Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 5,294,965 : : Positions : :2,950,191 1,348,135 417,006 3,029,426 239,655 520,831 12,863 248,872 505,916 22,964 379,592 : : : : Changes from: September 19, 2017 : : 73,296 16,510 17,108 18,579 -3,615 -56,214 -3,049 5,361 8,600 6,329 -9,862 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 25.5 7.9 57.2 4.5 9.8 0.2 4.7 9.6 0.4 7.2 : : : : Number of Traders in Each Category Total Traders: 233 : : 112 95 7 19 19 20 6 19 45 15 45 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 1,373,865 : : Positions : : 145,058 138,754 34,712 50,620 439,961 50,607 2,710 379,959 13,256 48,264 304,973 : : : : Changes from: September 19, 2017 : : -12,969 -32,882 9,355 -20,923 -47,761 -30,515 562 -42,326 11,427 24,414 -47,863 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.6 10.1 2.5 3.7 32.0 3.7 0.2 27.7 1.0 3.5 22.2 : : : : Number of Traders in Each Category Total Traders: 86 : : 33 33 7 9 16 5 4 8 8 16 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 239,030 : : Positions : : 124,794 204,002 73,553 10,618 8,447 7,004 5,856 3,206 2,682 1,102 744 : : : : Changes from: September 19, 2017 : : 7,526 12,841 1,944 -1,334 -161 743 0 1,092 1,210 -470 -543 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 85.3 30.8 4.4 3.5 2.9 2.4 1.3 1.1 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 21 23 6 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 103,289 : : Positions : : 88,634 69,465 190 19,229 9,168 0 0 0 827 1,164 599 : : : : Changes from: September 19, 2017 : : 2,138 4,658 138 -3,420 3,788 0 0 0 522 1,164 -168 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 67.3 0.2 18.6 8.9 0.0 0.0 0.0 0.8 1.1 0.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 24 . 5 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 274,841 : : Positions : : 217,362 98,166 25,114 143,585 18,623 0 656 2,867 0 3,853 732 : : : : Changes from: September 19, 2017 : : 17,255 -46 -126 15,396 -838 -197 656 346 0 2,820 329 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 35.7 9.1 52.2 6.8 0.0 0.2 1.0 0.0 1.4 0.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 20 6 5 6 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 901,954 : : Positions : : 788,924 108,235 32,731 701,343 63,515 0 1,079 1,762 0 16,819 5,459 : : : : Changes from: September 19, 2017 : : -8,715 -4,171 1,305 -4,824 4,102 0 -6 32 -287 232 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 12.0 3.6 77.8 7.0 0.0 0.1 0.2 0.0 1.9 0.6 : : : : Number of Traders in Each Category Total Traders: 59 : : 40 21 5 9 12 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 397,275 : : Positions : : 320,933 280,807 24,481 78,689 28,817 0 0 0 6,627 0 240 : : : : Changes from: September 19, 2017 : : 6,068 12,603 -1,926 -6,594 -2,129 0 -160 -834 1,310 0 240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 70.7 6.2 19.8 7.3 0.0 0.0 0.0 1.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 62 : : 28 33 5 9 7 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 384,822 : : Positions : : 319,621 262,236 31,406 100,927 16,179 0 0 0 1,022 0 521 : : : : Changes from: September 19, 2017 : : 6,120 3,300 153 4,879 -471 0 0 0 796 -248 -115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 68.1 8.2 26.2 4.2 0.0 0.0 0.0 0.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 56 : : 33 30 5 7 11 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 231,510 : : Positions : : 199,647 108,395 17,348 102,606 4,182 1,461 0 900 0 5,378 232 : : : : Changes from: September 19, 2017 : : 6,088 1,836 -135 854 1 124 0 -124 0 3,105 -176 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 46.8 7.5 44.3 1.8 0.6 0.0 0.4 0.0 2.3 0.1 : : : : Number of Traders in Each Category Total Traders: 49 : : 25 21 . 8 8 . 0 . 0 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 78,714 : : Positions : : 62,665 67,009 10,176 2,450 769 0 739 0 0 1,417 626 : : : : Changes from: September 19, 2017 : : 7,374 7,353 -57 0 7 0 149 0 0 938 -353 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 85.1 12.9 3.1 1.0 0.0 0.9 0.0 0.0 1.8 0.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 19 5 . 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 22,003 : : Positions : : 17,447 17,922 1,812 3,596 0 0 0 0 0 0 0 : : : : Changes from: September 19, 2017 : : 3,069 3,069 0 217 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 81.5 8.2 16.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 12 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339U Open Interest is 122,439 : : Positions : : 92,081 33,295 14,695 78,692 5,129 1,542 0 1,271 0 460 92 : : : : Changes from: September 19, 2017 : : 4,304 1,928 -598 724 700 -819 0 354 0 -88 92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 27.2 12.0 64.3 4.2 1.3 0.0 1.0 0.0 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 9 . 4 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #02339W Open Interest is 163,742 : : Positions : : 124,995 70,457 20,437 82,300 7,994 1,418 0 0 0 0 0 : : : : Changes from: September 19, 2017 : : 316 635 -214 -155 214 310 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 43.0 12.5 50.3 4.9 0.9 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 26, 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 91,368 : : Positions : : 87,043 71,833 23 13,369 340 0 0 0 0 331 248 : : : : Changes from: September 19, 2017 : : 1,100 215 0 93 -62 0 0 0 0 331 248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.3 78.6 0.0 14.6 0.4 0.0 0.0 0.0 0.0 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 13 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 18,930 : : Positions : : 13,637 16,438 0 1,356 0 2,418 0 0 1,586 682 0 : : : : Changes from: September 19, 2017 : : 1,632 4,891 0 186 0 2,418 0 0 806 682 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 86.8 0.0 7.2 0.0 12.8 0.0 0.0 8.4 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 13 19 0 . 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 562,711 : : Positions : : 409,293 204,006 44,142 306,507 31,459 17,528 4,943 1,229 49,037 2,702 428 : : : : Changes from: September 19, 2017 : : -4,894 6,033 4,211 -338 -2,638 3,452 283 -410 3,616 -312 -1,111 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 36.3 7.8 54.5 5.6 3.1 0.9 0.2 8.7 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 73 : : 44 39 4 10 9 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 122,937 : : Positions : : 79,303 73,766 19,353 14,806 16,314 3,927 3,891 776 372 2,329 480 : : : : Changes from: September 19, 2017 : : -558 5,451 889 -3,745 -614 0 370 381 62 787 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 60.0 15.7 12.0 13.3 3.2 3.2 0.6 0.3 1.9 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 15 4 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 19,963 : : Positions : : 15,664 17,133 639 728 0 0 620 0 432 292 248 : : : : Changes from: September 19, 2017 : : 806 366 337 248 0 0 620 0 62 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 85.8 3.2 3.6 0.0 0.0 3.1 0.0 2.2 1.5 1.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 13 . . 0 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 69,639 : : Positions : : 37,236 46,147 25,967 13,637 4,081 0 0 0 0 2,251 0 : : : : Changes from: September 19, 2017 : : -1,524 -2,002 -1,071 -856 224 0 0 0 0 740 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 66.3 37.3 19.6 5.9 0.0 0.0 0.0 0.0 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 9 6 4 8 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 138,080 : : Positions : : 108,674 112,435 5,674 12,937 7,154 15,190 1,674 0 620 775 0 : : : : Changes from: September 19, 2017 : : 29,952 45,055 4,622 372 930 12,710 1,674 0 620 775 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 81.4 4.1 9.4 5.2 11.0 1.2 0.0 0.4 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 17 23 4 4 4 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 156,546 : : Positions : : 92,733 138,260 13,351 12,641 974 44,488 372 1,302 2,694 1,785 520 : : : : Changes from: September 19, 2017 : : 24,522 40,437 5,811 960 217 11,529 372 1,271 100 255 520 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 88.3 8.5 8.1 0.6 28.4 0.2 0.8 1.7 1.1 0.3 : : : : Number of Traders in Each Category Total Traders: 72 : : 21 40 6 . . 6 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 145,686 : : Positions : : 143,177 142,094 1,311 0 0 0 0 0 620 0 0 : : : : Changes from: September 19, 2017 : : 1,329 1,975 0 0 0 0 0 0 620 -248 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.3 97.5 0.9 0.0 0.0 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 21 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 259,413 : : Positions : : 195,984 183,872 24,903 33,002 31,384 0 288 1,543 0 0 0 : : : : Changes from: September 19, 2017 : : 9,884 5,232 -8,609 -5,883 11,247 0 151 44 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 70.9 9.6 12.7 12.1 0.0 0.1 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 33 31 . 4 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 68,843 : : Positions : : 43,148 45,942 12,375 8,211 6,352 0 2,414 932 0 0 0 : : : : Changes from: September 19, 2017 : : 162 1,376 0 0 0 0 -1,396 340 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 66.7 18.0 11.9 9.2 0.0 3.5 1.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 13 4 . 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 112,055 : : Positions : : 96,053 89,185 3,588 11,788 7,013 502 0 1,923 0 744 0 : : : : Changes from: September 19, 2017 : : 3,631 2,670 -651 -31 279 372 0 -372 0 744 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 79.6 3.2 10.5 6.3 0.4 0.0 1.7 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 17 . 4 6 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BA Open Interest is 32,210 : : Positions : : 17,903 18,402 1,754 5,689 6,183 0 0 0 718 0 0 : : : : Changes from: September 19, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 57.1 5.4 17.7 19.2 0.0 0.0 0.0 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 9 . . 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BB Open Interest is 136,342 : : Positions : : 94,870 120,180 19,253 4,700 4,872 2,248 0 252 8,743 0 0 : : : : Changes from: September 19, 2017 : : 2,106 -2,565 -1,532 2,993 310 -275 0 0 361 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 88.1 14.1 3.4 3.6 1.6 0.0 0.2 6.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 12 . . 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 115,778 : : Positions : : 75,064 107,281 28,508 4,557 2,021 0 0 0 1,112 0 0 : : : : Changes from: September 19, 2017 : : 88 1,226 90 0 -124 0 0 0 744 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 92.7 24.6 3.9 1.7 0.0 0.0 0.0 1.0 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 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BD Open Interest is 70,380 : : Positions : : 68,991 68,457 0 1,216 0 0 0 0 755 248 0 : : : : Changes from: September 19, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.0 97.3 0.0 1.7 0.0 0.0 0.0 0.0 1.1 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 15 0 . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 141,339 : : Positions : : 119,558 100,856 154 23,268 12,609 0 0 0 706 248 558 : : : : Changes from: September 19, 2017 : : 10,647 6,016 -457 1,861 307 0 0 0 -163 31 558 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 71.4 0.1 16.5 8.9 0.0 0.0 0.0 0.5 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 16 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 155,511 : : Positions : : 108,742 99,261 11,195 20,844 16,366 0 1,223 7,929 0 3,668 85 : : : : Changes from: September 19, 2017 : : 8,142 3,980 -1,721 878 -1,540 0 712 -260 -620 3,172 85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 63.8 7.2 13.4 10.5 0.0 0.8 5.1 0.0 2.4 0.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 23 . 5 5 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 21,287 : : Positions : : 14,723 20,592 2,938 0 30 360 0 0 1,721 0 0 : : : : Changes from: September 19, 2017 : : 1,984 3,441 217 0 0 0 0 0 1,331 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 96.7 13.8 0.0 0.1 1.7 0.0 0.0 8.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 11 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233CG Open Interest is 34,646 : : Positions : : 15,318 33,220 17,290 788 0 0 0 0 0 0 0 : : : : Changes from: September 19, 2017 : : 3,643 3,864 341 428 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 95.9 49.9 2.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 13 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CH Open Interest is 193,466 : : Positions : : 111,478 128,274 57,852 46,977 5,438 0 1,598 402 10,272 620 0 : : : : Changes from: September 19, 2017 : : 7,493 4,613 -2,133 3,591 -15 0 -944 -63 0 230 -169 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 66.3 29.9 24.3 2.8 0.0 0.8 0.2 5.3 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 27 23 4 6 7 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 106,137 : : Positions : : 88,767 74,151 11,102 23,842 1,917 0 0 0 0 0 0 : : : : Changes from: September 19, 2017 : : -1,447 -1,202 -160 -1,073 93 0 0 0 -852 0 -248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 69.9 10.5 22.5 1.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 19 . 6 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 101,087 : : Positions : : 55,058 83,214 37,050 13,301 946 248 0 0 0 0 0 : : : : Changes from: September 19, 2017 : : 3,629 2,905 -146 -5 310 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 82.3 36.7 13.2 0.9 0.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 14 7 . 5 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 75,599 : : Positions : : 46,406 47,673 12,480 16,958 7,085 0 0 0 3,232 0 428 : : : : Changes from: September 19, 2017 : : 1,331 1,076 -248 1,316 582 0 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 63.1 16.5 22.4 9.4 0.0 0.0 0.0 4.3 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 17 . 5 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 24,935 : : Positions : : 24,041 22,605 0 1,216 0 0 0 0 712 903 120 : : : : Changes from: September 19, 2017 : : -1,519 -1,399 0 0 0 0 0 0 712 775 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.4 90.7 0.0 4.9 0.0 0.0 0.0 0.0 2.9 3.6 0.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 19 0 . 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 131,085 : : Positions : : 105,098 17,541 9,504 100,019 8,193 0 0 0 0 0 0 : : : : Changes from: September 19, 2017 : : 1,886 775 -524 -124 92 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 13.4 7.3 76.3 6.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 8 . 9 7 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 71,124 : : Positions : : 32,293 42,884 16,224 14,221 11,981 0 0 0 0 0 0 : : : : Changes from: September 19, 2017 : : 546 89 151 1,222 -93 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 60.3 22.8 20.0 16.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 1,333,039 : : Positions : : 123,629 172,289 178,325 97,743 144,909 265,141 175,006 293,237 104,739 254,967 156,270 : : : : Changes from: September 19, 2017 : : -3,644 -7,298 27,473 -4,170 7,898 -11,154 35,254 -22,910 9,379 -2,522 -17,417 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.3 12.9 13.4 7.3 10.9 19.9 13.1 22.0 7.9 19.1 11.7 : : : : Number of Traders in Each Category Total Traders: 336 : : 46 38 25 11 28 60 65 75 63 49 77 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 440,549 : : Positions : : 73,142 92,744 36,991 66,004 126,419 63,312 3,997 41,116 11,035 25,129 82,329 : : : : Changes from: September 19, 2017 : : -19,473 -23,908 1,768 -4,798 -23,953 -19,747 -8,237 -11,598 -2,435 -2,501 -27,657 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.6 21.1 8.4 15.0 28.7 14.4 0.9 9.3 2.5 5.7 18.7 : : : : Number of Traders in Each Category Total Traders: 124 : : 31 31 5 17 21 17 11 23 20 21 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 423,532 : : Positions : : 83,016 56,897 6,356 86,725 48,416 12,678 9,288 20,078 217,178 172,401 20,294 : : : : Changes from: September 19, 2017 : : 2,682 -189 878 -596 10,339 -2,626 546 10,229 2,164 4,939 495 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.6 13.4 1.5 20.5 11.4 3.0 2.2 4.7 51.3 40.7 4.8 : : : : Number of Traders in Each Category Total Traders: 89 : : 26 25 4 12 15 5 6 6 19 13 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 138,355 : : Positions : : 31,739 20,165 23,164 19,584 31,183 2,560 30,326 8,317 21,567 10,811 12,048 : : : : Changes from: September 19, 2017 : : -772 3,912 -4,257 -3,370 11,542 381 2,017 277 7,174 463 1,060 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.9 14.6 16.7 14.2 22.5 1.9 21.9 6.0 15.6 7.8 8.7 : : : : Number of Traders in Each Category Total Traders: 62 : : 13 12 8 6 13 4 7 6 14 9 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 49,801 : : Positions : : 6,003 3,877 146 0 97 1,756 9,898 21,593 6,956 1,099 13,119 : : : : Changes from: September 19, 2017 : : -1,195 -827 31 -47 -12 829 1,589 -2,212 39 -82 -3,463 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.1 7.8 0.3 0.0 0.2 3.5 19.9 43.4 14.0 2.2 26.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 6 7 . 0 . . 7 7 4 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 49,845 : : Positions : : 2,659 2,945 4,145 2,759 20,046 2,112 925 4,227 5,199 7,554 10,825 : : : : Changes from: September 19, 2017 : : 0 0 -5,157 300 3,769 2,112 -1,474 1,015 3,775 1,717 -698 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.3 5.9 8.3 5.5 40.2 4.2 1.9 8.5 10.4 15.2 21.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 4 4 5 . 6 . . . . . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 188,459 : : Positions : : 33,127 34,593 3,949 6,074 92,536 836 2,398 8,291 5,013 160 43,895 : : : : Changes from: September 19, 2017 : : -9,504 -9,117 -1,964 -5,678 -19,112 -1,562 -946 -3,996 -5,517 -2,837 -11,716 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.6 18.4 2.1 3.2 49.1 0.4 1.3 4.4 2.7 0.1 23.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 4 4 4 5 9 5 . 7 11 . 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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-2500 - NASDAQ FUTURES (Contracts of 2,500 MMBTU'S) : CFTC Code #023P03 Open Interest is 63,584 : : Positions : : 8,586 15,555 23,445 10,246 15,075 0 1,959 1,511 3,822 8,464 7,429 : : : : Changes from: September 19, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.5 24.5 36.9 16.1 23.7 0.0 3.1 2.4 6.0 13.3 11.7 : : : : Number of Traders in Each Category Total Traders: 20 : : . . . . 6 0 . . 5 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 1,247,902 : : Positions : : 303,683 178,400 93,886 836,139 127,805 177,115 2,442 52,244 442,117 9,821 25,210 : : : : Changes from: September 19, 2017 : : 15,460 87 365 11,166 -6,347 1,140 0 -2 1,051 3,593 216 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.3 14.3 7.5 67.0 10.2 14.2 0.2 4.2 35.4 0.8 2.0 : : : : Number of Traders in Each Category Total Traders: 83 : : 32 28 4 15 13 7 . 6 12 5 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 240,370 : : Positions : : 49,442 33,924 126,007 96,251 18,791 4,090 28,370 11,473 4,039 26,863 20,550 : : : : Changes from: September 19, 2017 : : 1,273 -849 2,056 2,630 -176 -126 1,474 0 603 466 145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.6 14.1 52.4 40.0 7.8 1.7 11.8 4.8 1.7 11.2 8.5 : : : : Number of Traders in Each Category Total Traders: 58 : : 15 15 14 5 13 . 5 6 7 8 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 2,788 : : Positions : : 1,119 1,765 55 0 191 0 0 0 575 202 233 : : : : Changes from: September 19, 2017 : : 94 59 -33 0 2 0 0 0 2 13 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.1 63.3 2.0 0.0 6.9 0.0 0.0 0.0 20.6 7.2 8.4 : : : : 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 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665G Open Interest is 20,633 : : Positions : : 18,954 8,680 830 9,619 165 0 0 0 468 1,780 60 : : : : Changes from: September 19, 2017 : : 577 550 0 220 0 0 0 0 70 -243 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 42.1 4.0 46.6 0.8 0.0 0.0 0.0 2.3 8.6 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 16 . 8 . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 109,726 : : Positions : : 77,720 85,374 10,507 10,043 6,476 4,215 525 1,608 4,779 1,830 3,425 : : : : Changes from: September 19, 2017 : : 3,080 2,154 855 995 349 -552 287 407 37 -1 458 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 77.8 9.6 9.2 5.9 3.8 0.5 1.5 4.4 1.7 3.1 : : : : Number of Traders in Each Category Total Traders: 115 : : 55 53 6 7 9 5 . 5 19 11 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 74,489 : : Positions : : 42,650 57,713 9,870 5,764 7,303 2,172 0 1,374 10,655 1,501 450 : : : : Changes from: September 19, 2017 : : 586 361 15 0 -221 106 0 319 -305 0 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 77.5 13.3 7.7 9.8 2.9 0.0 1.8 14.3 2.0 0.6 : : : : Number of Traders in Each Category Total Traders: 50 : : 23 27 4 5 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 40,943 : : Positions : : 35,084 28,256 0 6,214 1,669 1,100 0 10 1,779 3,503 818 : : : : Changes from: September 19, 2017 : : 530 0 -29 169 321 425 0 10 -433 224 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 69.0 0.0 15.2 4.1 2.7 0.0 0.0 4.3 8.6 2.0 : : : : Number of Traders in Each Category Total Traders: 75 : : 33 36 0 8 8 4 0 . 9 9 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 10,294 : : Positions : : 7,569 4,918 1,499 4,082 110 0 0 0 562 174 328 : : : : Changes from: September 19, 2017 : : 327 44 0 285 0 0 0 0 71 0 84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 47.8 14.6 39.7 1.1 0.0 0.0 0.0 5.5 1.7 3.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 19 . 7 . 0 0 0 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 18,490 : : Positions : : 14,533 8,541 1,411 6,024 188 20 0 33 944 2,627 820 : : : : Changes from: September 19, 2017 : : 463 -254 60 422 0 20 -3 -2 25 411 159 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 46.2 7.6 32.6 1.0 0.1 0.0 0.2 5.1 14.2 4.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 17 4 4 . . 0 . 4 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 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 19, 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 29, 2017