Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 5,360,641 : : Positions : :2,800,920 1,195,319 436,375 2,930,062 345,336 629,399 9,696 275,291 274,731 30,807 561,214 : : : : Changes from: July 25, 2017 : : -168,019 -65,844 2,085 -137,124 6,862 -33,766 -1,423 14,729 -36,524 -33,786 4,623 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 22.3 8.1 54.7 6.4 11.7 0.2 5.1 5.1 0.6 10.5 : : : : Number of Traders in Each Category Total Traders: 223 : : 108 97 7 19 21 21 . 18 42 17 40 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 1,597,444 : : Positions : : 168,022 173,103 25,178 101,754 511,209 96,697 1,126 449,908 6,361 22,142 336,798 : : : : Changes from: July 25, 2017 : : -33,887 -33,610 947 -4,938 -48,808 10,459 -532 -35,063 -19,939 -3,293 -27,251 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.5 10.8 1.6 6.4 32.0 6.1 0.1 28.2 0.4 1.4 21.1 : : : : Number of Traders in Each Category Total Traders: 85 : : 33 33 8 10 17 6 4 9 12 11 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 200,931 : : Positions : : 97,107 178,370 72,567 11,874 3,458 4,380 1,482 2,479 3,748 225 714 : : : : Changes from: July 25, 2017 : : 2,699 1,931 -201 440 -214 0 92 -92 776 225 -326 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.3 88.8 36.1 5.9 1.7 2.2 0.7 1.2 1.9 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 49 : : 27 29 5 . 6 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 99,645 : : Positions : : 88,772 68,427 149 22,521 4,079 0 0 0 2,715 0 219 : : : : Changes from: July 25, 2017 : : 4,348 3,360 0 -173 -124 0 0 0 -672 0 219 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 68.7 0.1 22.6 4.1 0.0 0.0 0.0 2.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 25 . 5 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 242,073 : : Positions : : 189,618 86,171 21,408 130,489 16,719 1,992 0 1,151 0 455 589 : : : : Changes from: July 25, 2017 : : 2,924 5,021 965 -613 -1,083 -364 0 94 0 -831 217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 35.6 8.8 53.9 6.9 0.8 0.0 0.5 0.0 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 20 6 6 6 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 979,864 : : Positions : : 872,180 163,370 28,976 717,609 56,141 0 2,935 2,294 270 17,146 7,674 : : : : Changes from: July 25, 2017 : : -5,061 -3,124 3,414 -6,567 -704 0 884 -1,351 -514 529 1,519 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 16.7 3.0 73.2 5.7 0.0 0.3 0.2 0.0 1.7 0.8 : : : : Number of Traders in Each Category Total Traders: 59 : : 39 21 6 8 11 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 429,864 : : Positions : : 342,665 297,967 26,274 91,500 32,467 304 0 1,391 6,831 0 0 : : : : Changes from: July 25, 2017 : : -8,992 -6,213 1,389 -1,057 1,087 304 0 1,391 -218 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 69.3 6.1 21.3 7.6 0.1 0.0 0.3 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 60 : : 31 35 5 9 8 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 431,720 : : Positions : : 363,693 306,874 28,628 97,070 20,265 0 0 0 1,855 0 901 : : : : Changes from: July 25, 2017 : : 2,239 4,076 836 -642 130 0 0 0 -87 0 355 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 71.1 6.6 22.5 4.7 0.0 0.0 0.0 0.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 56 : : 32 32 4 8 10 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 204,956 : : Positions : : 178,165 110,653 15,514 78,298 3,139 0 17 1,508 0 3,759 240 : : : : Changes from: July 25, 2017 : : -1,314 629 4,601 895 1,096 -505 17 -90 0 1,620 116 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 54.0 7.6 38.2 1.5 0.0 0.0 0.7 0.0 1.8 0.1 : : : : Number of Traders in Each Category Total Traders: 47 : : 29 22 . 8 7 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 90,529 : : Positions : : 66,387 73,198 14,288 3,060 2,860 274 0 978 1,191 3,231 965 : : : : Changes from: July 25, 2017 : : 4,705 1,866 285 0 905 73 0 -27 -4,060 -176 469 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 80.9 15.8 3.4 3.2 0.3 0.0 1.1 1.3 3.6 1.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 19 6 . 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 30,258 : : Positions : : 26,983 24,127 1,208 5,139 0 0 0 0 1,416 0 0 : : : : Changes from: July 25, 2017 : : 155 1,115 1,208 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 79.7 4.0 17.0 0.0 0.0 0.0 0.0 4.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 11 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 104,217 : : Positions : : 80,014 39,167 9,763 53,512 4,359 824 0 1,501 0 778 0 : : : : Changes from: July 25, 2017 : : 2,126 2,486 -31 -35 1,315 824 -29 -126 0 778 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 37.6 9.4 51.3 4.2 0.8 0.0 1.4 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 12 . 5 4 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #02339W Open Interest is 163,627 : : Positions : : 122,438 77,318 28,967 78,925 4,602 1,017 0 0 0 0 0 : : : : Changes from: July 25, 2017 : : 470 475 30 662 30 180 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 47.3 17.7 48.2 2.8 0.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 17 5 7 8 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 68,110 : : Positions : : 62,236 48,831 0 16,095 764 0 0 0 0 0 0 : : : : Changes from: July 25, 2017 : : -1,082 -860 0 -312 -116 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 71.7 0.0 23.6 1.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 16 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 22,423 : : Positions : : 18,213 21,307 651 465 0 2,015 0 62 372 0 0 : : : : Changes from: July 25, 2017 : : 1,098 974 0 0 0 -62 0 0 372 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 95.0 2.9 2.1 0.0 9.0 0.0 0.3 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 17 . . 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 571,862 : : Positions : : 424,541 183,926 50,813 335,041 35,950 11,707 2,904 977 38,381 3,373 1,155 : : : : Changes from: July 25, 2017 : : 4,671 1,397 3,542 7,723 -656 2,086 300 -30 561 462 369 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 32.2 8.9 58.6 6.3 2.0 0.5 0.2 6.7 0.6 0.2 : : : : Number of Traders in Each Category Total Traders: 78 : : 45 40 . 12 9 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 109,648 : : Positions : : 82,029 59,162 6,343 26,930 13,195 3,806 0 0 0 2,234 369 : : : : Changes from: July 25, 2017 : : 1,391 -1,241 -365 821 30 0 0 0 -479 1,121 -375 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 54.0 5.8 24.6 12.0 3.5 0.0 0.0 0.0 2.0 0.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 15 . 4 6 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A6 Open Interest is 17,537 : : Positions : : 12,525 14,213 3,002 1,643 31 0 0 0 496 0 0 : : : : Changes from: July 25, 2017 : : 724 631 31 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 81.0 17.1 9.4 0.2 0.0 0.0 0.0 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A8 Open Interest is 73,096 : : Positions : : 38,327 45,112 28,902 18,544 4,238 0 0 0 0 1,057 90 : : : : Changes from: July 25, 2017 : : 362 56 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 61.7 39.5 25.4 5.8 0.0 0.0 0.0 0.0 1.4 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 10 6 4 5 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 142,785 : : Positions : : 112,470 107,885 4,131 19,127 7,398 17,639 3,069 0 403 3,689 0 : : : : Changes from: July 25, 2017 : : 22,891 34,302 953 1,784 360 14,330 279 0 403 2,387 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 75.6 2.9 13.4 5.2 12.4 2.1 0.0 0.3 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 65 : : 19 34 4 5 4 4 . 0 . 6 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 167,444 : : Positions : : 96,717 134,436 22,567 19,089 31 42,191 6,107 0 5,380 6,045 248 : : : : Changes from: July 25, 2017 : : 23,171 33,021 279 1,279 0 14,198 279 0 2,063 2,356 248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 80.3 13.5 11.4 0.0 25.2 3.6 0.0 3.2 3.6 0.1 : : : : Number of Traders in Each Category Total Traders: 80 : : 22 42 . 5 . 5 . 0 6 8 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 157,643 : : Positions : : 154,067 154,271 2,003 0 0 0 0 0 0 403 0 : : : : Changes from: July 25, 2017 : : 9,964 12,012 -403 0 0 0 0 0 0 -856 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.7 97.9 1.3 0.0 0.0 0.0 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 27 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 262,949 : : Positions : : 189,794 203,058 45,890 32,867 16,267 1,467 0 801 0 0 0 : : : : Changes from: July 25, 2017 : : -112 -520 -2,615 -992 4,208 356 0 -331 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 77.2 17.5 12.5 6.2 0.6 0.0 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 32 30 . . 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233AW Open Interest is 20,554 : : Positions : : 15,471 16,017 1,271 0 0 0 558 0 620 1,643 0 : : : : Changes from: July 25, 2017 : : 465 434 -124 0 0 0 0 0 0 93 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 77.9 6.2 0.0 0.0 0.0 2.7 0.0 3.0 8.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 14 . 0 0 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 123,279 : : Positions : : 108,311 95,980 2,058 14,328 7,411 0 506 2,423 0 1,112 93 : : : : Changes from: July 25, 2017 : : 1,021 1,009 0 373 0 0 -485 277 0 124 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 77.9 1.7 11.6 6.0 0.0 0.4 2.0 0.0 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 23 . 5 6 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 140,527 : : Positions : : 96,129 125,382 25,900 2,805 3,765 0 303 754 6,149 0 0 : : : : Changes from: July 25, 2017 : : 1,773 1,309 -913 0 0 -276 303 64 1,276 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 89.2 18.4 2.0 2.7 0.0 0.2 0.5 4.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 14 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 124,752 : : Positions : : 86,276 116,029 27,245 3,665 1,040 0 0 0 403 0 0 : : : : Changes from: July 25, 2017 : : 394 1,063 -185 -1,374 -398 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 93.0 21.8 2.9 0.8 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 14 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 76,890 : : Positions : : 74,355 74,939 1,457 1,240 0 0 0 0 0 0 0 : : : : Changes from: July 25, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.7 97.5 1.9 1.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 13 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 116,660 : : Positions : : 87,929 82,067 8,747 19,357 11,563 0 0 0 651 494 0 : : : : Changes from: July 25, 2017 : : -528 1,189 0 -1,070 0 0 0 0 248 -342 -216 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 70.3 7.5 16.6 9.9 0.0 0.0 0.0 0.6 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 16 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 162,247 : : Positions : : 110,499 92,670 12,927 30,209 19,785 280 0 8,077 0 4,163 0 : : : : Changes from: July 25, 2017 : : 2,313 530 31 2,591 399 91 0 -119 -528 -233 -247 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 57.1 8.0 18.6 12.2 0.2 0.0 5.0 0.0 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 19 . 6 6 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 29,537 : : Positions : : 19,426 26,778 4,216 570 453 372 0 0 3,472 992 93 : : : : Changes from: July 25, 2017 : : -93 310 1,085 217 0 0 0 0 -93 93 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 90.7 14.3 1.9 1.5 1.3 0.0 0.0 11.8 3.4 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 36,608 : : Positions : : 19,155 33,636 14,830 248 279 899 0 31 0 589 0 : : : : Changes from: July 25, 2017 : : 1,178 643 -155 0 0 -31 0 31 0 310 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 91.9 40.5 0.7 0.8 2.5 0.0 0.1 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 14 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 195,938 : : Positions : : 106,395 136,738 67,699 41,188 3,516 0 3,775 209 11,466 545 300 : : : : Changes from: July 25, 2017 : : 1,925 -1,012 2,816 5,526 -1,324 0 894 209 -31 -464 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 69.8 34.6 21.0 1.8 0.0 1.9 0.1 5.9 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 28 24 4 5 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233CS Open Interest is 18,453 : : Positions : : 15,688 16,284 1,931 1,302 371 0 0 0 0 0 0 : : : : Changes from: July 25, 2017 : : 716 62 117 523 -117 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 88.2 10.5 7.1 2.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233CU Open Interest is 99,742 : : Positions : : 79,999 67,111 9,102 24,383 2,372 1,050 0 0 1,342 0 93 : : : : Changes from: July 25, 2017 : : 1,394 5,834 8,407 3,648 -2,113 92 0 0 -397 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 67.3 9.1 24.4 2.4 1.1 0.0 0.0 1.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 18 . 5 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 94,052 : : Positions : : 50,419 74,960 34,982 13,778 1,008 0 0 0 0 0 0 : : : : Changes from: July 25, 2017 : : -238 1,126 1,585 279 31 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 79.7 37.2 14.6 1.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 12 7 . 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 82,024 : : Positions : : 48,344 54,102 13,966 15,819 6,792 0 0 0 6,113 569 372 : : : : Changes from: July 25, 2017 : : 2,454 1,167 -637 433 -304 0 0 0 304 124 -124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 66.0 17.0 19.3 8.3 0.0 0.0 0.0 7.5 0.7 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 12 18 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 36,907 : : Positions : : 31,738 35,481 496 961 0 0 0 0 2,945 0 0 : : : : Changes from: July 25, 2017 : : 2,250 1,754 0 0 0 0 0 0 -961 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 96.1 1.3 2.6 0.0 0.0 0.0 0.0 8.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 14 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 118,439 : : Positions : : 92,500 16,402 8,290 89,339 5,719 852 0 0 1,771 0 0 : : : : Changes from: July 25, 2017 : : 846 1,422 -214 518 -61 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 13.8 7.0 75.4 4.8 0.7 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 8 . 8 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 76,574 : : Positions : : 28,046 51,044 25,922 8,412 12,637 0 0 0 0 0 0 : : : : Changes from: July 25, 2017 : : 1,555 1,344 -333 31 122 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 66.7 33.9 11.0 16.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 8 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 1,360,235 : : Positions : : 133,843 181,007 169,694 88,440 152,994 263,825 208,552 270,073 94,247 208,917 207,426 : : : : Changes from: July 25, 2017 : : -5,837 -8,174 15,237 -1,973 -769 10,242 28,507 3,237 12,250 9,732 -4,260 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.8 13.3 12.5 6.5 11.2 19.4 15.3 19.9 6.9 15.4 15.2 : : : : Number of Traders in Each Category Total Traders: 349 : : 44 35 24 12 26 55 75 77 76 50 79 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #02365U Open Interest is 512,215 : : Positions : : 89,943 117,850 29,065 64,062 155,700 59,806 1,616 49,691 12,518 13,888 106,212 : : : : Changes from: July 25, 2017 : : -16,044 -1,446 4,469 -6,014 -11,766 -15,284 418 -2,146 2,156 -16,096 -13,098 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.6 23.0 5.7 12.5 30.4 11.7 0.3 9.7 2.4 2.7 20.7 : : : : Number of Traders in Each Category Total Traders: 131 : : 34 33 7 16 22 23 7 23 26 17 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 375,965 : : Positions : : 100,424 65,370 6,414 92,663 32,686 9,045 8,602 11,026 184,140 138,128 18,879 : : : : Changes from: July 25, 2017 : : -11,662 -3,184 -903 -13,711 407 -9,867 -1,958 -746 4,292 -829 -5,231 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.7 17.4 1.7 24.6 8.7 2.4 2.3 2.9 49.0 36.7 5.0 : : : : Number of Traders in Each Category Total Traders: 75 : : 24 26 . 11 14 5 . 6 14 12 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 118,474 : : Positions : : 32,605 15,663 30,441 25,831 16,872 3,756 20,809 7,698 9,202 13,923 9,681 : : : : Changes from: July 25, 2017 : : -2,818 -4,441 -1,921 7,457 -8,412 1,029 -10,222 -1,644 -5,655 -2,769 -5,944 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.5 13.2 25.7 21.8 14.2 3.2 17.6 6.5 7.8 11.8 8.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 12 11 9 5 13 . 4 4 4 11 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A84 Open Interest is 58,937 : : Positions : : 10,615 6,030 112 0 208 1,807 9,381 23,941 3,783 809 18,399 : : : : Changes from: July 25, 2017 : : 234 61 25 0 -11 68 491 -630 189 -59 -411 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.0 10.2 0.2 0.0 0.4 3.1 15.9 40.6 6.4 1.4 31.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 8 9 . 0 . . 5 8 6 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 182,723 : : Positions : : 28,567 26,255 7,566 1,536 85,694 851 2,984 12,626 2,611 8,905 44,274 : : : : Changes from: July 25, 2017 : : -1,910 -2,457 170 -261 -4,781 -831 -2,213 -1,595 -2,164 444 -4,152 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.6 14.4 4.1 0.8 46.9 0.5 1.6 6.9 1.4 4.9 24.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 5 4 5 . 8 5 . 6 9 4 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 1,270,447 : : Positions : : 283,259 181,846 94,489 822,177 123,495 145,257 45,940 52,987 523,175 9,708 20,034 : : : : Changes from: July 25, 2017 : : -6,144 -16,348 3,080 -19,507 -309 -4,814 2,921 -533 -28,978 -2,748 -2,856 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.3 14.3 7.4 64.7 9.7 11.4 3.6 4.2 41.2 0.8 1.6 : : : : Number of Traders in Each Category Total Traders: 85 : : 32 27 . 16 13 7 . 5 15 5 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 233,948 : : Positions : : 43,521 31,404 132,247 103,917 21,347 4,694 13,422 11,574 1,633 35,519 12,321 : : : : Changes from: July 25, 2017 : : -5,459 -9,052 -7,281 -12,362 145 -7,770 -648 1,231 -1,643 1,978 482 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.6 13.4 56.5 44.4 9.1 2.0 5.7 4.9 0.7 15.2 5.3 : : : : Number of Traders in Each Category Total Traders: 61 : : 13 15 15 4 11 6 . 7 6 11 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665G Open Interest is 20,861 : : Positions : : 18,433 8,086 465 9,610 930 0 0 0 645 1,934 122 : : : : Changes from: July 25, 2017 : : -2,262 -661 327 -1,166 -327 0 0 0 -39 -136 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 38.8 2.2 46.1 4.5 0.0 0.0 0.0 3.1 9.3 0.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 16 18 . 8 . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 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 108,970 : : Positions : : 78,758 88,024 10,848 10,030 5,794 6,590 98 459 2,791 1,693 2,494 : : : : Changes from: July 25, 2017 : : 3,558 2,188 -657 327 287 -370 -112 91 -389 3 203 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 80.8 10.0 9.2 5.3 6.0 0.1 0.4 2.6 1.6 2.3 : : : : Number of Traders in Each Category Total Traders: 105 : : 51 50 7 7 8 4 . 4 12 13 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 72,554 : : Positions : : 40,961 55,511 10,424 6,101 6,842 2,021 370 1,106 11,140 1,801 0 : : : : Changes from: July 25, 2017 : : -1,913 -672 676 -511 -732 -109 -410 276 -750 -668 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 76.5 14.4 8.4 9.4 2.8 0.5 1.5 15.4 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 20 26 4 5 4 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 39,059 : : Positions : : 34,659 26,932 0 6,704 840 350 0 0 1,377 2,459 1,445 : : : : Changes from: July 25, 2017 : : -2,080 -720 0 -354 -227 90 0 0 301 -468 117 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 69.0 0.0 17.2 2.2 0.9 0.0 0.0 3.5 6.3 3.7 : : : : Number of Traders in Each Category Total Traders: 62 : : 24 33 0 8 5 . 0 0 9 7 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 8,556 : : Positions : : 5,426 4,213 1,805 3,066 110 0 0 0 845 55 199 : : : : Changes from: July 25, 2017 : : -242 -409 -361 -187 0 0 0 0 -102 -35 -92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 49.2 21.1 35.8 1.3 0.0 0.0 0.0 9.9 0.6 2.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 16 . 6 . 0 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 1, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665T Open Interest is 15,764 : : Positions : : 12,501 7,776 958 5,685 220 0 0 0 871 948 682 : : : : Changes from: July 25, 2017 : : -1,809 -1,038 386 -480 108 0 0 0 39 -142 -117 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 49.3 6.1 36.1 1.4 0.0 0.0 0.0 5.5 6.0 4.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 12 4 4 . 0 0 0 . 4 . : ----------------------------------------------------------------------------------------------------------------
Updated August 4, 2017