Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 5,157,307 : : Positions : :3,024,873 1,126,381 291,437 2,880,992 317,883 408,829 22,049 259,238 335,353 61,628 475,148 : : : : Changes from: January 23, 2018 : : -128,891 -62,777 -9,245 1,915 19,371 -16,761 -2,679 -44,959 102,549 12,094 -64,811 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 21.8 5.7 55.9 6.2 7.9 0.4 5.0 6.5 1.2 9.2 : : : : Number of Traders in Each Category Total Traders: 206 : : 107 83 8 19 21 17 . 15 35 11 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 1,321,108 : : Positions : : 135,403 143,431 40,241 14,654 348,938 4,892 25,348 413,740 19,401 18,119 354,446 : : : : Changes from: January 23, 2018 : : -31,904 -28,661 -5,125 -20,560 -56,683 -6,474 -5,464 -33,831 -5,395 4,009 -104,125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.2 10.9 3.0 1.1 26.4 0.4 1.9 31.3 1.5 1.4 26.8 : : : : Number of Traders in Each Category Total Traders: 84 : : 35 33 11 4 15 6 4 9 11 11 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 264,238 : : Positions : : 142,538 230,309 92,547 8,463 7,295 8,703 6,446 1,593 0 4,275 797 : : : : Changes from: January 23, 2018 : : 11,713 9,692 1,919 568 28 626 28 75 -315 3,226 -650 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 87.2 35.0 3.2 2.8 3.3 2.4 0.6 0.0 1.6 0.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 22 6 . 6 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 113,201 : : Positions : : 92,233 71,210 1,054 27,180 7,588 0 0 0 5,234 0 3,607 : : : : Changes from: January 23, 2018 : : 1,561 3,621 -1,033 249 640 0 0 0 3,676 0 -570 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 62.9 0.9 24.0 6.7 0.0 0.0 0.0 4.6 0.0 3.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 23 24 . 5 6 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 279,464 : : Positions : : 230,627 111,928 18,604 139,573 14,064 0 605 1,445 762 925 398 : : : : Changes from: January 23, 2018 : : -1,244 1,785 1,146 1,830 -57 0 -1,016 400 762 -1,900 -207 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 40.1 6.7 49.9 5.0 0.0 0.2 0.5 0.3 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 17 4 5 6 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 824,066 : : Positions : : 741,780 56,870 52,822 728,130 13,691 0 1,341 62 0 14,616 5,562 : : : : Changes from: January 23, 2018 : : 7,958 -319 1,580 8,200 -156 0 435 -465 0 512 -711 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 6.9 6.4 88.4 1.7 0.0 0.2 0.0 0.0 1.8 0.7 : : : : Number of Traders in Each Category Total Traders: 52 : : 36 15 4 8 10 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 467,570 : : Positions : : 358,733 358,269 49,839 70,197 31,380 2,611 0 128 8,456 0 151 : : : : Changes from: January 23, 2018 : : 14,867 20,004 8,779 7,325 -1,783 2,611 0 128 3,999 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 76.6 10.7 15.0 6.7 0.6 0.0 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 68 : : 33 35 5 8 6 . 0 . 7 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 379,495 : : Positions : : 314,521 255,007 39,863 104,334 9,643 0 0 0 2,513 2,929 637 : : : : Changes from: January 23, 2018 : : 6,284 6,700 704 853 152 0 0 0 1,083 248 -135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 67.2 10.5 27.5 2.5 0.0 0.0 0.0 0.7 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 30 30 4 7 7 0 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 275,606 : : Positions : : 231,414 133,025 17,319 115,610 7,227 880 0 552 1,191 9,603 2,988 : : : : Changes from: January 23, 2018 : : 6,123 1,755 366 -94 -271 -32 0 -174 313 2,882 761 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 48.3 6.3 41.9 2.6 0.3 0.0 0.2 0.4 3.5 1.1 : : : : Number of Traders in Each Category Total Traders: 52 : : 30 26 . 8 6 . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 85,017 : : Positions : : 69,347 66,427 9,158 9,770 1,493 0 0 0 2,082 1,052 10 : : : : Changes from: January 23, 2018 : : 2,127 2,436 32 224 691 0 -1,705 0 288 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 78.1 10.8 11.5 1.8 0.0 0.0 0.0 2.4 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 16 . . 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 44,327 : : Positions : : 35,575 42,072 2,984 0 610 0 0 0 622 248 217 : : : : Changes from: January 23, 2018 : : 4,573 5,406 -56 0 0 0 0 0 287 -217 217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 94.9 6.7 0.0 1.4 0.0 0.0 0.0 1.4 0.6 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 16 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 146,742 : : Positions : : 113,708 45,213 22,540 93,987 2,567 1,489 0 280 392 1,133 0 : : : : Changes from: January 23, 2018 : : 3,206 -44 -264 2,628 29 342 0 -145 0 713 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 30.8 15.4 64.0 1.7 1.0 0.0 0.2 0.3 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 10 . 6 4 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 187,078 : : Positions : : 151,106 87,716 18,943 82,839 6,209 0 0 0 0 6,531 0 : : : : Changes from: January 23, 2018 : : 17,796 15,946 56 1,954 -156 0 0 0 0 -987 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 46.9 10.1 44.3 3.3 0.0 0.0 0.0 0.0 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 13 4 6 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 113,046 : : Positions : : 106,797 85,020 232 21,514 196 0 0 0 328 0 793 : : : : Changes from: January 23, 2018 : : 6,674 5,532 0 420 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 75.2 0.2 19.0 0.2 0.0 0.0 0.0 0.3 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 16 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 29,933 : : Positions : : 22,610 28,117 5,471 360 0 279 590 0 1,368 0 0 : : : : Changes from: January 23, 2018 : : 3,052 3,577 364 0 -28 0 280 0 588 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 93.9 18.3 1.2 0.0 0.9 2.0 0.0 4.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 17 . . 0 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 552,150 : : Positions : : 465,411 195,481 32,917 311,382 26,111 5,338 1,892 1,419 9,013 2,923 5,251 : : : : Changes from: January 23, 2018 : : 7,402 11,737 3,989 -3,140 -772 -1,554 -968 546 -1,123 753 345 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 35.4 6.0 56.4 4.7 1.0 0.3 0.3 1.6 0.5 1.0 : : : : Number of Traders in Each Category Total Traders: 71 : : 40 31 4 10 9 . . 4 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 173,005 : : Positions : : 115,977 118,564 34,268 20,899 16,889 0 3,642 528 0 4,841 242 : : : : Changes from: January 23, 2018 : : -1,477 -2,516 2,446 856 -765 0 402 143 0 1,650 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 68.5 19.8 12.1 9.8 0.0 2.1 0.3 0.0 2.8 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 17 5 4 6 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 85,289 : : Positions : : 55,806 55,506 22,621 19,284 2,272 0 0 0 609 0 0 : : : : Changes from: January 23, 2018 : : 5,435 7,693 1,400 -1,497 -1,074 0 0 0 609 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 65.1 26.5 22.6 2.7 0.0 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 8 5 5 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 151,904 : : Positions : : 100,901 118,341 15,799 14,340 9,474 23,996 5,768 0 0 2,734 0 : : : : Changes from: January 23, 2018 : : -3,092 12,652 464 -6,598 6,738 18,508 3,584 -784 -4,312 1,568 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 77.9 10.4 9.4 6.2 15.8 3.8 0.0 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 60 : : 20 26 . 9 6 4 . 0 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 159,574 : : Positions : : 71,913 133,353 33,947 2,858 11,027 34,314 5,176 930 4,975 2,955 1,347 : : : : Changes from: January 23, 2018 : : -1,242 14,005 2,867 -4,335 5,455 19,182 3,950 -1,122 -5,575 1,061 1,319 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.1 83.6 21.3 1.8 6.9 21.5 3.2 0.6 3.1 1.9 0.8 : : : : Number of Traders in Each Category Total Traders: 73 : : 28 38 6 . 5 4 . . 5 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 119,303 : : Positions : : 114,751 115,503 2,343 0 248 0 0 0 868 1,312 0 : : : : Changes from: January 23, 2018 : : 2,089 3,231 532 0 0 0 0 0 616 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.2 96.8 2.0 0.0 0.2 0.0 0.0 0.0 0.7 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 19 22 4 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 28,557 : : Positions : : 16,345 27,492 10,196 0 0 0 0 0 834 0 0 : : : : Changes from: January 23, 2018 : : 1,319 868 196 0 0 0 0 0 28 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 96.3 35.7 0.0 0.0 0.0 0.0 0.0 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 17 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 273,720 : : Positions : : 200,878 185,808 41,315 48,198 25,513 0 822 890 1,665 1,260 0 : : : : Changes from: January 23, 2018 : : 1,278 -407 -1,941 -766 846 0 -302 147 0 952 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 67.9 15.1 17.6 9.3 0.0 0.3 0.3 0.6 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 28 24 . 4 4 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AT Open Interest is 29,447 : : Positions : : 29,223 28,159 0 490 0 0 0 0 0 0 0 : : : : Changes from: January 23, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.2 95.6 0.0 1.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 13 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 88,457 : : Positions : : 62,492 67,591 7,881 6,336 4,654 607 0 1,049 0 250 339 : : : : Changes from: January 23, 2018 : : 57 3,140 -400 -2,354 0 607 -527 390 0 226 -133 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 76.4 8.9 7.2 5.3 0.7 0.0 1.2 0.0 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 14 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 125,774 : : Positions : : 115,241 94,475 550 20,939 6,681 0 407 994 0 1,540 0 : : : : Changes from: January 23, 2018 : : -1,238 -2,544 366 -28 -366 0 329 -277 0 1,540 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 75.1 0.4 16.6 5.3 0.0 0.3 0.8 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 21 . 5 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 47,469 : : Positions : : 33,884 35,714 683 3,873 6,459 0 0 0 745 0 0 : : : : Changes from: January 23, 2018 : : -134 328 0 758 28 0 0 0 56 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 75.2 1.4 8.2 13.6 0.0 0.0 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 128,522 : : Positions : : 69,491 115,748 39,823 3,292 3,005 0 578 525 9,699 0 93 : : : : Changes from: January 23, 2018 : : -1,369 3,053 4,714 -456 28 -32 578 -447 -138 -105 -19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 90.1 31.0 2.6 2.3 0.0 0.4 0.4 7.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 18 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 112,866 : : Positions : : 80,022 102,866 21,241 5,709 2,265 0 0 0 0 0 0 : : : : Changes from: January 23, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 91.1 18.8 5.1 2.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 12 4 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 65,045 : : Positions : : 63,958 62,923 0 1,327 0 0 0 0 723 0 0 : : : : Changes from: January 23, 2018 : : 1,304 912 0 308 0 0 0 0 -224 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.3 96.7 0.0 2.0 0.0 0.0 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 159,247 : : Positions : : 130,295 123,855 9,817 21,800 8,046 0 0 0 2,812 0 252 : : : : Changes from: January 23, 2018 : : 3,442 2,317 0 1,131 -112 0 0 0 -242 0 252 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 77.8 6.2 13.7 5.1 0.0 0.0 0.0 1.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 198,444 : : Positions : : 152,954 139,706 16,649 26,967 12,782 0 1,948 7,546 0 3,214 605 : : : : Changes from: January 23, 2018 : : 8,429 2,176 -994 2,224 -1,244 0 1,850 -459 0 1,314 -126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 70.4 8.4 13.6 6.4 0.0 1.0 3.8 0.0 1.6 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 19 4 5 7 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BQ Open Interest is 9,143 : : Positions : : 5,493 5,376 0 2,743 341 0 0 0 2,049 0 0 : : : : Changes from: January 23, 2018 : : 140 168 0 205 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 58.8 0.0 30.0 3.7 0.0 0.0 0.0 22.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 0 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 29,302 : : Positions : : 12,464 27,906 15,183 793 0 0 0 0 0 0 0 : : : : Changes from: January 23, 2018 : : 1,372 793 84 793 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 95.2 51.8 2.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 236,295 : : Positions : : 164,284 182,137 52,647 37,875 6,622 0 990 1,617 5,373 341 0 : : : : Changes from: January 23, 2018 : : 11,014 7,778 2,310 3,243 223 -352 990 64 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 77.1 22.3 16.0 2.8 0.0 0.4 0.7 2.3 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 30 26 4 7 7 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233CS Open Interest is 17,387 : : Positions : : 14,357 16,359 2,117 0 0 0 0 0 0 0 0 : : : : Changes from: January 23, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 94.1 12.2 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 : : 11 12 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 109,935 : : Positions : : 89,373 80,026 16,122 24,358 508 0 323 620 0 0 0 : : : : Changes from: January 23, 2018 : : 2,547 3,522 1,290 146 104 0 323 620 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 72.8 14.7 22.2 0.5 0.0 0.3 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 20 . 4 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 105,106 : : Positions : : 61,116 90,273 39,662 11,617 514 0 0 0 0 0 0 : : : : Changes from: January 23, 2018 : : 2,981 3,531 242 0 0 0 0 0 0 -348 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 85.9 37.7 11.1 0.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 18 6 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 69,235 : : Positions : : 51,000 47,782 6,234 12,223 6,457 0 0 0 0 0 0 : : : : Changes from: January 23, 2018 : : 3,864 2,966 31 1,567 -10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 69.0 9.0 17.7 9.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 9 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 39,250 : : Positions : : 37,612 32,309 25 4,684 304 0 0 0 0 628 0 : : : : Changes from: January 23, 2018 : : 1,750 1,269 25 -143 -25 0 0 0 -464 628 -124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 82.3 0.1 11.9 0.8 0.0 0.0 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 175,463 : : Positions : : 139,250 16,472 9,869 142,204 12,548 0 0 0 2,384 252 0 : : : : Changes from: January 23, 2018 : : 2,609 4,388 65 -42 -453 0 0 0 856 252 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 9.4 5.6 81.0 7.2 0.0 0.0 0.0 1.4 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 9 . 8 5 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 70,801 : : Positions : : 45,381 32,158 6,943 31,529 5,900 707 0 0 0 0 0 : : : : Changes from: January 23, 2018 : : 2,291 1,008 -59 1,345 -115 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 45.4 9.8 44.5 8.3 1.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 11 . 7 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 119,685 : : Positions : : 107,737 78,460 2,258 35,156 2,327 0 0 0 3,743 392 0 : : : : Changes from: January 23, 2018 : : 28 342 270 180 96 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 65.6 1.9 29.4 1.9 0.0 0.0 0.0 3.1 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 1,444,163 : : Positions : : 150,008 207,144 176,026 128,408 150,228 317,870 99,718 290,107 68,635 305,560 221,902 : : : : Changes from: January 23, 2018 : : -4,097 -1,084 -3,355 17,573 1,467 106 -53,597 7,077 -12,739 28,363 -29,245 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.4 14.3 12.2 8.9 10.4 22.0 6.9 20.1 4.8 21.2 15.4 : : : : Number of Traders in Each Category Total Traders: 351 : : 40 39 23 15 31 65 53 85 66 67 91 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 470,282 : : Positions : : 83,296 86,393 26,127 50,432 125,941 53,884 7,574 53,378 12,338 34,850 108,024 : : : : Changes from: January 23, 2018 : : -14,477 -29,865 -8,730 3,426 -34,409 -56,894 -24,936 -7,797 -3,268 -31,623 -63,571 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.7 18.4 5.6 10.7 26.8 11.5 1.6 11.4 2.6 7.4 23.0 : : : : Number of Traders in Each Category Total Traders: 152 : : 33 34 4 17 20 21 8 20 22 42 50 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 381,526 : : Positions : : 79,384 43,863 1,965 96,811 31,920 5,324 17,440 21,633 210,954 142,131 13,457 : : : : Changes from: January 23, 2018 : : -1,930 -9,602 -594 6,024 -8,516 -8,806 -2,546 -828 -4,454 -9,547 -5,611 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.8 11.5 0.5 25.4 8.4 1.4 4.6 5.7 55.3 37.3 3.5 : : : : Number of Traders in Each Category Total Traders: 73 : : 26 23 . 8 11 . 6 7 14 12 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 107,880 : : Positions : : 23,311 17,173 20,028 19,505 12,782 3,311 24,241 6,768 24,249 11,402 10,240 : : : : Changes from: January 23, 2018 : : -11,909 3,597 -2,954 -8,154 317 -7,046 -30,481 -148 -18,268 -6,294 -989 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.6 15.9 18.6 18.1 11.8 3.1 22.5 6.3 22.5 10.6 9.5 : : : : Number of Traders in Each Category Total Traders: 54 : : 11 12 9 4 13 . 6 5 12 8 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A84 Open Interest is 61,596 : : Positions : : 8,467 7,432 544 0 379 3,187 16,881 15,147 19,257 7,224 14,417 : : : : Changes from: January 23, 2018 : : -1,028 -393 -11 0 41 342 -217 -1,697 379 352 -1,645 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.7 12.1 0.9 0.0 0.6 5.2 27.4 24.6 31.3 11.7 23.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 8 10 . 0 . 6 6 9 6 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 243,039 : : Positions : : 26,237 27,773 8,038 2,778 110,930 5,482 18 14,286 6,552 15,739 71,483 : : : : Changes from: January 23, 2018 : : -9,563 -3,921 1,194 -9,385 -16,323 440 18 -4,616 -3,420 1,852 -18,934 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.8 11.4 3.3 1.1 45.6 2.3 0.0 5.9 2.7 6.5 29.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 5 5 5 4 9 4 . 4 6 11 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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-2500 - NASDAQ FUTURES (Contracts of 2,500 MMBTU'S) : CFTC Code #023P03 Open Interest is 51,126 : : Positions : : 6,039 6,757 18,993 9,024 16,893 0 6,302 640 4,209 7,305 3,316 : : : : Changes from: January 23, 2018 : : -151 -2,250 -1,509 -764 445 0 630 0 -925 -706 977 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.8 13.2 37.1 17.7 33.0 0.0 12.3 1.3 8.2 14.3 6.5 : : : : Number of Traders in Each Category Total Traders: 21 : : . . 4 4 7 0 . . 5 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 1,154,185 : : Positions : : 275,411 172,528 81,549 759,313 134,487 79,092 25,532 31,267 505,120 7,594 10,420 : : : : Changes from: January 23, 2018 : : -4,952 -6,313 -7,616 -24,683 -1,913 -1,420 -30,730 5,978 -45,257 -1,178 -1,369 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.9 14.9 7.1 65.8 11.7 6.9 2.2 2.7 43.8 0.7 0.9 : : : : Number of Traders in Each Category Total Traders: 71 : : 30 25 . 15 14 5 . 5 11 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 176,579 : : Positions : : 40,408 26,007 88,226 77,379 13,756 4,297 24,251 3,709 11,435 16,455 8,386 : : : : Changes from: January 23, 2018 : : -3,573 -1,296 -6,005 248 -7,239 -3,642 -16,879 -1,817 -338 3,858 -6,936 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.9 14.7 50.0 43.8 7.8 2.4 13.7 2.1 6.5 9.3 4.7 : : : : Number of Traders in Each Category Total Traders: 50 : : 11 11 12 5 13 . 4 5 6 8 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 3,967 : : Positions : : 1,590 2,655 71 0 238 0 0 0 1,316 333 234 : : : : Changes from: January 23, 2018 : : 159 130 -52 0 71 0 0 0 76 64 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.1 66.9 1.8 0.0 6.0 0.0 0.0 0.0 33.2 8.4 5.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 21 . 0 . 0 0 0 6 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 28,942 : : Positions : : 28,062 8,175 0 16,478 0 0 0 0 292 3,786 426 : : : : Changes from: January 23, 2018 : : 405 100 0 160 0 0 0 0 0 125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.0 28.2 0.0 56.9 0.0 0.0 0.0 0.0 1.0 13.1 1.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 18 16 0 8 0 0 0 0 . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 113,859 : : Positions : : 79,694 83,413 6,906 11,145 6,765 2,601 566 425 10,095 4,685 6,651 : : : : Changes from: January 23, 2018 : : 942 -888 -156 23 364 -47 302 -51 -946 550 1,051 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 73.3 6.1 9.8 5.9 2.3 0.5 0.4 8.9 4.1 5.8 : : : : Number of Traders in Each Category Total Traders: 120 : : 58 53 5 6 9 5 . . 20 14 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 56,059 : : Positions : : 30,683 38,979 10,331 7,979 5,622 2,193 445 48 6,887 1,983 295 : : : : Changes from: January 23, 2018 : : 913 6 550 1,086 -180 0 5 0 232 793 -32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 69.5 18.4 14.2 10.0 3.9 0.8 0.1 12.3 3.5 0.5 : : : : Number of Traders in Each Category Total Traders: 50 : : 22 26 4 . 4 . . . 5 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 34,812 : : Positions : : 30,080 19,580 357 12,400 603 390 0 30 2,201 965 538 : : : : Changes from: January 23, 2018 : : -582 -667 12 130 0 -10 0 0 13 0 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 56.2 1.0 35.6 1.7 1.1 0.0 0.1 6.3 2.8 1.5 : : : : Number of Traders in Each Category Total Traders: 73 : : 34 38 . 7 . . 0 . 7 9 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 19,970 : : Positions : : 16,825 10,579 0 8,112 0 0 0 0 2,865 782 0 : : : : Changes from: January 23, 2018 : : 417 122 0 277 0 0 0 0 120 84 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 53.0 0.0 40.6 0.0 0.0 0.0 0.0 14.3 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 22 0 7 0 0 0 0 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 17,398 : : Positions : : 12,528 6,768 1,115 5,549 210 315 0 40 2,015 3,738 794 : : : : Changes from: January 23, 2018 : : 287 41 -55 699 110 300 0 0 413 125 39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 38.9 6.4 31.9 1.2 1.8 0.0 0.2 11.6 21.5 4.6 : : : : Number of Traders in Each Category Total Traders: 51 : : 26 19 . 4 4 . 0 . 8 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 5,378 : : Positions : : 3,522 4,001 739 315 30 0 0 0 330 285 692 : : : : Changes from: January 23, 2018 : : 35 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 74.4 13.7 5.9 0.6 0.0 0.0 0.0 6.1 5.3 12.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 17 . . . 0 0 0 . 4 . : ----------------------------------------------------------------------------------------------------------------
Updated February 2, 2018