Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 5,587,840 : : Positions : :2,972,244 1,338,021 402,887 3,015,316 338,864 648,191 10,436 260,525 363,863 47,909 538,731 : : : : Changes from: August 22, 2017 : : 10,116 30,335 -3,172 14,642 789 51,895 103 -14,865 5,825 14,764 10,754 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 23.9 7.2 54.0 6.1 11.6 0.2 4.7 6.5 0.9 9.6 : : : : Number of Traders in Each Category Total Traders: 235 : : 113 96 7 19 20 21 . 16 38 27 46 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 1,398,635 : : Positions : : 139,625 150,688 28,338 62,089 468,272 56,972 2,580 402,315 2,514 14,816 296,845 : : : : Changes from: August 22, 2017 : : -30,960 -35,048 -5,000 -30,967 -43,262 -5,816 775 -54,114 -16,395 7,404 -48,239 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.0 10.8 2.0 4.4 33.5 4.1 0.2 28.8 0.2 1.1 21.2 : : : : Number of Traders in Each Category Total Traders: 80 : : 34 32 8 9 17 6 4 9 5 12 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 222,962 : : Positions : : 111,402 190,895 71,247 10,022 9,443 6,804 6,285 1,805 2,626 0 560 : : : : Changes from: August 22, 2017 : : 3,409 6,550 934 -520 701 -211 0 -792 1,224 0 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 85.6 32.0 4.5 4.2 3.1 2.8 0.8 1.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 25 6 . 7 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 102,192 : : Positions : : 91,354 69,777 0 24,928 3,803 0 0 0 3,675 0 60 : : : : Changes from: August 22, 2017 : : 2,800 5,388 0 90 302 0 0 0 1,035 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 68.3 0.0 24.4 3.7 0.0 0.0 0.0 3.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 26 0 7 5 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 245,592 : : Positions : : 194,045 85,864 15,467 127,879 21,173 669 0 1,692 0 1,295 608 : : : : Changes from: August 22, 2017 : : 13,403 752 -1,575 11,139 1,386 669 -251 -25 -759 413 608 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 35.0 6.3 52.1 8.6 0.3 0.0 0.7 0.0 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 19 4 7 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 944,619 : : Positions : : 832,250 145,418 33,627 710,641 55,918 0 353 2,178 975 17,392 6,114 : : : : Changes from: August 22, 2017 : : -4,421 -4,721 -2,026 -104 -687 0 0 0 118 249 242 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 15.4 3.6 75.2 5.9 0.0 0.0 0.2 0.1 1.8 0.6 : : : : Number of Traders in Each Category Total Traders: 58 : : 40 22 4 9 11 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 404,314 : : Positions : : 321,652 283,010 28,374 82,038 31,366 0 0 0 5,486 0 0 : : : : Changes from: August 22, 2017 : : -3,712 -535 1,152 -49 -1,020 -119 0 -1,010 -330 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 70.0 7.0 20.3 7.8 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 28 34 5 9 7 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 407,456 : : Positions : : 343,197 287,891 28,165 93,320 18,562 0 525 519 689 0 1,004 : : : : Changes from: August 22, 2017 : : -1,721 -3,692 -57 388 172 0 525 519 195 0 270 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 70.7 6.9 22.9 4.6 0.0 0.1 0.1 0.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 56 : : 33 31 5 7 10 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 215,818 : : Positions : : 183,960 104,813 18,889 93,987 3,666 1,863 0 883 0 4,070 0 : : : : Changes from: August 22, 2017 : : 7,006 2,157 1,310 3,705 -123 572 0 -54 -39 2,922 -240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 48.6 8.8 43.5 1.7 0.9 0.0 0.4 0.0 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 27 22 . 8 8 . 0 . 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 80,755 : : Positions : : 60,483 66,700 11,218 2,750 1,459 379 503 917 0 1,301 1,350 : : : : Changes from: August 22, 2017 : : 1,285 869 0 0 0 -120 0 30 0 -49 -87 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 82.6 13.9 3.4 1.8 0.5 0.6 1.1 0.0 1.6 1.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 18 5 . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Q Open Interest is 25,403 : : Positions : : 21,752 20,361 1,812 4,154 0 0 0 0 1,013 0 0 : : : : Changes from: August 22, 2017 : : 2,135 1,800 0 90 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 80.2 7.1 16.4 0.0 0.0 0.0 0.0 4.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339U Open Interest is 122,408 : : Positions : : 92,181 32,699 16,226 79,072 4,490 1,555 0 921 0 884 0 : : : : Changes from: August 22, 2017 : : 9,067 -661 -66 8,396 0 -357 0 152 0 552 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 26.7 13.3 64.6 3.7 1.3 0.0 0.8 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 11 . 4 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 163,812 : : Positions : : 125,483 70,097 22,679 83,250 7,909 885 0 0 0 0 0 : : : : Changes from: August 22, 2017 : : 1,904 536 -884 1,115 1,070 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 42.8 13.8 50.8 4.8 0.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 16 5 7 7 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 83,721 : : Positions : : 80,083 63,984 0 15,509 635 0 0 0 0 0 0 : : : : Changes from: August 22, 2017 : : 1,500 -359 0 -120 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.7 76.4 0.0 18.5 0.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 13 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A2 Open Interest is 20,129 : : Positions : : 15,762 18,503 620 1,170 0 2,077 0 0 967 0 30 : : : : Changes from: August 22, 2017 : : 2,583 2,162 0 1,170 0 0 0 0 750 0 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 91.9 3.1 5.8 0.0 10.3 0.0 0.0 4.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 17 . . 0 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 576,117 : : Positions : : 437,825 196,520 44,169 328,218 31,517 5,000 5,756 1,437 45,269 2,826 1,055 : : : : Changes from: August 22, 2017 : : 3,762 11,230 3,743 -2,304 -4,099 -756 -62 -150 1,309 109 148 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 34.1 7.7 57.0 5.5 0.9 1.0 0.2 7.9 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 73 : : 41 40 . 12 9 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 124,299 : : Positions : : 81,312 67,951 15,195 23,182 18,310 4,047 1,241 1,834 0 2,238 953 : : : : Changes from: August 22, 2017 : : 3,306 -969 -206 584 570 0 488 359 0 1,255 275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 54.7 12.2 18.7 14.7 3.3 1.0 1.5 0.0 1.8 0.8 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 15 4 . 6 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A6 Open Interest is 18,648 : : Positions : : 14,467 16,005 2,624 1,189 0 0 0 0 0 540 0 : : : : Changes from: August 22, 2017 : : 630 331 0 120 0 0 0 0 0 540 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 85.8 14.1 6.4 0.0 0.0 0.0 0.0 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 75,032 : : Positions : : 40,204 50,044 28,908 16,160 3,770 0 0 0 0 2,114 0 : : : : Changes from: August 22, 2017 : : 632 1,146 734 0 122 0 0 0 0 1,472 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 66.7 38.5 21.5 5.0 0.0 0.0 0.0 0.0 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 12 6 4 6 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 146,640 : : Positions : : 102,490 119,793 3,018 15,229 8,126 30,510 0 0 1,740 1,380 0 : : : : Changes from: August 22, 2017 : : 20,316 49,758 106 1,317 1,942 30,030 -600 0 540 1,140 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 81.7 2.1 10.4 5.5 20.8 0.0 0.0 1.2 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 64 : : 16 36 . 6 6 5 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 168,298 : : Positions : : 105,024 143,221 9,689 14,760 964 45,759 589 2,480 2,501 4,139 930 : : : : Changes from: August 22, 2017 : : 20,742 50,594 810 690 840 27,640 -3,080 2,480 540 1,233 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 85.1 5.8 8.8 0.6 27.2 0.3 1.5 1.5 2.5 0.6 : : : : Number of Traders in Each Category Total Traders: 76 : : 24 46 . 5 . 6 . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AM Open Interest is 154,244 : : Positions : : 151,303 151,352 1,931 0 62 0 0 0 0 0 0 : : : : Changes from: August 22, 2017 : : 1,530 1,350 424 0 62 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.1 98.1 1.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 27 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 252,704 : : Positions : : 188,072 183,934 34,798 36,534 21,555 0 190 1,331 0 0 0 : : : : Changes from: August 22, 2017 : : -609 -2,663 2,066 4,822 -1,128 -118 190 49 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 72.8 13.8 14.5 8.5 0.0 0.1 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 32 31 . 4 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233AW Open Interest is 15,755 : : Positions : : 12,385 12,140 616 0 0 0 0 0 341 1,503 0 : : : : Changes from: August 22, 2017 : : 266 455 -30 0 0 0 0 0 0 93 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 77.1 3.9 0.0 0.0 0.0 0.0 0.0 2.2 9.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 13 . 0 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AY Open Interest is 68,322 : : Positions : : 45,501 46,746 5,432 8,263 6,107 0 1,368 823 0 305 135 : : : : Changes from: August 22, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 68.4 8.0 12.1 8.9 0.0 2.0 1.2 0.0 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 14 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233B1 Open Interest is 117,308 : : Positions : : 100,924 92,458 4,240 11,279 7,754 0 542 2,020 0 1,630 0 : : : : Changes from: August 22, 2017 : : 4,255 3,632 0 62 -31 0 -330 146 0 1,200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 78.8 3.6 9.6 6.6 0.0 0.5 1.7 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 20 . 4 5 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BB Open Interest is 136,355 : : Positions : : 93,805 124,543 21,107 2,406 3,994 228 0 1,036 8,585 0 0 : : : : Changes from: August 22, 2017 : : 689 2,468 -369 -151 328 -484 0 0 1,088 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 91.3 15.5 1.8 2.9 0.2 0.0 0.8 6.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 14 . . 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BC Open Interest is 125,371 : : Positions : : 85,940 118,155 30,285 3,540 1,066 0 0 0 0 0 0 : : : : Changes from: August 22, 2017 : : 1,842 2,173 181 0 339 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 94.2 24.2 2.8 0.9 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 29, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BD Open Interest is 70,321 : : Positions : : 67,728 68,491 740 1,340 0 0 0 0 848 0 0 : : : : Changes from: August 22, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.3 97.4 1.1 1.9 0.0 0.0 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 12 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 120,934 : : Positions : : 100,169 86,508 0 16,545 13,634 0 0 0 780 598 30 : : : : Changes from: August 22, 2017 : : -232 1,645 0 -2,384 214 0 0 0 0 291 -66 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 71.5 0.0 13.7 11.3 0.0 0.0 0.0 0.6 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 16 0 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 160,480 : : Positions : : 110,938 97,998 12,172 23,165 21,316 0 635 8,305 0 4,220 180 : : : : Changes from: August 22, 2017 : : 6,695 8,821 978 -2,682 63 0 -728 154 0 2,576 -270 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 61.1 7.6 14.4 13.3 0.0 0.4 5.2 0.0 2.6 0.1 : : : : Number of Traders in Each Category Total Traders: 47 : : 28 22 4 6 7 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BW Open Interest is 22,031 : : Positions : : 14,266 20,370 3,681 226 453 360 0 0 1,506 0 0 : : : : Changes from: August 22, 2017 : : 570 2,190 1,156 226 -136 360 0 0 390 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 92.5 16.7 1.0 2.1 1.6 0.0 0.0 6.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 12 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233CG Open Interest is 41,318 : : Positions : : 20,723 39,152 18,046 0 360 0 0 0 0 310 0 : : : : Changes from: August 22, 2017 : : 3,871 3,184 -360 0 360 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 94.8 43.7 0.0 0.9 0.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 13 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 193,506 : : Positions : : 108,309 132,862 63,941 42,294 3,922 0 4,189 368 10,626 1,573 341 : : : : Changes from: August 22, 2017 : : 1,342 1,869 767 423 30 0 -110 368 0 476 124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 68.7 33.0 21.9 2.0 0.0 2.2 0.2 5.5 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 27 23 4 5 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 107,855 : : Positions : : 91,592 76,788 10,990 25,549 807 0 0 0 0 0 0 : : : : Changes from: August 22, 2017 : : 867 2,713 -428 93 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 71.2 10.2 23.7 0.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 18 . 6 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 84,030 : : Positions : : 43,464 68,236 32,837 11,804 636 750 0 0 0 0 0 : : : : Changes from: August 22, 2017 : : 1,324 1,386 -150 90 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 81.2 39.1 14.0 0.8 0.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 14 7 . 4 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CZ Open Interest is 79,219 : : Positions : : 50,887 52,221 13,240 16,225 6,591 0 0 0 2,933 0 428 : : : : Changes from: August 22, 2017 : : 1,231 865 0 856 0 0 0 0 328 0 -390 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 65.9 16.7 20.5 8.3 0.0 0.0 0.0 3.7 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 14 20 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233D4 Open Interest is 28,546 : : Positions : : 25,612 27,332 8 914 240 0 0 0 1,580 0 0 : : : : Changes from: August 22, 2017 : : 2,649 931 -240 666 240 0 0 0 -660 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 95.7 0.0 3.2 0.8 0.0 0.0 0.0 5.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 17 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 127,669 : : Positions : : 101,668 15,058 10,376 100,227 5,843 0 0 0 0 0 0 : : : : Changes from: August 22, 2017 : : 1,062 782 120 -30 93 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 11.8 8.1 78.5 4.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 7 . 9 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233DT Open Interest is 78,915 : : Positions : : 40,009 51,443 14,968 9,264 14,444 0 0 0 0 0 0 : : : : Changes from: August 22, 2017 : : 7,511 -2,472 -8,449 2,138 1,711 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 65.2 19.0 11.7 18.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 1,306,291 : : Positions : : 106,515 153,138 168,360 99,188 154,782 256,157 186,845 271,387 101,392 215,618 182,887 : : : : Changes from: August 22, 2017 : : -9,673 -4,001 9,067 -146 -814 -6,335 6,036 -6,935 7,513 -3,878 -18,813 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.2 11.7 12.9 7.6 11.8 19.6 14.3 20.8 7.8 16.5 14.0 : : : : Number of Traders in Each Category Total Traders: 338 : : 45 38 23 13 24 64 61 77 64 50 81 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 474,136 : : Positions : : 81,894 106,965 30,553 64,969 142,483 61,541 3,052 45,040 14,226 18,748 89,757 : : : : Changes from: August 22, 2017 : : -12,410 -14,472 2,362 4,257 -11,319 -1,925 683 -8,466 -2,761 -4,945 -23,640 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.3 22.6 6.4 13.7 30.1 13.0 0.6 9.5 3.0 4.0 18.9 : : : : Number of Traders in Each Category Total Traders: 130 : : 34 32 5 17 21 25 6 24 24 18 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 398,864 : : Positions : : 85,458 58,098 7,411 95,491 34,466 13,601 8,847 12,552 207,815 157,924 23,588 : : : : Changes from: August 22, 2017 : : 1,051 -2,245 -698 3,072 260 1,431 -799 264 4,762 7,357 1,058 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.4 14.6 1.9 23.9 8.6 3.4 2.2 3.1 52.1 39.6 5.9 : : : : Number of Traders in Each Category Total Traders: 87 : : 29 27 4 13 16 4 5 7 19 11 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A56 Open Interest is 111,741 : : Positions : : 31,083 15,635 28,600 24,418 14,842 1,130 25,548 6,411 13,424 9,828 8,179 : : : : Changes from: August 22, 2017 : : -3,985 -2,782 240 -543 -2,124 -3,722 598 -940 903 -3,703 -6,689 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.8 14.0 25.6 21.9 13.3 1.0 22.9 5.7 12.0 8.8 7.3 : : : : Number of Traders in Each Category Total Traders: 51 : : 11 12 8 6 13 . 8 5 10 5 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 55,657 : : Positions : : 9,835 5,611 102 0 163 602 9,389 23,209 5,223 704 16,461 : : : : Changes from: August 22, 2017 : : -196 44 -4 0 -6 -148 -15 -44 358 -21 -208 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.7 10.1 0.2 0.0 0.3 1.1 16.9 41.7 9.4 1.3 29.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 8 9 . 0 . . 6 8 5 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 199,289 : : Positions : : 30,492 29,920 5,349 6,501 97,110 1,255 2,965 9,455 3,280 1,291 51,673 : : : : Changes from: August 22, 2017 : : -5,327 -3,464 -142 3,482 -4,460 -188 -224 -2,683 1,054 -4,418 -5,333 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.3 15.0 2.7 3.3 48.7 0.6 1.5 4.7 1.6 0.6 25.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 4 4 5 4 9 5 . 6 6 9 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 1,269,968 : : Positions : : 288,549 187,353 92,078 832,434 122,393 145,841 30,472 52,956 520,484 7,739 20,787 : : : : Changes from: August 22, 2017 : : 516 348 -1,973 -840 426 0 728 0 1,077 -2,845 396 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.7 14.8 7.3 65.5 9.6 11.5 2.4 4.2 41.0 0.6 1.6 : : : : Number of Traders in Each Category Total Traders: 87 : : 32 27 4 15 13 7 . 5 16 5 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 221,199 : : Positions : : 44,806 34,974 125,200 93,180 19,607 3,868 17,554 5,541 3,117 33,293 13,111 : : : : Changes from: August 22, 2017 : : -4,687 -3,275 -7,520 -11,218 -3,031 -1,208 5,602 -7,595 1,104 -3,601 -4,259 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.3 15.8 56.6 42.1 8.9 1.7 7.9 2.5 1.4 15.1 5.9 : : : : Number of Traders in Each Category Total Traders: 60 : : 14 15 15 4 13 5 . 6 7 10 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 2,647 : : Positions : : 1,300 1,624 0 174 55 0 0 0 445 234 270 : : : : Changes from: August 22, 2017 : : -19 91 0 2 -4 0 0 0 168 66 -13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 61.4 0.0 6.6 2.1 0.0 0.0 0.0 16.8 8.8 10.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 18 0 . . 0 0 0 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 22,447 : : Positions : : 20,007 8,834 165 10,440 980 0 0 0 1,069 1,934 60 : : : : Changes from: August 22, 2017 : : 768 430 -250 155 0 0 0 0 87 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 39.4 0.7 46.5 4.4 0.0 0.0 0.0 4.8 8.6 0.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 18 19 . 8 . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 112,721 : : Positions : : 81,857 90,944 10,882 9,530 6,498 5,639 140 455 3,457 2,146 2,639 : : : : Changes from: August 22, 2017 : : 2,072 1,690 868 646 468 -208 -5 15 4 361 198 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 80.7 9.7 8.5 5.8 5.0 0.1 0.4 3.1 1.9 2.3 : : : : Number of Traders in Each Category Total Traders: 114 : : 56 51 6 8 9 5 . . 15 12 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 74,747 : : Positions : : 42,530 56,640 9,242 6,053 8,208 2,106 0 1,055 11,265 1,822 170 : : : : Changes from: August 22, 2017 : : 757 337 -135 249 195 -90 0 -11 90 76 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 75.8 12.4 8.1 11.0 2.8 0.0 1.4 15.1 2.4 0.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 21 27 4 5 5 . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 41,365 : : Positions : : 36,042 28,336 0 7,218 1,036 440 0 0 2,207 2,956 1,172 : : : : Changes from: August 22, 2017 : : 645 258 0 411 31 30 0 0 209 276 136 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 68.5 0.0 17.4 2.5 1.1 0.0 0.0 5.3 7.1 2.8 : : : : Number of Traders in Each Category Total Traders: 68 : : 29 36 0 8 7 . 0 0 11 8 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 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 9,061 : : Positions : : 5,846 4,547 1,805 3,597 110 0 0 0 910 55 244 : : : : Changes from: August 22, 2017 : : 94 124 0 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 50.2 19.9 39.7 1.2 0.0 0.0 0.0 10.0 0.6 2.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 18 . 7 . 0 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 29, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665T Open Interest is 17,220 : : Positions : : 13,569 8,353 1,168 5,731 318 7 0 41 888 1,617 693 : : : : Changes from: August 22, 2017 : : 430 201 0 100 0 0 0 0 0 119 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 48.5 6.8 33.3 1.8 0.0 0.0 0.2 5.2 9.4 4.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 14 4 4 . . 0 . . 6 . : ----------------------------------------------------------------------------------------------------------------
Updated September 1, 2017