Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 5,264,737 : : Positions : :2,812,431 1,336,941 441,425 2,942,075 232,776 644,011 14,240 239,931 390,296 20,487 466,010 : : : : Changes from: September 5, 2017 : : -14,414 41,410 8,279 40,943 -12,998 21,047 -9,298 16,166 56,176 -1,629 -33,286 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 25.4 8.4 55.9 4.4 12.2 0.3 4.6 7.4 0.4 8.9 : : : : Number of Traders in Each Category Total Traders: 225 : : 108 94 7 19 19 20 4 16 45 13 42 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 1,452,264 : : Positions : : 147,742 162,595 28,500 62,246 472,094 58,250 2,032 411,412 2,950 13,129 327,294 : : : : Changes from: September 5, 2017 : : 5,798 5,579 -1,625 1,704 1,120 5,560 -614 -914 191 3,085 11,774 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.2 11.2 2.0 4.3 32.5 4.0 0.1 28.3 0.2 0.9 22.5 : : : : Number of Traders in Each Category Total Traders: 85 : : 36 35 7 11 17 6 4 9 7 12 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 222,045 : : Positions : : 117,047 187,416 71,177 11,201 8,876 6,261 5,856 2,114 0 2,798 248 : : : : Changes from: September 5, 2017 : : 4,982 -4,970 -4,093 1,179 -118 61 -429 309 -1,359 2,356 -835 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 84.4 32.1 5.0 4.0 2.8 2.6 1.0 0.0 1.3 0.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 26 6 . 6 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 97,033 : : Positions : : 85,996 67,103 217 22,197 4,454 0 0 0 2,094 0 28 : : : : Changes from: September 5, 2017 : : -6,531 -3,434 217 -1,502 555 0 0 0 -804 0 28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 69.2 0.2 22.9 4.6 0.0 0.0 0.0 2.2 0.0 0.0 : : : : 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 12, 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 256,201 : : Positions : : 196,661 98,918 26,145 127,929 19,401 734 0 2,404 953 0 0 : : : : Changes from: September 5, 2017 : : -4,836 8,789 11,169 -2,596 -2,599 -26 0 743 953 -1,144 -488 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 38.6 10.2 49.9 7.6 0.3 0.0 0.9 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 19 5 7 6 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 912,219 : : Positions : : 800,889 130,121 32,851 690,309 58,527 0 1,079 1,640 0 17,563 5,156 : : : : Changes from: September 5, 2017 : : -2,255 -6,815 896 3,936 3,673 0 94 0 -473 976 -1,035 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 14.3 3.6 75.7 6.4 0.0 0.1 0.2 0.0 1.9 0.6 : : : : Number of Traders in Each Category Total Traders: 56 : : 38 20 4 9 11 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 393,541 : : Positions : : 313,049 276,361 26,459 75,817 32,936 725 0 848 4,976 0 0 : : : : Changes from: September 5, 2017 : : -11,633 -7,518 -741 -4,286 -164 510 0 -82 -510 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 70.2 6.7 19.3 8.4 0.2 0.0 0.2 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 30 34 5 9 7 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 379,791 : : Positions : : 315,819 267,140 31,687 89,604 16,345 0 0 0 140 0 689 : : : : Changes from: September 5, 2017 : : -22,276 -11,085 3,686 -3,025 -2,190 0 0 0 -857 0 211 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 70.3 8.3 23.6 4.3 0.0 0.0 0.0 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 51 : : 29 29 5 7 11 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 223,109 : : Positions : : 190,379 105,482 17,421 101,799 3,883 3,711 0 186 0 2,389 114 : : : : Changes from: September 5, 2017 : : -2,562 -3,914 832 5,143 -85 1,192 0 -633 0 -2,231 -72 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 47.3 7.8 45.6 1.7 1.7 0.0 0.1 0.0 1.1 0.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 19 . 8 8 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 70,809 : : Positions : : 53,236 57,404 9,625 2,450 793 0 590 0 732 0 1,181 : : : : Changes from: September 5, 2017 : : -6,660 -9,456 -1,534 -300 -480 -379 0 -917 210 0 -305 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 81.1 13.6 3.5 1.1 0.0 0.8 0.0 1.0 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 17 5 . 4 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 16,258 : : Positions : : 13,262 12,890 1,812 3,038 0 0 0 0 0 0 0 : : : : Changes from: September 5, 2017 : : -8,490 -6,510 0 -1,116 0 0 0 0 -1,013 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 79.3 11.1 18.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 11 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 115,985 : : Positions : : 85,515 29,651 15,293 76,923 4,429 1,890 0 824 0 8 333 : : : : Changes from: September 5, 2017 : : -7,148 -3,048 -149 -1,039 -61 335 0 -97 0 -574 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 25.6 13.2 66.3 3.8 1.6 0.0 0.7 0.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 10 . 4 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 156,909 : : Positions : : 119,562 67,232 20,651 80,135 7,690 1,108 0 0 0 0 0 : : : : Changes from: September 5, 2017 : : -5,091 -2,661 -1,714 -2,495 -96 223 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 42.8 13.2 51.1 4.9 0.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 15 5 7 7 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 86,063 : : Positions : : 82,621 68,082 23 13,276 402 0 0 0 0 0 0 : : : : Changes from: September 5, 2017 : : 2,888 4,280 23 -2,233 -233 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 79.1 0.0 15.4 0.5 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 12, 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 12,152 : : Positions : : 10,922 10,468 0 1,170 0 0 0 0 780 0 0 : : : : Changes from: September 5, 2017 : : -5,050 -4,930 -372 0 0 -2,077 0 0 -127 0 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 86.1 0.0 9.6 0.0 0.0 0.0 0.0 6.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 13 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 557,399 : : Positions : : 416,502 192,617 40,773 307,948 33,558 8,337 4,971 1,690 45,296 2,852 1,332 : : : : Changes from: September 5, 2017 : : -19,967 -9,667 -750 -17,700 710 952 -390 29 -1,039 120 -368 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 34.6 7.3 55.2 6.0 1.5 0.9 0.3 8.1 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 71 : : 41 34 . 11 9 . . 4 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 122,412 : : Positions : : 79,351 68,983 17,118 19,866 17,725 3,927 2,835 1,122 97 783 482 : : : : Changes from: September 5, 2017 : : -4,372 -1,120 753 -2,766 -1,048 -120 148 214 97 -2,200 118 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 56.4 14.0 16.2 14.5 3.2 2.3 0.9 0.1 0.6 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 14 4 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 14,911 : : Positions : : 11,604 13,079 488 480 0 0 0 0 0 540 0 : : : : Changes from: September 5, 2017 : : -2,398 -2,866 -2,136 -709 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 87.7 3.3 3.2 0.0 0.0 0.0 0.0 0.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 69,577 : : Positions : : 37,336 46,153 27,038 15,231 3,547 0 0 0 0 0 0 : : : : Changes from: September 5, 2017 : : -3,557 -3,891 -1,832 -588 -602 0 0 0 0 -1,990 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 66.3 38.9 21.9 5.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 10 6 4 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 83,016 : : Positions : : 75,976 62,615 1,292 13,342 4,984 0 0 0 0 0 0 : : : : Changes from: September 5, 2017 : : -24,019 -55,493 -1,786 -1,197 -3,142 -30,510 0 0 0 -1,530 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 75.4 1.6 16.1 6.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 10 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 108,449 : : Positions : : 67,808 93,891 6,300 11,371 757 30,510 0 0 2,594 1,530 0 : : : : Changes from: September 5, 2017 : : -33,572 -46,805 -3,389 -3,141 -207 -15,249 -589 -2,480 -403 -2,294 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 86.6 5.8 10.5 0.7 28.1 0.0 0.0 2.4 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 64 : : 16 38 . 4 . 5 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AM Open Interest is 140,075 : : Positions : : 138,221 136,059 1,311 0 0 0 0 0 0 248 0 : : : : Changes from: September 5, 2017 : : -12,892 -15,141 -620 0 -62 0 0 0 0 248 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.7 97.1 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: 28 : : 14 18 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 245,053 : : Positions : : 180,504 178,611 34,487 35,002 20,749 0 676 1,351 0 0 0 : : : : Changes from: September 5, 2017 : : -5,826 -6,140 -534 675 -559 0 363 -61 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 72.9 14.1 14.3 8.5 0.0 0.3 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 32 32 . 4 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 105,260 : : Positions : : 90,042 83,270 4,239 11,881 6,734 0 440 1,874 0 0 0 : : : : Changes from: September 5, 2017 : : -10,391 -8,861 -618 452 -990 0 146 -146 0 -1,750 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 79.1 4.0 11.3 6.4 0.0 0.4 1.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 18 . 4 5 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 131,873 : : Positions : : 89,546 119,459 20,552 2,166 3,738 1,183 0 413 7,833 0 0 : : : : Changes from: September 5, 2017 : : -4,256 -5,477 -152 -240 -196 955 0 -623 -1,178 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 90.6 15.6 1.6 2.8 0.9 0.0 0.3 5.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 11 . . 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 123,705 : : Positions : : 83,752 115,797 31,122 3,634 1,182 0 0 0 217 0 0 : : : : Changes from: September 5, 2017 : : -2,156 -1,329 1,193 94 -24 0 0 0 217 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 93.6 25.2 2.9 1.0 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 14 6 . 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 130,877 : : Positions : : 108,152 93,458 1,007 22,691 12,271 0 0 0 0 0 0 : : : : Changes from: September 5, 2017 : : 4,817 2,349 1,007 6,146 -1,577 0 0 0 -780 -627 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 71.4 0.8 17.3 9.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 15 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 148,251 : : Positions : : 100,112 95,925 14,163 19,643 16,595 0 359 8,341 496 0 0 : : : : Changes from: September 5, 2017 : : -9,364 -6,358 1,045 -1,028 -3,029 0 26 -26 496 -3,692 -48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 64.7 9.6 13.2 11.2 0.0 0.2 5.6 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 20 5 4 6 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 15,397 : : Positions : : 10,414 14,733 2,690 0 30 360 0 0 390 0 0 : : : : Changes from: September 5, 2017 : : -3,232 -5,637 -991 -226 -423 0 0 0 -1,116 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 95.7 17.5 0.0 0.2 2.3 0.0 0.0 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233CG Open Interest is 29,972 : : Positions : : 11,117 28,798 16,949 360 0 0 0 0 0 0 0 : : : : Changes from: September 5, 2017 : : -4,553 -8,897 -1,097 360 -360 0 0 0 0 -310 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.1 96.1 56.5 1.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 186,605 : : Positions : : 103,013 125,722 59,008 41,645 5,519 0 2,806 347 10,626 225 298 : : : : Changes from: September 5, 2017 : : -6,674 -7,176 -4,147 -752 954 0 -1,555 51 0 -682 41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 67.4 31.6 22.3 3.0 0.0 1.5 0.2 5.7 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 22 4 5 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233CU Open Interest is 102,608 : : Positions : : 85,016 72,302 10,931 22,796 1,182 0 0 0 852 0 248 : : : : Changes from: September 5, 2017 : : -7,514 -4,490 -7 -1,291 -34 0 0 0 852 0 248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 70.5 10.7 22.2 1.2 0.0 0.0 0.0 0.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 17 . 6 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 86,697 : : Positions : : 43,176 70,547 35,056 11,947 636 248 0 0 0 0 0 : : : : Changes from: September 5, 2017 : : -194 1,540 2,882 -137 0 -750 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 81.4 40.4 13.8 0.7 0.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 12 7 . 4 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 73,295 : : Positions : : 45,505 45,561 12,879 15,764 6,503 0 0 0 3,052 0 428 : : : : Changes from: September 5, 2017 : : -5,213 -4,988 -361 -610 0 0 0 0 90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 62.2 17.6 21.5 8.9 0.0 0.0 0.0 4.2 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 16 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 20,050 : : Positions : : 19,280 18,570 0 906 0 0 0 0 526 0 0 : : : : Changes from: September 5, 2017 : : -5,588 -4,701 -8 -8 -240 0 0 0 -1,240 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.2 92.6 0.0 4.5 0.0 0.0 0.0 0.0 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 13 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 126,048 : : Positions : : 99,078 15,622 9,911 97,965 6,698 0 0 0 0 0 0 : : : : Changes from: September 5, 2017 : : -4,663 1,704 -128 -4,355 1,034 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 12.4 7.9 77.7 5.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 7 . 9 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 70,737 : : Positions : : 31,149 46,153 16,757 9,425 12,176 0 0 0 0 0 0 : : : : Changes from: September 5, 2017 : : -7,274 -3,573 1,135 35 -2,339 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 65.2 23.7 13.3 17.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 1,337,196 : : Positions : : 120,049 171,528 175,317 96,042 124,745 259,006 172,590 307,745 102,148 242,245 182,619 : : : : Changes from: September 5, 2017 : : -1,394 9,289 11,900 -5,481 -12,448 3,143 -3,176 19,312 3,570 15,371 -5,684 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.0 12.8 13.1 7.2 9.3 19.4 12.9 23.0 7.6 18.1 13.7 : : : : Number of Traders in Each Category Total Traders: 348 : : 47 40 23 12 26 68 60 84 62 61 86 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 503,410 : : Positions : : 86,328 109,170 31,012 69,063 147,654 72,027 6,091 46,084 14,335 24,898 97,315 : : : : Changes from: September 5, 2017 : : 2,513 1,599 1,264 1,662 4,316 6,340 2,709 1,495 -977 3,379 4,430 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.1 21.7 6.2 13.7 29.3 14.3 1.2 9.2 2.8 4.9 19.3 : : : : Number of Traders in Each Category Total Traders: 137 : : 33 33 6 16 21 24 8 24 24 23 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 391,717 : : Positions : : 78,167 53,835 5,970 89,338 37,384 12,321 7,285 11,223 212,530 163,418 21,077 : : : : Changes from: September 5, 2017 : : 3,137 332 -569 4,099 3,487 9 459 -7 8,395 6,980 2,357 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.0 13.7 1.5 22.8 9.5 3.1 1.9 2.9 54.3 41.7 5.4 : : : : Number of Traders in Each Category Total Traders: 80 : : 23 26 4 10 14 5 . 5 19 11 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 117,702 : : Positions : : 30,381 18,254 30,111 24,411 16,407 1,135 26,654 6,304 16,022 10,857 8,874 : : : : Changes from: September 5, 2017 : : -1,459 1,459 285 -801 1,479 5 626 -59 1,805 261 1,034 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.8 15.5 25.6 20.7 13.9 1.0 22.6 5.4 13.6 9.2 7.5 : : : : Number of Traders in Each Category Total Traders: 53 : : 11 12 9 5 13 . 7 5 13 5 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 55,767 : : Positions : : 9,539 5,561 48 77 101 920 9,983 22,642 5,976 838 16,454 : : : : Changes from: September 5, 2017 : : -315 -125 -58 77 -69 336 1 22 111 128 156 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.1 10.0 0.1 0.1 0.2 1.7 17.9 40.6 10.7 1.5 29.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 8 9 . . . . 7 8 5 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 214,168 : : Positions : : 35,556 36,798 5,148 7,213 103,640 1,718 3,437 9,912 6,912 2,172 50,619 : : : : Changes from: September 5, 2017 : : 4,486 5,078 -462 1,223 5,926 421 133 633 2,583 573 -630 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.6 17.2 2.4 3.4 48.4 0.8 1.6 4.6 3.2 1.0 23.6 : : : : 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 September 12, 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 1,218,157 : : Positions : : 281,523 173,648 93,890 814,496 125,663 152,221 874 57,466 455,200 6,227 23,199 : : : : Changes from: September 5, 2017 : : -545 2,162 -214 6,109 6,006 11,568 -15,256 2,624 -17,094 0 498 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.1 14.3 7.7 66.9 10.3 12.5 0.1 4.7 37.4 0.5 1.9 : : : : Number of Traders in Each Category Total Traders: 80 : : 28 25 4 16 13 8 . 6 13 4 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 234,446 : : Positions : : 45,738 35,440 126,068 94,530 19,299 4,194 19,772 11,649 2,878 30,901 18,916 : : : : Changes from: September 5, 2017 : : 642 -54 1,914 6,788 -1,025 140 -3,342 4,758 -63 -759 3,573 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.5 15.1 53.8 40.3 8.2 1.8 8.4 5.0 1.2 13.2 8.1 : : : : Number of Traders in Each Category Total Traders: 62 : : 15 15 15 4 13 4 5 6 7 10 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 2,538 : : Positions : : 935 1,461 72 0 202 0 0 0 498 189 241 : : : : Changes from: September 5, 2017 : : -13 31 72 -5 -6 0 0 0 5 7 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.8 57.6 2.8 0.0 8.0 0.0 0.0 0.0 19.6 7.4 9.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 17 . 0 . 0 0 0 6 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 18,708 : : Positions : : 17,139 7,362 830 8,994 165 0 0 0 398 1,958 20 : : : : Changes from: September 5, 2017 : : 283 133 0 -120 0 0 0 0 -185 40 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 39.4 4.4 48.1 0.9 0.0 0.0 0.0 2.1 10.5 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 14 . 7 . 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 102,737 : : Positions : : 72,940 81,379 8,994 9,182 6,641 5,675 218 553 4,421 1,866 2,448 : : : : Changes from: September 5, 2017 : : -6,991 -7,086 -1,141 -962 -315 -183 74 65 404 -82 -581 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 79.2 8.8 8.9 6.5 5.5 0.2 0.5 4.3 1.8 2.4 : : : : Number of Traders in Each Category Total Traders: 113 : : 53 50 6 7 8 4 . . 19 11 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 74,282 : : Positions : : 42,351 57,414 9,810 5,764 7,524 2,021 0 1,055 10,945 1,501 390 : : : : Changes from: September 5, 2017 : : 1,219 1,129 40 240 -40 -30 0 0 110 0 185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 77.3 13.2 7.8 10.1 2.7 0.0 1.4 14.7 2.0 0.5 : : : : Number of Traders in Each Category Total Traders: 48 : : 23 26 4 5 4 . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 39,466 : : Positions : : 34,337 27,833 29 6,338 1,115 530 0 0 1,955 2,850 912 : : : : Changes from: September 5, 2017 : : 888 1,226 0 -20 10 75 0 0 -3 65 -160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 70.5 0.1 16.1 2.8 1.3 0.0 0.0 5.0 7.2 2.3 : : : : Number of Traders in Each Category Total Traders: 70 : : 32 37 . 7 7 . 0 0 8 9 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 9,425 : : Positions : : 6,859 4,633 1,499 3,680 110 0 0 0 585 234 206 : : : : Changes from: September 5, 2017 : : 828 316 0 140 0 0 0 0 -116 134 -38 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 49.2 15.9 39.0 1.2 0.0 0.0 0.0 6.2 2.5 2.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 18 18 . 7 . 0 0 0 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665T Open Interest is 16,389 : : Positions : : 12,735 8,083 1,341 5,492 188 0 3 48 924 1,596 680 : : : : Changes from: September 5, 2017 : : 1,004 625 125 390 -35 0 0 0 43 164 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 49.3 8.2 33.5 1.1 0.0 0.0 0.3 5.6 9.7 4.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 15 4 4 . 0 . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 5, 2017 : : . . . . . . . . . . . : : : : 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 15, 2017