8 38.6 17.3 22.6 0.0 7.0 4.3 6.7 21.5 6.2 : : : : Number of Traders in Each Category Total Traders: 22 : : . 4 . 4 5 0 . . 4 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 1,274,476 : : Positions : : 289,977 184,800 96,413 812,437 125,845 109,586 70,848 40,607 556,445 8,311 17,950 : : : : Changes from: December 12, 2017 : : 5,040 1,012 -2,506 -335 1,370 -6,288 428 -5,650 6,200 672 679 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.8 14.5 7.6 63.7 9.9 8.6 5.6 3.2 43.7 0.7 1.4 : : : : Number of Traders in Each Category Total Traders: 73 : : 30 25 . 15 14 5 . 5 11 . 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 205,799 : : Positions : : 42,045 29,743 96,578 82,722 17,689 2,017 17,105 14,325 9,838 19,398 17,851 : : : : Changes from: December 12, 2017 : : -41 3,225 -533 -879 646 800 1,144 0 1,247 1,250 -54 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.4 14.5 46.9 40.2 8.6 1.0 8.3 7.0 4.8 9.4 8.7 : : : : Number of Traders in Each Category Total Traders: 56 : : 13 14 13 5 14 . 5 6 7 8 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 3,117 : : Positions : : 1,382 2,206 3 0 127 0 0 0 903 238 193 : : : : Changes from: December 12, 2017 : : 165 292 3 -16 23 0 0 0 146 30 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.3 70.8 0.1 0.0 4.1 0.0 0.0 0.0 29.0 7.6 6.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 22 . 0 . 0 0 0 6 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 24,594 : : Positions : : 23,064 6,906 0 13,434 465 0 0 0 883 3,679 0 : : : : Changes from: December 12, 2017 : : 341 -196 0 50 0 0 0 0 0 607 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 28.1 0.0 54.6 1.9 0.0 0.0 0.0 3.6 15.0 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 21 20 0 8 . 0 0 0 6 6 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 106,549 : : Positions : : 74,345 82,970 7,902 9,296 5,536 2,463 890 1,176 10,894 2,647 3,549 : : : : Changes from: December 12, 2017 : : 2,380 1,303 488 1,613 -659 121 -268 -466 121 447 700 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 77.9 7.4 8.7 5.2 2.3 0.8 1.1 10.2 2.5 3.3 : : : : Number of Traders in Each Category Total Traders: 121 : : 58 54 5 8 9 7 . 4 19 12 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 57,010 : : Positions : : 31,194 42,562 8,971 5,664 6,439 2,244 531 165 7,295 875 462 : : : : Changes from: December 12, 2017 : : 175 465 125 0 0 -25 15 -1,130 0 -40 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 74.7 15.7 9.9 11.3 3.9 0.9 0.3 12.8 1.5 0.8 : : : : Number of Traders in Each Category Total Traders: 53 : : 21 27 5 4 4 . . . . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 40,626 : : Positions : : 35,652 25,835 423 10,947 719 775 0 340 1,845 1,567 567 : : : : Changes from: December 12, 2017 : : 910 -58 -25 525 -89 -100 0 -20 -268 31 71 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 63.6 1.0 26.9 1.8 1.9 0.0 0.8 4.5 3.9 1.4 : : : : Number of Traders in Each Category Total Traders: 76 : : 35 35 . 8 4 4 0 . 9 8 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 16,840 : : Positions : : 14,894 9,238 391 6,335 0 0 0 0 1,085 639 239 : : : : Changes from: December 12, 2017 : : 2,830 2,089 0 675 0 0 0 0 0 4 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 54.9 2.3 37.6 0.0 0.0 0.0 0.0 6.4 3.8 1.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 19 22 . 7 0 0 0 0 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665T Open Interest is 16,624 : : Positions : : 12,009 7,341 1,188 4,722 145 100 30 130 1,311 2,929 1,044 : : : : Changes from: December 12, 2017 : : 356 286 -60 206 25 0 0 0 29 -167 128 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 44.2 7.1 28.4 0.9 0.6 0.2 0.8 7.9 17.6 6.3 : : : : Number of Traders in Each Category Total Traders: 49 : : 25 18 . 4 . . . . 5 8 5 : ----------------------------------------------------------------------------------------------------------------
Updated December 22, 2017