Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 5,148,526 : : Positions : :2,795,621 1,320,846 437,842 2,902,202 244,119 560,645 17,528 214,920 449,843 23,600 411,991 : : : : Changes from: September 26, 2017 : : -154,570 -27,289 20,836 -127,224 4,464 39,814 4,665 -33,952 -56,073 636 32,399 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 25.7 8.5 56.4 4.7 10.9 0.3 4.2 8.7 0.5 8.0 : : : : Number of Traders in Each Category Total Traders: 220 : : 108 89 7 19 19 20 5 18 38 15 38 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 285,625 : : Positions : : 18,089 32,864 127,683 22,034 27,112 2,074 161,915 15,883 70,514 3,788 21,585 : : : : Changes from: September 26, 2017 : : -12,163 -1,074 -6,694 -2,610 -14,106 -10,242 -10,486 -2,009 -5,280 -14,610 -9,446 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.3 11.5 44.7 7.7 9.5 0.7 56.7 5.6 24.7 1.3 7.6 : : : : Number of Traders in Each Category Total Traders: 52 : : 11 10 11 4 9 . 4 5 12 . 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 247,203 : : Positions : : 132,797 212,194 74,271 10,316 9,084 6,846 5,856 3,320 2,797 1,109 1,167 : : : : Changes from: September 26, 2017 : : 8,003 8,192 718 -302 637 -158 0 114 115 7 423 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 85.8 30.0 4.2 3.7 2.8 2.4 1.3 1.1 0.4 0.5 : : : : Number of Traders in Each Category Total Traders: 47 : : 21 22 7 . 7 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 109,304 : : Positions : : 90,985 73,716 2,291 19,352 9,382 0 0 0 1,544 110 1,252 : : : : Changes from: September 26, 2017 : : 2,351 4,251 2,101 123 214 0 0 0 717 -1,054 653 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 67.4 2.1 17.7 8.6 0.0 0.0 0.0 1.4 0.1 1.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 23 . 5 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 283,185 : : Positions : : 225,482 102,255 23,415 144,447 20,803 0 2,419 2,415 0 3,256 986 : : : : Changes from: September 26, 2017 : : 8,120 4,089 -1,699 862 2,180 0 1,763 -452 0 -597 254 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 36.1 8.3 51.0 7.3 0.0 0.9 0.9 0.0 1.1 0.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 20 6 5 6 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 857,695 : : Positions : : 741,284 96,826 34,266 672,751 61,294 1,934 253 2,256 0 17,052 4,882 : : : : Changes from: September 26, 2017 : : -47,640 -11,409 1,535 -28,592 -2,221 1,934 -826 494 0 233 -577 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 11.3 4.0 78.4 7.1 0.2 0.0 0.3 0.0 2.0 0.6 : : : : Number of Traders in Each Category Total Traders: 55 : : 37 18 4 9 12 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 406,254 : : Positions : : 333,262 281,140 23,907 84,292 27,395 0 3,627 459 6,193 0 240 : : : : Changes from: September 26, 2017 : : 12,329 333 -574 5,603 -1,422 0 3,627 459 -434 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 69.2 5.9 20.7 6.7 0.0 0.9 0.1 1.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 65 : : 29 34 5 9 7 0 . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 401,409 : : Positions : : 334,193 247,662 31,162 107,364 16,418 0 0 0 1,198 0 403 : : : : Changes from: September 26, 2017 : : 14,572 -14,574 -244 6,437 239 0 0 0 176 0 -118 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 61.7 7.8 26.7 4.1 0.0 0.0 0.0 0.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 29 30 5 7 11 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 234,778 : : Positions : : 193,484 116,216 19,449 95,896 3,944 1,407 0 1,093 0 5,928 216 : : : : Changes from: September 26, 2017 : : -6,163 7,821 2,101 -6,710 -238 -54 0 193 0 550 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 49.5 8.3 40.8 1.7 0.6 0.0 0.5 0.0 2.5 0.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 26 19 . 8 8 . 0 . 0 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 79,453 : : Positions : : 63,298 58,895 9,796 9,956 2,503 0 801 0 0 713 120 : : : : Changes from: September 26, 2017 : : 633 -8,114 -380 7,506 1,734 0 62 0 0 -704 -506 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 74.1 12.3 12.5 3.2 0.0 1.0 0.0 0.0 0.9 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 19 5 . 6 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 22,065 : : Positions : : 17,540 16,985 1,812 3,596 0 0 0 0 0 0 0 : : : : Changes from: September 26, 2017 : : 93 -937 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 77.0 8.2 16.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 12 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 124,711 : : Positions : : 94,148 34,224 13,169 77,514 6,376 1,844 0 1,271 0 463 123 : : : : Changes from: September 26, 2017 : : 2,067 929 -1,526 -1,178 1,247 302 0 0 0 3 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 27.4 10.6 62.2 5.1 1.5 0.0 1.0 0.0 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 10 . 4 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 166,265 : : Positions : : 127,898 69,665 18,500 82,882 7,872 1,056 0 60 0 0 0 : : : : Changes from: September 26, 2017 : : 2,903 -792 -1,937 582 -122 -362 0 60 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 41.9 11.1 49.8 4.7 0.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 13 4 7 6 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 93,786 : : Positions : : 88,469 73,438 23 13,369 340 0 0 0 0 0 0 : : : : Changes from: September 26, 2017 : : 1,426 1,605 0 0 0 0 0 0 0 -331 -248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 78.3 0.0 14.3 0.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 23,014 : : Positions : : 13,823 19,888 3,224 930 426 2,852 0 0 1,586 682 0 : : : : Changes from: September 26, 2017 : : 186 3,450 3,224 -426 426 434 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 86.4 14.0 4.0 1.9 12.4 0.0 0.0 6.9 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 13 19 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 563,444 : : Positions : : 410,494 201,686 34,288 303,638 34,004 21,569 5,067 1,169 48,667 2,036 1,011 : : : : Changes from: September 26, 2017 : : 1,201 -2,320 -9,854 -2,869 2,545 4,041 124 -60 -370 -666 583 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 35.8 6.1 53.9 6.0 3.8 0.9 0.2 8.6 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 73 : : 42 38 4 10 9 4 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 134,053 : : Positions : : 80,876 83,429 29,016 19,800 15,395 3,927 3,646 1,007 253 3,901 733 : : : : Changes from: September 26, 2017 : : 1,573 9,663 9,663 4,994 -919 0 -245 231 -119 1,572 253 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 62.2 21.6 14.8 11.5 2.9 2.7 0.8 0.2 2.9 0.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 18 16 4 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 22,077 : : Positions : : 17,325 19,247 519 728 0 0 620 0 525 292 248 : : : : Changes from: September 26, 2017 : : 1,661 2,114 -120 0 0 0 0 0 93 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 87.2 2.4 3.3 0.0 0.0 2.8 0.0 2.4 1.3 1.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 13 . . 0 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 69,537 : : Positions : : 38,628 45,943 24,134 13,209 4,599 0 0 0 0 2,169 0 : : : : Changes from: September 26, 2017 : : 1,392 -204 -1,833 -428 518 0 0 0 0 -82 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 66.1 34.7 19.0 6.6 0.0 0.0 0.0 0.0 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 10 6 4 8 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 167,266 : : Positions : : 110,256 129,442 3,537 20,907 6,670 26,443 372 0 1,922 2,301 0 : : : : Changes from: September 26, 2017 : : 1,582 17,007 -2,137 7,970 -484 11,253 -1,302 0 1,302 1,526 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 77.4 2.1 12.5 4.0 15.8 0.2 0.0 1.1 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 62 : : 17 30 . 6 4 5 . 0 4 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 181,428 : : Positions : : 101,403 148,587 12,400 13,625 1,191 57,043 372 1 2,146 4,351 210 : : : : Changes from: September 26, 2017 : : 8,670 10,327 -951 984 217 12,555 0 -1,301 -548 2,566 -310 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 81.9 6.8 7.5 0.7 31.4 0.2 0.0 1.2 2.4 0.1 : : : : Number of Traders in Each Category Total Traders: 81 : : 23 40 5 . . 6 . . 5 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 147,769 : : Positions : : 144,440 144,427 1,311 0 0 0 0 0 620 0 0 : : : : Changes from: September 26, 2017 : : 1,263 2,333 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.7 97.7 0.9 0.0 0.0 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 21 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 268,765 : : Positions : : 200,014 191,114 24,651 30,222 34,624 0 288 1,543 0 0 0 : : : : Changes from: September 26, 2017 : : 4,030 7,242 -252 -2,780 3,240 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 71.1 9.2 11.2 12.9 0.0 0.1 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 31 30 . 4 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 70,620 : : Positions : : 42,600 45,848 13,163 9,280 6,690 0 322 1,103 364 0 62 : : : : Changes from: September 26, 2017 : : -548 -94 788 1,069 338 0 -2,092 171 364 0 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 64.9 18.6 13.1 9.5 0.0 0.5 1.6 0.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 12 4 . 4 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233B1 Open Interest is 113,218 : : Positions : : 96,692 89,728 4,861 12,501 6,703 502 0 1,923 0 744 0 : : : : Changes from: September 26, 2017 : : 639 543 1,273 713 -310 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 79.3 4.3 11.0 5.9 0.4 0.0 1.7 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 18 4 4 6 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 32,557 : : Positions : : 19,082 18,733 1,754 5,596 6,183 0 0 0 718 0 0 : : : : Changes from: September 26, 2017 : : 1,179 331 0 -93 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 57.5 5.4 17.2 19.0 0.0 0.0 0.0 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 9 . . 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 141,781 : : Positions : : 95,313 125,684 23,762 3,968 4,993 2,798 0 252 8,894 0 0 : : : : Changes from: September 26, 2017 : : 443 5,504 4,509 -732 121 550 0 0 151 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 88.6 16.8 2.8 3.5 2.0 0.0 0.2 6.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 13 . . 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 117,278 : : Positions : : 76,315 106,871 27,857 4,771 2,021 0 0 0 1,081 0 0 : : : : Changes from: September 26, 2017 : : 1,251 -410 -651 214 0 0 0 0 -31 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 91.1 23.8 4.1 1.7 0.0 0.0 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 13 5 . 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 70,566 : : Positions : : 68,847 68,701 0 1,216 0 0 0 0 755 465 0 : : : : Changes from: September 26, 2017 : : -144 244 0 0 0 0 0 0 0 217 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.6 97.4 0.0 1.7 0.0 0.0 0.0 0.0 1.1 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 16 0 . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 143,832 : : Positions : : 121,894 103,575 0 24,247 11,416 0 0 0 403 89 469 : : : : Changes from: September 26, 2017 : : 2,336 2,719 -154 979 -1,193 0 0 0 -303 -159 -89 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 72.0 0.0 16.9 7.9 0.0 0.0 0.0 0.3 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 15 0 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 161,399 : : Positions : : 110,681 103,114 12,449 22,834 16,561 0 1,033 7,985 0 4,196 209 : : : : Changes from: September 26, 2017 : : 1,939 3,853 1,254 1,990 195 0 -190 56 0 528 124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 63.9 7.7 14.1 10.3 0.0 0.6 4.9 0.0 2.6 0.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 21 4 5 6 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 21,318 : : Positions : : 14,723 19,992 2,938 0 30 360 0 0 1,752 0 0 : : : : Changes from: September 26, 2017 : : 0 -600 0 0 0 0 0 0 31 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 93.8 13.8 0.0 0.1 1.7 0.0 0.0 8.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 10 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 34,367 : : Positions : : 12,425 32,604 17,290 788 0 0 0 0 0 0 0 : : : : Changes from: September 26, 2017 : : -2,893 -616 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.2 94.9 50.3 2.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 12 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 194,584 : : Positions : : 103,129 128,463 63,786 47,603 5,438 0 1,158 1,402 10,272 620 0 : : : : Changes from: September 26, 2017 : : -8,349 189 5,934 626 0 0 -440 1,000 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 66.0 32.8 24.5 2.8 0.0 0.6 0.7 5.3 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 27 22 5 6 7 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 109,296 : : Positions : : 92,142 74,737 10,560 26,099 1,897 0 0 0 0 0 0 : : : : Changes from: September 26, 2017 : : 3,375 586 -542 2,257 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 68.4 9.7 23.9 1.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 20 . 6 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 102,314 : : Positions : : 55,998 84,691 36,190 13,381 946 248 0 0 0 0 0 : : : : Changes from: September 26, 2017 : : 940 1,477 -860 80 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 82.8 35.4 13.1 0.9 0.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 15 7 . 5 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 76,223 : : Positions : : 46,338 45,780 11,717 16,813 7,732 0 300 0 2,894 0 856 : : : : Changes from: September 26, 2017 : : -68 -1,893 -763 -145 647 0 300 0 -338 0 428 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 60.1 15.4 22.1 10.1 0.0 0.4 0.0 3.8 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 17 . 5 4 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 28,591 : : Positions : : 26,942 24,792 0 1,340 0 0 0 0 867 748 120 : : : : Changes from: September 26, 2017 : : 2,901 2,187 0 124 0 0 0 0 155 -155 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 86.7 0.0 4.7 0.0 0.0 0.0 0.0 3.0 2.6 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 18 0 . 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 134,457 : : Positions : : 105,179 17,782 9,077 103,980 7,547 0 0 0 0 0 0 : : : : Changes from: September 26, 2017 : : 81 241 -427 3,961 -646 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 13.2 6.8 77.3 5.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 8 . 9 7 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 76,242 : : Positions : : 36,787 45,729 17,159 15,958 10,970 0 0 0 0 0 0 : : : : Changes from: September 26, 2017 : : 4,494 2,845 935 1,737 -1,011 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.3 60.0 22.5 20.9 14.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 1,394,563 : : Positions : : 140,314 183,088 187,004 97,168 162,643 268,929 212,353 289,834 111,916 242,667 163,669 : : : : Changes from: September 26, 2017 : : 17,618 10,809 8,209 -726 19,091 3,651 37,499 -2,379 6,027 -12,212 17,239 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.1 13.1 13.4 7.0 11.7 19.3 15.2 20.8 8.0 17.4 11.7 : : : : Number of Traders in Each Category Total Traders: 352 : : 43 34 27 11 30 61 77 85 67 47 67 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 397,675 : : Positions : : 75,662 50,144 7,251 78,309 44,368 8,159 7,480 18,756 215,394 174,434 14,893 : : : : Changes from: September 26, 2017 : : -7,074 -6,548 661 -7,763 -3,008 -4,573 -1,735 -1,237 -1,324 2,057 -5,248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.0 12.6 1.8 19.7 11.2 2.1 1.9 4.7 54.2 43.9 3.7 : : : : Number of Traders in Each Category Total Traders: 73 : : 22 24 . 9 12 4 . 5 15 14 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 111,770 : : Positions : : 31,030 11,520 25,636 30,848 13,299 2,486 22,980 7,380 12,682 8,345 11,569 : : : : Changes from: September 26, 2017 : : -709 -8,645 2,472 11,264 -17,884 -74 -7,346 -937 -8,885 -2,466 -479 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.8 10.3 22.9 27.6 11.9 2.2 20.6 6.6 11.3 7.5 10.4 : : : : Number of Traders in Each Category Total Traders: 54 : : 9 11 9 5 13 . 6 5 12 8 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 45,338 : : Positions : : 5,893 14,722 17,690 387 12,887 245 519 2,863 1,331 9,544 4,416 : : : : Changes from: September 26, 2017 : : 1,800 -636 -1,918 -633 2,986 -60 519 6 203 1,042 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.0 32.5 39.0 0.9 28.4 0.5 1.1 6.3 2.9 21.1 9.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 4 5 8 . 8 . . . 5 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 1,207,894 : : Positions : : 298,462 167,394 98,815 829,363 117,017 163,662 4,555 46,284 438,555 10,269 19,823 : : : : Changes from: September 26, 2017 : : -5,221 -11,006 4,929 -6,776 -10,788 -13,453 2,113 -5,960 -3,562 448 -5,387 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.7 13.9 8.2 68.7 9.7 13.5 0.4 3.8 36.3 0.9 1.6 : : : : Number of Traders in Each Category Total Traders: 81 : : 31 27 4 15 13 8 . 5 12 . 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 207,649 : : Positions : : 43,322 33,903 112,264 82,229 16,612 2,998 27,935 9,765 3,002 17,126 15,981 : : : : Changes from: September 26, 2017 : : -6,120 -21 -13,743 -14,022 -2,179 -1,092 -435 -1,708 -1,037 -9,737 -4,569 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.9 16.3 54.1 39.6 8.0 1.4 13.5 4.7 1.4 8.2 7.7 : : : : Number of Traders in Each Category Total Traders: 56 : : 12 14 14 5 13 . 4 5 7 8 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 2,352 : : Positions : : 759 1,545 52 0 190 0 0 0 489 5 179 : : : : Changes from: September 26, 2017 : : -360 -220 -3 0 -1 0 0 0 -86 -197 -54 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.3 65.7 2.2 0.0 8.1 0.0 0.0 0.0 20.8 0.2 7.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 19 . 0 . 0 0 0 4 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 19,110 : : Positions : : 17,593 7,836 995 9,270 0 0 0 0 306 1,644 60 : : : : Changes from: September 26, 2017 : : -1,361 -844 165 -349 -165 0 0 0 -162 -136 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 41.0 5.2 48.5 0.0 0.0 0.0 0.0 1.6 8.6 0.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 14 . 7 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 113,029 : : Positions : : 80,453 88,162 11,215 9,584 6,787 3,114 302 1,933 4,713 2,041 3,714 : : : : Changes from: September 26, 2017 : : 2,733 2,788 708 -459 311 -1,101 -223 325 -66 211 289 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 78.0 9.9 8.5 6.0 2.8 0.3 1.7 4.2 1.8 3.3 : : : : Number of Traders in Each Category Total Traders: 113 : : 54 53 6 7 9 4 . 5 16 13 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 70,401 : : Positions : : 40,986 54,957 9,373 5,000 6,775 2,093 0 1,374 9,015 1,180 515 : : : : Changes from: September 26, 2017 : : -1,664 -2,756 -497 -764 -528 -79 0 0 -1,640 -321 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 78.1 13.3 7.1 9.6 3.0 0.0 2.0 12.8 1.7 0.7 : : : : Number of Traders in Each Category Total Traders: 48 : : 24 26 4 4 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 38,997 : : Positions : : 33,317 27,029 46 6,167 1,589 1,100 0 25 2,014 3,309 426 : : : : Changes from: September 26, 2017 : : -1,767 -1,227 46 -47 -80 0 0 15 235 -194 -392 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 69.3 0.1 15.8 4.1 2.8 0.0 0.1 5.2 8.5 1.1 : : : : Number of Traders in Each Category Total Traders: 74 : : 29 33 . 6 7 4 0 . 11 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 10,019 : : Positions : : 7,547 5,035 1,237 3,965 120 0 0 0 705 85 251 : : : : Changes from: September 26, 2017 : : -22 117 -262 -117 10 0 0 0 143 -89 -77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 50.3 12.3 39.6 1.2 0.0 0.0 0.0 7.0 0.8 2.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 18 19 . 7 . 0 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 3, 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 16,644 : : Positions : : 12,520 7,531 1,374 5,418 215 100 0 0 856 2,456 772 : : : : Changes from: September 26, 2017 : : -2,013 -1,010 -37 -606 27 80 0 -33 -88 -171 -48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 45.2 8.3 32.6 1.3 0.6 0.0 0.0 5.1 14.8 4.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 17 4 4 4 . 0 0 . 7 4 : ----------------------------------------------------------------------------------------------------------------
Updated October 6, 2017