Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 5,262,986 : : Positions : :2,876,895 1,331,625 399,898 3,010,847 243,270 577,045 15,912 243,511 497,316 16,635 389,454 : : : : Changes from: September 12, 2017 : : 64,464 -5,316 -41,527 68,772 10,494 -66,966 1,672 3,580 107,020 -3,852 -76,556 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 25.3 7.6 57.2 4.6 11.0 0.3 4.6 9.4 0.3 7.4 : : : : Number of Traders in Each Category Total Traders: 229 : : 111 98 7 19 19 19 4 16 49 11 45 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 1,533,105 : : Positions : : 158,027 171,636 25,356 71,542 487,722 81,123 2,148 422,284 1,829 23,849 352,836 : : : : Changes from: September 12, 2017 : : 10,285 9,041 -3,144 9,296 15,628 22,873 116 10,873 -1,120 10,720 25,543 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.3 11.2 1.7 4.7 31.8 5.3 0.1 27.5 0.1 1.6 23.0 : : : : Number of Traders in Each Category Total Traders: 89 : : 37 36 7 11 17 7 . 9 10 11 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 226,257 : : Positions : : 117,268 191,161 71,609 11,952 8,608 6,261 5,856 2,114 1,472 1,572 1,287 : : : : Changes from: September 12, 2017 : : 221 3,745 432 751 -268 0 0 0 1,472 -1,226 1,039 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 84.5 31.6 5.3 3.8 2.8 2.6 0.9 0.7 0.7 0.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 24 6 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 97,288 : : Positions : : 86,496 64,807 52 22,649 5,380 0 0 0 305 0 767 : : : : Changes from: September 12, 2017 : : 500 -2,296 -165 452 926 0 0 0 -1,789 0 739 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 66.6 0.1 23.3 5.5 0.0 0.0 0.0 0.3 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 25 . 5 5 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 257,950 : : Positions : : 200,107 98,212 25,240 128,189 19,461 197 0 2,521 0 1,033 403 : : : : Changes from: September 12, 2017 : : 3,446 -706 -905 260 60 -537 0 117 -953 1,033 403 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 38.1 9.8 49.7 7.5 0.1 0.0 1.0 0.0 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 19 5 6 6 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 907,672 : : Positions : : 797,639 112,406 31,426 706,167 59,413 0 1,085 1,730 287 16,587 5,456 : : : : Changes from: September 12, 2017 : : -3,250 -17,715 -1,425 15,858 886 0 6 90 287 -976 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 12.4 3.5 77.8 6.5 0.0 0.1 0.2 0.0 1.8 0.6 : : : : Number of Traders in Each Category Total Traders: 56 : : 39 20 4 9 11 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 392,394 : : Positions : : 314,865 268,204 26,407 85,283 30,946 0 160 834 5,317 0 0 : : : : Changes from: September 12, 2017 : : 1,816 -8,157 -52 9,466 -1,990 -725 160 -14 341 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 68.4 6.7 21.7 7.9 0.0 0.0 0.2 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 62 : : 30 33 5 9 7 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 378,091 : : Positions : : 313,501 258,936 31,253 96,048 16,650 0 0 0 226 248 636 : : : : Changes from: September 12, 2017 : : -2,318 -8,204 -434 6,444 305 0 0 0 86 248 -53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 68.5 8.3 25.4 4.4 0.0 0.0 0.0 0.1 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 31 28 5 7 11 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 225,678 : : Positions : : 193,559 106,559 17,483 101,752 4,181 1,337 0 1,024 0 2,273 408 : : : : Changes from: September 12, 2017 : : 3,180 1,077 62 -47 298 -2,374 0 838 0 -116 294 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 47.2 7.7 45.1 1.9 0.6 0.0 0.5 0.0 1.0 0.2 : : : : Number of Traders in Each Category Total Traders: 47 : : 25 21 . 8 8 . 0 . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 71,902 : : Positions : : 55,291 59,656 10,233 2,450 762 0 590 0 0 479 979 : : : : Changes from: September 12, 2017 : : 2,055 2,252 608 0 -31 0 0 0 -732 479 -202 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 83.0 14.2 3.4 1.1 0.0 0.8 0.0 0.0 0.7 1.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 18 5 . 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 18,562 : : Positions : : 14,378 14,853 1,812 3,379 0 0 0 0 0 0 0 : : : : Changes from: September 12, 2017 : : 1,116 1,963 0 341 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 80.0 9.8 18.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 12 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 118,860 : : Positions : : 87,777 31,367 15,293 77,968 4,429 2,361 0 917 0 548 0 : : : : Changes from: September 12, 2017 : : 2,262 1,716 0 1,045 0 471 0 93 0 540 -333 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 26.4 12.9 65.6 3.7 2.0 0.0 0.8 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 9 . 4 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 162,871 : : Positions : : 124,679 69,822 20,651 82,455 7,780 1,108 0 0 0 0 0 : : : : Changes from: September 12, 2017 : : 5,117 2,590 0 2,320 90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 42.9 12.7 50.6 4.8 0.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 15 5 7 7 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 89,599 : : Positions : : 85,943 71,618 23 13,276 402 0 0 0 0 0 0 : : : : Changes from: September 12, 2017 : : 3,322 3,536 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.9 79.9 0.0 14.8 0.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 13,235 : : Positions : : 12,005 11,547 0 1,170 0 0 0 0 780 0 0 : : : : Changes from: September 12, 2017 : : 1,083 1,079 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 87.2 0.0 8.8 0.0 0.0 0.0 0.0 5.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 560,804 : : Positions : : 414,187 197,973 39,931 306,845 34,097 14,076 4,660 1,639 45,421 3,014 1,539 : : : : Changes from: September 12, 2017 : : -2,315 5,356 -842 -1,103 539 5,739 -311 -51 125 162 207 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 35.3 7.1 54.7 6.1 2.5 0.8 0.3 8.1 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 72 : : 43 38 . 11 9 5 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 122,260 : : Positions : : 79,861 68,315 18,464 18,551 16,928 3,927 3,521 395 310 1,542 300 : : : : Changes from: September 12, 2017 : : 510 -668 1,346 -1,315 -797 0 686 -727 213 759 -182 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 55.9 15.1 15.2 13.8 3.2 2.9 0.3 0.3 1.3 0.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 13 4 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 18,537 : : Positions : : 14,858 16,767 302 480 0 0 0 0 370 292 248 : : : : Changes from: September 12, 2017 : : 3,254 3,688 -186 0 0 0 0 0 370 -248 248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 90.5 1.6 2.6 0.0 0.0 0.0 0.0 2.0 1.6 1.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 12 . . 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 71,592 : : Positions : : 38,760 48,149 27,038 14,493 3,857 0 0 0 0 1,511 0 : : : : Changes from: September 12, 2017 : : 1,424 1,996 0 -738 310 0 0 0 0 1,511 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 67.3 37.8 20.2 5.4 0.0 0.0 0.0 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 8 10 6 4 6 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 89,273 : : Positions : : 78,722 67,380 1,052 12,565 6,224 2,480 0 0 0 0 0 : : : : Changes from: September 12, 2017 : : 2,746 4,765 -240 -777 1,240 2,480 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 75.5 1.2 14.1 7.0 2.8 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 8 . 5 4 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 112,572 : : Positions : : 68,211 97,823 7,540 11,681 757 32,959 0 31 2,594 1,530 0 : : : : Changes from: September 12, 2017 : : 403 3,932 1,240 310 0 2,449 0 31 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 86.9 6.7 10.4 0.7 29.3 0.0 0.0 2.3 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 64 : : 17 37 . 4 . 5 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 143,826 : : Positions : : 141,848 140,119 1,311 0 0 0 0 0 0 248 0 : : : : Changes from: September 12, 2017 : : 3,627 4,060 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.6 97.4 0.9 0.0 0.0 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 19 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 247,118 : : Positions : : 186,100 178,640 33,512 38,885 20,137 0 137 1,499 0 0 0 : : : : Changes from: September 12, 2017 : : 5,596 29 -975 3,883 -612 0 -539 148 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 72.3 13.6 15.7 8.1 0.0 0.1 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 33 32 . 4 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 68,064 : : Positions : : 42,986 44,566 12,375 8,211 6,352 0 3,810 592 0 0 0 : : : : Changes from: September 12, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 65.5 18.2 12.1 9.3 0.0 5.6 0.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 14 4 . 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 108,610 : : Positions : : 92,422 86,515 4,239 11,819 6,734 130 0 2,295 0 0 0 : : : : Changes from: September 12, 2017 : : 2,380 3,245 0 -62 0 130 -440 421 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 79.7 3.9 10.9 6.2 0.1 0.0 2.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 17 . 4 5 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 135,209 : : Positions : : 92,764 122,745 20,785 1,707 4,562 2,523 0 252 8,382 0 0 : : : : Changes from: September 12, 2017 : : 3,218 3,286 233 -459 824 1,340 0 -161 549 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 90.8 15.4 1.3 3.4 1.9 0.0 0.2 6.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 12 4 . 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 114,372 : : Positions : : 74,976 106,055 28,418 4,557 2,145 0 0 0 368 0 0 : : : : Changes from: September 12, 2017 : : -8,776 -9,742 -2,704 923 963 0 0 0 151 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 92.7 24.8 4.0 1.9 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 13 5 . 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 131,860 : : Positions : : 108,911 94,840 611 21,407 12,302 0 0 0 869 217 0 : : : : Changes from: September 12, 2017 : : 759 1,382 -396 -1,284 31 0 0 0 869 217 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 71.9 0.5 16.2 9.3 0.0 0.0 0.0 0.7 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 149,772 : : Positions : : 100,600 95,281 12,916 19,966 17,906 0 511 8,189 620 496 0 : : : : Changes from: September 12, 2017 : : 488 -644 -1,247 323 1,311 0 152 -152 124 496 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 63.6 8.6 13.3 12.0 0.0 0.3 5.5 0.4 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 21 5 4 6 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 17,753 : : Positions : : 12,739 17,151 2,721 0 30 360 0 0 390 0 0 : : : : Changes from: September 12, 2017 : : 2,325 2,418 31 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 96.6 15.3 0.0 0.2 2.0 0.0 0.0 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 30,530 : : Positions : : 11,675 29,356 16,949 360 0 0 0 0 0 0 0 : : : : Changes from: September 12, 2017 : : 558 558 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 96.2 55.5 1.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 186,875 : : Positions : : 103,985 123,661 59,985 43,386 5,453 0 2,542 465 10,272 390 169 : : : : Changes from: September 12, 2017 : : 972 -2,061 977 1,741 -66 0 -264 118 -354 165 -129 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 66.2 32.1 23.2 2.9 0.0 1.4 0.2 5.5 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 22 4 5 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 107,897 : : Positions : : 90,214 75,353 11,262 24,915 1,824 0 0 0 852 0 248 : : : : Changes from: September 12, 2017 : : 5,198 3,051 331 2,119 642 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 69.8 10.4 23.1 1.7 0.0 0.0 0.0 0.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 18 . 6 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 97,818 : : Positions : : 51,429 80,309 37,196 13,306 636 248 0 0 0 0 0 : : : : Changes from: September 12, 2017 : : 8,253 9,762 2,140 1,359 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 82.1 38.0 13.6 0.7 0.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 13 7 . 4 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 74,243 : : Positions : : 45,075 46,597 12,728 15,642 6,503 0 0 0 3,112 0 428 : : : : Changes from: September 12, 2017 : : -430 1,036 -151 -122 0 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 62.8 17.1 21.1 8.8 0.0 0.0 0.0 4.2 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 16 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 25,834 : : Positions : : 25,560 24,004 0 1,216 0 0 0 0 0 128 120 : : : : Changes from: September 12, 2017 : : 6,280 5,434 0 310 0 0 0 0 -526 128 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.9 92.9 0.0 4.7 0.0 0.0 0.0 0.0 0.0 0.5 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 20 0 . 0 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV 2500 MM Btus : CFTC Code #0233DR Open Interest is 130,497 : : Positions : : 103,212 16,766 10,028 100,143 8,101 0 0 0 0 0 0 : : : : Changes from: September 12, 2017 : : 4,134 1,144 117 2,178 1,403 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 12.8 7.7 76.7 6.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 23 7 . 9 7 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 70,760 : : Positions : : 31,747 42,795 16,073 12,999 12,074 0 0 0 0 0 0 : : : : Changes from: September 12, 2017 : : 598 -3,358 -684 3,574 -102 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 60.5 22.7 18.4 17.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 1,343,550 : : Positions : : 127,273 179,587 150,852 101,913 137,011 276,295 139,752 316,147 95,360 257,489 173,688 : : : : Changes from: September 12, 2017 : : 7,223 8,059 -24,465 5,872 12,266 17,290 -32,837 8,403 -6,788 15,244 -8,931 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.5 13.4 11.2 7.6 10.2 20.6 10.4 23.5 7.1 19.2 12.9 : : : : Number of Traders in Each Category Total Traders: 346 : : 45 39 23 13 27 78 47 84 62 59 86 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 543,934 : : Positions : : 92,615 116,652 35,224 70,801 150,372 83,059 12,234 52,714 13,470 27,630 109,985 : : : : Changes from: September 12, 2017 : : 6,287 7,482 4,211 1,738 2,718 11,032 6,143 6,630 -865 2,732 12,671 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.0 21.4 6.5 13.0 27.6 15.3 2.2 9.7 2.5 5.1 20.2 : : : : Number of Traders in Each Category Total Traders: 142 : : 35 33 4 18 21 24 9 28 22 28 38 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A55 Open Interest is 397,688 : : Positions : : 80,334 57,086 5,479 87,322 38,077 15,304 8,742 9,849 215,014 167,462 19,799 : : : : Changes from: September 12, 2017 : : 2,167 3,251 -491 -2,016 692 2,983 1,457 -1,374 2,484 4,044 -1,278 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.2 14.4 1.4 22.0 9.6 3.8 2.2 2.5 54.1 42.1 5.0 : : : : Number of Traders in Each Category Total Traders: 81 : : 23 25 . 11 14 5 4 5 17 13 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 123,272 : : Positions : : 32,511 16,253 27,421 22,954 19,641 2,179 28,309 8,040 14,393 10,348 10,988 : : : : Changes from: September 12, 2017 : : 2,130 -2,001 -2,690 -1,457 3,234 1,044 1,655 1,736 -1,629 -509 2,114 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.4 13.2 22.2 18.6 15.9 1.8 23.0 6.5 11.7 8.4 8.9 : : : : Number of Traders in Each Category Total Traders: 54 : : 11 12 8 6 13 . 8 7 12 5 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 55,753 : : Positions : : 7,198 4,705 115 47 109 928 8,309 23,806 6,917 1,181 16,582 : : : : Changes from: September 12, 2017 : : -2,341 -857 67 -29 8 7 -1,674 1,164 941 343 127 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.9 8.4 0.2 0.1 0.2 1.7 14.9 42.7 12.4 2.1 29.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 8 9 . . . . 7 8 5 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 NAT GAS FINL-10000 - NASDAQ FUTURES (Contracts of 10,000 MMBTU'S) : CFTC Code #023P01 Open Interest is 45,007 : : Positions : : 2,659 2,945 9,302 2,459 16,277 0 2,399 3,212 1,424 5,837 11,523 : : : : Changes from: September 12, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.9 6.5 20.7 5.5 36.2 0.0 5.3 7.1 3.2 13.0 25.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 4 4 5 . 6 0 . . 4 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 241,773 : : Positions : : 42,631 43,710 5,913 11,751 111,648 2,398 3,344 12,286 10,530 2,996 55,610 : : : : Changes from: September 12, 2017 : : 7,075 6,912 765 4,538 8,008 680 -94 2,374 3,617 824 4,991 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.6 18.1 2.4 4.9 46.2 1.0 1.4 5.1 4.4 1.2 23.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 4 4 5 4 9 4 . 7 5 10 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 1,238,554 : : Positions : : 288,223 178,313 93,521 824,973 134,152 175,975 2,442 52,246 441,066 6,228 24,994 : : : : Changes from: September 12, 2017 : : 6,700 4,665 -369 10,477 8,489 23,754 1,568 -5,220 -14,134 1 1,795 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.3 14.4 7.6 66.6 10.8 14.2 0.2 4.2 35.6 0.5 2.0 : : : : Number of Traders in Each Category Total Traders: 80 : : 29 26 4 15 13 7 . 6 13 4 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 236,432 : : Positions : : 48,169 34,773 123,951 93,621 18,967 4,216 26,896 11,473 3,436 26,397 20,405 : : : : Changes from: September 12, 2017 : : 2,431 -667 -2,117 -909 -332 22 7,124 -176 558 -4,504 1,489 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.4 14.7 52.4 39.6 8.0 1.8 11.4 4.9 1.5 11.2 8.6 : : : : Number of Traders in Each Category Total Traders: 60 : : 15 15 14 5 13 . 6 6 6 10 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 2,771 : : Positions : : 1,025 1,706 88 0 189 0 0 0 573 189 273 : : : : Changes from: September 12, 2017 : : 90 245 16 0 -13 0 0 0 75 0 32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.0 61.6 3.2 0.0 6.8 0.0 0.0 0.0 20.7 6.8 9.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 19 . 0 . 0 0 0 6 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665G Open Interest is 19,971 : : Positions : : 18,377 8,130 830 9,399 165 0 0 0 398 2,023 45 : : : : Changes from: September 12, 2017 : : 1,238 768 0 405 0 0 0 0 0 65 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 40.7 4.2 47.1 0.8 0.0 0.0 0.0 2.0 10.1 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 16 . 8 . 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 104,997 : : Positions : : 74,640 83,220 9,652 9,048 6,127 4,767 238 1,201 4,742 1,831 2,967 : : : : Changes from: September 12, 2017 : : 1,700 1,841 658 -134 -514 -908 20 648 321 -35 519 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 79.3 9.2 8.6 5.8 4.5 0.2 1.1 4.5 1.7 2.8 : : : : Number of Traders in Each Category Total Traders: 114 : : 53 52 6 7 9 4 . 4 19 11 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 74,172 : : Positions : : 42,064 57,352 9,855 5,764 7,524 2,066 0 1,055 10,960 1,501 420 : : : : Changes from: September 12, 2017 : : -287 -62 45 0 0 45 0 0 15 0 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 77.3 13.3 7.8 10.1 2.8 0.0 1.4 14.8 2.0 0.6 : : : : Number of Traders in Each Category Total Traders: 48 : : 22 26 4 5 4 . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 40,167 : : Positions : : 34,554 28,256 29 6,045 1,348 675 0 0 2,212 3,279 821 : : : : Changes from: September 12, 2017 : : 217 423 0 -293 233 145 0 0 257 429 -91 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 70.3 0.1 15.0 3.4 1.7 0.0 0.0 5.5 8.2 2.0 : : : : Number of Traders in Each Category Total Traders: 73 : : 33 37 . 7 7 . 0 0 9 9 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 9,812 : : Positions : : 7,242 4,874 1,499 3,797 110 0 0 0 491 174 244 : : : : Changes from: September 12, 2017 : : 383 241 0 117 0 0 0 0 -94 -60 38 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 49.7 15.3 38.7 1.1 0.0 0.0 0.0 5.0 1.8 2.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 18 . 7 . 0 0 0 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 17,757 : : Positions : : 14,070 8,795 1,351 5,602 188 0 3 35 919 2,216 661 : : : : Changes from: September 12, 2017 : : 1,335 712 10 110 0 0 0 -13 -5 620 -19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 49.5 7.6 31.5 1.1 0.0 0.0 0.2 5.2 12.5 3.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 16 4 4 . 0 . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 BALMO - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665W Open Interest is 1,200 : : Positions : : 730 783 405 100 0 0 0 0 25 292 15 : : : : Changes from: September 12, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 65.3 33.8 8.3 0.0 0.0 0.0 0.0 2.1 24.3 1.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 10 . . 0 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated September 22, 2017