Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #023391 Open Interest is 5,401,993 : : Positions : :2,871,626 1,208,242 422,021 2,946,000 347,849 612,419 9,936 276,401 275,069 42,970 554,831 : : : : Changes from: August 1, 2017 : : 70,706 12,923 -14,354 15,938 2,513 -16,980 240 1,110 338 12,163 -6,383 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 22.4 7.8 54.5 6.4 11.3 0.2 5.1 5.1 0.8 10.3 : : : : Number of Traders in Each Category Total Traders: 228 : : 111 97 7 19 21 21 . 18 38 21 42 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #023392 Open Interest is 306,221 : : Positions : : 24,192 41,472 121,398 63,329 23,849 924 87,718 60,269 52,712 9,238 20,173 : : : : Changes from: August 1, 2017 : : 4,493 -502 1,806 4,732 1,118 -288 4,552 1,849 2,675 -96 1,231 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.9 13.5 39.6 20.7 7.8 0.3 28.6 19.7 17.2 3.0 6.6 : : : : Number of Traders in Each Category Total Traders: 61 : : 15 13 12 4 9 . 6 7 12 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023393 Open Interest is 184,849 : : Positions : : 90,370 164,082 67,449 10,451 2,509 4,380 1,234 2,539 706 0 913 : : : : Changes from: August 1, 2017 : : -6,737 -14,288 -5,118 -1,423 -949 0 -248 60 -3,042 -225 199 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 88.8 36.5 5.7 1.4 2.4 0.7 1.4 0.4 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 25 5 . 6 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 90,927 : : Positions : : 84,200 62,084 0 21,904 3,048 0 0 0 852 0 126 : : : : Changes from: August 1, 2017 : : -4,572 -6,343 -149 -617 -1,031 0 0 0 -1,863 0 -93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 68.3 0.0 24.1 3.4 0.0 0.0 0.0 0.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 26 25 0 7 5 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023395 Open Interest is 232,612 : : Positions : : 176,566 79,888 26,229 126,430 17,152 638 0 1,476 706 848 0 : : : : Changes from: August 1, 2017 : : -13,052 -6,283 4,821 -4,059 433 -1,354 0 325 706 393 -589 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 34.3 11.3 54.4 7.4 0.3 0.0 0.6 0.3 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 18 6 6 6 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AECO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023396 Open Interest is 933,330 : : Positions : : 833,203 154,707 25,889 694,531 54,445 0 388 2,144 1,543 16,617 5,184 : : : : Changes from: August 1, 2017 : : -38,977 -8,663 -3,087 -23,078 -1,696 0 -2,547 -150 1,273 -529 -2,490 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 16.6 2.8 74.4 5.8 0.0 0.0 0.2 0.2 1.8 0.6 : : : : Number of Traders in Each Category Total Traders: 58 : : 38 21 6 8 11 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023397 Open Interest is 404,429 : : Positions : : 320,437 282,408 27,397 82,622 31,447 0 644 1,393 4,976 0 0 : : : : Changes from: August 1, 2017 : : -22,228 -15,559 1,123 -8,878 -1,020 -304 644 2 -1,855 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 69.8 6.8 20.4 7.8 0.0 0.2 0.3 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 26 32 5 9 7 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HSC FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023398 Open Interest is 408,465 : : Positions : : 343,105 289,551 28,923 92,817 18,884 0 0 0 325 0 1,109 : : : : Changes from: August 1, 2017 : : -20,588 -17,323 295 -4,253 -1,381 0 0 0 -1,530 0 208 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 70.9 7.1 22.7 4.6 0.0 0.0 0.0 0.1 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 53 : : 31 30 5 7 10 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023399 Open Interest is 191,591 : : Positions : : 164,525 103,129 16,456 76,850 2,794 4 0 1,528 0 905 0 : : : : Changes from: August 1, 2017 : : -13,640 -7,524 942 -1,448 -345 4 -17 20 0 -2,854 -240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 53.8 8.6 40.1 1.5 0.0 0.0 0.8 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 26 23 . 8 8 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339E Open Interest is 78,093 : : Positions : : 57,472 64,133 12,365 2,750 2,054 70 0 947 912 1,285 1,400 : : : : Changes from: August 1, 2017 : : -8,915 -9,065 -1,923 -310 -806 -204 0 -31 -279 -1,946 435 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 82.1 15.8 3.5 2.6 0.1 0.0 1.2 1.2 1.6 1.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 17 6 . 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Q Open Interest is 21,083 : : Positions : : 17,607 17,091 1,812 3,434 0 0 0 0 1,013 0 0 : : : : Changes from: August 1, 2017 : : -9,376 -7,036 604 -1,705 0 0 0 0 -403 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 81.1 8.6 16.3 0.0 0.0 0.0 0.0 4.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339U Open Interest is 103,539 : : Positions : : 76,578 35,689 11,598 58,203 4,490 2,957 0 552 0 0 0 : : : : Changes from: August 1, 2017 : : -3,436 -3,478 1,835 4,691 131 2,133 0 -949 0 -778 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 34.5 11.2 56.2 4.3 2.9 0.0 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 11 . 4 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #02339W Open Interest is 156,025 : : Positions : : 119,342 70,829 24,986 76,597 5,172 885 0 0 0 0 0 : : : : Changes from: August 1, 2017 : : -3,096 -6,489 -3,981 -2,328 570 -132 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 45.4 16.0 49.1 3.3 0.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 16 5 7 7 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Y Open Interest is 70,787 : : Positions : : 67,110 53,586 0 13,824 485 0 0 0 0 0 0 : : : : Changes from: August 1, 2017 : : 4,874 4,755 0 -2,271 -279 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 75.7 0.0 19.5 0.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 12 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A2 Open Interest is 15,479 : : Positions : : 11,641 15,231 620 0 0 2,077 0 0 217 0 0 : : : : Changes from: August 1, 2017 : : -6,572 -6,076 -31 -465 0 62 0 -62 -155 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 98.4 4.0 0.0 0.0 13.4 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 12 . 0 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A3 Open Interest is 549,976 : : Positions : : 409,868 174,422 44,660 324,619 34,998 8,045 3,371 936 41,348 2,569 579 : : : : Changes from: August 1, 2017 : : -14,673 -9,504 -6,153 -10,422 -952 -3,662 467 -41 2,967 -804 -576 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 31.7 8.1 59.0 6.4 1.5 0.6 0.2 7.5 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 72 : : 43 41 5 10 9 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A5 Open Interest is 100,970 : : Positions : : 74,367 54,523 6,155 25,676 12,897 3,682 0 0 68 491 180 : : : : Changes from: August 1, 2017 : : -7,662 -4,639 -188 -1,254 -298 -124 0 0 68 -1,743 -189 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 54.0 6.1 25.4 12.8 3.6 0.0 0.0 0.1 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 15 . 4 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A6 Open Interest is 13,018 : : Positions : : 9,835 11,964 2,196 589 0 0 0 0 0 0 0 : : : : Changes from: August 1, 2017 : : -2,690 -2,249 -806 -1,054 -31 0 0 0 -496 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 91.9 16.9 4.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 8 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A8 Open Interest is 67,614 : : Positions : : 35,529 41,702 27,227 17,842 3,556 0 0 0 0 499 90 : : : : Changes from: August 1, 2017 : : -2,798 -3,410 -1,675 -702 -682 0 0 0 0 -558 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 61.7 40.3 26.4 5.3 0.0 0.0 0.0 0.0 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 10 6 4 6 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AG Open Interest is 80,713 : : Positions : : 72,323 57,725 1,172 14,005 6,304 0 0 0 0 0 0 : : : : Changes from: August 1, 2017 : : -40,147 -50,160 -2,959 -5,122 -1,094 -17,639 -3,069 0 -403 -3,689 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 71.5 1.5 17.4 7.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 10 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AH Open Interest is 101,621 : : Positions : : 73,891 79,773 7,439 14,253 124 17,639 3,069 0 1,691 3,596 0 : : : : Changes from: August 1, 2017 : : -22,826 -54,663 -15,128 -4,836 93 -24,552 -3,038 0 -3,689 -2,449 -248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 78.5 7.3 14.0 0.1 17.4 3.0 0.0 1.7 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 64 : : 18 35 . 5 . 4 . 0 . 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AM Open Interest is 148,798 : : Positions : : 144,884 146,356 1,507 0 0 0 0 0 0 0 0 : : : : Changes from: August 1, 2017 : : -9,183 -7,915 -496 0 0 0 0 0 0 -403 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.4 98.4 1.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 26 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AQ Open Interest is 251,067 : : Positions : : 181,870 188,885 40,968 33,223 17,153 1,248 0 801 0 0 0 : : : : Changes from: August 1, 2017 : : -7,924 -14,173 -4,922 356 886 -219 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 75.2 16.3 13.2 6.8 0.5 0.0 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 30 30 . . 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233AW Open Interest is 14,199 : : Positions : : 11,069 10,751 496 0 0 0 0 0 341 930 0 : : : : Changes from: August 1, 2017 : : -4,402 -5,266 -775 0 0 0 -558 0 -279 -713 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 75.7 3.5 0.0 0.0 0.0 0.0 0.0 2.4 6.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 11 . 0 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233B1 Open Interest is 113,605 : : Positions : : 99,016 89,593 3,381 12,210 7,088 0 1,142 1,874 0 0 0 : : : : Changes from: August 1, 2017 : : -9,295 -6,387 1,323 -2,118 -323 0 636 -549 0 -1,112 -93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 78.9 3.0 10.7 6.2 0.0 1.0 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 19 . 5 6 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BB Open Interest is 134,265 : : Positions : : 90,968 119,608 23,711 2,557 3,488 0 12 1,015 6,256 0 0 : : : : Changes from: August 1, 2017 : : -5,161 -5,774 -2,189 -248 -277 0 -291 261 107 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 89.1 17.7 1.9 2.6 0.0 0.0 0.8 4.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 11 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BC Open Interest is 119,073 : : Positions : : 82,496 111,351 26,133 3,510 788 0 0 0 0 0 0 : : : : Changes from: August 1, 2017 : : -3,780 -4,678 -1,112 -155 -252 0 0 0 -403 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 93.5 21.9 2.9 0.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 14 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BH Open Interest is 112,775 : : Positions : : 86,043 80,518 8,430 18,278 10,596 0 0 0 0 271 0 : : : : Changes from: August 1, 2017 : : -1,886 -1,549 -317 -1,079 -967 0 0 0 -651 -223 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 71.4 7.5 16.2 9.4 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 15 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BL Open Interest is 153,914 : : Positions : : 103,798 88,644 12,020 30,160 20,257 0 609 8,443 0 614 270 : : : : Changes from: August 1, 2017 : : -6,701 -4,026 -907 -49 472 -280 609 366 0 -3,549 270 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 57.6 7.8 19.6 13.2 0.0 0.4 5.5 0.0 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 19 4 5 6 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BW Open Interest is 16,661 : : Positions : : 12,046 15,240 1,655 0 589 0 0 0 1,116 0 0 : : : : Changes from: August 1, 2017 : : -7,380 -11,538 -2,561 -570 136 -372 0 0 -2,356 -992 -93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 91.5 9.9 0.0 3.5 0.0 0.0 0.0 6.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 11 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233CG Open Interest is 28,997 : : Positions : : 13,048 27,637 14,241 0 0 0 0 0 0 310 0 : : : : Changes from: August 1, 2017 : : -6,107 -5,999 -589 -248 -279 -899 0 -31 0 -279 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 95.3 49.1 0.0 0.0 0.0 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 11 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CH Open Interest is 184,760 : : Positions : : 98,566 127,624 66,482 41,306 3,205 0 4,383 220 10,991 425 0 : : : : Changes from: August 1, 2017 : : -7,829 -9,114 -1,217 118 -311 0 608 11 -475 -120 -300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 69.1 36.0 22.4 1.7 0.0 2.4 0.1 5.9 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 27 23 4 5 7 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233CU Open Interest is 99,912 : : Positions : : 80,123 68,788 10,771 23,606 960 0 0 0 1,255 0 0 : : : : Changes from: August 1, 2017 : : 124 1,677 1,669 -777 -1,412 -1,050 0 0 -87 0 -93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 68.8 10.8 23.6 1.0 0.0 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 15 . 5 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CW Open Interest is 81,927 : : Positions : : 40,932 67,383 32,655 10,554 636 750 0 0 0 0 0 : : : : Changes from: August 1, 2017 : : -9,487 -7,577 -2,327 -3,224 -372 750 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 82.2 39.9 12.9 0.8 0.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 12 7 . 4 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CZ Open Interest is 74,976 : : Positions : : 45,667 48,781 13,291 14,803 6,732 0 0 0 4,811 476 372 : : : : Changes from: August 1, 2017 : : -2,677 -5,321 -675 -1,016 -60 0 0 0 -1,302 -93 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 65.1 17.7 19.7 9.0 0.0 0.0 0.0 6.4 0.6 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 18 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233D4 Open Interest is 25,708 : : Positions : : 22,560 25,150 248 248 0 0 0 0 1,302 0 0 : : : : Changes from: August 1, 2017 : : -9,178 -10,331 -248 -713 0 0 0 0 -1,643 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 97.8 1.0 1.0 0.0 0.0 0.0 0.0 5.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 14 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV 2500 MM Btus : CFTC Code #0233DR Open Interest is 114,903 : : Positions : : 91,915 14,158 8,402 87,976 4,954 0 0 0 0 0 0 : : : : Changes from: August 1, 2017 : : -585 -2,244 112 -1,363 -765 -852 0 0 -1,771 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 12.3 7.3 76.6 4.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 7 . 7 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233DT Open Interest is 73,143 : : Positions : : 26,077 49,731 26,109 7,610 11,856 0 0 0 0 0 0 : : : : Changes from: August 1, 2017 : : -1,969 -1,313 187 -802 -781 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.7 68.0 35.7 10.4 16.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 7 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 1,339,219 : : Positions : : 134,437 174,526 174,369 87,867 148,159 260,237 220,810 260,029 95,841 208,202 196,109 : : : : Changes from: August 1, 2017 : : 1,732 -6,057 4,045 -544 -3,235 -3,118 12,330 -8,763 -618 -1,337 348 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.0 13.0 13.0 6.6 11.1 19.4 16.5 19.4 7.2 15.5 14.6 : : : : Number of Traders in Each Category Total Traders: 339 : : 43 33 24 12 25 57 71 74 69 48 72 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A55 Open Interest is 377,706 : : Positions : : 93,737 68,222 6,904 90,731 33,044 11,096 8,656 10,996 186,883 136,342 21,727 : : : : Changes from: August 1, 2017 : : -6,405 3,067 0 -1,800 1,406 2,051 54 -30 3,497 -1,824 2,921 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.8 18.1 1.8 24.0 8.7 2.9 2.3 2.9 49.5 36.1 5.8 : : : : Number of Traders in Each Category Total Traders: 74 : : 24 26 . 11 14 5 . 6 15 10 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A56 Open Interest is 119,934 : : Positions : : 33,042 15,842 30,311 25,302 16,356 4,852 23,666 6,964 9,931 13,644 10,472 : : : : Changes from: August 1, 2017 : : 437 179 -130 -529 -516 1,096 2,857 -734 729 -279 791 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.6 13.2 25.3 21.1 13.6 4.0 19.7 5.8 8.3 11.4 8.7 : : : : Number of Traders in Each Category Total Traders: 52 : : 13 12 8 6 13 . 5 4 8 9 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES (Contracts of 10,000 MMBTU'S) : CFTC Code #023P02 Open Interest is 44,128 : : Positions : : 6,958 6,056 15,687 8,641 11,440 253 1,267 3,253 1,937 8,325 4,590 : : : : Changes from: August 1, 2017 : : 1,604 -1,536 755 1,537 903 49 140 0 23 1,984 -287 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.8 13.7 35.5 19.6 25.9 0.6 2.9 7.4 4.4 18.9 10.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 4 4 5 . 7 . . . 7 5 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 1,264,398 : : Positions : : 284,928 183,295 92,510 820,262 122,001 145,622 41,204 52,987 518,436 10,226 20,143 : : : : Changes from: August 1, 2017 : : 1,669 1,449 -1,979 -1,915 -1,494 365 -4,736 0 -4,739 518 109 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.5 14.5 7.3 64.9 9.6 11.5 3.3 4.2 41.0 0.8 1.6 : : : : Number of Traders in Each Category Total Traders: 85 : : 32 27 . 16 13 7 . 5 15 5 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 236,384 : : Positions : : 44,050 30,855 132,593 105,938 20,433 5,382 13,346 11,452 1,495 35,548 14,368 : : : : Changes from: August 1, 2017 : : 529 -549 346 2,021 -914 688 -76 -122 -138 29 2,047 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.6 13.1 56.1 44.8 8.6 2.3 5.6 4.8 0.6 15.0 6.1 : : : : Number of Traders in Each Category Total Traders: 61 : : 14 16 15 4 11 7 . 7 5 12 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #06665B Open Interest is 2,187 : : Positions : : 1,061 1,262 0 164 28 0 0 0 194 88 236 : : : : Changes from: August 1, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.5 57.7 0.0 7.5 1.3 0.0 0.0 0.0 8.9 4.0 10.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 16 0 . . 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665G Open Interest is 20,925 : : Positions : : 18,459 8,212 465 9,610 930 0 0 0 745 1,934 60 : : : : Changes from: August 1, 2017 : : 26 126 0 0 0 0 0 0 100 0 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 39.2 2.2 45.9 4.4 0.0 0.0 0.0 3.6 9.2 0.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 17 18 . 8 . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 106,428 : : Positions : : 77,257 87,294 9,997 8,454 5,841 6,092 112 449 2,936 1,327 2,469 : : : : Changes from: August 1, 2017 : : -1,501 -730 -851 -1,576 47 -498 14 -10 145 -366 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 82.0 9.4 7.9 5.5 5.7 0.1 0.4 2.8 1.2 2.3 : : : : Number of Traders in Each Category Total Traders: 104 : : 51 49 7 7 7 4 . . 14 10 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 72,721 : : Positions : : 41,278 55,558 9,794 6,191 7,352 2,021 0 1,066 11,140 1,811 0 : : : : Changes from: August 1, 2017 : : 317 47 -630 90 510 0 -370 -40 0 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 76.4 13.5 8.5 10.1 2.8 0.0 1.5 15.3 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 20 26 4 5 4 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 39,673 : : Positions : : 34,537 27,814 0 6,244 1,013 410 0 0 1,748 2,327 1,592 : : : : Changes from: August 1, 2017 : : -122 882 0 -460 173 60 0 0 371 -132 147 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 70.1 0.0 15.7 2.6 1.0 0.0 0.0 4.4 5.9 4.0 : : : : Number of Traders in Each Category Total Traders: 63 : : 25 33 0 8 6 . 0 0 10 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 8,756 : : Positions : : 5,591 4,398 1,805 3,081 110 0 0 0 855 55 214 : : : : Changes from: August 1, 2017 : : 165 185 0 15 0 0 0 0 10 0 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 50.2 20.6 35.2 1.3 0.0 0.0 0.0 9.8 0.6 2.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 16 . 6 . 0 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665T Open Interest is 16,105 : : Positions : : 12,660 7,865 1,033 5,459 220 0 0 0 863 1,224 774 : : : : Changes from: August 1, 2017 : : 159 89 75 -226 0 0 0 0 -8 276 92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 48.8 6.4 33.9 1.4 0.0 0.0 0.0 5.4 7.6 4.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 12 4 4 . 0 0 0 . 6 4 : ----------------------------------------------------------------------------------------------------------------
Updated August 11, 2017