Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 5,497,225 : : Positions : :2,943,733 1,230,607 437,169 3,101,308 304,252 677,058 11,967 216,361 288,686 33,671 589,591 : : : : Changes from: June 20, 2017 : : -12,629 12,714 -12,865 48,553 -2,847 -3,625 2,412 586 45,567 -44,134 -5,003 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 22.4 8.0 56.4 5.5 12.3 0.2 3.9 5.3 0.6 10.7 : : : : Number of Traders in Each Category Total Traders: 233 : : 113 102 7 20 21 24 4 19 44 13 41 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 1,639,289 : : Positions : : 190,237 190,745 21,285 116,044 559,668 93,535 1,475 438,754 20,024 23,184 308,342 : : : : Changes from: June 20, 2017 : : -19,686 -31,516 -6,844 1,175 -62,063 -24,449 -255 -54,302 7,620 -8,423 -62,929 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.6 11.6 1.3 7.1 34.1 5.7 0.1 26.8 1.2 1.4 18.8 : : : : Number of Traders in Each Category Total Traders: 95 : : 41 39 8 10 18 6 4 10 11 12 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 209,973 : : Positions : : 102,966 186,246 73,697 9,580 4,309 5,348 2,349 2,086 5,771 1,439 1,540 : : : : Changes from: June 20, 2017 : : 4,628 6,399 245 -942 -89 124 -584 -37 684 1,383 449 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 88.7 35.1 4.6 2.1 2.5 1.1 1.0 2.7 0.7 0.7 : : : : Number of Traders in Each Category Total Traders: 52 : : 29 26 4 . 6 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 103,111 : : Positions : : 92,395 71,147 68 22,563 4,524 0 0 0 1,268 615 515 : : : : Changes from: June 20, 2017 : : 2,101 1,156 -1,690 606 2,482 0 0 0 235 -267 52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 69.0 0.1 21.9 4.4 0.0 0.0 0.0 1.2 0.6 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 25 . 5 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 234,480 : : Positions : : 178,366 78,267 21,842 126,053 18,352 0 313 1,618 0 1,739 665 : : : : Changes from: June 20, 2017 : : 11,478 1,054 -2,899 6,629 -1,266 0 -332 -303 -347 1,128 206 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 33.4 9.3 53.8 7.8 0.0 0.1 0.7 0.0 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 17 5 7 5 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 1,015,895 : : Positions : : 918,120 175,652 21,255 752,232 52,832 0 1,847 3,042 1,429 16,617 7,311 : : : : Changes from: June 20, 2017 : : -10,820 -3,811 248 -6,453 -122 0 339 -152 -105 0 451 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 17.3 2.1 74.0 5.2 0.0 0.2 0.3 0.1 1.6 0.7 : : : : Number of Traders in Each Category Total Traders: 62 : : 38 23 6 9 13 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 460,944 : : Positions : : 373,001 319,767 27,863 96,960 35,769 995 0 755 6,673 386 620 : : : : Changes from: June 20, 2017 : : 3,712 1,981 253 2,380 -1,627 -462 0 213 312 -217 341 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 69.4 6.0 21.0 7.8 0.2 0.0 0.2 1.4 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 61 : : 30 36 4 9 7 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 414,650 : : Positions : : 341,547 283,396 27,659 100,393 23,882 682 0 1,353 3,630 0 341 : : : : Changes from: June 20, 2017 : : 20,923 12,607 -51 9,674 -105 -282 0 -37 2,014 0 -93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 68.3 6.7 24.2 5.8 0.2 0.0 0.3 0.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 27 32 5 8 11 . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 198,119 : : Positions : : 166,201 113,262 20,223 71,633 3,729 0 161 1,572 500 1,039 1,439 : : : : Changes from: June 20, 2017 : : 6,825 8,056 2,016 -768 278 -662 161 376 -466 1,039 928 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 57.2 10.2 36.2 1.9 0.0 0.1 0.8 0.3 0.5 0.7 : : : : Number of Traders in Each Category Total Traders: 48 : : 24 21 . 9 6 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 103,089 : : Positions : : 72,357 83,666 19,512 3,526 2,502 409 1,933 887 5,044 4,850 0 : : : : Changes from: June 20, 2017 : : 1,557 141 800 0 -96 155 28 0 -491 922 -162 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 81.2 18.9 3.4 2.4 0.4 1.9 0.9 4.9 4.7 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 19 6 . 5 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 34,611 : : Positions : : 32,899 26,916 0 7,112 0 0 0 0 1,013 0 0 : : : : Changes from: June 20, 2017 : : 744 802 0 -31 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.1 77.8 0.0 20.5 0.0 0.0 0.0 0.0 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 102,515 : : Positions : : 80,116 36,816 10,091 54,745 2,954 796 0 1,227 0 1,488 0 : : : : Changes from: June 20, 2017 : : 4,473 2,913 100 635 46 3 0 33 0 1,209 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 35.9 9.8 53.4 2.9 0.8 0.0 1.2 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 13 . 6 5 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 170,666 : : Positions : : 130,222 83,004 26,929 78,513 6,573 0 0 0 0 0 0 : : : : Changes from: June 20, 2017 : : 4,973 3,390 1,146 2,796 810 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 48.6 15.8 46.0 3.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 16 6 7 7 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 68,540 : : Positions : : 62,539 45,342 0 18,419 549 0 0 0 0 0 0 : : : : Changes from: June 20, 2017 : : 124 93 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 66.2 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 27, 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 22,488 : : Positions : : 19,680 19,264 0 1,216 0 420 1,058 0 990 0 0 : : : : Changes from: June 20, 2017 : : 4,177 3,317 0 496 0 0 248 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 85.7 0.0 5.4 0.0 1.9 4.7 0.0 4.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 18 0 . 0 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 588,512 : : Positions : : 440,383 192,363 56,438 344,584 34,730 9,137 2,604 2,814 37,337 2,159 211 : : : : Changes from: June 20, 2017 : : 4,735 1,448 234 2,343 -791 -1,239 -1,015 -374 -281 131 181 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 32.7 9.6 58.6 5.9 1.6 0.4 0.5 6.3 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 76 : : 45 43 4 12 10 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 117,938 : : Positions : : 84,438 68,977 5,967 21,316 18,293 935 1,661 517 0 862 279 : : : : Changes from: June 20, 2017 : : 1,376 3,207 -2,474 -2,905 2,640 -434 0 -66 0 225 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 58.5 5.1 18.1 15.5 0.8 1.4 0.4 0.0 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 18 . 5 6 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 17,941 : : Positions : : 11,531 14,984 3,179 1,294 120 0 0 0 1,156 0 0 : : : : Changes from: June 20, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 83.5 17.7 7.2 0.7 0.0 0.0 0.0 6.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 76,761 : : Positions : : 37,404 48,658 32,090 18,886 4,854 0 0 0 0 948 155 : : : : Changes from: June 20, 2017 : : 1,619 1,213 431 0 -369 0 0 0 -44 948 -297 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 63.4 41.8 24.6 6.3 0.0 0.0 0.0 0.0 1.2 0.2 : : : : 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 27, 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 129,336 : : Positions : : 95,731 98,138 11,943 18,576 7,379 9,920 2,914 0 3,658 310 0 : : : : Changes from: June 20, 2017 : : 9,641 29,469 8,153 915 93 9,920 2,914 0 3,658 310 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 75.9 9.2 14.4 5.7 7.7 2.3 0.0 2.8 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 17 27 4 5 4 . . 0 6 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 161,260 : : Positions : : 89,601 131,317 18,082 16,005 607 34,486 4,534 2,670 13,708 2,922 1,470 : : : : Changes from: June 20, 2017 : : 11,210 29,378 8,370 -279 -62 7,400 244 2,670 2,188 -1,098 1,470 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 81.4 11.2 9.9 0.4 21.4 2.8 1.7 8.5 1.8 0.9 : : : : Number of Traders in Each Category Total Traders: 82 : : 26 43 . 4 . 6 . . 8 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 139,441 : : Positions : : 135,736 132,213 1,992 0 0 0 0 0 0 2,564 0 : : : : Changes from: June 20, 2017 : : 23,753 24,538 341 0 0 0 0 0 0 -372 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.3 94.8 1.4 0.0 0.0 0.0 0.0 0.0 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 23 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 273,165 : : Positions : : 197,912 215,148 47,414 30,555 17,326 0 108 928 0 0 0 : : : : Changes from: June 20, 2017 : : 6,252 2,464 1,450 4,128 -4 0 -163 153 0 -713 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 78.8 17.4 11.2 6.3 0.0 0.0 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 30 30 . . 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 22,373 : : Positions : : 16,216 18,210 1,285 0 0 781 916 0 519 368 0 : : : : Changes from: June 20, 2017 : : 717 2,135 558 0 0 31 310 0 155 -186 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 81.4 5.7 0.0 0.0 3.5 4.1 0.0 2.3 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 11 . 0 0 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 125,600 : : Positions : : 111,146 98,095 0 14,859 7,431 0 914 2,109 0 248 0 : : : : Changes from: June 20, 2017 : : 2,080 744 0 -248 0 -422 914 422 0 248 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 78.1 0.0 11.8 5.9 0.0 0.7 1.7 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 18 0 6 6 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 145,444 : : Positions : : 99,869 130,292 29,037 3,053 3,232 652 0 749 4,311 620 31 : : : : Changes from: June 20, 2017 : : 1,782 -130 -221 0 372 652 -51 -131 -66 620 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 89.6 20.0 2.1 2.2 0.4 0.0 0.5 3.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 12 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 127,582 : : Positions : : 86,912 117,169 26,352 6,051 2,048 0 0 0 0 0 0 : : : : Changes from: June 20, 2017 : : 1,096 980 3 887 -62 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 91.8 20.7 4.7 1.6 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 27, 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 73,661 : : Positions : : 71,104 71,826 1,587 1,130 0 0 0 0 178 0 62 : : : : Changes from: June 20, 2017 : : 2,019 1,302 124 620 0 0 0 0 -62 0 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.5 97.5 2.2 1.5 0.0 0.0 0.0 0.0 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 14 . . 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 119,246 : : Positions : : 92,077 88,743 3,309 11,414 14,881 0 0 0 613 0 682 : : : : Changes from: June 20, 2017 : : 3,764 817 0 1,708 275 0 0 0 210 -468 282 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 74.4 2.8 9.6 12.5 0.0 0.0 0.0 0.5 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 18 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 164,616 : : Positions : : 113,737 91,390 13,137 28,347 18,870 0 826 8,033 0 5,713 277 : : : : Changes from: June 20, 2017 : : 4,736 301 -31 1,097 275 0 214 -400 0 3,217 -167 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 55.5 8.0 17.2 11.5 0.0 0.5 4.9 0.0 3.5 0.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 17 . 5 5 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 28,255 : : Positions : : 20,668 23,635 1,667 401 1,173 372 0 0 1,909 1,381 720 : : : : Changes from: June 20, 2017 : : 4,080 6,095 270 -319 753 372 0 0 1,909 241 720 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 83.6 5.9 1.4 4.2 1.3 0.0 0.0 6.8 4.9 2.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 12 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 28,781 : : Positions : : 17,044 26,325 7,336 527 0 1,318 0 0 2,130 427 62 : : : : Changes from: June 20, 2017 : : 3,687 3,468 -186 527 0 774 0 0 0 279 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 91.5 25.5 1.8 0.0 4.6 0.0 0.0 7.4 1.5 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 14 . . 0 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 193,185 : : Positions : : 98,628 143,741 65,998 28,675 7,260 1,722 1,007 493 12,207 2,151 600 : : : : Changes from: June 20, 2017 : : 1,714 9,916 6,214 -909 1,029 0 -495 279 -121 123 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 74.4 34.2 14.8 3.8 0.9 0.5 0.3 6.3 1.1 0.3 : : : : Number of Traders in Each Category Total Traders: 50 : : 28 27 . 6 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233CS Open Interest is 20,097 : : Positions : : 17,343 18,681 1,899 928 488 0 0 0 0 0 0 : : : : Changes from: June 20, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 93.0 9.4 4.6 2.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 7 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 89,159 : : Positions : : 71,081 62,500 864 13,033 7,161 556 0 0 890 0 0 : : : : Changes from: June 20, 2017 : : 2,643 3,426 555 1,520 192 0 0 0 890 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 70.1 1.0 14.6 8.0 0.6 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 18 . 4 5 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 100,749 : : Positions : : 56,834 80,661 34,465 14,743 729 0 0 0 0 0 0 : : : : Changes from: June 20, 2017 : : 2,287 616 -868 558 341 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 80.1 34.2 14.6 0.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 13 7 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 67,969 : : Positions : : 36,566 42,706 15,654 11,151 6,682 0 617 0 2,780 0 300 : : : : Changes from: June 20, 2017 : : 1,503 2,955 -121 -275 0 0 0 0 586 0 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 62.8 23.0 16.4 9.8 0.0 0.9 0.0 4.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 12 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 39,585 : : Positions : : 34,898 37,967 0 605 248 0 0 0 3,829 148 62 : : : : Changes from: June 20, 2017 : : 1,426 2,077 0 275 248 0 0 0 1,147 -62 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 95.9 0.0 1.5 0.6 0.0 0.0 0.0 9.7 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 13 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 120,422 : : Positions : : 94,822 14,676 6,572 90,601 5,835 1,255 0 0 2,282 0 0 : : : : Changes from: June 20, 2017 : : 1,587 -93 0 1,406 -61 1,255 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 12.2 5.5 75.2 4.8 1.0 0.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 6 . 9 7 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 77,882 : : Positions : : 27,119 50,348 27,749 8,659 12,850 0 0 0 0 0 0 : : : : Changes from: June 20, 2017 : : 523 299 -7 217 -62 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.8 64.6 35.6 11.1 16.5 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 27, 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 1,352,271 : : Positions : : 158,380 229,284 150,241 77,651 158,630 269,702 188,736 289,779 78,593 189,870 174,245 : : : : Changes from: June 20, 2017 : : -13,371 -29,623 253 1,924 -10,761 15,318 -10,506 -8,659 -21,628 17,034 -16,536 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.7 17.0 11.1 5.7 11.7 19.9 14.0 21.4 5.8 14.0 12.9 : : : : Number of Traders in Each Category Total Traders: 320 : : 38 35 21 10 24 68 61 77 62 44 74 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 523,291 : : Positions : : 99,638 107,816 28,055 75,922 167,671 62,875 1,933 51,319 12,510 21,607 93,842 : : : : Changes from: June 20, 2017 : : -23,836 -12,598 11,158 -4,062 -26,619 -21,538 -6,596 -15,357 677 -10,958 -33,077 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.0 20.6 5.4 14.5 32.0 12.0 0.4 9.8 2.4 4.1 17.9 : : : : Number of Traders in Each Category Total Traders: 135 : : 36 32 5 18 22 29 8 27 21 17 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 404,869 : : Positions : : 120,371 69,126 7,947 108,081 40,411 17,870 12,201 11,361 169,134 131,851 22,998 : : : : Changes from: June 20, 2017 : : -12,263 -2,788 4,406 1,389 557 997 1,920 -2,229 3,495 -3,752 3,449 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.7 17.1 2.0 26.7 10.0 4.4 3.0 2.8 41.8 32.6 5.7 : : : : Number of Traders in Each Category Total Traders: 89 : : 26 28 4 13 16 7 4 9 20 10 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 161,687 : : Positions : : 37,430 24,015 31,443 8,432 33,388 3,625 35,734 14,035 14,142 22,731 15,709 : : : : Changes from: June 20, 2017 : : 9,214 6,303 -256 -2,085 4,705 1,283 6,046 2,410 3,520 -823 4,140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.1 14.9 19.4 5.2 20.6 2.2 22.1 8.7 8.7 14.1 9.7 : : : : Number of Traders in Each Category Total Traders: 63 : : 14 13 10 . 12 6 10 10 8 11 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 57,076 : : Positions : : 9,544 5,714 67 0 208 2,292 7,811 26,415 2,402 746 16,010 : : : : Changes from: June 20, 2017 : : -349 -177 -22 0 -1 -188 -899 1,136 -544 -72 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.7 10.0 0.1 0.0 0.4 4.0 13.7 46.3 4.2 1.3 28.1 : : : : 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 27, 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 258,091 : : Positions : : 27,701 24,464 4,992 5,196 98,527 1,140 4,813 12,758 6,132 1,279 74,680 : : : : Changes from: June 20, 2017 : : -460 -2,885 850 4,405 13,749 -118 -3,714 -1,644 -540 -2,202 26,583 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.7 9.5 1.9 2.0 38.2 0.4 1.9 4.9 2.4 0.5 28.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 5 6 . 5 8 5 . 6 8 6 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 1,313,705 : : Positions : : 292,256 213,585 81,184 846,538 116,921 149,256 31,121 48,252 565,109 10,960 29,798 : : : : Changes from: June 20, 2017 : : 923 1,060 -25 1,261 -193 14 8,716 -85 7,713 -196 877 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.2 16.3 6.2 64.4 8.9 11.4 2.4 3.7 43.0 0.8 2.3 : : : : Number of Traders in Each Category Total Traders: 89 : : 32 28 . 16 14 7 . 7 15 8 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 266,424 : : Positions : : 54,941 41,176 145,155 116,614 22,300 3,008 20,834 16,048 8,375 31,879 14,260 : : : : Changes from: June 20, 2017 : : 2,634 551 1,688 4,160 -114 -40 2,074 1,370 1,468 -828 194 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.6 15.5 54.5 43.8 8.4 1.1 7.8 6.0 3.1 12.0 5.4 : : : : Number of Traders in Each Category Total Traders: 67 : : 17 20 15 5 11 6 5 8 7 9 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 24,483 : : Positions : : 22,312 9,399 389 11,614 807 0 0 0 425 2,184 208 : : : : Changes from: June 20, 2017 : : 1,165 994 0 224 807 0 0 0 -87 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 38.4 1.6 47.4 3.3 0.0 0.0 0.0 1.7 8.9 0.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 15 19 . 6 . 0 0 0 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 106,013 : : Positions : : 76,094 84,004 8,846 9,284 8,370 6,585 81 658 2,776 1,701 1,665 : : : : Changes from: June 20, 2017 : : -1,951 -459 558 -410 -131 465 -31 29 -35 82 195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 79.2 8.3 8.8 7.9 6.2 0.1 0.6 2.6 1.6 1.6 : : : : Number of Traders in Each Category Total Traders: 102 : : 50 51 6 7 9 . . 4 11 11 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 76,976 : : Positions : : 44,928 58,350 9,389 5,819 7,469 2,179 895 830 12,080 2,813 0 : : : : Changes from: June 20, 2017 : : -208 -490 570 0 -311 -324 420 0 90 15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 75.8 12.2 7.6 9.7 2.8 1.2 1.1 15.7 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 18 23 4 . 4 . . . . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 39,223 : : Positions : : 35,061 26,430 0 6,876 1,442 0 150 0 1,475 2,488 1,052 : : : : Changes from: June 20, 2017 : : 845 907 0 -50 -23 0 150 0 238 207 246 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 67.4 0.0 17.5 3.7 0.0 0.4 0.0 3.8 6.3 2.7 : : : : Number of Traders in Each Category Total Traders: 60 : : 28 32 0 7 6 0 . 0 7 8 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 10,075 : : Positions : : 5,929 5,171 2,587 2,954 110 0 0 0 956 93 361 : : : : Changes from: June 20, 2017 : : 380 279 0 0 0 0 0 0 0 -49 52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 51.3 25.7 29.3 1.1 0.0 0.0 0.0 9.5 0.9 3.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 18 . 5 . 0 0 0 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665T Open Interest is 17,166 : : Positions : : 14,261 8,569 453 6,414 57 0 0 0 865 905 727 : : : : Changes from: June 20, 2017 : : 296 208 0 95 0 0 0 0 13 13 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 49.9 2.6 37.4 0.3 0.0 0.0 0.0 5.0 5.3 4.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 13 . 4 . 0 0 0 4 . . : ----------------------------------------------------------------------------------------------------------------
Updated June 30, 2017