Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 5,572,009 : : Positions : :2,968,939 1,261,163 434,290 3,067,186 338,474 663,165 11,119 260,562 311,255 64,593 556,591 : : : : Changes from: July 18, 2017 : : 79,068 30,457 -3,682 7,581 12,120 -27,620 -3,955 32,478 -16,129 -3,186 24,242 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 22.6 7.8 55.0 6.1 11.9 0.2 4.7 5.6 1.2 10.0 : : : : Number of Traders in Each Category Total Traders: 230 : : 113 99 7 19 21 20 . 16 41 20 43 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 1,750,868 : : Positions : : 201,909 206,712 24,231 106,692 560,017 86,238 1,657 484,970 26,300 25,436 364,049 : : : : Changes from: July 18, 2017 : : 14,296 13,092 8,876 3,642 -117 -9,800 150 23,946 15,845 11,511 22,565 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.5 11.8 1.4 6.1 32.0 4.9 0.1 27.7 1.5 1.5 20.8 : : : : Number of Traders in Each Category Total Traders: 96 : : 40 39 9 9 17 7 4 10 14 11 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 198,775 : : Positions : : 94,408 176,439 72,768 11,434 3,672 4,380 1,390 2,571 2,972 0 1,040 : : : : Changes from: July 18, 2017 : : 2,789 3,817 290 663 430 -201 152 -22 -219 -1,439 396 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.5 88.8 36.6 5.8 1.8 2.2 0.7 1.3 1.5 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 48 : : 27 27 5 . 6 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 96,162 : : Positions : : 84,424 65,067 149 22,694 4,203 0 0 0 3,387 0 0 : : : : Changes from: July 18, 2017 : : -3,678 -1,427 149 -230 -53 0 0 0 1,780 0 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 67.7 0.2 23.6 4.4 0.0 0.0 0.0 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 25 . 5 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 240,550 : : Positions : : 186,694 81,150 20,443 131,102 17,802 2,356 0 1,057 0 1,286 372 : : : : Changes from: July 18, 2017 : : 6,991 5,363 -782 -319 2,707 1,173 0 -558 -161 919 161 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 33.7 8.5 54.5 7.4 1.0 0.0 0.4 0.0 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 18 6 6 6 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 981,672 : : Positions : : 877,241 166,494 25,562 724,176 56,845 0 2,051 3,645 784 16,617 6,155 : : : : Changes from: July 18, 2017 : : 2,633 7,549 2,564 -2,745 -1,723 0 202 510 200 -128 -514 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 17.0 2.6 73.8 5.8 0.0 0.2 0.4 0.1 1.7 0.6 : : : : Number of Traders in Each Category Total Traders: 59 : : 39 21 6 8 11 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 435,184 : : Positions : : 351,657 304,180 24,885 92,557 31,380 0 0 0 7,049 0 0 : : : : Changes from: July 18, 2017 : : -2,375 1,791 -826 -2,061 -113 0 -1,075 -1,027 897 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 69.9 5.7 21.3 7.2 0.0 0.0 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 28 35 4 9 7 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 427,687 : : Positions : : 361,454 302,798 27,792 97,712 20,135 0 0 0 1,942 0 546 : : : : Changes from: July 18, 2017 : : 2,469 393 -2,343 -469 -337 -609 0 -879 528 0 -19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 70.8 6.5 22.8 4.7 0.0 0.0 0.0 0.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 54 : : 32 30 4 8 10 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 201,496 : : Positions : : 179,479 110,024 10,913 77,403 2,043 505 0 1,598 0 2,139 124 : : : : Changes from: July 18, 2017 : : 17,007 -3,256 -3,556 8,889 -872 -1,835 0 1,090 -356 2,139 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 54.6 5.4 38.4 1.0 0.3 0.0 0.8 0.0 1.1 0.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 29 23 . 7 6 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 89,268 : : Positions : : 61,682 71,332 14,003 3,060 1,955 201 0 1,005 5,251 3,407 496 : : : : Changes from: July 18, 2017 : : -2,734 -2,902 -1,630 0 -325 -22 0 118 91 -386 441 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 79.9 15.7 3.4 2.2 0.2 0.0 1.1 5.9 3.8 0.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 18 5 . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 28,833 : : Positions : : 26,828 23,012 0 5,139 0 0 0 0 1,416 0 0 : : : : Changes from: July 18, 2017 : : 899 992 0 248 0 0 0 0 403 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 79.8 0.0 17.8 0.0 0.0 0.0 0.0 4.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 99,998 : : Positions : : 77,888 36,681 9,794 53,547 3,044 0 29 1,627 0 0 0 : : : : Changes from: July 18, 2017 : : 1,595 1,245 365 735 242 -92 29 124 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 36.7 9.8 53.5 3.0 0.0 0.0 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 12 . 5 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 163,289 : : Positions : : 121,968 76,843 28,937 78,263 4,572 837 0 0 0 0 0 : : : : Changes from: July 18, 2017 : : 1,300 558 727 478 -978 248 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 47.1 17.7 47.9 2.8 0.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 16 5 7 8 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 69,429 : : Positions : : 63,318 49,691 0 16,407 880 0 0 0 0 0 0 : : : : Changes from: July 18, 2017 : : 678 806 0 -186 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 71.6 0.0 23.6 1.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 16 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 21,511 : : Positions : : 17,115 20,333 651 465 0 2,077 0 62 0 0 0 : : : : Changes from: July 18, 2017 : : 1,348 4,382 279 0 0 2,077 0 62 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 94.5 3.0 2.2 0.0 9.7 0.0 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 15 . . 0 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 561,661 : : Positions : : 419,870 182,529 47,271 327,318 36,606 9,621 2,604 1,007 37,820 2,911 786 : : : : Changes from: July 18, 2017 : : -4,980 4,955 -3,887 -13,858 3,206 -927 0 30 293 659 664 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 32.5 8.4 58.3 6.5 1.7 0.5 0.2 6.7 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 77 : : 44 41 . 12 9 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 109,385 : : Positions : : 80,638 60,403 6,708 26,109 13,165 3,806 0 0 479 1,113 744 : : : : Changes from: July 18, 2017 : : -180 -1,197 -2,088 2,559 837 0 -2,822 -601 479 -1,444 713 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 55.2 6.1 23.9 12.0 3.5 0.0 0.0 0.4 1.0 0.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 16 . 4 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 16,782 : : Positions : : 11,801 13,582 2,971 1,643 31 0 0 0 496 0 0 : : : : Changes from: July 18, 2017 : : 1,364 1,054 -31 124 31 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 80.9 17.7 9.8 0.2 0.0 0.0 0.0 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 73,040 : : Positions : : 37,965 45,056 28,902 18,544 4,238 0 0 0 0 1,057 90 : : : : Changes from: July 18, 2017 : : 1,971 728 -60 424 -153 0 0 0 0 667 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 61.7 39.6 25.4 5.8 0.0 0.0 0.0 0.0 1.4 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 10 6 4 5 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 104,770 : : Positions : : 89,579 73,583 3,178 17,343 7,038 3,309 2,790 0 0 1,302 0 : : : : Changes from: July 18, 2017 : : 7,450 11,502 1,984 1,023 -124 3,309 310 0 0 1,302 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 70.2 3.0 16.6 6.7 3.2 2.7 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 14 21 . 4 . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 129,672 : : Positions : : 73,546 101,415 22,288 17,810 31 27,993 5,828 0 3,317 3,689 0 : : : : Changes from: July 18, 2017 : : 7,426 11,115 1,860 930 0 3,441 434 0 124 1,302 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 78.2 17.2 13.7 0.0 21.6 4.5 0.0 2.6 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 74 : : 19 38 . 5 . 5 . 0 6 6 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 147,404 : : Positions : : 144,103 142,259 2,406 0 0 0 0 0 0 1,259 0 : : : : Changes from: July 18, 2017 : : 4,218 5,848 521 0 0 0 0 0 0 -496 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.8 96.5 1.6 0.0 0.0 0.0 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 25 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AQ Open Interest is 259,755 : : Positions : : 189,906 203,578 48,505 33,859 12,059 1,111 0 1,132 0 0 0 : : : : Changes from: July 18, 2017 : : -2,944 875 4,489 490 -2,769 856 0 -215 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 78.4 18.7 13.0 4.6 0.4 0.0 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 31 30 . . 5 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233AW Open Interest is 20,089 : : Positions : : 15,006 15,583 1,395 0 0 0 558 0 620 1,550 0 : : : : Changes from: July 18, 2017 : : 1,550 1,765 620 0 0 0 62 0 217 403 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 77.6 6.9 0.0 0.0 0.0 2.8 0.0 3.1 7.7 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 12 . 0 0 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 121,981 : : Positions : : 107,290 94,971 2,058 13,955 7,411 0 991 2,146 0 988 93 : : : : Changes from: July 18, 2017 : : 647 -1,007 1,342 355 54 0 155 -149 0 988 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 77.9 1.7 11.4 6.1 0.0 0.8 1.8 0.0 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 23 . 5 6 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 139,033 : : Positions : : 94,356 124,073 26,813 2,805 3,765 276 0 690 4,873 0 0 : : : : Changes from: July 18, 2017 : : 2,888 1,753 -1,317 0 738 -151 0 -59 302 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 89.2 19.3 2.0 2.7 0.2 0.0 0.5 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 12 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 124,662 : : Positions : : 85,882 114,966 27,430 5,039 1,438 0 0 0 403 0 0 : : : : Changes from: July 18, 2017 : : 3,312 1,817 815 -890 -460 0 0 0 403 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 92.2 22.0 4.0 1.2 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 14 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 76,766 : : Positions : : 74,355 74,939 1,457 1,240 0 0 0 0 0 0 0 : : : : Changes from: July 18, 2017 : : 9,300 9,424 620 620 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 97.6 1.9 1.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 13 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BH Open Interest is 116,926 : : Positions : : 88,457 80,878 8,747 20,427 11,563 0 0 0 403 836 216 : : : : Changes from: July 18, 2017 : : 1,046 -1,536 124 2,540 -1,836 0 0 0 -214 836 -280 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 69.2 7.5 17.5 9.9 0.0 0.0 0.0 0.3 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 16 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BL Open Interest is 159,834 : : Positions : : 108,186 92,140 12,896 27,618 19,386 189 0 8,196 528 4,396 247 : : : : Changes from: July 18, 2017 : : -1,050 -580 428 -1,066 856 0 0 0 527 1,534 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 57.6 8.1 17.3 12.1 0.1 0.0 5.1 0.3 2.8 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 19 . 6 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 28,855 : : Positions : : 19,519 26,468 3,131 353 453 372 0 0 3,565 899 62 : : : : Changes from: July 18, 2017 : : 3,255 2,511 477 353 19 0 0 0 -744 -62 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 91.7 10.9 1.2 1.6 1.3 0.0 0.0 12.4 3.1 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 35,097 : : Positions : : 17,977 32,993 14,985 248 279 930 0 0 0 279 0 : : : : Changes from: July 18, 2017 : : 5,452 11,048 5,871 -279 279 62 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 94.0 42.7 0.7 0.8 2.6 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 13 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 192,735 : : Positions : : 104,470 137,750 64,883 35,662 4,840 0 2,881 0 11,497 1,009 300 : : : : Changes from: July 18, 2017 : : 3,917 5,493 2,064 -214 435 0 950 0 -455 -372 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 71.5 33.7 18.5 2.5 0.0 1.5 0.0 6.0 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 28 24 4 5 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 17,675 : : Positions : : 14,972 16,222 1,814 779 488 0 0 0 0 0 0 : : : : Changes from: July 18, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 91.8 10.3 4.4 2.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 95,002 : : Positions : : 78,605 61,277 695 20,735 4,485 958 0 0 1,739 0 93 : : : : Changes from: July 18, 2017 : : 25 -1,943 -31 1,661 -1,641 0 0 0 243 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 64.5 0.7 21.8 4.7 1.0 0.0 0.0 1.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 17 . 4 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 92,492 : : Positions : : 50,657 73,834 33,397 13,499 977 0 0 0 0 0 0 : : : : Changes from: July 18, 2017 : : -484 -826 139 -31 589 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 79.8 36.1 14.6 1.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 13 7 . 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 79,931 : : Positions : : 45,890 52,935 14,603 15,386 7,096 0 0 0 5,809 445 496 : : : : Changes from: July 18, 2017 : : 188 2,511 94 -1,771 30 0 0 0 428 367 -124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 66.2 18.3 19.2 8.9 0.0 0.0 0.0 7.3 0.6 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 11 17 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 35,339 : : Positions : : 29,488 33,727 496 961 0 0 0 0 3,906 0 0 : : : : Changes from: July 18, 2017 : : 2,976 3,503 248 558 0 0 0 0 1,302 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 95.4 1.4 2.7 0.0 0.0 0.0 0.0 11.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 14 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 117,594 : : Positions : : 91,654 14,980 8,504 88,821 5,780 852 0 0 1,771 0 0 : : : : Changes from: July 18, 2017 : : 1,017 -636 212 702 31 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 12.7 7.2 75.5 4.9 0.7 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 7 . 8 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 75,138 : : Positions : : 26,491 49,700 26,255 8,381 12,515 0 0 0 0 0 0 : : : : Changes from: July 18, 2017 : : 759 -1,099 -2,164 -151 427 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.3 66.1 34.9 11.2 16.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 8 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 1,335,978 : : Positions : : 139,680 189,181 154,457 90,413 153,763 253,583 180,045 266,836 81,997 199,185 211,686 : : : : Changes from: July 18, 2017 : : -4,667 -20,849 -2,722 6,955 3,480 -5,665 10,625 -19,637 321 -8,754 -2,209 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.5 14.2 11.6 6.8 11.5 19.0 13.5 20.0 6.1 14.9 15.8 : : : : Number of Traders in Each Category Total Traders: 332 : : 40 35 25 11 26 59 66 80 70 45 74 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 562,128 : : Positions : : 105,987 119,296 24,595 70,077 167,466 75,090 1,198 51,836 10,362 29,984 119,310 : : : : Changes from: July 18, 2017 : : 1,095 3,442 -5,073 -5,797 -972 13,075 -1,444 -1,482 -7,961 5,616 1,236 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.9 21.2 4.4 12.5 29.8 13.4 0.2 9.2 1.8 5.3 21.2 : : : : Number of Traders in Each Category Total Traders: 136 : : 36 33 7 16 22 26 8 23 23 19 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 400,844 : : Positions : : 112,086 68,554 7,317 106,373 32,279 18,912 10,560 11,772 179,848 138,957 24,110 : : : : Changes from: July 18, 2017 : : 1,098 4,509 524 7,735 -4,571 6,361 -97 1,432 3,639 -389 4,155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.0 17.1 1.8 26.5 8.1 4.7 2.6 2.9 44.9 34.7 6.0 : : : : Number of Traders in Each Category Total Traders: 84 : : 24 28 4 12 15 6 4 7 15 14 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 143,365 : : Positions : : 35,423 20,104 32,362 18,374 25,284 2,727 31,031 9,342 14,857 16,692 15,625 : : : : Changes from: July 18, 2017 : : 96 1,320 1,927 229 1,342 -3,086 695 70 4,625 -1,524 1,635 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.7 14.0 22.6 12.8 17.6 1.9 21.6 6.5 10.4 11.6 10.9 : : : : Number of Traders in Each Category Total Traders: 63 : : 15 14 10 4 13 . 8 8 9 12 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 59,472 : : Positions : : 10,381 5,969 87 0 219 1,739 8,890 24,571 3,594 868 18,810 : : : : Changes from: July 18, 2017 : : 261 320 16 0 11 414 516 -597 262 113 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.5 10.0 0.1 0.0 0.4 2.9 14.9 41.3 6.0 1.5 31.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 8 9 . 0 . . 5 8 6 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 198,022 : : Positions : : 30,478 28,712 7,396 1,796 90,474 1,682 5,196 14,221 4,775 8,461 48,426 : : : : Changes from: July 18, 2017 : : 2,989 1,292 1,028 -1,008 -1,712 -589 1,517 2,305 1,199 2,736 -1,701 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.4 14.5 3.7 0.9 45.7 0.8 2.6 7.2 2.4 4.3 24.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 5 4 4 4 8 5 . 6 10 5 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 1,311,367 : : Positions : : 289,403 198,194 91,409 841,684 123,804 150,071 43,019 53,520 552,153 12,456 22,890 : : : : Changes from: July 18, 2017 : : 2,586 -461 6,640 14,061 2,456 3,190 -8,744 2,262 -7,822 305 -420 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.1 15.1 7.0 64.2 9.4 11.4 3.3 4.1 42.1 0.9 1.7 : : : : Number of Traders in Each Category Total Traders: 88 : : 34 28 . 16 13 7 . 5 15 7 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 251,880 : : Positions : : 48,980 40,456 139,528 116,279 21,202 12,464 14,070 10,343 3,276 33,541 11,839 : : : : Changes from: July 18, 2017 : : 586 1,974 439 -1,216 -826 3,290 1,925 470 -2,449 524 81 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.4 16.1 55.4 46.2 8.4 4.9 5.6 4.1 1.3 13.3 4.7 : : : : Number of Traders in Each Category Total Traders: 66 : : 17 18 15 4 11 5 . 6 6 13 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #06665B Open Interest is 2,152 : : Positions : : 975 1,223 0 110 36 0 0 0 161 35 313 : : : : Changes from: July 18, 2017 : : 214 164 0 17 -7 0 0 0 -3 35 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.3 56.8 0.0 5.1 1.7 0.0 0.0 0.0 7.5 1.6 14.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 15 0 . . 0 0 0 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 23,274 : : Positions : : 20,695 8,747 138 10,776 1,257 0 0 0 684 2,070 222 : : : : Changes from: July 18, 2017 : : 428 457 0 287 0 0 0 0 315 -1 -49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 37.6 0.6 46.3 5.4 0.0 0.0 0.0 2.9 8.9 1.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 16 20 . 8 . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 106,071 : : Positions : : 75,200 85,836 11,505 9,703 5,507 6,960 210 368 3,180 1,690 2,291 : : : : Changes from: July 18, 2017 : : 1,981 2,656 -26 528 -408 300 111 22 361 -548 712 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 80.9 10.8 9.1 5.2 6.6 0.2 0.3 3.0 1.6 2.2 : : : : Number of Traders in Each Category Total Traders: 103 : : 49 49 7 6 7 . . . 13 12 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 75,177 : : Positions : : 42,874 56,183 9,748 6,612 7,574 2,130 780 830 11,890 2,469 0 : : : : Changes from: July 18, 2017 : : 887 432 293 803 261 0 -100 0 0 -5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 74.7 13.0 8.8 10.1 2.8 1.0 1.1 15.8 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 19 25 4 5 4 . . . . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 40,694 : : Positions : : 36,739 27,652 0 7,058 1,067 260 0 0 1,076 2,927 1,328 : : : : Changes from: July 18, 2017 : : 2,621 2,077 0 435 73 85 0 0 -392 25 134 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 68.0 0.0 17.3 2.6 0.6 0.0 0.0 2.6 7.2 3.3 : : : : Number of Traders in Each Category Total Traders: 63 : : 28 34 0 8 5 . 0 0 6 9 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 9,331 : : Positions : : 5,668 4,622 2,166 3,253 110 0 0 0 947 90 291 : : : : Changes from: July 18, 2017 : : 25 50 0 0 0 0 0 0 25 0 -17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 49.5 23.2 34.9 1.2 0.0 0.0 0.0 10.1 1.0 3.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 16 . 6 . 0 0 0 7 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 25, 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 17,469 : : Positions : : 14,310 8,814 572 6,165 112 0 0 0 832 1,090 799 : : : : Changes from: July 18, 2017 : : 364 91 95 -30 55 0 0 0 -9 246 -43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 50.5 3.3 35.3 0.6 0.0 0.0 0.0 4.8 6.2 4.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 12 . 4 . 0 0 0 . 5 . : ----------------------------------------------------------------------------------------------------------------
Updated July 28, 2017