Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 5,219,352 : : Positions : :2,902,402 1,262,882 356,926 2,953,077 229,742 561,446 12,232 226,550 408,731 26,803 494,173 : : : : Changes from: October 17, 2017 : : 36,266 -26,779 -33,355 35,472 -21,303 -21,908 272 11,375 26,770 4,815 14,809 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 24.2 6.8 56.6 4.4 10.8 0.2 4.3 7.8 0.5 9.5 : : : : Number of Traders in Each Category Total Traders: 227 : : 109 91 8 19 19 19 5 18 36 21 42 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 309,266 : : Positions : : 26,662 39,291 131,078 31,504 31,972 1,152 121,163 34,977 41,125 9,867 39,759 : : : : Changes from: October 17, 2017 : : 4,445 3,360 -868 8,268 766 34 -39,146 11,232 -25,516 5,281 9,478 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.6 12.7 42.4 10.2 10.3 0.4 39.2 11.3 13.3 3.2 12.9 : : : : Number of Traders in Each Category Total Traders: 57 : : 13 13 11 4 13 . 5 4 10 9 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 219,772 : : Positions : : 115,001 184,067 64,345 10,932 9,515 8,650 5,856 2,427 2,773 0 1,487 : : : : Changes from: October 17, 2017 : : -19,173 -18,487 -868 341 -983 58 0 -85 1,903 -83 -135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 83.8 29.3 5.0 4.3 3.9 2.7 1.1 1.3 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 21 6 . 6 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 110,655 : : Positions : : 92,239 71,512 2,384 21,612 8,424 0 0 0 593 4,284 698 : : : : Changes from: October 17, 2017 : : 2,418 -39 -785 1,281 549 0 0 0 593 667 458 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 64.6 2.2 19.5 7.6 0.0 0.0 0.0 0.5 3.9 0.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 18 . 5 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 252,625 : : Positions : : 193,356 76,669 24,042 137,157 20,346 0 547 2,446 0 727 277 : : : : Changes from: October 17, 2017 : : -5,950 -4,443 1,996 611 -288 0 -1,289 154 -426 168 63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 30.3 9.5 54.3 8.1 0.0 0.2 1.0 0.0 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 13 6 5 5 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 858,741 : : Positions : : 758,014 68,586 34,614 714,770 48,914 0 148 2,778 0 17,468 3,187 : : : : Changes from: October 17, 2017 : : -12,455 -25,770 -400 9,753 -3,645 -4,048 -105 92 0 -316 -368 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 8.0 4.0 83.2 5.7 0.0 0.0 0.3 0.0 2.0 0.4 : : : : Number of Traders in Each Category Total Traders: 55 : : 38 20 4 9 12 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 405,865 : : Positions : : 324,833 294,558 30,975 75,235 26,685 0 1,026 600 4,817 0 271 : : : : Changes from: October 17, 2017 : : -4,274 7,033 4,888 -99 1,376 0 -4,139 99 81 0 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 72.6 7.6 18.5 6.6 0.0 0.3 0.1 1.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 24 27 6 8 6 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 374,934 : : Positions : : 311,007 243,096 36,832 108,653 15,194 73 0 1,106 689 11 975 : : : : Changes from: October 17, 2017 : : 5,840 4,429 1,984 632 1,278 73 0 1,106 689 4 238 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 64.8 9.8 29.0 4.1 0.0 0.0 0.3 0.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 59 : : 29 29 6 7 12 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 228,018 : : Positions : : 190,605 115,488 17,501 94,911 5,493 65 0 1,456 60 413 1,101 : : : : Changes from: October 17, 2017 : : 2,525 5,998 153 370 876 62 0 -27 -656 -343 783 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 50.6 7.7 41.6 2.4 0.0 0.0 0.6 0.0 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 47 : : 27 21 . 8 8 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339E Open Interest is 78,487 : : Positions : : 62,586 59,528 9,489 11,480 1,086 0 711 0 0 645 350 : : : : Changes from: October 17, 2017 : : 1,369 3,252 153 31 58 0 -59 0 0 -514 266 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 75.8 12.1 14.6 1.4 0.0 0.9 0.0 0.0 0.8 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 19 4 . 6 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 33,727 : : Positions : : 25,143 29,203 4,816 1,834 682 0 0 0 0 0 0 : : : : Changes from: October 17, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 86.6 14.3 5.4 2.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 119,833 : : Positions : : 95,167 34,224 9,283 72,883 7,100 0 137 1,694 0 225 341 : : : : Changes from: October 17, 2017 : : 6,305 322 -1,583 1,757 165 -1,197 137 270 0 225 341 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 28.6 7.7 60.8 5.9 0.0 0.1 1.4 0.0 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 9 . 5 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 167,031 : : Positions : : 126,780 66,204 22,877 87,179 7,324 0 0 0 0 0 0 : : : : Changes from: October 17, 2017 : : 8,422 2,267 494 5,407 1,405 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 39.6 13.7 52.2 4.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 14 5 7 7 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 93,749 : : Positions : : 87,600 75,509 0 12,337 61 0 0 0 958 0 793 : : : : Changes from: October 17, 2017 : : 2,374 3,741 0 1,394 0 0 0 0 90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 80.5 0.0 13.2 0.1 0.0 0.0 0.0 1.0 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 0 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 27,334 : : Positions : : 10,669 22,616 3,074 2,190 966 8,972 210 0 2,186 682 0 : : : : Changes from: October 17, 2017 : : 1,890 8,558 -150 -120 540 4,620 0 0 1,380 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.0 82.7 11.2 8.0 3.5 32.8 0.8 0.0 8.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 10 24 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 533,089 : : Positions : : 382,891 186,053 30,726 290,751 36,132 28,900 4,431 1,567 40,003 1,760 1,321 : : : : Changes from: October 17, 2017 : : -1,570 -3,546 -4,992 -1,952 2,164 3,132 264 -14 -40 752 -239 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 34.9 5.8 54.5 6.8 5.4 0.8 0.3 7.5 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 69 : : 36 35 5 9 10 . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 133,061 : : Positions : : 80,910 82,109 27,252 20,286 17,627 3,927 2,808 428 0 443 738 : : : : Changes from: October 17, 2017 : : 1,805 939 1,163 476 2,277 0 154 0 -824 443 462 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 61.7 20.5 15.2 13.2 3.0 2.1 0.3 0.0 0.3 0.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 15 5 . 6 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 21,250 : : Positions : : 16,365 18,505 299 1,452 308 0 620 0 713 0 0 : : : : Changes from: October 17, 2017 : : 2,629 1,744 82 1,204 308 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 87.1 1.4 6.8 1.4 0.0 2.9 0.0 3.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 13 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 68,206 : : Positions : : 38,913 46,080 18,057 13,463 3,988 0 0 0 0 740 0 : : : : Changes from: October 17, 2017 : : 1,399 2,000 118 61 -196 0 0 0 0 189 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 67.6 26.5 19.7 5.8 0.0 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 11 4 4 6 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 114,143 : : Positions : : 96,557 79,553 6,602 21,964 2,726 7,178 690 0 0 6,356 0 : : : : Changes from: October 17, 2017 : : 5,578 10,872 2,948 -540 1,084 7,178 690 0 0 3,390 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 69.7 5.8 19.2 2.4 6.3 0.6 0.0 0.0 5.6 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 11 14 . 5 4 5 . 0 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 144,111 : : Positions : : 92,064 121,141 13,968 12,241 2,019 33,231 672 391 1,922 6,811 0 : : : : Changes from: October 17, 2017 : : 4,928 10,504 2,246 -30 514 6,788 300 391 0 3,390 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 84.1 9.7 8.5 1.4 23.1 0.5 0.3 1.3 4.7 0.0 : : : : Number of Traders in Each Category Total Traders: 79 : : 22 35 4 4 4 8 . . 4 8 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 140,058 : : Positions : : 137,836 136,832 801 0 0 0 0 0 620 540 0 : : : : Changes from: October 17, 2017 : : 4,901 4,095 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.4 97.7 0.6 0.0 0.0 0.0 0.0 0.0 0.4 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 21 . 0 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 268,330 : : Positions : : 202,466 187,480 26,040 39,774 31,302 0 1,049 1,547 1,851 510 0 : : : : Changes from: October 17, 2017 : : 2,061 2,287 2,655 4,723 -929 0 589 -106 0 510 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 69.9 9.7 14.8 11.7 0.0 0.4 0.6 0.7 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 29 28 . 5 5 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 70,001 : : Positions : : 43,471 48,635 9,902 8,688 6,085 0 841 1,292 685 0 370 : : : : Changes from: October 17, 2017 : : 421 6,117 214 -2,278 -277 0 302 295 685 0 370 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 69.5 14.1 12.4 8.7 0.0 1.2 1.8 1.0 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 12 . . 4 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 109,227 : : Positions : : 93,394 87,438 5,573 13,232 5,040 2,028 0 903 0 1,770 0 : : : : Changes from: October 17, 2017 : : 2,874 3,213 0 -674 -640 302 0 -62 0 1,230 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 80.1 5.1 12.1 4.6 1.9 0.0 0.8 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 19 . 4 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BB Open Interest is 134,883 : : Positions : : 85,200 119,395 26,863 3,868 3,575 2,327 0 498 9,399 0 0 : : : : Changes from: October 17, 2017 : : -5,600 -1,636 3,065 436 727 -126 0 0 459 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 88.5 19.9 2.9 2.7 1.7 0.0 0.4 7.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 16 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 113,750 : : Positions : : 73,806 103,668 30,637 4,643 1,777 0 0 0 0 0 0 : : : : Changes from: October 17, 2017 : : 56 879 -150 60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 91.1 26.9 4.1 1.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 6 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 68,426 : : Positions : : 67,729 63,624 0 4,062 62 0 0 0 635 465 0 : : : : Changes from: October 17, 2017 : : 5,594 4,591 0 1,270 62 0 0 0 635 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.0 93.0 0.0 5.9 0.1 0.0 0.0 0.0 0.9 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 17 0 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 151,856 : : Positions : : 127,942 110,836 0 26,115 10,746 831 0 437 3,267 0 198 : : : : Changes from: October 17, 2017 : : 2,494 825 0 148 -91 831 0 437 -1,033 0 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 73.0 0.0 17.2 7.1 0.5 0.0 0.3 2.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 12 0 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 164,899 : : Positions : : 120,245 102,283 9,246 29,319 15,851 0 2,450 7,360 0 1,134 0 : : : : Changes from: October 17, 2017 : : 11,647 760 -2,074 7,198 -106 0 1,312 -268 0 362 -776 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 62.0 5.6 17.8 9.6 0.0 1.5 4.5 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 16 . 6 6 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 20,058 : : Positions : : 16,223 19,722 1,048 0 60 0 0 0 1,782 0 0 : : : : Changes from: October 17, 2017 : : 2,040 3,030 600 0 -360 0 0 0 480 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 98.3 5.2 0.0 0.3 0.0 0.0 0.0 8.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 12 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 29,805 : : Positions : : 10,771 29,157 16,240 248 0 872 0 0 0 0 0 : : : : Changes from: October 17, 2017 : : 2,596 2,927 0 0 0 872 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.1 97.8 54.5 0.8 0.0 2.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 14 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CH Open Interest is 184,626 : : Positions : : 106,649 125,814 59,639 41,894 4,874 741 1,741 525 6,141 270 0 : : : : Changes from: October 17, 2017 : : 5,580 5,445 -604 -3,640 1,196 120 1,741 66 -894 270 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 68.1 32.3 22.7 2.6 0.4 0.9 0.3 3.3 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 22 5 6 7 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 101,732 : : Positions : : 82,527 68,454 12,641 25,230 1,823 0 0 0 633 0 0 : : : : Changes from: October 17, 2017 : : -2,573 -2,781 334 534 -120 0 0 0 633 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 67.3 12.4 24.8 1.8 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 18 . 5 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 99,980 : : Positions : : 57,991 79,462 36,055 15,144 756 0 0 0 0 0 0 : : : : Changes from: October 17, 2017 : : 4,532 922 372 0 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 79.5 36.1 15.1 0.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 13 7 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 68,863 : : Positions : : 40,621 42,553 11,349 15,238 8,093 0 0 0 2,736 0 0 : : : : Changes from: October 17, 2017 : : 268 417 120 90 -30 0 -360 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 61.8 16.5 22.1 11.8 0.0 0.0 0.0 4.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 12 . 5 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 26,263 : : Positions : : 24,937 23,056 0 2,188 0 0 0 0 957 868 0 : : : : Changes from: October 17, 2017 : : 4,418 3,000 0 1,508 0 0 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 87.8 0.0 8.3 0.0 0.0 0.0 0.0 3.6 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 0 . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 130,464 : : Positions : : 105,379 15,426 9,081 103,230 7,235 0 0 0 0 0 0 : : : : Changes from: October 17, 2017 : : 6,454 -698 0 6,971 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 11.8 7.0 79.1 5.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 6 . 9 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 80,529 : : Positions : : 41,185 46,796 16,939 19,859 10,057 0 0 0 0 0 0 : : : : Changes from: October 17, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 58.1 21.0 24.7 12.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 10 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 1,351,808 : : Positions : : 140,253 188,370 186,169 89,956 133,118 258,190 206,009 271,731 118,278 240,495 181,355 : : : : Changes from: October 17, 2017 : : -5,739 -1,745 14,360 -3,396 -4,969 -9,335 2,712 -18,399 -2,995 -986 9,226 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.4 13.9 13.8 6.7 9.8 19.1 15.2 20.1 8.7 17.8 13.4 : : : : Number of Traders in Each Category Total Traders: 339 : : 43 34 27 10 29 65 65 78 71 40 71 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 421,045 : : Positions : : 69,980 45,493 7,670 89,568 44,418 20,641 9,253 22,837 224,842 179,715 18,723 : : : : Changes from: October 17, 2017 : : -2,409 -1,842 819 7,376 -719 12,314 752 4,211 -98 3,925 2,671 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.6 10.8 1.8 21.3 10.5 4.9 2.2 5.4 53.4 42.7 4.4 : : : : Number of Traders in Each Category Total Traders: 82 : : 26 26 4 10 13 7 . 6 14 16 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 125,874 : : Positions : : 29,111 16,484 24,671 29,251 14,787 3,317 23,881 10,125 23,141 12,334 13,027 : : : : Changes from: October 17, 2017 : : -1,593 1,990 -362 -3,062 987 155 126 197 2,457 1,460 2,376 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.1 13.1 19.6 23.2 11.7 2.6 19.0 8.0 18.4 9.8 10.3 : : : : Number of Traders in Each Category Total Traders: 60 : : 10 12 8 5 12 5 7 6 10 12 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 50,491 : : Positions : : 8,995 14,037 15,732 1,283 16,444 229 1,348 2,915 1,104 9,392 5,072 : : : : Changes from: October 17, 2017 : : 715 145 532 -245 339 -78 -103 230 -223 1,149 -1,004 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.8 27.8 31.2 2.5 32.6 0.5 2.7 5.8 2.2 18.6 10.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 5 5 7 . 8 . . . 5 9 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 1,240,606 : : Positions : : 302,384 182,122 97,329 842,166 120,185 168,600 4,555 46,248 459,817 12,769 20,777 : : : : Changes from: October 17, 2017 : : 2,575 7,440 -1,211 3,689 -69 -210 0 -16 10,142 167 570 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.4 14.7 7.8 67.9 9.7 13.6 0.4 3.7 37.1 1.0 1.7 : : : : Number of Traders in Each Category Total Traders: 83 : : 32 28 4 15 14 8 . 5 12 4 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 214,037 : : Positions : : 47,215 34,060 110,560 84,775 16,934 5,757 26,095 9,683 718 18,336 19,291 : : : : Changes from: October 17, 2017 : : 956 1,336 -1,677 764 -441 2,440 -140 88 -470 -715 3,523 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.1 15.9 51.7 39.6 7.9 2.7 12.2 4.5 0.3 8.6 9.0 : : : : Number of Traders in Each Category Total Traders: 60 : : 14 15 14 5 14 . 5 6 . 14 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 2,844 : : Positions : : 975 2,065 226 0 151 0 0 0 550 20 203 : : : : Changes from: October 17, 2017 : : 71 115 26 0 2 0 0 0 21 2 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.3 72.6 7.9 0.0 5.3 0.0 0.0 0.0 19.3 0.7 7.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 21 . 0 . 0 0 0 5 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 24,106 : : Positions : : 22,541 9,050 933 12,872 0 0 0 0 296 1,764 120 : : : : Changes from: October 17, 2017 : : 3,042 660 0 2,307 0 0 0 0 -75 0 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 37.5 3.9 53.4 0.0 0.0 0.0 0.0 1.2 7.3 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 15 . 7 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 111,781 : : Positions : : 79,616 88,464 9,555 8,623 6,524 4,013 809 1,992 5,742 1,439 3,518 : : : : Changes from: October 17, 2017 : : 3,040 4,463 426 -1,014 612 55 -4 280 144 196 -146 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 79.1 8.5 7.7 5.8 3.6 0.7 1.8 5.1 1.3 3.1 : : : : Number of Traders in Each Category Total Traders: 114 : : 54 54 6 7 9 6 . 5 20 9 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 69,758 : : Positions : : 40,666 54,296 8,963 5,166 6,482 2,163 0 1,374 9,295 1,225 575 : : : : Changes from: October 17, 2017 : : 48 -827 -569 436 -180 0 0 0 200 45 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 77.8 12.8 7.4 9.3 3.1 0.0 2.0 13.3 1.8 0.8 : : : : Number of Traders in Each Category Total Traders: 49 : : 24 27 5 . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 42,586 : : Positions : : 36,407 29,369 474 7,519 1,291 986 0 170 2,335 3,416 394 : : : : Changes from: October 17, 2017 : : 1,414 905 25 599 95 -25 0 50 137 72 33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 69.0 1.1 17.7 3.0 2.3 0.0 0.4 5.5 8.0 0.9 : : : : Number of Traders in Each Category Total Traders: 75 : : 30 35 . 6 7 4 0 . 10 8 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 10,613 : : Positions : : 7,959 5,167 1,237 4,255 107 0 0 0 910 544 290 : : : : Changes from: October 17, 2017 : : -38 -233 0 290 15 0 0 0 115 10 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 48.7 11.7 40.1 1.0 0.0 0.0 0.0 8.6 5.1 2.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 19 20 . 7 . 0 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 24, 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 17,577 : : Positions : : 13,288 7,779 1,289 5,473 254 55 0 120 888 2,726 906 : : : : Changes from: October 17, 2017 : : 336 128 0 45 0 0 0 0 10 111 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 44.3 7.3 31.1 1.4 0.3 0.0 0.7 5.1 15.5 5.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 17 4 4 4 . 0 . 4 7 6 : ----------------------------------------------------------------------------------------------------------------
Updated October 27, 2017