Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 5,509,159 : : Positions : :2,962,128 1,307,686 406,059 3,000,674 338,075 596,296 10,333 275,390 358,038 33,145 527,977 : : : : Changes from: August 15, 2017 : : 66,910 82,707 -1,129 25,250 -14,478 -21,594 454 11,810 61,632 628 -35,908 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 23.7 7.4 54.5 6.1 10.8 0.2 5.0 6.5 0.6 9.6 : : : : Number of Traders in Each Category Total Traders: 230 : : 112 98 7 19 20 21 . 17 41 17 43 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 325,859 : : Positions : : 22,840 41,300 125,950 64,763 25,788 894 90,164 69,235 54,433 10,449 23,987 : : : : Changes from: August 15, 2017 : : -1,584 -671 4,656 3,366 600 0 -4,236 8,984 -2,688 1,925 2,674 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.0 12.7 38.7 19.9 7.9 0.3 27.7 21.2 16.7 3.2 7.4 : : : : Number of Traders in Each Category Total Traders: 60 : : 13 13 12 4 9 . 7 7 11 5 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 216,195 : : Positions : : 107,993 184,345 70,313 10,542 8,742 7,015 6,285 2,597 1,402 0 591 : : : : Changes from: August 15, 2017 : : 16,396 13,375 -3,893 -428 6,531 2,635 5,479 25 1,402 -724 321 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 85.3 32.5 4.9 4.0 3.2 2.9 1.2 0.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 24 5 . 7 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 97,945 : : Positions : : 88,554 64,389 0 24,838 3,501 0 0 0 2,640 0 60 : : : : Changes from: August 15, 2017 : : 2,552 528 -82 1,936 296 0 0 0 1,542 0 -156 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 65.7 0.0 25.4 3.6 0.0 0.0 0.0 2.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 25 0 7 5 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 231,649 : : Positions : : 180,642 85,112 17,042 116,740 19,787 0 251 1,717 759 882 0 : : : : Changes from: August 15, 2017 : : -44 2,756 -2,966 -5,995 1,228 -55 251 -155 271 334 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 36.7 7.4 50.4 8.5 0.0 0.1 0.7 0.3 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 20 5 6 5 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 948,786 : : Positions : : 836,671 150,139 35,653 710,745 56,605 0 353 2,178 857 17,143 5,872 : : : : Changes from: August 15, 2017 : : -1,496 -8,042 1,361 7,688 125 0 -35 34 -500 217 110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 15.8 3.8 74.9 6.0 0.0 0.0 0.2 0.1 1.8 0.6 : : : : Number of Traders in Each Category Total Traders: 58 : : 39 20 5 9 12 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 407,368 : : Positions : : 325,364 283,545 27,222 82,087 32,386 119 0 1,010 5,816 0 0 : : : : Changes from: August 15, 2017 : : 626 3,874 -550 -2,106 2,970 119 -883 -240 840 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 69.6 6.7 20.2 8.0 0.0 0.0 0.2 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 28 33 5 9 7 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 409,609 : : Positions : : 344,918 291,583 28,222 92,932 18,390 0 0 0 494 0 734 : : : : Changes from: August 15, 2017 : : 546 655 -360 690 -612 0 0 0 217 0 -189 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 71.2 6.9 22.7 4.5 0.0 0.0 0.0 0.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 51 : : 32 30 5 7 10 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 207,357 : : Positions : : 176,954 102,656 17,579 90,282 3,789 1,291 0 937 39 1,148 240 : : : : Changes from: August 15, 2017 : : 7,756 980 1,549 7,618 449 1,291 -210 -565 39 270 240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 49.5 8.5 43.5 1.8 0.6 0.0 0.5 0.0 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 47 : : 27 22 . 8 8 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 79,950 : : Positions : : 59,198 65,831 11,218 2,750 1,459 499 503 887 0 1,350 1,437 : : : : Changes from: August 15, 2017 : : 1,103 1,082 -305 0 0 307 0 0 -912 -192 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 82.3 14.0 3.4 1.8 0.6 0.6 1.1 0.0 1.7 1.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 17 5 . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 23,183 : : Positions : : 19,617 18,561 1,812 4,064 0 0 0 0 1,013 0 0 : : : : Changes from: August 15, 2017 : : 1,230 720 0 510 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 80.1 7.8 17.5 0.0 0.0 0.0 0.0 4.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 10 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 114,110 : : Positions : : 83,114 33,360 16,292 70,676 4,490 1,912 0 769 0 332 0 : : : : Changes from: August 15, 2017 : : 5,012 1,001 1,598 4,808 0 -680 0 186 0 332 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 29.2 14.3 61.9 3.9 1.7 0.0 0.7 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 11 . 4 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 160,909 : : Positions : : 123,579 69,561 23,563 82,135 6,839 885 0 0 0 0 0 : : : : Changes from: August 15, 2017 : : 5,959 657 -1,640 4,115 1,667 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 43.2 14.6 51.0 4.3 0.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 17 5 7 7 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 82,191 : : Positions : : 78,583 64,343 0 15,629 605 0 0 0 0 0 0 : : : : Changes from: August 15, 2017 : : 2,940 3,631 0 -120 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.6 78.3 0.0 19.0 0.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 14 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 16,709 : : Positions : : 13,179 16,341 620 0 0 2,077 0 0 217 0 0 : : : : Changes from: August 15, 2017 : : 240 120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 97.8 3.7 0.0 0.0 12.4 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 14 . 0 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 572,283 : : Positions : : 434,063 185,290 40,426 330,522 35,616 5,756 5,818 1,587 43,960 2,717 907 : : : : Changes from: August 15, 2017 : : 18,585 8,014 -5,378 5,245 2,082 -1,219 101 680 1,610 86 517 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 32.4 7.1 57.8 6.2 1.0 1.0 0.3 7.7 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 70 : : 42 40 4 11 9 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 120,211 : : Positions : : 78,006 68,920 15,401 22,598 17,740 4,047 753 1,475 0 983 678 : : : : Changes from: August 15, 2017 : : 2,300 12,382 7,181 -2,846 5,630 0 -471 852 0 174 186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 57.3 12.8 18.8 14.8 3.4 0.6 1.2 0.0 0.8 0.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 15 4 . 6 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 17,568 : : Positions : : 13,837 15,674 2,624 1,069 0 0 0 0 0 0 0 : : : : Changes from: August 15, 2017 : : 3,638 2,858 -60 480 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 89.2 14.9 6.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A8 Open Interest is 73,484 : : Positions : : 39,572 48,898 28,174 16,160 3,648 0 0 0 0 642 0 : : : : Changes from: August 15, 2017 : : 548 2,298 2,141 30 92 0 0 0 0 300 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 66.5 38.3 22.0 5.0 0.0 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 10 6 4 6 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 93,894 : : Positions : : 82,174 70,035 2,912 13,912 6,184 480 600 0 1,200 240 0 : : : : Changes from: August 15, 2017 : : 7,691 10,150 1,740 -93 -120 480 600 0 1,200 240 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 74.6 3.1 14.8 6.6 0.5 0.6 0.0 1.3 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 13 15 . 5 4 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AH Open Interest is 115,132 : : Positions : : 84,282 92,627 8,879 14,070 124 18,119 3,669 0 1,961 2,906 930 : : : : Changes from: August 15, 2017 : : 8,441 10,904 1,440 -183 0 480 600 0 270 -690 930 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 80.5 7.7 12.2 0.1 15.7 3.2 0.0 1.7 2.5 0.8 : : : : Number of Traders in Each Category Total Traders: 68 : : 20 38 . 5 . 4 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 152,444 : : Positions : : 149,773 150,002 1,507 0 0 0 0 0 0 0 0 : : : : Changes from: August 15, 2017 : : 1,710 1,770 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.2 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: 35 : : 21 26 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 252,412 : : Positions : : 188,681 186,597 32,732 31,712 22,683 118 0 1,282 0 0 0 : : : : Changes from: August 15, 2017 : : 2,794 -2,329 -4,031 -1,449 4,066 -915 0 438 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 73.9 13.0 12.6 9.0 0.0 0.0 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 32 30 . . 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 15,399 : : Positions : : 12,119 11,685 646 0 0 0 0 0 341 1,410 0 : : : : Changes from: August 15, 2017 : : 180 60 30 0 0 0 0 0 0 120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 75.9 4.2 0.0 0.0 0.0 0.0 0.0 2.2 9.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 12 . 0 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 112,752 : : Positions : : 96,669 88,826 4,240 11,217 7,785 0 872 1,874 0 430 0 : : : : Changes from: August 15, 2017 : : 1,388 1,449 240 -305 158 0 -270 0 0 430 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 78.8 3.8 9.9 6.9 0.0 0.8 1.7 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 19 . 4 6 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 135,555 : : Positions : : 93,116 122,075 21,476 2,557 3,666 712 0 1,036 7,497 0 0 : : : : Changes from: August 15, 2017 : : 83 -1,742 -2,713 0 178 -182 0 9 813 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 90.1 15.8 1.9 2.7 0.5 0.0 0.8 5.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 12 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 122,889 : : Positions : : 84,098 115,982 30,104 3,540 727 0 0 0 0 0 0 : : : : Changes from: August 15, 2017 : : 192 243 181 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 94.4 24.5 2.9 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 14 5 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 120,512 : : Positions : : 100,401 84,863 0 18,929 13,420 0 0 0 780 307 96 : : : : Changes from: August 15, 2017 : : 12,776 2,894 -7,788 1,416 2,736 0 0 0 540 60 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 70.4 0.0 15.7 11.1 0.0 0.0 0.0 0.6 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 16 0 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 153,182 : : Positions : : 104,243 89,177 11,194 25,847 21,253 0 1,363 8,151 0 1,644 450 : : : : Changes from: August 15, 2017 : : -2,132 2,276 30 -4,442 550 0 -126 163 0 33 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 58.2 7.3 16.9 13.9 0.0 0.9 5.3 0.0 1.1 0.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 27 20 4 6 7 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 19,601 : : Positions : : 13,696 18,180 2,525 0 589 0 0 0 1,116 0 0 : : : : Changes from: August 15, 2017 : : 1,650 2,820 870 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 92.8 12.9 0.0 3.0 0.0 0.0 0.0 5.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 37,328 : : Positions : : 16,852 35,968 18,406 0 0 0 0 0 0 310 0 : : : : Changes from: August 15, 2017 : : 2,226 3,242 654 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.1 96.4 49.3 0.0 0.0 0.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CH Open Interest is 191,160 : : Positions : : 106,967 130,993 63,174 41,871 3,892 0 4,299 0 10,626 1,097 217 : : : : Changes from: August 15, 2017 : : 7,238 3,509 -1,632 601 267 0 -187 -245 -365 1,097 217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 68.5 33.0 21.9 2.0 0.0 2.2 0.0 5.6 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 22 4 5 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 107,175 : : Positions : : 90,725 74,075 11,418 25,456 807 0 0 0 0 0 0 : : : : Changes from: August 15, 2017 : : 6,151 2,881 -212 879 0 0 0 0 -1,037 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 69.1 10.7 23.8 0.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 15 . 6 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 82,856 : : Positions : : 42,140 66,850 32,987 11,714 636 750 0 0 0 0 0 : : : : Changes from: August 15, 2017 : : 1,688 1,087 30 480 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 80.7 39.8 14.1 0.8 0.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 13 7 . 4 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 78,468 : : Positions : : 49,656 51,356 13,240 15,369 6,591 0 0 0 2,605 0 818 : : : : Changes from: August 15, 2017 : : 2,646 3,064 -69 578 125 0 0 0 499 -477 477 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 65.4 16.9 19.6 8.4 0.0 0.0 0.0 3.3 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 17 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233D4 Open Interest is 27,016 : : Positions : : 22,963 26,401 248 248 0 0 0 0 2,240 0 0 : : : : Changes from: August 15, 2017 : : 302 755 0 0 0 0 0 0 240 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 97.7 0.9 0.9 0.0 0.0 0.0 0.0 8.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 16 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 126,365 : : Positions : : 100,606 14,276 10,256 100,257 5,750 0 0 0 0 0 0 : : : : Changes from: August 15, 2017 : : 8,477 118 1,187 12,039 827 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 11.3 8.1 79.3 4.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 7 . 9 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 77,538 : : Positions : : 32,498 53,915 23,417 7,126 12,733 0 0 0 0 0 0 : : : : Changes from: August 15, 2017 : : 4,166 3,814 -1,141 -484 755 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.9 69.5 30.2 9.2 16.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 8 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 1,316,077 : : Positions : : 115,262 156,879 159,403 99,574 153,942 262,279 180,340 277,118 93,967 218,144 190,026 : : : : Changes from: August 15, 2017 : : -15,227 -23,082 521 4,740 -173 610 3,143 10,005 -4,332 2,072 -8,026 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.8 11.9 12.1 7.6 11.7 19.9 13.7 21.1 7.1 16.6 14.4 : : : : Number of Traders in Each Category Total Traders: 339 : : 44 36 23 13 25 65 60 80 69 44 76 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 387,868 : : Positions : : 84,130 60,143 8,826 92,101 32,838 12,170 9,592 12,281 202,442 150,623 22,430 : : : : Changes from: August 15, 2017 : : -6,458 -5,641 1,922 1,800 -286 836 1,036 292 8,416 7,908 1,641 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.7 15.5 2.3 23.7 8.5 3.1 2.5 3.2 52.2 38.8 5.8 : : : : Number of Traders in Each Category Total Traders: 80 : : 25 26 5 10 14 5 5 6 17 10 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 128,051 : : Positions : : 35,068 18,417 28,360 24,961 16,966 4,852 24,950 7,351 12,521 13,531 14,868 : : : : Changes from: August 15, 2017 : : 611 608 -1,499 -1,061 1,052 0 890 191 2,465 1,436 2,217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.4 14.4 22.1 19.5 13.2 3.8 19.5 5.7 9.8 10.6 11.6 : : : : Number of Traders in Each Category Total Traders: 54 : : 13 12 9 6 14 . 6 5 8 9 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 49,715 : : Positions : : 7,076 7,944 16,848 6,586 13,612 256 1,799 3,239 3,562 11,173 5,113 : : : : Changes from: August 15, 2017 : : 173 765 687 -957 786 14 0 -14 1,155 2,221 539 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.2 16.0 33.9 13.2 27.4 0.5 3.6 6.5 7.2 22.5 10.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 4 4 6 . 8 . . . 7 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 1,270,417 : : Positions : : 288,033 187,005 94,051 833,274 121,967 145,841 29,744 52,956 519,407 10,584 20,391 : : : : Changes from: August 15, 2017 : : 689 3,256 1,931 6,639 430 132 -320 0 7,335 380 39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.7 14.7 7.4 65.6 9.6 11.5 2.3 4.2 40.9 0.8 1.6 : : : : Number of Traders in Each Category Total Traders: 85 : : 32 27 4 15 13 7 . 5 15 5 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 248,931 : : Positions : : 49,493 38,249 132,720 104,398 22,638 5,076 11,952 13,136 2,013 36,894 17,370 : : : : Changes from: August 15, 2017 : : 2,774 6,199 1,181 -981 1,358 380 -1,744 1,744 -136 525 2,426 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.9 15.4 53.3 41.9 9.1 2.0 4.8 5.3 0.8 14.8 7.0 : : : : Number of Traders in Each Category Total Traders: 62 : : 15 16 15 4 13 7 . 6 6 12 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 2,512 : : Positions : : 1,319 1,533 0 172 59 0 0 0 277 168 283 : : : : Changes from: August 15, 2017 : : 128 170 0 -37 59 0 0 0 59 53 39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 61.0 0.0 6.8 2.3 0.0 0.0 0.0 11.0 6.7 11.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 18 0 . . 0 0 0 . 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 21,842 : : Positions : : 19,239 8,404 415 10,285 980 0 0 0 982 1,934 60 : : : : Changes from: August 15, 2017 : : 78 185 -50 105 50 0 0 0 262 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 38.5 1.9 47.1 4.5 0.0 0.0 0.0 4.5 8.9 0.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 17 19 . 8 . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 109,358 : : Positions : : 79,785 89,254 10,014 8,884 6,030 5,847 145 440 3,453 1,785 2,441 : : : : Changes from: August 15, 2017 : : 1,692 798 -66 219 271 -315 46 -22 233 486 183 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 81.6 9.2 8.1 5.5 5.3 0.1 0.4 3.2 1.6 2.2 : : : : Number of Traders in Each Category Total Traders: 114 : : 55 51 7 7 9 4 . . 14 14 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 73,870 : : Positions : : 41,773 56,303 9,377 5,804 8,013 2,196 0 1,066 11,175 1,746 150 : : : : Changes from: August 15, 2017 : : 380 520 -387 -387 631 95 0 0 35 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 76.2 12.7 7.9 10.8 3.0 0.0 1.4 15.1 2.4 0.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 20 27 4 5 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 40,273 : : Positions : : 35,397 28,078 0 6,807 1,005 410 0 0 1,998 2,680 1,036 : : : : Changes from: August 15, 2017 : : 99 -206 0 310 69 -15 0 0 223 173 -326 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 69.7 0.0 16.9 2.5 1.0 0.0 0.0 5.0 6.7 2.6 : : : : Number of Traders in Each Category Total Traders: 65 : : 27 35 0 8 7 . 0 0 11 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 8,947 : : Positions : : 5,752 4,423 1,805 3,597 110 0 0 0 860 55 244 : : : : Changes from: August 15, 2017 : : 70 65 0 30 0 0 0 0 5 0 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 49.4 20.2 40.2 1.2 0.0 0.0 0.0 9.6 0.6 2.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 17 . 7 . 0 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 16,875 : : Positions : : 13,139 8,152 1,168 5,631 318 7 0 41 888 1,498 768 : : : : Changes from: August 15, 2017 : : -7 -7 30 25 0 7 0 41 0 60 43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 48.3 6.9 33.4 1.9 0.0 0.0 0.2 5.3 8.9 4.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 14 4 4 . . 0 . . 6 . : ----------------------------------------------------------------------------------------------------------------
Updated August 25, 2017