Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 5,223,698 : : Positions : :2,826,845 1,295,531 433,146 2,901,132 245,774 622,964 23,538 223,765 334,120 22,116 499,296 : : : : Changes from: August 29, 2017 : : -145,399 -42,490 30,259 -114,184 -93,090 -25,227 13,102 -36,760 -29,743 -25,793 -39,435 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 24.8 8.3 55.5 4.7 11.9 0.5 4.3 6.4 0.4 9.6 : : : : Number of Traders in Each Category Total Traders: 221 : : 107 94 6 19 19 17 6 15 44 13 43 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 282,787 : : Positions : : 17,580 27,452 128,215 42,069 22,545 2,881 124,359 38,106 48,142 5,632 22,530 : : : : Changes from: August 29, 2017 : : 52 1,129 2,129 -1,190 794 831 8,141 948 3,249 -1,763 3,674 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.2 9.7 45.3 14.9 8.0 1.0 44.0 13.5 17.0 2.0 8.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 13 12 12 4 10 . 6 5 9 4 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 225,887 : : Positions : : 112,065 192,386 75,270 10,022 8,994 6,200 6,285 1,805 1,359 442 1,083 : : : : Changes from: August 29, 2017 : : 663 1,491 4,023 0 -449 -604 0 0 -1,267 442 523 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 85.2 33.3 4.4 4.0 2.7 2.8 0.8 0.6 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 25 6 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 102,642 : : Positions : : 92,527 70,537 0 23,699 3,899 0 0 0 2,898 0 0 : : : : Changes from: August 29, 2017 : : 1,173 760 0 -1,229 96 0 0 0 -777 0 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 68.7 0.0 23.1 3.8 0.0 0.0 0.0 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 26 0 6 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 253,606 : : Positions : : 201,497 90,129 14,976 130,525 22,000 760 0 1,661 0 1,144 488 : : : : Changes from: August 29, 2017 : : 7,452 4,265 -491 2,646 827 91 0 -31 0 -151 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 35.5 5.9 51.5 8.7 0.3 0.0 0.7 0.0 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 19 4 7 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 910,673 : : Positions : : 803,144 136,936 31,955 686,373 54,854 0 985 1,640 473 16,587 6,191 : : : : Changes from: August 29, 2017 : : -29,106 -8,482 -1,672 -24,268 -1,064 0 632 -538 -502 -805 77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 15.0 3.5 75.4 6.0 0.0 0.1 0.2 0.1 1.8 0.7 : : : : Number of Traders in Each Category Total Traders: 56 : : 38 20 4 9 11 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 407,247 : : Positions : : 324,682 283,879 27,200 80,103 33,100 215 0 930 5,486 0 0 : : : : Changes from: August 29, 2017 : : 3,030 869 -1,174 -1,935 1,734 215 0 930 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 69.7 6.7 19.7 8.1 0.1 0.0 0.2 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 30 33 6 8 7 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 403,036 : : Positions : : 338,095 278,225 28,001 92,629 18,535 0 0 0 997 0 478 : : : : Changes from: August 29, 2017 : : -5,102 -9,666 -164 -691 -27 0 -525 -519 308 0 -526 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 69.0 6.9 23.0 4.6 0.0 0.0 0.0 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 32 31 5 7 11 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 226,219 : : Positions : : 192,941 109,396 16,589 96,656 3,968 2,519 0 819 0 4,620 186 : : : : Changes from: August 29, 2017 : : 8,981 4,583 -2,300 2,669 302 656 0 -64 0 550 186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 48.4 7.3 42.7 1.8 1.1 0.0 0.4 0.0 2.0 0.1 : : : : Number of Traders in Each Category Total Traders: 47 : : 27 22 . 8 8 . 0 . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 81,003 : : Positions : : 59,896 66,860 11,159 2,750 1,273 379 590 917 522 0 1,486 : : : : Changes from: August 29, 2017 : : -587 160 -59 0 -186 0 87 0 522 -1,301 136 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 82.5 13.8 3.4 1.6 0.5 0.7 1.1 0.6 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 19 5 . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 25,403 : : Positions : : 21,752 19,400 1,812 4,154 0 0 0 0 1,013 0 0 : : : : Changes from: August 29, 2017 : : 0 -961 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 76.4 7.1 16.4 0.0 0.0 0.0 0.0 4.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 122,408 : : Positions : : 92,663 32,699 15,442 77,962 4,490 1,555 0 921 0 582 302 : : : : Changes from: August 29, 2017 : : 482 0 -784 -1,110 0 0 0 0 0 -302 302 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 26.7 12.6 63.7 3.7 1.3 0.0 0.8 0.0 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 11 . 4 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 163,975 : : Positions : : 124,653 69,893 22,365 82,630 7,786 885 0 0 0 0 0 : : : : Changes from: August 29, 2017 : : -830 -204 -314 -620 -123 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 42.6 13.6 50.4 4.7 0.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 16 5 7 7 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 84,391 : : Positions : : 79,733 63,802 0 15,509 635 0 0 0 0 0 0 : : : : Changes from: August 29, 2017 : : -350 -182 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 75.6 0.0 18.4 0.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 13 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 20,339 : : Positions : : 15,972 15,398 372 1,170 0 2,077 0 0 907 0 90 : : : : Changes from: August 29, 2017 : : 210 -3,105 -248 0 0 0 0 0 -60 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 75.7 1.8 5.8 0.0 10.2 0.0 0.0 4.5 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 17 . . 0 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 580,967 : : Positions : : 436,469 202,284 41,523 325,648 32,848 7,385 5,361 1,661 46,335 2,732 1,700 : : : : Changes from: August 29, 2017 : : -1,356 5,764 -2,646 -2,570 1,331 2,385 -395 224 1,066 -94 645 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 34.8 7.1 56.1 5.7 1.3 0.9 0.3 8.0 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 74 : : 41 38 4 11 10 . . 4 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 127,758 : : Positions : : 83,723 70,103 16,365 22,632 18,773 4,047 2,687 908 0 2,983 364 : : : : Changes from: August 29, 2017 : : 2,411 2,152 1,170 -550 463 0 1,446 -926 0 745 -589 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 54.9 12.8 17.7 14.7 3.2 2.1 0.7 0.0 2.3 0.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 14 4 . 6 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 18,648 : : Positions : : 14,002 15,945 2,624 1,189 0 0 0 0 0 540 0 : : : : Changes from: August 29, 2017 : : -465 -60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 85.5 14.1 6.4 0.0 0.0 0.0 0.0 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 76,062 : : Positions : : 40,893 50,044 28,870 15,819 4,149 0 0 0 0 1,990 0 : : : : Changes from: August 29, 2017 : : 689 0 -38 -341 379 0 0 0 0 -124 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 65.8 38.0 20.8 5.5 0.0 0.0 0.0 0.0 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 12 6 4 6 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 148,045 : : Positions : : 99,995 118,108 3,078 14,539 8,126 30,510 0 0 0 1,530 0 : : : : Changes from: August 29, 2017 : : -2,495 -1,685 60 -690 0 0 0 0 -1,740 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 79.8 2.1 9.8 5.5 20.6 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 14 33 . 6 6 5 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 169,643 : : Positions : : 101,380 140,696 9,689 14,512 964 45,759 589 2,480 2,997 3,824 0 : : : : Changes from: August 29, 2017 : : -3,644 -2,525 0 -248 0 0 0 0 496 -315 -930 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 82.9 5.7 8.6 0.6 27.0 0.3 1.5 1.8 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 75 : : 23 46 . 5 . 6 . . . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 154,304 : : Positions : : 151,113 151,200 1,931 0 62 0 0 0 0 0 0 : : : : Changes from: August 29, 2017 : : -190 -152 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.9 98.0 1.3 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 : : 22 26 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 251,223 : : Positions : : 186,330 184,751 35,021 34,327 21,308 0 313 1,412 0 0 0 : : : : Changes from: August 29, 2017 : : -1,742 817 223 -2,207 -247 0 123 81 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 73.5 13.9 13.7 8.5 0.0 0.1 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 33 32 . 4 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 15,755 : : Positions : : 12,385 12,016 616 0 0 0 0 0 341 1,503 0 : : : : Changes from: August 29, 2017 : : 0 -124 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 76.3 3.9 0.0 0.0 0.0 0.0 0.0 2.2 9.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 13 . 0 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AY Open Interest is 68,385 : : Positions : : 45,144 46,569 5,342 8,263 6,107 0 1,368 823 0 305 135 : : : : Changes from: August 29, 2017 : : -357 -177 -90 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 68.1 7.8 12.1 8.9 0.0 2.0 1.2 0.0 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 14 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 117,003 : : Positions : : 100,433 92,131 4,857 11,429 7,724 0 294 2,020 0 1,750 0 : : : : Changes from: August 29, 2017 : : -491 -327 617 150 -30 0 -248 0 0 120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 78.7 4.2 9.8 6.6 0.0 0.3 1.7 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 20 4 4 6 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BA Open Interest is 32,413 : : Positions : : 20,358 17,850 1,244 5,509 5,987 0 0 0 0 0 0 : : : : Changes from: August 29, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 55.1 3.8 17.0 18.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 10 . . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 136,893 : : Positions : : 93,802 124,936 20,704 2,406 3,934 228 0 1,036 9,011 0 0 : : : : Changes from: August 29, 2017 : : -3 393 -403 0 -60 0 0 0 426 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 91.3 15.1 1.8 2.9 0.2 0.0 0.8 6.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 13 . . 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 125,245 : : Positions : : 85,908 117,126 29,929 3,540 1,206 0 0 0 0 0 0 : : : : Changes from: August 29, 2017 : : -32 -1,029 -356 0 140 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 93.5 23.9 2.8 1.0 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 September 5, 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 CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BD Open Interest is 71,297 : : Positions : : 68,704 68,820 740 1,340 0 0 0 0 848 0 0 : : : : Changes from: August 29, 2017 : : 976 329 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.4 96.5 1.0 1.9 0.0 0.0 0.0 0.0 1.2 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 September 5, 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 125,736 : : Positions : : 103,335 91,109 0 16,545 13,848 0 0 0 780 627 0 : : : : Changes from: August 29, 2017 : : 3,166 4,601 0 0 214 0 0 0 0 29 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 72.5 0.0 13.2 11.0 0.0 0.0 0.0 0.6 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 15 0 4 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 161,055 : : Positions : : 109,476 102,283 13,118 20,671 19,624 0 333 8,367 0 3,692 48 : : : : Changes from: August 29, 2017 : : -1,462 4,285 946 -2,494 -1,692 0 -302 62 0 -528 -132 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 63.5 8.1 12.8 12.2 0.0 0.2 5.2 0.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 28 22 5 5 7 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 22,031 : : Positions : : 13,646 20,370 3,681 226 453 360 0 0 1,506 0 0 : : : : Changes from: August 29, 2017 : : -620 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 92.5 16.7 1.0 2.1 1.6 0.0 0.0 6.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 12 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 41,318 : : Positions : : 15,670 37,695 18,046 0 360 0 0 0 0 310 0 : : : : Changes from: August 29, 2017 : : -5,053 -1,457 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.9 91.2 43.7 0.0 0.9 0.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 13 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 196,061 : : Positions : : 109,687 132,898 63,155 42,397 4,565 0 4,361 296 10,626 907 257 : : : : Changes from: August 29, 2017 : : 1,378 36 -786 103 643 0 172 -72 0 -666 -84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 67.8 32.2 21.6 2.3 0.0 2.2 0.2 5.4 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 27 22 4 5 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 109,701 : : Positions : : 92,530 76,792 10,938 24,087 1,216 0 0 0 0 0 0 : : : : Changes from: August 29, 2017 : : 938 4 -52 -1,462 409 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 70.0 10.0 22.0 1.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 17 . 6 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 85,081 : : Positions : : 43,370 69,007 32,174 12,084 636 998 0 0 0 0 0 : : : : Changes from: August 29, 2017 : : -94 771 -663 280 0 248 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 81.1 37.8 14.2 0.7 1.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 14 7 . 4 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 79,950 : : Positions : : 50,718 50,549 13,240 16,374 6,503 0 0 0 2,962 0 428 : : : : Changes from: August 29, 2017 : : -169 -1,672 0 149 -88 0 0 0 29 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 63.2 16.6 20.5 8.1 0.0 0.0 0.0 3.7 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 19 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 28,856 : : Positions : : 24,868 23,271 8 914 240 0 0 0 1,766 0 0 : : : : Changes from: August 29, 2017 : : -744 -4,061 0 0 0 0 0 0 186 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 80.6 0.0 3.2 0.8 0.0 0.0 0.0 6.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 17 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 129,704 : : Positions : : 103,741 13,918 10,039 102,320 5,664 0 0 0 0 0 0 : : : : Changes from: August 29, 2017 : : 2,073 -1,140 -337 2,093 -179 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 10.7 7.7 78.9 4.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 7 . 9 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 78,205 : : Positions : : 38,423 49,726 15,622 9,390 14,515 0 0 0 0 0 0 : : : : Changes from: August 29, 2017 : : -1,586 -1,717 654 126 71 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 63.6 20.0 12.0 18.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 9 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 1,303,527 : : Positions : : 120,281 161,838 163,525 101,627 135,577 255,851 175,195 287,317 99,150 226,605 177,969 : : : : Changes from: August 29, 2017 : : 14,899 8,823 -4,848 2,397 -17,684 -376 -11,119 16,780 -3,161 11,051 3,213 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.2 12.4 12.5 7.8 10.4 19.6 13.4 22.0 7.6 17.4 13.7 : : : : Number of Traders in Each Category Total Traders: 332 : : 46 36 23 13 24 59 62 78 64 47 68 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 371,784 : : Positions : : 74,754 53,305 7,332 85,374 32,624 12,312 6,826 11,230 203,620 156,535 18,606 : : : : Changes from: August 29, 2017 : : -10,428 -4,597 -732 -9,671 -710 -1,289 -2,021 -1,322 -3,672 -1,487 -4,862 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.1 14.3 2.0 23.0 8.8 3.3 1.8 3.0 54.8 42.1 5.0 : : : : Number of Traders in Each Category Total Traders: 79 : : 23 26 4 10 14 5 . 5 18 11 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 114,663 : : Positions : : 31,840 16,795 29,826 25,212 14,928 1,130 26,028 6,363 14,217 10,596 7,840 : : : : Changes from: August 29, 2017 : : 757 1,160 1,226 794 86 0 480 -48 793 768 -339 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.8 14.6 26.0 22.0 13.0 1.0 22.7 5.5 12.4 9.2 6.8 : : : : Number of Traders in Each Category Total Traders: 50 : : 11 12 8 6 13 . 7 4 9 6 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 44,127 : : Positions : : 5,227 9,218 15,518 438 15,148 195 3,048 2,036 1,387 9,420 4,616 : : : : Changes from: August 29, 2017 : : 768 147 -1,056 -906 280 0 -56 0 50 577 19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.8 20.9 35.2 1.0 34.3 0.4 6.9 4.6 3.1 21.3 10.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 4 4 7 . 8 . . . 5 8 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 1,215,314 : : Positions : : 282,068 171,486 94,104 808,387 119,657 140,653 16,130 54,842 472,294 6,227 22,701 : : : : Changes from: August 29, 2017 : : -6,481 -15,867 2,026 -24,047 -2,736 -5,188 -14,342 1,886 -48,190 -1,512 1,914 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.2 14.1 7.7 66.5 9.8 11.6 1.3 4.5 38.9 0.5 1.9 : : : : Number of Traders in Each Category Total Traders: 79 : : 29 25 4 15 13 7 . 6 13 4 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 224,507 : : Positions : : 45,096 35,494 124,154 87,742 20,324 4,054 23,114 6,891 2,941 31,660 15,343 : : : : Changes from: August 29, 2017 : : 290 520 -1,046 -5,438 717 186 5,560 1,350 -176 -1,633 2,232 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.1 15.8 55.3 39.1 9.1 1.8 10.3 3.1 1.3 14.1 6.8 : : : : Number of Traders in Each Category Total Traders: 62 : : 14 15 15 4 13 4 6 6 7 10 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 2,399 : : Positions : : 948 1,430 0 5 208 0 0 0 493 182 210 : : : : Changes from: August 29, 2017 : : -352 -194 0 -169 153 0 0 0 48 -52 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 59.6 0.0 0.2 8.7 0.0 0.0 0.0 20.6 7.6 8.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 17 0 . . 0 0 0 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 18,650 : : Positions : : 16,856 7,229 830 9,114 165 0 0 0 583 1,918 60 : : : : Changes from: August 29, 2017 : : -3,151 -1,605 665 -1,326 -815 0 0 0 -486 -16 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 38.8 4.5 48.9 0.9 0.0 0.0 0.0 3.1 10.3 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 14 . 7 . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 111,545 : : Positions : : 79,931 88,465 10,135 10,144 6,956 5,858 144 488 4,017 1,948 3,029 : : : : Changes from: August 29, 2017 : : -1,926 -2,479 -747 614 458 219 4 33 560 -198 390 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 79.3 9.1 9.1 6.2 5.3 0.1 0.4 3.6 1.7 2.7 : : : : Number of Traders in Each Category Total Traders: 115 : : 57 51 6 8 9 4 . . 16 13 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 72,798 : : Positions : : 41,132 56,285 9,770 5,524 7,564 2,051 0 1,055 10,835 1,501 205 : : : : Changes from: August 29, 2017 : : -1,398 -355 528 -529 -644 -55 0 0 -430 -321 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 77.3 13.4 7.6 10.4 2.8 0.0 1.4 14.9 2.1 0.3 : : : : Number of Traders in Each Category Total Traders: 47 : : 22 25 4 5 4 . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 38,536 : : Positions : : 33,449 26,607 29 6,358 1,105 455 0 0 1,958 2,785 1,072 : : : : Changes from: August 29, 2017 : : -2,593 -1,729 29 -860 69 15 0 0 -249 -171 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 69.0 0.1 16.5 2.9 1.2 0.0 0.0 5.1 7.2 2.8 : : : : Number of Traders in Each Category Total Traders: 68 : : 31 35 . 7 7 . 0 0 8 10 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 8,708 : : Positions : : 6,031 4,317 1,499 3,540 110 0 0 0 701 100 244 : : : : Changes from: August 29, 2017 : : 185 -230 -306 -57 0 0 0 0 -209 45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 49.6 17.2 40.7 1.3 0.0 0.0 0.0 8.1 1.1 2.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 17 18 . 7 . 0 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 5, 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 15,120 : : Positions : : 11,731 7,458 1,216 5,102 223 0 3 48 881 1,432 555 : : : : Changes from: August 29, 2017 : : -1,838 -895 48 -629 -95 -7 3 7 -7 -185 -138 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 49.3 8.0 33.7 1.5 0.0 0.0 0.3 5.8 9.5 3.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 15 4 4 . 0 . . . 5 . : ----------------------------------------------------------------------------------------------------------------
Updated September 8, 2017