Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 5,486,224 : : Positions : :2,956,362 1,217,893 450,034 3,052,755 307,099 680,683 9,555 215,775 243,119 77,805 594,594 : : : : Changes from: June 13, 2017 : : 15,786 -9,728 -12,105 -8,528 3,389 7,563 -3,672 -2,458 -42,726 -10,345 27,195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 22.2 8.2 55.6 5.6 12.4 0.2 3.9 4.4 1.4 10.8 : : : : Number of Traders in Each Category Total Traders: 227 : : 111 98 7 20 21 23 4 19 36 19 41 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 1,857,293 : : Positions : : 209,923 222,261 28,129 114,869 621,731 117,985 1,730 493,056 12,404 31,607 371,271 : : : : Changes from: June 13, 2017 : : 3,554 2,860 686 5,130 4,896 11,412 278 -449 1,936 9,388 11,809 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.3 12.0 1.5 6.2 33.5 6.4 0.1 26.5 0.7 1.7 20.0 : : : : Number of Traders in Each Category Total Traders: 94 : : 41 41 8 10 18 6 4 10 9 13 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 204,200 : : Positions : : 98,338 179,847 73,452 10,522 4,398 5,224 2,933 2,123 5,087 56 1,091 : : : : Changes from: June 13, 2017 : : 1,020 4,657 1,871 -268 162 30 -794 176 503 56 37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 88.1 36.0 5.2 2.2 2.6 1.4 1.0 2.5 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 49 : : 28 24 4 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 99,082 : : Positions : : 90,294 69,991 1,758 21,957 2,042 0 0 0 1,033 882 463 : : : : Changes from: June 13, 2017 : : 1,611 241 -734 236 221 0 0 0 903 298 252 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 70.6 1.8 22.2 2.1 0.0 0.0 0.0 1.0 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 24 . 5 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 227,787 : : Positions : : 166,888 77,213 24,741 119,424 19,618 0 645 1,921 347 611 459 : : : : Changes from: June 13, 2017 : : 9,095 6,668 -523 -295 1,035 -799 645 113 -548 306 305 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 33.9 10.9 52.4 8.6 0.0 0.3 0.8 0.2 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 17 6 6 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 1,024,748 : : Positions : : 928,940 179,463 21,007 758,685 52,954 0 1,508 3,194 1,534 16,617 6,860 : : : : Changes from: June 13, 2017 : : -12,942 -4,544 -9 -8,290 4,172 0 716 -522 100 -575 932 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 17.5 2.0 74.0 5.2 0.0 0.1 0.3 0.1 1.6 0.7 : : : : Number of Traders in Each Category Total Traders: 63 : : 38 23 6 9 13 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 458,456 : : Positions : : 369,289 317,786 27,610 94,580 37,396 1,457 0 542 6,361 603 279 : : : : Changes from: June 13, 2017 : : -17,444 -8,372 -218 -8,198 7,738 1,457 0 542 -216 -800 124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 69.3 6.0 20.6 8.2 0.3 0.0 0.1 1.4 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 28 34 4 9 7 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 393,002 : : Positions : : 320,624 270,789 27,710 90,719 23,987 964 0 1,390 1,616 0 434 : : : : Changes from: June 13, 2017 : : 5,257 5,626 552 527 397 279 0 -62 1,412 -3 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 68.9 7.1 23.1 6.1 0.2 0.0 0.4 0.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 26 28 5 8 11 . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 188,486 : : Positions : : 159,376 105,206 18,207 72,401 3,451 662 0 1,196 966 0 511 : : : : Changes from: June 13, 2017 : : 4,491 1,377 -3,704 -1,064 426 -340 0 183 391 0 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 55.8 9.7 38.4 1.8 0.4 0.0 0.6 0.5 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 22 . 9 7 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 101,106 : : Positions : : 70,800 83,525 18,712 3,526 2,598 254 1,905 887 5,535 3,928 162 : : : : Changes from: June 13, 2017 : : 1,955 -463 -1,521 0 135 155 -62 -93 334 1,664 -1,004 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 82.6 18.5 3.5 2.6 0.3 1.9 0.9 5.5 3.9 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 19 6 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 33,681 : : Positions : : 32,155 26,114 0 7,143 0 0 0 0 1,013 0 0 : : : : Changes from: June 13, 2017 : : 3,340 2,294 0 806 0 0 0 0 1,013 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 77.5 0.0 21.2 0.0 0.0 0.0 0.0 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 98,752 : : Positions : : 75,643 33,903 9,991 54,110 2,908 793 0 1,194 0 279 0 : : : : Changes from: June 13, 2017 : : 420 -300 -31 784 0 -89 0 123 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 34.3 10.1 54.8 2.9 0.8 0.0 1.2 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 . 6 4 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 164,519 : : Positions : : 125,249 79,614 25,783 75,717 5,763 0 0 0 0 0 0 : : : : Changes from: June 13, 2017 : : 2,685 2,460 372 -722 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 48.4 15.7 46.0 3.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 15 5 7 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 68,416 : : Positions : : 62,415 45,249 0 18,419 549 0 0 0 0 0 0 : : : : Changes from: June 13, 2017 : : 790 604 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 66.1 0.0 26.9 0.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 13 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 18,179 : : Positions : : 15,503 15,947 0 720 0 420 810 0 990 0 0 : : : : Changes from: June 13, 2017 : : 1,075 1,261 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 87.7 0.0 4.0 0.0 2.3 4.5 0.0 5.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 0 . 0 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 587,491 : : Positions : : 435,648 190,915 56,204 342,241 35,521 10,376 3,619 3,188 37,618 2,028 30 : : : : Changes from: June 13, 2017 : : 4,092 -8,412 -6,022 4,849 -3,610 26 -302 -103 -892 -31 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 32.5 9.6 58.3 6.0 1.8 0.6 0.5 6.4 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 74 : : 45 42 4 12 10 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 117,753 : : Positions : : 83,062 65,770 8,441 24,221 15,653 1,369 1,661 583 0 637 341 : : : : Changes from: June 13, 2017 : : -3,145 414 1,082 -1,805 -440 1,369 0 583 0 579 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 55.9 7.2 20.6 13.3 1.2 1.4 0.5 0.0 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 16 . 5 6 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A8 Open Interest is 75,266 : : Positions : : 35,785 47,445 31,659 18,886 5,223 0 0 0 44 0 452 : : : : Changes from: June 13, 2017 : : -1,704 116 1,020 -428 0 0 0 0 44 -204 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.5 63.0 42.1 25.1 6.9 0.0 0.0 0.0 0.1 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 10 6 5 7 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 97,654 : : Positions : : 86,090 68,669 3,790 17,661 7,286 0 0 0 0 0 0 : : : : Changes from: June 13, 2017 : : 1,226 372 118 0 -360 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 70.3 3.9 18.1 7.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 9 4 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 128,312 : : Positions : : 78,391 101,939 9,712 16,284 669 27,086 4,290 0 11,520 4,020 0 : : : : Changes from: June 13, 2017 : : 1,598 620 -978 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 79.4 7.6 12.7 0.5 21.1 3.3 0.0 9.0 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 72 : : 16 38 . 4 . 4 . 0 4 7 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 114,694 : : Positions : : 111,983 107,675 1,651 0 0 0 0 0 0 2,936 0 : : : : Changes from: June 13, 2017 : : 6,375 4,532 217 0 0 0 0 0 0 1,848 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.6 93.9 1.4 0.0 0.0 0.0 0.0 0.0 0.0 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 22 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 268,061 : : Positions : : 191,660 212,684 45,964 26,427 17,330 0 271 775 0 713 0 : : : : Changes from: June 13, 2017 : : 4,253 -1,111 1,809 3,688 -1,414 -50 271 -126 -2,769 124 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 79.3 17.1 9.9 6.5 0.0 0.1 0.3 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 28 29 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233AW Open Interest is 20,110 : : Positions : : 15,499 16,075 727 0 0 750 606 0 364 554 0 : : : : Changes from: June 13, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 79.9 3.6 0.0 0.0 3.7 3.0 0.0 1.8 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 11 . 0 0 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 123,458 : : Positions : : 109,066 97,351 0 15,107 7,431 422 0 1,687 0 0 0 : : : : Changes from: June 13, 2017 : : -368 -90 0 428 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 78.9 0.0 12.2 6.0 0.3 0.0 1.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 17 0 6 6 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 143,507 : : Positions : : 98,087 130,422 29,258 3,053 2,860 0 51 880 4,377 0 31 : : : : Changes from: June 13, 2017 : : 365 975 28 0 385 0 -368 82 310 0 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 90.9 20.4 2.1 2.0 0.0 0.0 0.6 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 11 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BC Open Interest is 125,885 : : Positions : : 85,816 116,189 26,349 5,164 2,110 0 0 0 0 0 0 : : : : Changes from: June 13, 2017 : : -632 1,137 1,586 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 92.3 20.9 4.1 1.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 14 . . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 71,398 : : Positions : : 69,085 70,524 1,463 510 0 0 0 0 240 0 0 : : : : Changes from: June 13, 2017 : : 6,569 7,162 713 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.8 98.8 2.0 0.7 0.0 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 14 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 116,362 : : Positions : : 88,313 87,926 3,309 9,706 14,606 0 0 0 403 468 400 : : : : Changes from: June 13, 2017 : : 2,121 -2,139 -1,477 3,172 1,661 0 0 0 -399 468 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 75.6 2.8 8.3 12.6 0.0 0.0 0.0 0.3 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 15 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 159,527 : : Positions : : 109,001 91,089 13,168 27,250 18,595 0 612 8,433 0 2,496 444 : : : : Changes from: June 13, 2017 : : 1,143 3,496 31 -3,207 -155 0 334 632 0 561 277 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 57.1 8.3 17.1 11.7 0.0 0.4 5.3 0.0 1.6 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 18 . 5 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 20,300 : : Positions : : 16,588 17,540 1,397 720 420 0 0 0 0 1,140 0 : : : : Changes from: June 13, 2017 : : 899 2,170 1,116 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 86.4 6.9 3.5 2.1 0.0 0.0 0.0 0.0 5.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 10 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 24,348 : : Positions : : 13,357 22,857 7,522 0 0 544 0 0 2,130 148 62 : : : : Changes from: June 13, 2017 : : 370 -124 -620 0 0 124 0 0 0 -62 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 93.9 30.9 0.0 0.0 2.2 0.0 0.0 8.7 0.6 0.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 12 . 0 0 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 183,668 : : Positions : : 96,914 133,825 59,784 29,584 6,231 1,722 1,502 214 12,328 2,028 600 : : : : Changes from: June 13, 2017 : : 3,293 4,189 1,528 901 263 -90 -703 0 -248 -153 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 72.9 32.6 16.1 3.4 0.9 0.8 0.1 6.7 1.1 0.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 27 23 . 6 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 86,370 : : Positions : : 68,438 59,074 309 11,513 6,969 556 0 0 0 0 0 : : : : Changes from: June 13, 2017 : : 3,860 931 -93 676 -832 31 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 68.4 0.4 13.3 8.1 0.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 15 . . 4 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 99,110 : : Positions : : 54,547 80,045 35,333 14,185 388 0 0 0 0 0 0 : : : : Changes from: June 13, 2017 : : -1,208 -808 1,208 868 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 80.8 35.7 14.3 0.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 12 7 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 66,717 : : Positions : : 35,063 39,751 15,775 11,426 6,682 0 617 0 2,194 0 0 : : : : Changes from: June 13, 2017 : : 6,425 1,189 -243 1,827 -1,126 0 0 0 151 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 59.6 23.6 17.1 10.0 0.0 0.9 0.0 3.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 36,640 : : Positions : : 33,472 35,890 0 330 0 0 0 0 2,682 210 0 : : : : Changes from: June 13, 2017 : : 4,808 5,180 0 0 0 0 0 0 372 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 98.0 0.0 0.9 0.0 0.0 0.0 0.0 7.3 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 10 0 . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 118,101 : : Positions : : 93,235 14,769 6,572 89,195 5,896 0 0 0 2,282 0 0 : : : : Changes from: June 13, 2017 : : 1,857 -3 1,208 3,349 -639 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 12.5 5.6 75.5 5.0 0.0 0.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 6 . 9 8 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 77,428 : : Positions : : 26,596 50,049 27,756 8,442 12,912 0 0 0 0 0 0 : : : : Changes from: June 13, 2017 : : 615 574 123 624 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.3 64.6 35.8 10.9 16.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 7 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 1,411,023 : : Positions : : 171,751 258,906 149,988 75,728 169,392 254,384 199,242 298,438 100,221 172,835 190,781 : : : : Changes from: June 13, 2017 : : -28,398 -39,663 5,647 2,597 -17,515 -26,103 874 -10,837 7,251 -6,559 -7,943 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.2 18.3 10.6 5.4 12.0 18.0 14.1 21.2 7.1 12.2 13.5 : : : : Number of Traders in Each Category Total Traders: 336 : : 40 33 23 10 27 61 64 77 84 38 87 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 632,557 : : Positions : : 123,474 120,414 16,897 79,984 194,290 84,414 8,529 66,676 11,833 32,565 126,919 : : : : Changes from: June 13, 2017 : : 2,850 1,342 -3,950 -259 3,181 9,062 3,625 -4,098 -2,881 651 6,732 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.5 19.0 2.7 12.6 30.7 13.3 1.3 10.5 1.9 5.1 20.1 : : : : Number of Traders in Each Category Total Traders: 145 : : 42 35 7 16 22 29 8 28 23 19 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 406,288 : : Positions : : 132,633 71,914 3,541 106,692 39,853 16,873 10,281 13,590 165,639 135,603 19,549 : : : : Changes from: June 13, 2017 : : -8,775 -6,243 -611 3,597 101 1,162 -339 382 2,790 -1,404 -1,834 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.6 17.7 0.9 26.3 9.8 4.2 2.5 3.3 40.8 33.4 4.8 : : : : Number of Traders in Each Category Total Traders: 83 : : 25 28 . 12 14 7 4 8 17 11 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 140,241 : : Positions : : 28,216 17,712 31,699 10,517 28,683 2,342 29,688 11,625 10,622 23,554 11,569 : : : : Changes from: June 13, 2017 : : -1,292 1,515 -186 -3,382 4,965 -596 2,312 964 1,250 492 694 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.1 12.6 22.6 7.5 20.5 1.7 21.2 8.3 7.6 16.8 8.2 : : : : Number of Traders in Each Category Total Traders: 57 : : 13 12 10 . 12 4 8 6 6 12 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 57,010 : : Positions : : 9,893 5,892 89 0 209 2,480 8,711 25,279 2,946 817 15,965 : : : : Changes from: June 13, 2017 : : 618 153 6 0 2 535 1,165 3,492 223 92 -1,689 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.4 10.3 0.2 0.0 0.4 4.4 15.3 44.3 5.2 1.4 28.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 7 8 . 0 . 4 5 9 4 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 189,926 : : Positions : : 28,162 27,349 4,142 791 84,778 1,258 8,526 14,403 6,672 3,481 48,097 : : : : Changes from: June 13, 2017 : : 3,368 3,694 -1,616 158 3,548 199 2,491 -1,112 1,276 -3,085 7,595 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.8 14.4 2.2 0.4 44.6 0.7 4.5 7.6 3.5 1.8 25.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 6 7 5 . 8 5 . 6 11 4 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 1,302,318 : : Positions : : 291,333 212,525 81,209 845,277 117,114 149,242 22,405 48,337 557,396 11,156 28,921 : : : : Changes from: June 13, 2017 : : 4,641 -824 -1,146 5,001 2,504 -1,535 15,004 4,948 12,057 438 839 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.4 16.3 6.2 64.9 9.0 11.5 1.7 3.7 42.8 0.9 2.2 : : : : Number of Traders in Each Category Total Traders: 88 : : 32 28 . 16 14 7 . 6 15 8 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 259,257 : : Positions : : 52,307 40,625 143,467 112,454 22,414 3,048 18,760 14,678 6,907 32,707 14,066 : : : : Changes from: June 13, 2017 : : 3,241 3,350 607 700 513 90 38 884 1,158 1,147 1,170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.2 15.7 55.3 43.4 8.6 1.2 7.2 5.7 2.7 12.6 5.4 : : : : Number of Traders in Each Category Total Traders: 66 : : 17 20 15 5 12 6 5 8 6 9 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665G Open Interest is 22,458 : : Positions : : 21,147 8,405 389 11,390 0 0 0 0 512 2,184 208 : : : : Changes from: June 13, 2017 : : 249 -31 0 280 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 37.4 1.7 50.7 0.0 0.0 0.0 0.0 2.3 9.7 0.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 16 20 . 6 0 0 0 0 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 106,768 : : Positions : : 78,045 84,463 8,288 9,694 8,501 6,120 112 629 2,811 1,619 1,470 : : : : Changes from: June 13, 2017 : : 2,650 2,820 16 60 865 490 0 0 6 107 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 79.1 7.8 9.1 8.0 5.7 0.1 0.6 2.6 1.5 1.4 : : : : Number of Traders in Each Category Total Traders: 99 : : 49 51 6 7 9 . . 4 10 10 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 77,312 : : Positions : : 45,136 58,840 8,819 5,819 7,780 2,503 475 830 11,990 2,798 0 : : : : Changes from: June 13, 2017 : : -301 -483 -110 0 65 -30 75 0 180 96 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 76.1 11.4 7.5 10.1 3.2 0.6 1.1 15.5 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 18 23 4 . 4 . . . . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 37,806 : : Positions : : 34,216 25,523 0 6,926 1,465 0 0 0 1,237 2,281 806 : : : : Changes from: June 13, 2017 : : 1,017 660 0 -235 -123 0 -25 -35 104 636 149 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 67.5 0.0 18.3 3.9 0.0 0.0 0.0 3.3 6.0 2.1 : : : : Number of Traders in Each Category Total Traders: 58 : : 27 32 0 7 6 0 0 0 7 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 9,763 : : Positions : : 5,549 4,892 2,587 2,954 110 0 0 0 956 142 309 : : : : Changes from: June 13, 2017 : : 129 244 0 0 0 0 0 0 30 15 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 50.1 26.5 30.3 1.1 0.0 0.0 0.0 9.8 1.5 3.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 17 . 5 . 0 0 0 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 20, 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 16,749 : : Positions : : 13,965 8,361 453 6,319 57 0 0 0 852 892 634 : : : : Changes from: June 13, 2017 : : 371 179 60 80 0 0 0 0 63 195 305 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 49.9 2.7 37.7 0.3 0.0 0.0 0.0 5.1 5.3 3.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 13 . 4 . 0 0 0 5 . . : ----------------------------------------------------------------------------------------------------------------
Updated June 23, 2017