Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 LD1 - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #023391 Open Interest is 5,440,704 : : Positions : :3,404,721 1,161,709 367,197 3,049,285 257,802 374,997 23,044 228,150 218,955 111,318 516,411 : : : : Changes from: March 20, 2018 : : 152,038 -11,914 -25,732 25,130 10,715 7,209 -853 3,562 15,642 74,371 -12,225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 21.4 6.7 56.0 4.7 6.9 0.4 4.2 4.0 2.0 9.5 : : : : Number of Traders in Each Category Total Traders: 212 : : 103 86 7 19 19 12 6 13 35 21 42 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 775,418 : : Positions : : 97,267 101,712 42,012 14,257 239,791 504 44,992 191,755 27,017 9,792 172,530 : : : : Changes from: March 20, 2018 : : -12,945 -13,535 10,528 -5,972 -32,319 310 5,560 -32,885 -3,945 6,169 -47,908 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.5 13.1 5.4 1.8 30.9 0.1 5.8 24.7 3.5 1.3 22.2 : : : : Number of Traders in Each Category Total Traders: 68 : : 28 24 12 4 16 . . 4 7 11 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 296,405 : : Positions : : 178,227 265,428 88,203 5,295 8,394 6,384 4,392 551 336 7,241 861 : : : : Changes from: March 20, 2018 : : 5,630 11,159 1,469 -857 193 0 0 0 336 -2,172 68 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 89.5 29.8 1.8 2.8 2.2 1.5 0.2 0.1 2.4 0.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 22 6 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 106,243 : : Positions : : 84,113 68,238 3,397 23,771 4,028 0 0 0 4,915 0 3,859 : : : : Changes from: March 20, 2018 : : 2,788 1,544 -187 1,469 -457 0 0 0 731 0 615 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 64.2 3.2 22.4 3.8 0.0 0.0 0.0 4.6 0.0 3.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 21 . . 5 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 307,675 : : Positions : : 258,196 118,260 23,406 163,619 11,146 132 1,720 1,021 2,442 2,762 181 : : : : Changes from: March 20, 2018 : : 20,608 -3,306 -2,101 15,242 118 -2,742 0 727 1,437 2,762 -1,160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 38.4 7.6 53.2 3.6 0.0 0.6 0.3 0.8 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 18 5 6 9 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 798,610 : : Positions : : 714,164 54,525 54,884 714,389 11,870 736 0 4 1,290 7,521 6,869 : : : : Changes from: March 20, 2018 : : 8,725 255 4,899 11,364 -1,192 -182 0 4 396 331 1,020 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 6.8 6.9 89.5 1.5 0.1 0.0 0.0 0.2 0.9 0.9 : : : : Number of Traders in Each Category Total Traders: 51 : : 34 16 4 8 10 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 500,876 : : Positions : : 379,349 366,573 41,396 84,936 38,932 0 1,502 0 6,746 1,049 279 : : : : Changes from: March 20, 2018 : : 3,786 12,451 663 -3,731 1,504 0 -60 0 2,681 1,049 279 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 73.2 8.3 17.0 7.8 0.0 0.3 0.0 1.3 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 24 27 4 6 5 0 . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 435,095 : : Positions : : 380,544 288,539 31,037 127,146 9,933 636 0 132 4,601 3,102 632 : : : : Changes from: March 20, 2018 : : 15,337 19,972 1,880 1,954 26 0 0 0 3,114 -183 299 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 66.3 7.1 29.2 2.3 0.1 0.0 0.0 1.1 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 60 : : 26 29 4 9 8 . 0 . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 281,903 : : Positions : : 237,164 147,147 14,746 109,419 7,813 0 0 0 3,891 10,171 1,906 : : : : Changes from: March 20, 2018 : : 7,750 3,925 91 3,030 -778 0 0 0 -391 1,220 549 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 52.2 5.2 38.8 2.8 0.0 0.0 0.0 1.4 3.6 0.7 : : : : Number of Traders in Each Category Total Traders: 56 : : 32 26 . 9 7 0 0 0 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 90,416 : : Positions : : 68,304 71,991 10,767 9,546 2,125 0 0 0 5,188 0 735 : : : : Changes from: March 20, 2018 : : 258 3,057 887 0 30 0 0 0 2,278 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 79.6 11.9 10.6 2.4 0.0 0.0 0.0 5.7 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 18 . . 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 60,380 : : Positions : : 57,306 57,470 992 2,150 0 0 0 0 0 0 0 : : : : Changes from: March 20, 2018 : : 4,174 2,580 0 1,110 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 95.2 1.6 3.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 18 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 173,935 : : Positions : : 135,024 46,155 26,647 118,797 2,750 1,329 0 743 313 194 878 : : : : Changes from: March 20, 2018 : : 8,096 1,935 733 8,823 -623 1,033 0 -163 313 -12 571 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 26.5 15.3 68.3 1.6 0.8 0.0 0.4 0.2 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 10 . 6 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 181,302 : : Positions : : 146,115 82,535 18,463 80,777 6,287 1,378 0 0 0 4,254 0 : : : : Changes from: March 20, 2018 : : 2,092 -2,585 1,159 2,005 16 -548 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 45.5 10.2 44.6 3.5 0.8 0.0 0.0 0.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 12 . 7 4 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 138,416 : : Positions : : 132,126 102,079 0 28,014 848 0 0 0 0 0 0 : : : : Changes from: March 20, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 73.7 0.0 20.2 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 12 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 40,608 : : Positions : : 24,867 37,892 7,678 310 0 6,707 1,652 0 1,110 480 0 : : : : Changes from: March 20, 2018 : : 5,896 9,334 540 0 0 2,700 -60 0 1,110 480 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 93.3 18.9 0.8 0.0 16.5 4.1 0.0 2.7 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 21 . . 0 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 559,815 : : Positions : : 491,990 165,588 22,640 347,749 21,982 9,680 2,038 1,005 5,052 11,963 2,043 : : : : Changes from: March 20, 2018 : : 12,795 -1,036 -640 16,422 -1,102 6,708 1,525 -1,105 -68 584 -292 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 29.6 4.0 62.1 3.9 1.7 0.4 0.2 0.9 2.1 0.4 : : : : Number of Traders in Each Category Total Traders: 75 : : 43 34 . 12 7 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 207,207 : : Positions : : 143,452 144,983 36,323 28,054 19,225 0 3,715 380 677 7,007 1,737 : : : : Changes from: March 20, 2018 : : 7,140 4,962 2,749 4,263 -1,236 0 1,039 380 677 3,262 87 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 70.0 17.5 13.5 9.3 0.0 1.8 0.2 0.3 3.4 0.8 : : : : Number of Traders in Each Category Total Traders: 45 : : 20 20 4 7 7 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A6 Open Interest is 36,682 : : Positions : : 30,900 33,250 2,146 2,328 210 0 0 0 210 0 0 : : : : Changes from: March 20, 2018 : : 800 440 -180 390 180 0 0 0 210 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 90.6 5.9 6.3 0.6 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 91,878 : : Positions : : 57,685 59,730 28,178 17,840 481 0 0 0 0 4,991 106 : : : : Changes from: March 20, 2018 : : 3,053 558 2,843 573 1 0 -1,284 -580 0 4,991 106 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 65.0 30.7 19.4 0.5 0.0 0.0 0.0 0.0 5.4 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 8 5 . . 0 0 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 160,784 : : Positions : : 130,491 102,529 9,494 11,581 15,384 2,130 22,920 0 1,530 6,024 0 : : : : Changes from: March 20, 2018 : : 30,578 19,582 2,728 2,020 4,266 2,130 12,480 0 1,530 6,024 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 63.8 5.9 7.2 9.6 1.3 14.3 0.0 1.0 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 19 21 4 5 . . 4 0 . 9 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 175,812 : : Positions : : 113,579 131,249 37,910 0 10,538 5,106 20,192 5,208 1,683 6,643 1,149 : : : : Changes from: March 20, 2018 : : 33,603 23,438 1,083 -3,005 5,735 -2,478 7,872 4,608 536 4,163 1,149 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 74.7 21.6 0.0 6.0 2.9 11.5 3.0 1.0 3.8 0.7 : : : : Number of Traders in Each Category Total Traders: 77 : : 25 38 8 0 . . 4 . 4 10 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 132,417 : : Positions : : 125,941 127,889 5,252 0 180 0 0 0 0 1,174 0 : : : : Changes from: March 20, 2018 : : 1,674 2,313 519 0 180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.1 96.6 4.0 0.0 0.1 0.0 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 20 4 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 28,020 : : Positions : : 12,685 26,769 14,389 0 0 0 360 0 0 0 0 : : : : Changes from: March 20, 2018 : : 1,474 1,501 840 0 0 0 360 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.3 95.5 51.4 0.0 0.0 0.0 1.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 16 . 0 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 266,080 : : Positions : : 188,067 183,715 56,656 52,186 16,896 0 1,804 1,285 0 0 0 : : : : Changes from: March 20, 2018 : : 4,103 2,683 -2,114 -185 676 0 1,389 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 69.0 21.3 19.6 6.3 0.0 0.7 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 30 25 . . 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 104,089 : : Positions : : 69,649 80,464 9,047 966 10,990 947 0 709 0 2,355 0 : : : : Changes from: March 20, 2018 : : 4,941 252 -4,418 0 4,318 0 0 0 0 1,614 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 77.3 8.7 0.9 10.6 0.9 0.0 0.7 0.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 15 . . 4 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 161,998 : : Positions : : 146,591 120,816 5,224 29,947 4,248 685 0 761 0 1,320 0 : : : : Changes from: March 20, 2018 : : 9,782 12,678 957 -1,483 1,074 685 -105 -77 0 1,320 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 74.6 3.2 18.5 2.6 0.4 0.0 0.5 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 19 . 5 4 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 58,202 : : Positions : : 46,762 48,181 5,749 6,256 2,549 0 0 0 236 0 184 : : : : Changes from: March 20, 2018 : : 4,174 1,734 -214 1,790 214 0 0 0 -586 0 184 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 82.8 9.9 10.7 4.4 0.0 0.0 0.0 0.4 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 151,698 : : Positions : : 85,930 123,751 44,846 16,562 1,005 0 597 563 9,272 0 0 : : : : Changes from: March 20, 2018 : : -202 -1,304 -270 120 0 0 0 0 0 -240 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 81.6 29.6 10.9 0.7 0.0 0.4 0.4 6.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 11 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 117,098 : : Positions : : 86,152 106,321 15,410 527 3,341 0 0 0 0 0 0 : : : : Changes from: March 20, 2018 : : 1,897 2,846 -28 -122 150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 90.8 13.2 0.5 2.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 13 . . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BD Open Interest is 58,695 : : Positions : : 55,218 57,305 1,140 372 744 0 0 0 492 0 0 : : : : Changes from: March 20, 2018 : : 3,334 5,850 1,140 -744 744 0 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 97.6 1.9 0.6 1.3 0.0 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 16 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 205,224 : : Positions : : 182,364 152,381 9,050 37,116 5,002 0 0 0 3,316 300 244 : : : : Changes from: March 20, 2018 : : 22,813 14,525 0 3,969 151 0 0 0 1,058 0 -388 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 74.3 4.4 18.1 2.4 0.0 0.0 0.0 1.6 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 14 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 191,859 : : Positions : : 148,546 136,876 15,434 27,419 13,038 0 317 817 0 4,773 931 : : : : Changes from: March 20, 2018 : : 6,977 -8,341 -7,342 3,693 -750 0 -91 -72 0 3,730 -1,418 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 71.3 8.0 14.3 6.8 0.0 0.2 0.4 0.0 2.5 0.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 16 . 6 7 0 . . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 31,281 : : Positions : : 11,063 30,300 15,042 0 0 1,690 0 0 1,096 0 0 : : : : Changes from: March 20, 2018 : : 1,724 5,270 -60 0 0 1,380 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 96.9 48.1 0.0 0.0 5.4 0.0 0.0 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 13 . 0 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 237,861 : : Positions : : 161,373 179,722 51,452 31,579 12,502 0 2,689 198 4,338 301 0 : : : : Changes from: March 20, 2018 : : -2,412 -5,385 -274 892 1,363 0 -152 -185 -30 -90 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 75.6 21.6 13.3 5.3 0.0 1.1 0.1 1.8 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 23 . 6 6 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 132,121 : : Positions : : 106,358 97,415 17,401 27,111 753 1,227 0 639 0 0 0 : : : : Changes from: March 20, 2018 : : 6,761 8,204 705 0 -155 1,227 0 639 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 73.7 13.2 20.5 0.6 0.9 0.0 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 14 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 122,020 : : Positions : : 74,210 104,967 43,422 12,039 703 0 0 0 0 0 0 : : : : Changes from: March 20, 2018 : : 8,186 11,630 3,912 0 122 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 86.0 35.6 9.9 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 13 7 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 69,343 : : Positions : : 51,274 46,585 4,031 11,303 6,537 0 1,676 0 2,936 0 0 : : : : Changes from: March 20, 2018 : : -89 279 0 396 0 0 -55 0 368 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 67.2 5.8 16.3 9.4 0.0 2.4 0.0 4.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 46,855 : : Positions : : 42,747 40,396 0 4,502 0 0 0 0 1,338 313 90 : : : : Changes from: March 20, 2018 : : 8,592 8,039 0 240 0 0 0 0 180 -90 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 86.2 0.0 9.6 0.0 0.0 0.0 0.0 2.9 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 17 0 . 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 160,399 : : Positions : : 115,725 9,160 6,729 129,550 13,084 0 0 0 1,624 0 0 : : : : Changes from: March 20, 2018 : : -3,893 -642 -886 -150 345 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 5.7 4.2 80.8 8.2 0.0 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 5 . 8 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 74,366 : : Positions : : 50,544 40,645 9,954 26,953 5,636 4,847 0 2 0 0 0 : : : : Changes from: March 20, 2018 : : 513 945 -152 270 92 854 0 2 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 54.7 13.4 36.2 7.6 6.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 10 . 5 5 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #0233EB Open Interest is 171,935 : : Positions : : 156,723 123,486 0 39,227 5,688 0 0 0 5,400 0 0 : : : : Changes from: March 20, 2018 : : 15,975 16,559 0 -126 919 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 71.8 0.0 22.8 3.3 0.0 0.0 0.0 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 14 0 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 1,434,215 : : Positions : : 190,403 212,556 191,483 104,469 167,607 280,522 161,420 224,394 56,090 270,923 254,844 : : : : Changes from: March 20, 2018 : : 9,910 15,669 -1,733 -5,475 3,447 -8,731 15,606 2,795 1,456 -28,397 12,466 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.3 14.8 13.4 7.3 11.7 19.6 11.3 15.6 3.9 18.9 17.8 : : : : Number of Traders in Each Category Total Traders: 332 : : 44 38 24 14 28 54 58 73 60 50 82 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 307,833 : : Positions : : 65,804 61,809 23,937 38,049 100,630 10,406 5,215 27,271 15,930 15,211 56,842 : : : : Changes from: March 20, 2018 : : -3,903 -8,018 33 -975 -10,287 -7,712 257 -6,488 -1,872 -4,990 -15,767 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.4 20.1 7.8 12.4 32.7 3.4 1.7 8.9 5.2 4.9 18.5 : : : : Number of Traders in Each Category Total Traders: 114 : : 28 27 5 16 20 12 11 14 32 8 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 408,235 : : Positions : : 92,552 43,914 1,908 128,369 33,478 8,232 15,602 25,942 206,803 130,015 22,655 : : : : Changes from: March 20, 2018 : : 13,221 4,096 734 3,442 3,092 2,748 -722 4,217 -5,312 5,337 6,644 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.7 10.8 0.5 31.4 8.2 2.0 3.8 6.4 50.7 31.8 5.5 : : : : Number of Traders in Each Category Total Traders: 84 : : 29 25 4 13 15 4 5 7 15 12 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 79,313 : : Positions : : 12,728 19,850 21,371 17,241 8,503 669 8,963 6,040 17,256 6,437 4,945 : : : : Changes from: March 20, 2018 : : -5,119 -6,154 1,480 -340 -3,734 -59 -6,929 -964 -10,715 -444 -3,931 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.0 25.0 26.9 21.7 10.7 0.8 11.3 7.6 21.8 8.1 6.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 7 8 9 . 11 . 5 4 9 7 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 NAT GAS FINL-10000 - NASDAQ FUTURES (Contracts of 10,000 MMBTU'S) : CFTC Code #023P01 Open Interest is 54,488 : : Positions : : 8,572 7,375 2,469 1,954 21,835 268 40 6,361 2,074 7,249 8,590 : : : : Changes from: March 20, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.7 13.5 4.5 3.6 40.1 0.5 0.1 11.7 3.8 13.3 15.8 : : : : Number of Traders in Each Category Total Traders: 20 : : . . 4 . 6 . . . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 156,792 : : Positions : : 19,839 17,846 5,303 3,722 84,129 1,410 206 5,954 3,142 8,061 36,469 : : : : Changes from: March 20, 2018 : : -1,502 -2,025 -547 -3,944 -6,103 -408 -752 -1,841 -5,448 -1,148 -5,990 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.7 11.4 3.4 2.4 53.7 0.9 0.1 3.8 2.0 5.1 23.3 : : : : Number of Traders in Each Category Total Traders: 33 : : . . 4 5 9 . . 4 8 9 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 1,154,405 : : Positions : : 262,775 179,835 79,847 742,441 141,013 54,288 29,084 23,415 532,131 6,386 18,983 : : : : Changes from: March 20, 2018 : : 4,675 7,725 922 4,162 -231 -922 2,388 -196 7,795 -175 3,879 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.8 15.6 6.9 64.3 12.2 4.7 2.5 2.0 46.1 0.6 1.6 : : : : Number of Traders in Each Category Total Traders: 69 : : 28 25 . 15 14 5 . . 10 4 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 151,309 : : Positions : : 28,712 22,340 82,025 73,308 14,667 1,764 9,020 3,700 8,399 11,434 7,740 : : : : Changes from: March 20, 2018 : : -2,180 -6,103 -4,212 -4,358 -837 219 -1,461 -640 -1,338 1,314 -2,270 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.0 14.8 54.2 48.4 9.7 1.2 6.0 2.4 5.6 7.6 5.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 9 7 11 7 15 . 4 . 6 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV 1000 metric tonnes : CFTC Code #066413 Open Interest is 4,417 : : Positions : : 3,027 3,004 157 0 24 0 0 0 40 523 341 : : : : Changes from: March 20, 2018 : : 316 223 -98 0 0 0 0 0 6 48 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 68.0 3.6 0.0 0.5 0.0 0.0 0.0 0.9 11.8 7.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 19 . 0 . 0 0 0 . 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #066416 Open Interest is 42,365 : : Positions : : 36,076 35,601 300 1,541 2,688 0 280 0 2,270 1,354 751 : : : : Changes from: March 20, 2018 : : 890 510 0 -150 150 0 0 0 -372 168 96 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 84.0 0.7 3.6 6.3 0.0 0.7 0.0 5.4 3.2 1.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 24 . 4 4 0 . 0 4 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641A Open Interest is 13,660 : : Positions : : 11,149 9,694 0 1,734 488 0 0 0 1,756 250 166 : : : : Changes from: March 20, 2018 : : 534 441 0 45 0 0 0 0 180 25 98 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 71.0 0.0 12.7 3.6 0.0 0.0 0.0 12.9 1.8 1.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 15 0 5 . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641D Open Interest is 11,800 : : Positions : : 10,216 8,864 0 1,447 404 0 0 0 451 134 381 : : : : Changes from: March 20, 2018 : : 204 153 0 20 0 0 0 0 -66 9 46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 75.1 0.0 12.3 3.4 0.0 0.0 0.0 3.8 1.1 3.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 21 0 5 4 0 0 0 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641F Open Interest is 14,593 : : Positions : : 14,200 7,669 0 5,992 0 0 0 0 235 819 113 : : : : Changes from: March 20, 2018 : : 825 315 0 450 0 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.3 52.6 0.0 41.1 0.0 0.0 0.0 0.0 1.6 5.6 0.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 17 0 5 0 0 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641G Open Interest is 79,078 : : Positions : : 61,146 52,705 50 11,692 3,704 846 608 212 6,857 2,818 5,273 : : : : Changes from: March 20, 2018 : : 712 1,617 0 -263 177 485 10 0 112 11 -770 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 66.6 0.1 14.8 4.7 1.1 0.8 0.3 8.7 3.6 6.7 : : : : Number of Traders in Each Category Total Traders: 93 : : 43 46 . 8 6 . . . 20 9 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 SAUDI ARAMCO - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #06665A Open Interest is 1,809 : : Positions : : 561 1,078 0 111 196 0 0 0 569 8 130 : : : : Changes from: March 20, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.0 59.6 0.0 6.1 10.8 0.0 0.0 0.0 31.5 0.4 7.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 12 0 . . 0 0 0 9 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 4,735 : : Positions : : 2,670 3,472 288 0 151 0 0 0 739 280 329 : : : : Changes from: March 20, 2018 : : 162 86 -87 0 23 0 0 0 -49 -38 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 73.3 6.1 0.0 3.2 0.0 0.0 0.0 15.6 5.9 6.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 27 . 0 . 0 0 0 5 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 38,738 : : Positions : : 37,800 8,567 0 25,371 0 0 0 0 326 4,219 466 : : : : Changes from: March 20, 2018 : : 674 834 0 5 0 0 0 0 50 -316 355 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.6 22.1 0.0 65.5 0.0 0.0 0.0 0.0 0.8 10.9 1.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 20 18 0 8 0 0 0 0 . 9 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 110,233 : : Positions : : 78,652 82,823 7,295 6,322 7,160 1,893 159 577 8,433 7,158 5,585 : : : : Changes from: March 20, 2018 : : 1,414 962 489 -182 -730 30 0 0 447 1,420 -189 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 75.1 6.6 5.7 6.5 1.7 0.1 0.5 7.7 6.5 5.1 : : : : Number of Traders in Each Category Total Traders: 117 : : 57 55 5 5 8 4 . . 16 17 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 47,609 : : Positions : : 24,021 30,678 9,113 8,004 5,104 2,016 538 40 6,815 2,339 195 : : : : Changes from: March 20, 2018 : : 40 -90 -300 120 30 0 -65 0 225 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 64.4 19.1 16.8 10.7 4.2 1.1 0.1 14.3 4.9 0.4 : : : : Number of Traders in Each Category Total Traders: 48 : : 24 26 4 . 4 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 30,138 : : Positions : : 25,122 15,353 386 12,764 491 390 0 0 2,676 378 627 : : : : Changes from: March 20, 2018 : : 1,014 623 0 480 0 155 0 0 193 218 153 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 50.9 1.3 42.4 1.6 1.3 0.0 0.0 8.9 1.3 2.1 : : : : Number of Traders in Each Category Total Traders: 69 : : 33 34 . 6 . . 0 0 11 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 18,551 : : Positions : : 16,104 7,493 0 9,809 0 0 0 0 1,995 742 73 : : : : Changes from: March 20, 2018 : : 528 493 0 340 0 0 0 0 285 40 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 40.4 0.0 52.9 0.0 0.0 0.0 0.0 10.8 4.0 0.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 21 0 7 0 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 19,245 : : Positions : : 11,584 6,990 1,010 5,271 390 0 0 0 4,539 5,161 1,128 : : : : Changes from: March 20, 2018 : : -15 1,550 90 -13 30 0 0 0 1,370 85 -171 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 36.3 5.2 27.4 2.0 0.0 0.0 0.0 23.6 26.8 5.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 15 . 4 . 0 0 0 4 8 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 BALMO - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665W Open Interest is 2,431 : : Positions : : 1,064 1,604 245 80 260 0 0 0 492 97 325 : : : : Changes from: March 20, 2018 : : 120 10 0 0 0 0 0 0 -120 0 145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.8 66.0 10.1 3.3 10.7 0.0 0.0 0.0 20.2 4.0 13.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 13 . . . 0 0 0 6 . . : ----------------------------------------------------------------------------------------------------------------
Updated March 30, 2018