Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #023391 Open Interest is 4,714,607 : : Positions : :2,397,777 1,093,313 557,034 2,713,526 214,908 484,663 26,706 282,462 384,063 15,533 357,550 : : : : Changes from: November 15, 2016 : : -46,585 10,052 -23,875 -7,021 4,095 -6,497 -7,320 10,846 63,992 -9,224 -17,857 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 23.2 11.8 57.6 4.6 10.3 0.6 6.0 8.1 0.3 7.6 : : : : Number of Traders in Each Category Total Traders: 233 : : 118 104 8 20 23 22 7 22 32 17 40 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 237,149 : : Positions : : 43,655 61,003 55,262 42,710 38,575 3,324 38,645 15,717 69,003 30,461 9,559 : : : : Changes from: November 15, 2016 : : 6,351 13,146 1,312 -6,346 9,584 1,117 983 1,724 4,496 5,050 1,042 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.4 25.7 23.3 18.0 16.3 1.4 16.3 6.6 29.1 12.8 4.0 : : : : Number of Traders in Each Category Total Traders: 69 : : 16 17 12 7 15 . 7 9 10 9 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 214,593 : : Positions : : 131,644 191,488 41,047 8,490 8,166 537 465 855 7,940 0 83 : : : : Changes from: November 15, 2016 : : -4,409 -622 -2,088 175 1,576 -91 465 373 2,110 0 -542 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 89.2 19.1 4.0 3.8 0.3 0.2 0.4 3.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 28 25 . . 4 . . . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 121,297 : : Positions : : 112,302 90,228 1 23,175 3,529 0 0 0 745 292 620 : : : : Changes from: November 15, 2016 : : 10,959 8,968 1 1,925 17 0 0 0 182 0 310 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 74.4 0.0 19.1 2.9 0.0 0.0 0.0 0.6 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 26 . 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 162,713 : : Positions : : 123,193 65,086 14,527 75,143 7,536 1,629 2,548 1,007 1,011 1,446 481 : : : : Changes from: November 15, 2016 : : 1,289 1,127 -704 203 -486 0 880 -139 862 84 -118 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 40.0 8.9 46.2 4.6 1.0 1.6 0.6 0.6 0.9 0.3 : : : : Number of Traders in Each Category Total Traders: 47 : : 20 22 4 9 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 858,985 : : Positions : : 780,065 167,378 15,590 639,303 43,329 0 1,015 1,699 217 71 910 : : : : Changes from: November 15, 2016 : : 16,740 9,409 -1,453 6,668 4,516 0 713 156 0 -1,055 910 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 19.5 1.8 74.4 5.0 0.0 0.1 0.2 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 36 23 4 9 11 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 375,938 : : Positions : : 303,603 243,713 27,699 88,293 28,580 1,900 3,441 680 5,628 279 171 : : : : Changes from: November 15, 2016 : : -6,261 112 3,530 1,411 2,194 1,900 -2,291 521 697 279 171 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 64.8 7.4 23.5 7.6 0.5 0.9 0.2 1.5 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 60 : : 31 30 4 8 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 278,894 : : Positions : : 217,368 174,651 20,820 69,744 28,894 578 0 1,561 0 881 582 : : : : Changes from: November 15, 2016 : : 2,312 3,267 -360 1,677 6 560 0 -244 0 155 -93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 62.6 7.5 25.0 10.4 0.2 0.0 0.6 0.0 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 53 : : 29 29 5 8 11 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 106,755 : : Positions : : 100,138 42,645 143 45,345 2,003 0 1,618 961 432 0 494 : : : : Changes from: November 15, 2016 : : 8,942 5,801 0 1,553 -124 0 1,559 -671 -665 0 463 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 39.9 0.1 42.5 1.9 0.0 1.5 0.9 0.4 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 15 . 8 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 112,489 : : Positions : : 92,048 79,135 4,123 1,642 7,309 0 0 0 3,037 18,986 338 : : : : Changes from: November 15, 2016 : : -559 4,179 227 -325 89 0 -615 -120 151 -1,908 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 70.3 3.7 1.5 6.5 0.0 0.0 0.0 2.7 16.9 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 19 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Q Open Interest is 28,288 : : Positions : : 24,141 21,481 1,889 3,179 641 0 1,345 0 0 519 0 : : : : Changes from: November 15, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 75.9 6.7 11.2 2.3 0.0 4.8 0.0 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 9 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 105,347 : : Positions : : 90,046 16,877 2,447 78,194 1,169 607 0 943 0 3,666 0 : : : : Changes from: November 15, 2016 : : 4,623 2,228 186 642 0 -98 0 -148 0 1,724 -78 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 16.0 2.3 74.2 1.1 0.6 0.0 0.9 0.0 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 9 . 7 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 152,124 : : Positions : : 110,589 72,846 29,601 66,799 7,179 0 0 0 0 0 0 : : : : Changes from: November 15, 2016 : : 3,184 15,356 7,034 -8,188 5,686 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 47.9 19.5 43.9 4.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 16 5 7 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 60,918 : : Positions : : 56,019 26,770 0 29,623 484 0 0 0 0 0 0 : : : : Changes from: November 15, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 43.9 0.0 48.6 0.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 13 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 18,218 : : Positions : : 9,160 15,436 0 558 0 3,872 0 0 3,906 0 0 : : : : Changes from: November 15, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 84.7 0.0 3.1 0.0 21.3 0.0 0.0 21.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 10 0 . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 431,767 : : Positions : : 307,941 170,951 62,744 219,457 32,572 8,302 0 31 9,021 658 2,162 : : : : Changes from: November 15, 2016 : : 6,813 3,158 1,228 3,426 1,207 1,062 0 -124 -855 205 -2,925 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 39.6 14.5 50.8 7.5 1.9 0.0 0.0 2.1 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 65 : : 40 32 . 12 10 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 72,751 : : Positions : : 59,441 27,765 0 34,820 2,011 0 397 835 0 714 817 : : : : Changes from: November 15, 2016 : : 3,450 -5,310 0 7,622 384 0 204 -109 -3 714 -156 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 38.2 0.0 47.9 2.8 0.0 0.5 1.1 0.0 1.0 1.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 10 0 7 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 18,166 : : Positions : : 15,803 12,590 362 2,350 0 0 0 0 0 930 0 : : : : Changes from: November 15, 2016 : : 1,991 2,084 62 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 69.3 2.0 12.9 0.0 0.0 0.0 0.0 0.0 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 66,623 : : Positions : : 28,887 40,984 27,332 14,767 3,903 761 0 1,369 633 0 286 : : : : Changes from: November 15, 2016 : : 604 -1,458 124 2,839 0 -754 0 157 633 -235 162 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.4 61.5 41.0 22.2 5.9 1.1 0.0 2.1 1.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 10 6 4 7 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 108,095 : : Positions : : 58,082 78,537 11,512 14,238 11,466 26,294 403 0 403 1,922 0 : : : : Changes from: November 15, 2016 : : 11,341 12,798 2,245 8,384 1,426 7,626 403 0 403 1,922 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 72.7 10.6 13.2 10.6 24.3 0.4 0.0 0.4 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 12 26 5 4 6 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 116,116 : : Positions : : 62,777 89,805 11,475 10,854 4,540 23,834 403 6,540 4,017 1,394 1,612 : : : : Changes from: November 15, 2016 : : 12,364 12,983 3,408 9,343 343 3,642 -3,581 3,984 -1,023 434 1,612 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 77.3 9.9 9.3 3.9 20.5 0.3 5.6 3.5 1.2 1.4 : : : : Number of Traders in Each Category Total Traders: 63 : : 22 33 5 4 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 48,907 : : Positions : : 45,893 46,782 1,650 303 0 0 0 0 630 0 0 : : : : Changes from: November 15, 2016 : : 3,796 4,437 186 93 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 95.7 3.4 0.6 0.0 0.0 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 22 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 245,843 : : Positions : : 205,859 169,303 17,883 47,690 16,068 0 648 584 0 0 0 : : : : Changes from: November 15, 2016 : : 6,018 -745 -3,570 1,991 2,811 0 394 -248 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 68.9 7.3 19.4 6.5 0.0 0.3 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 34 28 . . 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233AW Open Interest is 26,540 : : Positions : : 21,909 21,995 1,019 0 31 0 0 0 0 966 840 : : : : Changes from: November 15, 2016 : : 1,674 2,071 217 0 -217 0 0 0 0 -31 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 82.9 3.8 0.0 0.1 0.0 0.0 0.0 0.0 3.6 3.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 16 . 0 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 70,050 : : Positions : : 49,505 57,363 9,457 2,976 2,985 0 1,677 751 2,031 0 0 : : : : Changes from: November 15, 2016 : : 4,824 1,745 -341 -1,467 769 -570 1,677 138 -372 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 81.9 13.5 4.2 4.3 0.0 2.4 1.1 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 4 . 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 81,996 : : Positions : : 70,146 53,030 4,351 15,878 3,742 0 2,699 695 0 1,239 98 : : : : Changes from: November 15, 2016 : : 3,094 917 0 -262 200 0 751 -307 0 874 98 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 64.7 5.3 19.4 4.6 0.0 3.3 0.8 0.0 1.5 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 19 . 5 5 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 128,051 : : Positions : : 81,250 117,491 28,435 2,465 598 1,924 0 721 4,559 0 0 : : : : Changes from: November 15, 2016 : : 691 2,379 3,263 0 124 -2,551 0 601 431 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 91.8 22.2 1.9 0.5 1.5 0.0 0.6 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 94,522 : : Positions : : 65,583 88,449 19,529 1,670 867 0 0 0 0 0 0 : : : : Changes from: November 15, 2016 : : 1,163 1,630 -470 1,670 184 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 93.6 20.7 1.8 0.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 14 5 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 118,853 : : Positions : : 103,865 101,804 2,802 8,898 5,333 0 0 0 2,507 0 0 : : : : Changes from: November 15, 2016 : : -497 3,197 2,802 38 3,047 0 0 0 1,275 0 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 85.7 2.4 7.5 4.5 0.0 0.0 0.0 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 15 . . . 0 0 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 141,854 : : Positions : : 108,968 71,312 9,466 50,046 7,271 1,621 0 1,034 589 2,671 65 : : : : Changes from: November 15, 2016 : : 9,361 3,129 -1,039 5,945 1,529 1,621 -842 61 589 2,108 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 50.3 6.7 35.3 5.1 1.1 0.0 0.7 0.4 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 20 . 5 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BW Open Interest is 33,822 : : Positions : : 23,633 31,986 2,801 510 930 403 0 0 3,588 0 0 : : : : Changes from: November 15, 2016 : : 1,941 3,658 -217 -1,147 930 403 0 0 310 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 94.6 8.3 1.5 2.7 1.2 0.0 0.0 10.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 15 . . . . 0 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 30,120 : : Positions : : 21,369 26,067 6,441 880 360 0 0 0 1,005 2,108 0 : : : : Changes from: November 15, 2016 : : 2,821 835 93 682 0 0 0 0 403 1,674 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 86.5 21.4 2.9 1.2 0.0 0.0 0.0 3.3 7.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 10 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 183,441 : : Positions : : 133,407 98,844 15,014 57,337 13,371 0 2,272 922 12,606 2,713 600 : : : : Changes from: November 15, 2016 : : 4,984 -3,137 -153 2,298 1,664 -310 -248 0 -1,595 481 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 53.9 8.2 31.3 7.3 0.0 1.2 0.5 6.9 1.5 0.3 : : : : Number of Traders in Each Category Total Traders: 53 : : 32 24 . 6 8 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 90,972 : : Positions : : 73,514 52,778 5,159 25,008 4,360 0 0 0 0 0 0 : : : : Changes from: November 15, 2016 : : 658 522 -161 92 221 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 58.0 5.7 27.5 4.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 90,042 : : Positions : : 54,322 69,625 31,727 16,282 1,427 0 0 0 0 0 0 : : : : Changes from: November 15, 2016 : : 10,088 11,412 -19 0 90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 77.3 35.2 18.1 1.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 17 8 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 125,925 : : Positions : : 93,128 40,222 7,914 74,765 4,014 1,986 0 0 3,021 0 0 : : : : Changes from: November 15, 2016 : : 1,452 -1,122 396 4,069 -344 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 31.9 6.3 59.4 3.2 1.6 0.0 0.0 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 6 . 8 4 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 1,157,763 : : Positions : : 153,413 206,882 175,734 53,957 110,976 236,755 213,443 231,780 58,090 171,070 123,371 : : : : Changes from: November 15, 2016 : : -18,757 -13,003 11,382 717 -11,499 -3,318 -11,665 -1,867 -6,960 193 -3,414 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.3 17.9 15.2 4.7 9.6 20.4 18.4 20.0 5.0 14.8 10.7 : : : : Number of Traders in Each Category Total Traders: 320 : : 41 36 24 8 25 60 64 70 60 46 72 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 320,486 : : Positions : : 82,975 38,509 19,832 43,129 46,598 7,257 11,678 22,689 112,523 132,637 19,376 : : : : Changes from: November 15, 2016 : : -3,865 -2,197 1,048 2,398 -1,640 3,061 -662 739 -996 -105 -124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.9 12.0 6.2 13.5 14.5 2.3 3.6 7.1 35.1 41.4 6.0 : : : : Number of Traders in Each Category Total Traders: 79 : : 21 24 . 12 15 4 5 8 14 14 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 137,744 : : Positions : : 28,234 28,451 34,977 39,090 23,207 5,812 9,222 10,803 10,523 6,081 16,879 : : : : Changes from: November 15, 2016 : : 3,438 1,001 429 1,271 4,051 -137 4,000 1,352 1,872 48 2,208 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.5 20.7 25.4 28.4 16.8 4.2 6.7 7.8 7.6 4.4 12.3 : : : : Number of Traders in Each Category Total Traders: 66 : : 17 18 11 6 16 5 9 8 7 9 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 63,364 : : Positions : : 6,082 3,752 300 5,506 24,524 5,936 900 4,994 5,302 7,228 14,364 : : : : Changes from: November 15, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.6 5.9 0.5 8.7 38.7 9.4 1.4 7.9 8.4 11.4 22.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 4 5 . 4 5 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 32,422 : : Positions : : 2,453 5,107 7,018 7,567 12,142 3,600 10 3,003 561 1,159 3,352 : : : : Changes from: November 15, 2016 : : 0 0 -5 434 -248 -277 0 277 355 -217 -171 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.6 15.8 21.6 23.3 37.4 11.1 0.0 9.3 1.7 3.6 10.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 5 4 4 . 6 6 . 4 6 5 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 1,390,950 : : Positions : : 399,740 240,555 82,722 832,780 166,359 107,659 4,965 46,302 526,841 50,810 30,563 : : : : Changes from: November 15, 2016 : : 6,309 6,406 3,998 2,233 3,316 -6,430 -2,124 2,862 -1,278 -3,264 545 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.7 17.3 5.9 59.9 12.0 7.7 0.4 3.3 37.9 3.7 2.2 : : : : Number of Traders in Each Category Total Traders: 89 : : 38 32 4 14 13 6 . 5 15 4 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 318,081 : : Positions : : 73,079 69,375 170,234 150,965 21,603 8,617 18,105 15,225 10,769 27,499 12,193 : : : : Changes from: November 15, 2016 : : 11,741 -1,965 -5,529 9,511 -94 1,928 882 468 36 4,144 -1,567 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.0 21.8 53.5 47.5 6.8 2.7 5.7 4.8 3.4 8.6 3.8 : : : : Number of Traders in Each Category Total Traders: 74 : : 15 21 13 6 15 6 10 12 7 10 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 38,113 : : Positions : : 35,760 29,597 202 6,783 96 0 0 0 1,817 936 238 : : : : Changes from: November 15, 2016 : : 2,087 2,892 50 -25 0 0 0 0 730 0 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 77.7 0.5 17.8 0.3 0.0 0.0 0.0 4.8 2.5 0.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 22 . 5 . 0 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 142,466 : : Positions : : 110,324 114,441 11,099 15,149 5,508 3,475 90 3,362 6,583 2,069 1,284 : : : : Changes from: November 15, 2016 : : -1,255 -1,059 232 58 255 -36 0 0 289 198 188 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 80.3 7.8 10.6 3.9 2.4 0.1 2.4 4.6 1.5 0.9 : : : : Number of Traders in Each Category Total Traders: 98 : : 53 51 4 7 8 4 . . 15 8 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 102,401 : : Positions : : 68,243 81,188 10,206 4,106 8,732 1,967 2,916 7 12,805 4,269 301 : : : : Changes from: November 15, 2016 : : 422 -132 -75 540 50 -24 0 0 0 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 79.3 10.0 4.0 8.5 1.9 2.8 0.0 12.5 4.2 0.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 24 4 . 5 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 35,506 : : Positions : : 31,266 30,396 295 1,890 1,078 310 0 0 1,884 995 518 : : : : Changes from: November 15, 2016 : : -425 -609 -90 -8 10 0 0 0 -127 -25 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 85.6 0.8 5.3 3.0 0.9 0.0 0.0 5.3 2.8 1.5 : : : : Number of Traders in Each Category Total Traders: 55 : : 29 31 . 6 5 . 0 0 10 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 16,246 : : Positions : : 7,598 12,616 5,304 2,268 232 0 0 0 2,812 108 98 : : : : Changes from: November 15, 2016 : : 413 433 -20 230 0 0 0 0 450 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.8 77.7 32.6 14.0 1.4 0.0 0.0 0.0 17.3 0.7 0.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 21 . 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : 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 17,434 : : Positions : : 15,751 9,220 418 6,879 85 106 40 15 199 438 227 : : : : Changes from: November 15, 2016 : : 1,591 1,142 -75 0 18 0 0 0 -42 -20 33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 52.9 2.4 39.5 0.5 0.6 0.2 0.1 1.1 2.5 1.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 17 . 4 . . . . . 5 . : ----------------------------------------------------------------------------------------------------------------
Updated November 25, 2016