Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 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 5,420,473 : : Positions : :2,849,960 1,222,394 444,885 3,018,188 310,511 674,174 15,890 223,051 332,912 71,447 547,891 : : : : Changes from: July 3, 2017 : : 26,654 3,820 12,129 25,308 9,903 -2,524 2,081 11,035 12,616 18,093 -13,054 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 22.6 8.2 55.7 5.7 12.4 0.3 4.1 6.1 1.3 10.1 : : : : Number of Traders in Each Category Total Traders: 226 : : 111 99 7 20 21 20 4 16 42 13 39 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 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 1,672,959 : : Positions : : 186,023 191,061 16,394 108,985 557,722 108,809 1,447 459,929 5,748 17,869 335,115 : : : : Changes from: July 3, 2017 : : 6,024 9,558 -4,947 -2,373 16,320 7,799 -109 20,852 -1,856 -87 20,319 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.1 11.4 1.0 6.5 33.3 6.5 0.1 27.5 0.3 1.1 20.0 : : : : Number of Traders in Each Category Total Traders: 92 : : 40 38 8 10 18 7 4 10 7 14 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 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 192,373 : : Positions : : 91,222 171,200 73,054 10,343 3,259 4,581 2,076 1,991 2,991 290 634 : : : : Changes from: July 3, 2017 : : -12,276 -17,185 -2,324 -55 -657 -614 125 -65 -2,897 -1,519 -791 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 89.0 38.0 5.4 1.7 2.4 1.1 1.0 1.6 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 47 : : 28 25 5 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 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 95,457 : : Positions : : 86,880 64,584 0 22,252 4,256 0 0 0 70 0 240 : : : : Changes from: July 3, 2017 : : -6,579 -7,175 0 -542 -336 0 0 0 -1,413 -615 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 67.7 0.0 23.3 4.5 0.0 0.0 0.0 0.1 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 24 24 0 6 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 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 223,706 : : Positions : : 168,007 69,042 23,711 128,686 16,318 0 216 1,874 0 23 279 : : : : Changes from: July 3, 2017 : : -11,317 -10,468 3,436 2,632 -1,562 -357 216 351 0 -326 -327 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 30.9 10.6 57.5 7.3 0.0 0.1 0.8 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 16 5 7 5 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 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 972,020 : : Positions : : 873,634 155,102 21,172 727,576 54,349 0 1,790 3,225 889 16,617 6,577 : : : : Changes from: July 3, 2017 : : -40,367 -17,336 278 -22,242 -1,631 0 -703 147 -586 0 -180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 16.0 2.2 74.9 5.6 0.0 0.2 0.3 0.1 1.7 0.7 : : : : Number of Traders in Each Category Total Traders: 59 : : 38 21 7 8 13 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 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 440,078 : : Positions : : 356,759 303,401 27,907 96,038 33,481 815 0 878 5,713 0 124 : : : : Changes from: July 3, 2017 : : -15,629 -12,207 104 -4,671 -1,231 -26 0 0 -993 0 -309 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 68.9 6.3 21.8 7.6 0.2 0.0 0.2 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 27 34 4 9 7 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 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 410,976 : : Positions : : 344,464 286,741 29,003 98,074 19,072 533 0 971 775 6 425 : : : : Changes from: July 3, 2017 : : -6,764 -5,222 1,826 -3,389 -4,990 -943 0 192 -1,674 6 67 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 69.8 7.1 23.9 4.6 0.1 0.0 0.2 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 54 : : 29 30 5 8 10 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 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 186,322 : : Positions : : 159,638 109,134 12,352 67,865 2,258 938 0 832 0 0 0 : : : : Changes from: July 3, 2017 : : -9,544 -5,850 -6,864 -3,034 -1,533 938 -135 -649 -992 -2,058 -1,075 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 58.6 6.6 36.4 1.2 0.5 0.0 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 27 21 . 8 5 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 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 89,796 : : Positions : : 63,162 71,995 15,874 3,060 2,162 378 0 887 4,671 4,931 0 : : : : Changes from: July 3, 2017 : : -9,250 -12,094 -3,617 -466 -340 -93 -1,445 0 -403 -202 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 80.2 17.7 3.4 2.4 0.4 0.0 1.0 5.2 5.5 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 16 6 . 5 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 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 24,369 : : Positions : : 22,984 19,044 0 4,891 0 0 0 0 1,013 0 0 : : : : Changes from: July 3, 2017 : : -10,163 -8,120 0 -2,221 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 78.1 0.0 20.1 0.0 0.0 0.0 0.0 4.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 8 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 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 94,398 : : Positions : : 72,699 33,393 9,583 51,780 2,695 608 0 1,227 0 0 0 : : : : Changes from: July 3, 2017 : : -8,469 -3,798 -508 -2,935 -259 178 0 -214 0 -1,829 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 35.4 10.2 54.9 2.9 0.6 0.0 1.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 . 6 5 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #02339W Open Interest is 163,226 : : Positions : : 123,809 76,968 27,021 77,820 5,549 0 0 0 0 0 0 : : : : Changes from: July 3, 2017 : : -7,464 -6,307 -764 -2,214 -382 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 47.2 16.6 47.7 3.4 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 July 11, 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 64,021 : : Positions : : 58,483 43,547 0 17,197 276 0 0 0 0 0 0 : : : : Changes from: July 3, 2017 : : -5,587 -2,177 0 -2,581 -93 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 68.0 0.0 26.9 0.4 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 July 11, 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 16,118 : : Positions : : 14,915 14,634 0 465 0 0 0 0 0 0 0 : : : : Changes from: July 3, 2017 : : -6,124 -5,746 0 -720 0 -420 -872 0 -990 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 90.8 0.0 2.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 13 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 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 556,000 : : Positions : : 412,681 173,548 53,376 336,292 32,462 12,197 2,604 1,067 37,875 2,126 246 : : : : Changes from: July 3, 2017 : : -25,216 -11,727 -2,472 -14,473 -2,120 1,631 0 -1,169 61 238 -145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 31.2 9.6 60.5 5.8 2.2 0.5 0.2 6.8 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 79 : : 46 44 5 11 10 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 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 109,441 : : Positions : : 77,437 63,390 6,014 20,867 15,309 937 1,661 333 0 1,941 124 : : : : Changes from: July 3, 2017 : : -8,406 -4,917 513 -4,706 -2,199 -826 0 16 0 1,141 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 57.9 5.5 19.1 14.0 0.9 1.5 0.3 0.0 1.8 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 17 . 4 6 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 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 12,163 : : Positions : : 7,523 9,986 2,909 1,054 0 0 0 0 496 0 0 : : : : Changes from: July 3, 2017 : : -4,008 -4,998 -270 -240 -120 0 0 0 -660 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 82.1 23.9 8.7 0.0 0.0 0.0 0.0 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A8 Open Interest is 71,039 : : Positions : : 36,056 44,328 28,838 18,120 4,391 0 0 0 0 390 155 : : : : Changes from: July 3, 2017 : : -1,927 -3,902 -2,673 -615 -614 0 0 0 0 -558 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 62.4 40.6 25.5 6.2 0.0 0.0 0.0 0.0 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 10 7 4 7 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AG Open Interest is 89,198 : : Positions : : 79,773 62,693 1,194 15,832 7,162 0 0 0 0 0 0 : : : : Changes from: July 3, 2017 : : -22,026 -53,921 -15,616 -6,681 0 -24,552 -2,914 0 -3,193 -2,046 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 70.3 1.3 17.7 8.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 9 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 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 115,054 : : Positions : : 64,849 91,323 20,428 16,880 31 24,552 2,914 0 3,193 2,387 0 : : : : Changes from: July 3, 2017 : : -29,075 -58,963 -1,740 -2,430 -1,140 -24,566 -1,620 -2,670 -10,132 -2,967 -1,388 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 79.4 17.8 14.7 0.0 21.3 2.5 0.0 2.8 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 66 : : 15 35 . 5 . 4 . 0 6 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 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 142,696 : : Positions : : 139,730 136,163 1,885 0 0 0 0 0 0 1,755 0 : : : : Changes from: July 3, 2017 : : 3,134 2,726 -107 0 0 0 0 0 0 -592 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.9 95.4 1.3 0.0 0.0 0.0 0.0 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 20 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 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 260,704 : : Positions : : 188,876 202,286 48,663 34,004 13,544 0 261 1,208 0 0 0 : : : : Changes from: July 3, 2017 : : -11,432 -14,135 -337 947 -1,310 0 2 -2 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 77.6 18.7 13.0 5.2 0.0 0.1 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 30 29 . . 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 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 120,239 : : Positions : : 106,312 94,726 74 13,600 7,357 0 1,022 2,109 0 0 0 : : : : Changes from: July 3, 2017 : : -7,533 -5,518 74 -1,259 -74 0 170 0 0 -340 -217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 78.8 0.1 11.3 6.1 0.0 0.8 1.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 20 . 5 6 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 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 137,477 : : Positions : : 92,023 123,452 29,018 2,805 2,773 641 0 749 4,295 0 0 : : : : Changes from: July 3, 2017 : : -7,221 -6,153 132 -248 -459 -11 0 0 -167 -682 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 89.8 21.1 2.0 2.0 0.5 0.0 0.5 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 11 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 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 122,540 : : Positions : : 82,541 113,149 26,553 5,776 1,798 0 0 0 0 0 0 : : : : Changes from: July 3, 2017 : : -4,464 -4,417 -103 -275 -250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 92.3 21.7 4.7 1.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 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 66,319 : : Positions : : 64,714 65,174 837 620 0 0 0 0 0 0 0 : : : : Changes from: July 3, 2017 : : -6,390 -6,652 -750 -510 0 0 0 0 -178 0 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.6 98.3 1.3 0.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 13 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 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 110,397 : : Positions : : 83,968 77,909 5,157 16,569 12,484 0 0 0 248 68 428 : : : : Changes from: July 3, 2017 : : -8,813 -6,741 1,116 -589 -1,116 0 0 0 -273 68 -254 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 70.6 4.7 15.0 11.3 0.0 0.0 0.0 0.2 0.1 0.4 : : : : 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 July 11, 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 153,130 : : Positions : : 104,872 89,877 12,468 27,338 17,217 0 146 8,095 0 363 291 : : : : Changes from: July 3, 2017 : : -8,188 117 -1,311 -2,935 273 0 -66 0 0 -5,880 -91 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 58.7 8.1 17.9 11.2 0.0 0.1 5.3 0.0 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 17 . 5 6 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 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 23,771 : : Positions : : 15,923 21,849 2,654 0 434 372 0 0 2,449 961 0 : : : : Changes from: July 3, 2017 : : -4,497 -1,724 739 -401 -739 0 0 0 540 -420 -720 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 91.9 11.2 0.0 1.8 1.6 0.0 0.0 10.3 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 10 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 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 19,872 : : Positions : : 12,060 17,830 5,464 527 0 868 0 0 0 279 0 : : : : Changes from: July 3, 2017 : : -5,139 -8,743 -1,872 0 0 -450 0 0 -2,130 -148 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 89.7 27.5 2.7 0.0 4.4 0.0 0.0 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 11 . . 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 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 184,231 : : Positions : : 99,595 133,647 60,889 31,748 4,576 0 1,472 214 12,042 1,319 300 : : : : Changes from: July 3, 2017 : : 603 -10,370 -6,497 1,020 -1,720 -1,234 279 -279 -165 -616 -300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 72.5 33.1 17.2 2.5 0.0 0.8 0.1 6.5 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 22 4 5 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 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 90,077 : : Positions : : 72,711 61,184 677 14,557 7,117 339 0 0 1,438 0 0 : : : : Changes from: July 3, 2017 : : 1,354 -1,652 -342 1,767 -134 -155 0 0 488 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 67.9 0.8 16.2 7.9 0.4 0.0 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 16 . 5 5 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 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 92,202 : : Positions : : 50,427 74,040 33,258 13,530 388 0 0 0 0 0 0 : : : : Changes from: July 3, 2017 : : -6,928 -7,781 -1,815 -1,213 -341 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 80.3 36.1 14.7 0.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 12 7 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 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 72,496 : : Positions : : 39,123 45,912 14,903 13,338 6,702 0 0 0 4,639 0 270 : : : : Changes from: July 3, 2017 : : 2,307 1,656 -966 2,158 20 0 -617 0 934 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 63.3 20.6 18.4 9.2 0.0 0.0 0.0 6.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 13 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 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 29,635 : : Positions : : 25,830 28,643 248 403 0 0 0 0 2,015 0 0 : : : : Changes from: July 3, 2017 : : -8,944 -9,448 248 -202 -248 0 0 0 -1,938 -86 -124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 96.7 0.8 1.4 0.0 0.0 0.0 0.0 6.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 11 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 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 113,824 : : Positions : : 89,321 15,245 6,248 85,056 6,391 852 0 0 1,771 0 0 : : : : Changes from: July 3, 2017 : : -7,333 569 -110 -7,742 -292 -403 0 0 -511 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 13.4 5.5 74.7 5.6 0.7 0.0 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 7 . 8 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 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 73,322 : : Positions : : 23,389 47,731 28,243 8,532 12,088 0 0 0 0 0 0 : : : : Changes from: July 3, 2017 : : -3,882 -2,708 586 -96 -793 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.9 65.1 38.5 11.6 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 July 11, 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 1,366,681 : : Positions : : 147,739 220,426 162,716 83,865 145,721 268,419 180,695 278,053 80,577 202,975 209,472 : : : : Changes from: July 3, 2017 : : -5,817 -6,578 17,834 4,057 -12,249 -5,007 -147 -26,348 4,892 14,251 26,612 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.8 16.1 11.9 6.1 10.7 19.6 13.2 20.3 5.9 14.9 15.3 : : : : Number of Traders in Each Category Total Traders: 335 : : 38 35 25 12 24 69 57 82 65 50 81 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 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 551,518 : : Positions : : 103,609 115,056 29,825 73,015 169,165 63,323 3,415 51,449 16,871 26,091 109,701 : : : : Changes from: July 3, 2017 : : 2,608 3,889 4,342 1,779 344 -7,552 -1,442 4,209 6,170 775 7,301 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.8 20.9 5.4 13.2 30.7 11.5 0.6 9.3 3.1 4.7 19.9 : : : : Number of Traders in Each Category Total Traders: 135 : : 36 32 5 18 22 26 10 26 20 19 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 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 384,619 : : Positions : : 113,849 61,289 6,737 95,730 38,785 8,803 10,736 10,277 169,893 137,298 22,154 : : : : Changes from: July 3, 2017 : : 1,349 449 154 978 -721 -4,003 -552 -135 12,657 10,068 -3,048 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.6 15.9 1.8 24.9 10.1 2.3 2.8 2.7 44.2 35.7 5.8 : : : : Number of Traders in Each Category Total Traders: 81 : : 23 27 . 13 15 4 4 6 15 14 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 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 135,551 : : Positions : : 34,645 17,445 31,163 19,400 20,979 5,319 28,929 8,943 10,627 18,525 12,390 : : : : Changes from: July 3, 2017 : : 2,602 756 262 2,521 -57 -172 -3,410 399 164 2,052 1,832 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.6 12.9 23.0 14.3 15.5 3.9 21.3 6.6 7.8 13.7 9.1 : : : : Number of Traders in Each Category Total Traders: 54 : : 13 13 10 . 12 7 4 5 6 9 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 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 57,268 : : Positions : : 9,527 5,556 75 0 208 1,370 7,992 24,197 3,369 756 18,360 : : : : Changes from: July 3, 2017 : : -181 -223 -4 0 -14 -1,428 -794 -1,686 485 -120 2,469 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.6 9.7 0.1 0.0 0.4 2.4 14.0 42.3 5.9 1.3 32.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 7 8 . 0 . . 5 8 5 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES (Contracts of 10,000 MMBTU'S) : CFTC Code #023P02 Open Interest is 188,906 : : Positions : : 22,771 21,963 6,164 1,968 92,513 1,454 4,057 11,375 3,455 5,803 50,111 : : : : Changes from: July 3, 2017 : : 564 567 597 408 10,357 247 52 444 -84 211 10,807 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.1 11.6 3.3 1.0 49.0 0.8 2.1 6.0 1.8 3.1 26.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 5 5 4 4 8 5 . 6 11 . 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 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 1,305,728 : : Positions : : 283,737 197,341 85,254 826,317 121,130 146,641 58,551 51,238 565,838 12,151 23,372 : : : : Changes from: July 3, 2017 : : 907 1,122 896 4,047 7,514 2,000 25,496 3,684 25,507 -1,095 1,560 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.7 15.1 6.5 63.3 9.3 11.2 4.5 3.9 43.3 0.9 1.8 : : : : Number of Traders in Each Category Total Traders: 87 : : 33 28 . 16 14 7 . 5 15 7 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 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 246,252 : : Positions : : 49,028 38,139 138,444 117,668 21,732 9,174 11,595 9,259 5,663 33,892 10,675 : : : : Changes from: July 3, 2017 : : 1,250 257 1,613 7,237 -203 6,830 -5,473 -3,914 851 8,865 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.9 15.5 56.2 47.8 8.8 3.7 4.7 3.8 2.3 13.8 4.3 : : : : Number of Traders in Each Category Total Traders: 65 : : 16 18 15 5 10 5 . 5 7 11 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 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 22,435 : : Positions : : 20,267 8,125 138 10,489 1,257 0 0 0 274 2,121 221 : : : : Changes from: July 3, 2017 : : 188 138 0 20 0 0 0 0 0 -10 72 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 36.2 0.6 46.8 5.6 0.0 0.0 0.0 1.2 9.5 1.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 18 . 6 . 0 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 102,789 : : Positions : : 73,041 83,479 11,798 9,206 5,936 6,660 93 351 2,783 2,115 1,107 : : : : Changes from: July 3, 2017 : : -3,815 -943 2,261 -723 -2,254 0 -28 -44 54 8 -503 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 81.2 11.5 9.0 5.8 6.5 0.1 0.3 2.7 2.1 1.1 : : : : Number of Traders in Each Category Total Traders: 98 : : 47 50 6 6 8 . . . 11 11 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 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 73,571 : : Positions : : 41,777 55,626 9,490 5,734 7,278 2,175 960 830 11,890 2,494 0 : : : : Changes from: July 3, 2017 : : 112 342 -45 0 45 0 -10 0 280 -15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 75.6 12.9 7.8 9.9 3.0 1.3 1.1 16.2 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 17 23 4 4 4 . . . . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 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 37,641 : : Positions : : 33,499 24,979 0 6,598 1,229 15 0 75 1,438 2,704 1,161 : : : : Changes from: July 3, 2017 : : 237 463 0 -60 55 15 -65 35 147 41 133 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 66.4 0.0 17.5 3.3 0.0 0.0 0.2 3.8 7.2 3.1 : : : : Number of Traders in Each Category Total Traders: 58 : : 27 32 0 7 5 . 0 . 6 8 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 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 9,188 : : Positions : : 5,531 4,472 2,166 3,253 110 0 0 0 937 90 283 : : : : Changes from: July 3, 2017 : : 140 225 0 25 0 0 0 0 25 0 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 48.7 23.6 35.4 1.2 0.0 0.0 0.0 10.2 1.0 3.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 17 . 6 . 0 0 0 7 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 11, 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 16,865 : : Positions : : 13,852 8,708 453 6,240 57 0 0 0 694 608 789 : : : : Changes from: July 3, 2017 : : 392 335 0 80 0 0 0 0 -38 -13 66 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 51.6 2.7 37.0 0.3 0.0 0.0 0.0 4.1 3.6 4.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 13 . 4 . 0 0 0 5 . . : ----------------------------------------------------------------------------------------------------------------
Updated July 14, 2017