Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 5,436,637 : : Positions : :2,895,218 1,224,979 407,188 2,975,424 352,553 617,890 9,879 263,580 296,406 32,517 563,885 : : : : Changes from: August 8, 2017 : : 23,592 16,737 -14,833 29,424 4,704 5,471 -57 -12,821 21,337 -10,453 9,054 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 22.5 7.5 54.7 6.5 11.4 0.2 4.8 5.5 0.6 10.4 : : : : Number of Traders in Each Category Total Traders: 227 : : 111 96 7 19 20 20 . 17 41 18 42 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 1,587,604 : : Positions : : 167,552 186,681 27,817 93,027 507,331 76,870 1,434 449,747 14,024 7,551 340,539 : : : : Changes from: August 8, 2017 : : -4,392 10,803 -236 -7,975 -12,107 -8,605 150 -11,158 4,463 -11,174 -5,334 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.6 11.8 1.8 5.9 32.0 4.8 0.1 28.3 0.9 0.5 21.4 : : : : Number of Traders in Each Category Total Traders: 86 : : 34 34 8 9 17 6 4 10 10 13 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 191,678 : : Positions : : 91,597 170,970 74,206 10,970 2,211 4,380 806 2,572 0 724 270 : : : : Changes from: August 8, 2017 : : 1,227 6,888 6,757 519 -298 0 -428 33 -706 724 -643 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 89.2 38.7 5.7 1.2 2.3 0.4 1.3 0.0 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 24 5 . 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 93,583 : : Positions : : 86,002 63,861 82 22,902 3,205 0 0 0 1,098 0 216 : : : : Changes from: August 8, 2017 : : 1,802 1,777 82 998 157 0 0 0 246 0 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 68.2 0.1 24.5 3.4 0.0 0.0 0.0 1.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 25 . 6 5 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 232,962 : : Positions : : 180,686 82,356 20,008 122,735 18,559 55 0 1,872 488 548 0 : : : : Changes from: August 8, 2017 : : 4,120 2,468 -6,221 -3,695 1,407 -583 0 396 -218 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 35.4 8.6 52.7 8.0 0.0 0.0 0.8 0.2 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 19 5 6 5 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AECO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023396 Open Interest is 948,310 : : Positions : : 838,167 158,181 34,292 703,057 56,480 0 388 2,144 1,357 16,926 5,762 : : : : Changes from: August 8, 2017 : : 4,964 3,474 8,403 8,526 2,035 0 0 0 -186 309 578 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 16.7 3.6 74.1 6.0 0.0 0.0 0.2 0.1 1.8 0.6 : : : : Number of Traders in Each Category Total Traders: 58 : : 38 20 5 9 12 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 403,663 : : Positions : : 324,738 279,671 27,772 84,193 29,416 0 883 1,250 4,976 0 0 : : : : Changes from: August 8, 2017 : : 4,301 -2,737 375 1,571 -2,031 0 239 -143 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 69.3 6.9 20.9 7.3 0.0 0.2 0.3 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 29 33 5 9 7 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HSC FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023398 Open Interest is 409,333 : : Positions : : 344,372 290,928 28,582 92,242 19,002 0 0 0 277 0 923 : : : : Changes from: August 8, 2017 : : 1,267 1,377 -341 -575 118 0 0 0 -48 0 -186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 71.1 7.0 22.5 4.6 0.0 0.0 0.0 0.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 52 : : 31 30 5 7 10 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 197,112 : : Positions : : 169,198 101,676 16,030 82,664 3,340 0 210 1,502 0 878 0 : : : : Changes from: August 8, 2017 : : 4,673 -1,453 -426 5,814 546 -4 210 -26 0 -27 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 51.6 8.1 41.9 1.7 0.0 0.1 0.8 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 26 23 . 8 8 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339E Open Interest is 79,030 : : Positions : : 58,095 64,749 11,523 2,750 1,459 192 503 887 912 1,542 1,257 : : : : Changes from: August 8, 2017 : : 623 616 -842 0 -595 122 503 -60 0 257 -143 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 81.9 14.6 3.5 1.8 0.2 0.6 1.1 1.2 2.0 1.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 17 5 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 21,953 : : Positions : : 18,387 17,841 1,812 3,554 0 0 0 0 1,013 0 0 : : : : Changes from: August 8, 2017 : : 780 750 0 120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 81.3 8.3 16.2 0.0 0.0 0.0 0.0 4.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 10 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 107,905 : : Positions : : 78,102 32,359 14,694 65,868 4,490 2,592 0 583 0 0 0 : : : : Changes from: August 8, 2017 : : 1,524 -3,330 3,096 7,665 0 -365 0 31 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 30.0 13.6 61.0 4.2 2.4 0.0 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 11 . 4 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 154,923 : : Positions : : 117,620 68,904 25,203 78,020 5,172 885 0 0 0 0 0 : : : : Changes from: August 8, 2017 : : -1,722 -1,925 217 1,423 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 44.5 16.3 50.4 3.3 0.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 16 5 7 7 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 79,381 : : Positions : : 75,643 60,712 0 15,749 485 0 0 0 0 0 0 : : : : Changes from: August 8, 2017 : : 8,533 7,126 0 1,925 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.3 76.5 0.0 19.8 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 12 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A2 Open Interest is 16,469 : : Positions : : 12,939 16,221 620 0 0 2,077 0 0 217 0 0 : : : : Changes from: August 8, 2017 : : 1,298 990 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 98.5 3.8 0.0 0.0 12.6 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 12 . 0 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 555,070 : : Positions : : 415,478 177,276 45,804 325,277 33,534 6,975 5,717 907 42,350 2,631 390 : : : : Changes from: August 8, 2017 : : 5,610 2,854 1,144 658 -1,464 -1,070 2,346 -29 1,002 62 -189 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 31.9 8.3 58.6 6.0 1.3 1.0 0.2 7.6 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 71 : : 42 41 5 10 9 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 104,000 : : Positions : : 75,706 56,538 8,220 25,444 12,110 4,047 1,224 623 0 809 492 : : : : Changes from: August 8, 2017 : : 1,339 2,015 2,065 -232 -787 365 1,224 623 -68 318 312 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 54.4 7.9 24.5 11.6 3.9 1.2 0.6 0.0 0.8 0.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 14 4 . 6 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 13,870 : : Positions : : 10,199 12,816 2,684 589 0 0 0 0 0 0 0 : : : : Changes from: August 8, 2017 : : 364 852 488 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 92.4 19.4 4.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 70,520 : : Positions : : 39,024 46,600 26,033 16,130 3,556 0 0 0 0 342 30 : : : : Changes from: August 8, 2017 : : 3,495 4,898 -1,194 -1,712 0 0 0 0 0 -157 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 66.1 36.9 22.9 5.0 0.0 0.0 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 10 6 4 6 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 82,873 : : Positions : : 74,483 59,885 1,172 14,005 6,304 0 0 0 0 0 0 : : : : Changes from: August 8, 2017 : : 2,160 2,160 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 72.3 1.4 16.9 7.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 10 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 103,571 : : Positions : : 75,841 81,723 7,439 14,253 124 17,639 3,069 0 1,691 3,596 0 : : : : Changes from: August 8, 2017 : : 1,950 1,950 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 78.9 7.2 13.8 0.1 17.0 3.0 0.0 1.6 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 64 : : 17 35 . 5 . 4 . 0 . 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 150,674 : : Positions : : 148,063 148,232 1,507 0 0 0 0 0 0 0 0 : : : : Changes from: August 8, 2017 : : 3,179 1,876 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.3 98.4 1.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 26 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AQ Open Interest is 252,223 : : Positions : : 185,887 188,926 36,763 33,161 18,617 1,033 0 844 0 0 0 : : : : Changes from: August 8, 2017 : : 4,017 41 -4,205 -62 1,464 -215 0 43 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 74.9 14.6 13.1 7.4 0.4 0.0 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 31 29 . . 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233AW Open Interest is 15,189 : : Positions : : 11,939 11,625 616 0 0 0 0 0 341 1,290 0 : : : : Changes from: August 8, 2017 : : 870 874 120 0 0 0 0 0 0 360 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 76.5 4.1 0.0 0.0 0.0 0.0 0.0 2.2 8.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 12 . 0 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 111,240 : : Positions : : 95,281 87,377 4,000 11,522 7,627 0 1,142 1,874 0 0 0 : : : : Changes from: August 8, 2017 : : -3,735 -2,216 619 -688 539 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 78.5 3.6 10.4 6.9 0.0 1.0 1.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 19 . 4 6 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 138,142 : : Positions : : 93,033 123,817 24,189 2,557 3,488 894 0 1,027 6,684 0 0 : : : : Changes from: August 8, 2017 : : 2,065 4,209 478 0 0 894 -12 12 428 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 89.6 17.5 1.9 2.5 0.6 0.0 0.7 4.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 11 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BC Open Interest is 122,574 : : Positions : : 83,906 115,739 29,923 3,540 727 0 0 0 0 0 0 : : : : Changes from: August 8, 2017 : : 1,410 4,388 3,790 30 -61 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 94.4 24.4 2.9 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 14 5 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 114,109 : : Positions : : 87,625 81,969 7,788 17,513 10,684 0 0 0 240 247 156 : : : : Changes from: August 8, 2017 : : 1,582 1,451 -642 -765 88 0 0 0 240 -24 156 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 71.8 6.8 15.3 9.4 0.0 0.0 0.0 0.2 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 15 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BL Open Interest is 153,937 : : Positions : : 106,375 86,901 11,164 30,289 20,703 0 1,489 7,988 0 1,611 150 : : : : Changes from: August 8, 2017 : : 2,577 -1,743 -856 129 446 0 880 -455 0 997 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 56.5 7.3 19.7 13.4 0.0 1.0 5.2 0.0 1.0 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 27 19 4 6 7 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 16,781 : : Positions : : 12,046 15,360 1,655 0 589 0 0 0 1,116 0 0 : : : : Changes from: August 8, 2017 : : 0 120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 91.5 9.9 0.0 3.5 0.0 0.0 0.0 6.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 11 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233CG Open Interest is 34,086 : : Positions : : 14,626 32,726 17,752 0 0 0 0 0 0 310 0 : : : : Changes from: August 8, 2017 : : 1,578 5,089 3,511 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.9 96.0 52.1 0.0 0.0 0.0 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 185,001 : : Positions : : 99,729 127,484 64,806 41,270 3,625 0 4,486 245 10,991 0 0 : : : : Changes from: August 8, 2017 : : 1,163 -140 -1,676 -36 420 0 103 25 0 -425 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 68.9 35.0 22.3 2.0 0.0 2.4 0.1 5.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 21 4 5 7 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 102,596 : : Positions : : 84,574 71,194 11,630 24,577 807 0 0 0 1,037 0 0 : : : : Changes from: August 8, 2017 : : 4,451 2,406 859 971 -153 0 0 0 -218 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 69.4 11.3 24.0 0.8 0.0 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 16 . 5 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 80,987 : : Positions : : 40,452 65,763 32,957 11,234 636 750 0 0 0 0 0 : : : : Changes from: August 8, 2017 : : -480 -1,620 302 680 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 81.2 40.7 13.9 0.8 0.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 12 7 . 4 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 74,729 : : Positions : : 47,010 48,292 13,309 14,791 6,466 0 0 0 2,106 477 341 : : : : Changes from: August 8, 2017 : : 1,343 -489 18 -12 -266 0 0 0 -2,705 1 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 64.6 17.8 19.8 8.7 0.0 0.0 0.0 2.8 0.6 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 17 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 26,354 : : Positions : : 22,661 25,646 248 248 0 0 0 0 2,000 0 0 : : : : Changes from: August 8, 2017 : : 101 496 0 0 0 0 0 0 698 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 97.3 0.9 0.9 0.0 0.0 0.0 0.0 7.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 15 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 115,783 : : Positions : : 92,129 14,158 9,069 88,218 4,923 0 0 0 0 0 0 : : : : Changes from: August 8, 2017 : : 214 0 667 242 -31 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 12.2 7.8 76.2 4.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 7 . 7 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 73,453 : : Positions : : 28,332 50,101 24,558 7,610 11,978 0 0 0 0 0 0 : : : : Changes from: August 8, 2017 : : 2,255 370 -1,551 0 122 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.6 68.2 33.4 10.4 16.3 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 15, 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 1,346,593 : : Positions : : 131,521 180,204 158,539 94,645 155,786 261,857 177,663 268,187 97,028 215,928 210,072 : : : : Changes from: August 8, 2017 : : -3,987 5,300 -15,315 6,820 6,123 1,356 -43,268 6,901 2,806 7,768 2,400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.8 13.4 11.8 7.0 11.6 19.4 13.2 19.9 7.2 16.0 15.6 : : : : Number of Traders in Each Category Total Traders: 347 : : 44 39 23 13 26 61 62 84 75 49 89 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 525,731 : : Positions : : 93,354 121,169 28,408 61,576 155,934 64,026 2,480 52,166 16,388 21,910 107,393 : : : : Changes from: August 8, 2017 : : -698 -900 394 -3,537 -1,835 -2,341 -461 2,237 3,630 5,237 1,821 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.8 23.0 5.4 11.7 29.7 12.2 0.5 9.9 3.1 4.2 20.4 : : : : Number of Traders in Each Category Total Traders: 138 : : 35 34 7 16 22 24 8 24 24 23 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 383,978 : : Positions : : 90,863 65,989 6,424 90,417 34,153 11,334 8,556 11,989 194,670 142,659 20,877 : : : : Changes from: August 8, 2017 : : -3,150 -2,447 3 -424 50 238 -100 993 7,049 6,380 -942 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.7 17.2 1.7 23.5 8.9 3.0 2.2 3.1 50.7 37.2 5.4 : : : : Number of Traders in Each Category Total Traders: 76 : : 24 26 . 11 14 5 . 6 16 11 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 123,186 : : Positions : : 34,457 17,809 29,859 26,022 15,914 4,852 24,060 7,160 10,056 12,095 12,651 : : : : Changes from: August 8, 2017 : : 1,415 1,967 -452 720 -442 0 394 196 125 -1,549 2,179 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.0 14.5 24.2 21.1 12.9 3.9 19.5 5.8 8.2 9.8 10.3 : : : : Number of Traders in Each Category Total Traders: 52 : : 13 12 8 6 13 . 5 4 10 7 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 56,952 : : Positions : : 10,097 5,739 108 0 184 939 9,276 23,542 4,531 605 17,497 : : : : Changes from: August 8, 2017 : : -442 -264 -22 0 -10 -740 -375 137 439 -82 153 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.7 10.1 0.2 0.0 0.3 1.6 16.3 41.3 8.0 1.1 30.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 8 9 . 0 . . 5 8 5 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 212,144 : : Positions : : 34,208 32,673 5,635 1,990 99,394 1,110 3,174 12,050 1,596 5,035 57,440 : : : : Changes from: August 8, 2017 : : 1,837 2,412 -987 717 6,116 142 -121 -598 -526 -2,298 5,702 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.1 15.4 2.7 0.9 46.9 0.5 1.5 5.7 0.8 2.4 27.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 5 4 4 5 9 5 . 7 6 9 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 1,259,861 : : Positions : : 287,344 183,749 92,120 826,635 121,537 145,709 30,064 52,956 512,072 10,204 20,352 : : : : Changes from: August 8, 2017 : : 2,416 454 -390 6,373 -464 87 -11,140 -31 -6,364 -22 209 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.8 14.6 7.3 65.6 9.6 11.6 2.4 4.2 40.6 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 15, 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 239,330 : : Positions : : 46,719 32,050 131,539 105,379 21,280 4,696 13,696 11,392 2,149 36,369 14,944 : : : : Changes from: August 8, 2017 : : 2,669 1,195 -1,054 -559 847 -686 350 -60 654 821 576 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.5 13.4 55.0 44.0 8.9 2.0 5.7 4.8 0.9 15.2 6.2 : : : : Number of Traders in Each Category Total Traders: 62 : : 15 16 15 4 13 7 . 6 6 12 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 2,270 : : Positions : : 1,191 1,363 0 209 0 0 0 0 218 115 244 : : : : Changes from: August 8, 2017 : : 130 101 0 45 -28 0 0 0 24 27 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 60.0 0.0 9.2 0.0 0.0 0.0 0.0 9.6 5.1 10.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 17 0 . 0 0 0 0 . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665G Open Interest is 21,502 : : Positions : : 19,161 8,219 465 10,180 930 0 0 0 720 1,934 60 : : : : Changes from: August 8, 2017 : : 702 7 0 570 0 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 38.2 2.2 47.3 4.3 0.0 0.0 0.0 3.3 9.0 0.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 17 18 . 8 . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 107,435 : : Positions : : 78,093 88,456 10,080 8,665 5,759 6,162 99 462 3,220 1,299 2,258 : : : : Changes from: August 8, 2017 : : 836 1,162 83 211 -82 70 -13 13 284 -28 -211 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 82.3 9.4 8.1 5.4 5.7 0.1 0.4 3.0 1.2 2.1 : : : : Number of Traders in Each Category Total Traders: 106 : : 52 49 6 8 7 4 . . 15 11 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 73,116 : : Positions : : 41,393 55,783 9,764 6,191 7,382 2,101 0 1,066 11,140 1,756 150 : : : : Changes from: August 8, 2017 : : 115 225 -30 0 30 80 0 0 0 -55 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 76.3 13.4 8.5 10.1 2.9 0.0 1.5 15.2 2.4 0.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 20 27 4 5 4 . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 40,243 : : Positions : : 35,298 28,284 0 6,497 936 425 0 0 1,775 2,507 1,362 : : : : Changes from: August 8, 2017 : : 761 470 0 253 -77 15 0 0 27 180 -230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 70.3 0.0 16.1 2.3 1.1 0.0 0.0 4.4 6.2 3.4 : : : : Number of Traders in Each Category Total Traders: 64 : : 28 34 0 8 6 . 0 0 10 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 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 8,852 : : Positions : : 5,682 4,358 1,805 3,567 110 0 0 0 855 55 214 : : : : Changes from: August 8, 2017 : : 91 -40 0 486 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 49.2 20.4 40.3 1.2 0.0 0.0 0.0 9.7 0.6 2.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 16 . 7 . 0 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665T Open Interest is 16,743 : : Positions : : 13,146 8,159 1,138 5,606 318 0 0 0 888 1,438 725 : : : : Changes from: August 8, 2017 : : 486 294 105 147 98 0 0 0 25 214 -49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 48.7 6.8 33.5 1.9 0.0 0.0 0.0 5.3 8.6 4.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 14 4 4 . 0 0 0 . 6 . : ----------------------------------------------------------------------------------------------------------------
Updated August 18, 2017