Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 HENRY LD1 FIXED - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #023391 Open Interest is 6,828,446 : : Positions : :3,855,284 1,281,216 540,376 4,631,453 335,852 1,013,003 3,453 192,361 493,022 8,721 362,533 : : : : Changes from: July 20, 2021 : : 139,733 27,202 11,478 45,834 9,096 -10,714 869 21,725 -70,904 -4,528 54,163 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 18.8 7.9 67.8 4.9 14.8 0.1 2.8 7.2 0.1 5.3 : : : : Number of Traders in Each Category Total Traders: 257 : : 136 113 16 17 21 18 . 14 42 15 40 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 2,261,946 : : Positions : : 165,482 180,367 39,401 120,604 955,383 14,310 41,286 642,981 138,839 17,303 302,147 : : : : Changes from: July 20, 2021 : : -7,613 7,700 2,106 -4,401 -40,886 1,800 -5,752 -79,964 -6,332 -6,862 -106,324 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.3 8.0 1.7 5.3 42.2 0.6 1.8 28.4 6.1 0.8 13.4 : : : : Number of Traders in Each Category Total Traders: 88 : : 36 35 4 12 16 . 6 7 13 11 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 212,752 : : Positions : : 169,557 186,700 10,608 4,324 11,395 0 0 0 0 727 90 : : : : Changes from: July 20, 2021 : : -569 361 548 118 -237 0 0 0 0 87 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 87.8 5.0 2.0 5.4 0.0 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 17 4 . 6 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 174,514 : : Positions : : 147,538 116,929 261 43,061 1,855 1,271 0 0 8,112 0 243 : : : : Changes from: July 20, 2021 : : 3,068 2,158 0 431 0 124 0 0 896 0 243 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 67.0 0.1 24.7 1.1 0.7 0.0 0.0 4.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 16 . 6 . . 0 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 268,026 : : Positions : : 179,123 119,603 55,609 123,590 12,668 179 0 124 2,717 5,158 2,127 : : : : Changes from: July 20, 2021 : : 9,761 -637 -58 8,499 -415 -299 0 -31 -460 2,411 -425 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 44.6 20.7 46.1 4.7 0.1 0.0 0.0 1.0 1.9 0.8 : : : : Number of Traders in Each Category Total Traders: 51 : : 24 26 6 8 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 905,887 : : Positions : : 825,540 80,860 13,428 772,808 32,520 888 1,270 4,259 9,125 3,756 6,142 : : : : Changes from: July 20, 2021 : : 8,478 4,047 83 5,823 -6 426 1,118 -748 96 -120 210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 8.9 1.5 85.3 3.6 0.1 0.1 0.5 1.0 0.4 0.7 : : : : Number of Traders in Each Category Total Traders: 56 : : 33 19 . 10 9 . . . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 303,313 : : Positions : : 185,995 216,701 76,343 47,951 19,779 300 3,845 0 5,386 0 3,013 : : : : Changes from: July 20, 2021 : : -2,024 640 244 -138 324 -10 -113 0 401 0 453 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 71.4 25.2 15.8 6.5 0.1 1.3 0.0 1.8 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 35 27 5 8 8 . 4 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 609,214 : : Positions : : 518,670 431,479 32,890 132,025 38,111 510 2,185 584 8,860 226 1,304 : : : : Changes from: July 20, 2021 : : 5,530 6,612 1,847 1,078 1,919 0 -588 -124 242 226 103 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 70.8 5.4 21.7 6.3 0.1 0.4 0.1 1.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 67 : : 38 29 5 8 8 . . . 7 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 446,855 : : Positions : : 351,418 169,077 44,664 215,484 35,661 0 8,615 1,182 576 1,629 312 : : : : Changes from: July 20, 2021 : : -33 1,656 436 946 820 0 -1,094 297 474 1,395 53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 37.8 10.0 48.2 8.0 0.0 1.9 0.3 0.1 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 27 19 . 12 9 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 106,689 : : Positions : : 80,409 95,959 18,871 3,338 402 0 1,410 62 869 674 327 : : : : Changes from: July 20, 2021 : : 4,487 5,246 668 0 0 0 -310 0 352 -60 110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 89.9 17.7 3.1 0.4 0.0 1.3 0.1 0.8 0.6 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 17 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 53,379 : : Positions : : 36,952 47,764 11,074 3,942 0 0 0 0 1,267 325 279 : : : : Changes from: July 20, 2021 : : 2,230 2,728 434 339 0 0 0 0 558 62 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 89.5 20.7 7.4 0.0 0.0 0.0 0.0 2.4 0.6 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 13 . . 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 343,985 : : Positions : : 322,620 58,418 1,875 269,353 10,107 0 0 0 0 998 0 : : : : Changes from: July 20, 2021 : : 2,827 -541 -30 984 28 0 0 0 0 171 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 17.0 0.5 78.3 2.9 0.0 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 17 . 13 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 190,728 : : Positions : : 165,419 27,146 4,920 156,562 5,337 4,602 0 151 0 0 0 : : : : Changes from: July 20, 2021 : : 876 448 50 601 -59 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 14.2 2.6 82.1 2.8 2.4 0.0 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 17 . 9 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 256,374 : : Positions : : 249,804 167,612 0 48,641 2,468 0 10,525 374 920 16,611 0 : : : : Changes from: July 20, 2021 : : 22,095 16,460 0 -2,460 -89 0 6,444 25 0 922 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.4 65.4 0.0 19.0 1.0 0.0 4.1 0.1 0.4 6.5 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 14 0 6 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 51,979 : : Positions : : 18,298 37,876 15,968 1,790 1,209 9,455 5,500 640 3,193 2,627 1,812 : : : : Changes from: July 20, 2021 : : 4,464 2,418 62 0 0 -59 540 28 837 2,294 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.2 72.9 30.7 3.4 2.3 18.2 10.6 1.2 6.1 5.1 3.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 19 22 4 . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 666,096 : : Positions : : 508,743 174,982 77,140 429,363 43,431 10,573 832 8,951 6,378 248 2,354 : : : : Changes from: July 20, 2021 : : 8,016 -3,392 1,528 5,171 677 -9,247 285 3,301 844 -308 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 26.3 11.6 64.5 6.5 1.6 0.1 1.3 1.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 75 : : 47 28 4 11 10 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 136,510 : : Positions : : 51,742 84,143 57,133 27,758 21,889 0 0 0 747 0 152 : : : : Changes from: July 20, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.9 61.6 41.9 20.3 16.0 0.0 0.0 0.0 0.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 5 . 5 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 190,684 : : Positions : : 166,078 82,057 11,289 102,447 4,935 1,581 0 304 1,799 0 242 : : : : Changes from: July 20, 2021 : : 1,758 2,326 1,839 2,741 27 -240 0 147 1,799 0 242 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 43.0 5.9 53.7 2.6 0.8 0.0 0.2 0.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 11 . 8 5 . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 133,020 : : Positions : : 72,584 97,916 47,224 20,581 4,544 2,381 1,395 0 3,255 5,149 0 : : : : Changes from: July 20, 2021 : : 11,209 16,984 5,320 1,329 368 2,381 1,147 0 3,255 3,286 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 73.6 35.5 15.5 3.4 1.8 1.0 0.0 2.4 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 23 22 7 7 8 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 168,932 : : Positions : : 86,573 123,459 57,367 24,382 4,009 13,299 2,324 1,561 4,092 11,070 837 : : : : Changes from: July 20, 2021 : : 13,578 18,972 4,619 1,116 682 1,116 -166 1,313 2,728 2,511 837 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 73.1 34.0 14.4 2.4 7.9 1.4 0.9 2.4 6.6 0.5 : : : : Number of Traders in Each Category Total Traders: 80 : : 31 37 8 7 5 . . . 4 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 206,206 : : Positions : : 170,590 182,157 23,817 17,346 2,908 484 682 309 7,124 1,730 279 : : : : Changes from: July 20, 2021 : : 2,546 5,334 1,238 -1,612 1,705 -309 0 309 0 31 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 88.3 11.6 8.4 1.4 0.2 0.3 0.1 3.5 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 26 26 5 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV MMBTU : CFTC Code #0233AN Open Interest is 32,357 : : Positions : : 20,067 30,007 9,622 279 0 248 558 0 0 372 0 : : : : Changes from: July 20, 2021 : : 1,085 984 186 279 0 0 558 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 92.7 29.7 0.9 0.0 0.8 1.7 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 11 . . 0 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 217,087 : : Positions : : 152,217 117,123 36,807 76,045 17,317 0 2,071 248 248 31 1,171 : : : : Changes from: July 20, 2021 : : 3,298 471 -1,505 350 -96 0 0 0 -1,604 31 -91 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 54.0 17.0 35.0 8.0 0.0 1.0 0.1 0.1 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 50 : : 27 29 4 7 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AT Open Interest is 92,245 : : Positions : : 88,738 90,821 1,204 744 124 1,215 0 0 0 0 0 : : : : Changes from: July 20, 2021 : : 554 1,137 95 186 62 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.2 98.5 1.3 0.8 0.1 1.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 18 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AY Open Interest is 77,670 : : Positions : : 50,528 42,297 4,638 20,868 8,694 1,727 0 84 0 236 480 : : : : Changes from: July 20, 2021 : : -1,394 397 -1,887 62 1,307 1,727 0 84 0 -1 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 54.5 6.0 26.9 11.2 2.2 0.0 0.1 0.0 0.3 0.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 12 . 4 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 203,928 : : Positions : : 192,630 138,213 2,327 57,025 1,269 0 1,713 1,044 1,888 402 0 : : : : Changes from: July 20, 2021 : : 4,648 2,880 403 852 212 0 1,487 -218 151 402 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 67.8 1.1 28.0 0.6 0.0 0.8 0.5 0.9 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 22 . 7 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 162,976 : : Positions : : 129,607 144,372 18,621 1,036 9,312 0 0 0 0 1,368 788 : : : : Changes from: July 20, 2021 : : -690 -1,871 0 0 0 0 0 0 0 899 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 88.6 11.4 0.6 5.7 0.0 0.0 0.0 0.0 0.8 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 14 4 . 4 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 90,133 : : Positions : : 50,473 57,182 31,411 27,576 946 0 0 0 1,364 0 0 : : : : Changes from: July 20, 2021 : : 165 1,256 670 123 0 0 0 0 217 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 63.4 34.8 30.6 1.0 0.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 11 5 . 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 30,877 : : Positions : : 24,274 27,325 502 713 651 465 0 0 1,407 0 496 : : : : Changes from: July 20, 2021 : : 2,971 2,059 -682 713 155 0 0 0 -310 0 310 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 88.5 1.6 2.3 2.1 1.5 0.0 0.0 4.6 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 14 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 206,327 : : Positions : : 178,475 131,871 13,689 55,473 2,976 1,121 0 360 4,449 0 0 : : : : Changes from: July 20, 2021 : : 332 -1,590 63 730 -424 -1,818 0 335 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 63.9 6.6 26.9 1.4 0.5 0.0 0.2 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 13 . 4 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 144,766 : : Positions : : 109,297 78,048 10,286 47,343 10,351 0 1,484 880 4,810 0 748 : : : : Changes from: July 20, 2021 : : 263 -2,625 1,678 962 -503 0 412 880 -493 0 113 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 53.9 7.1 32.7 7.2 0.0 1.0 0.6 3.3 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 19 . 9 7 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 49,662 : : Positions : : 33,104 41,871 12,545 0 2,928 0 3,065 0 372 620 0 : : : : Changes from: July 20, 2021 : : 1,178 3,473 2,177 0 0 0 434 0 372 620 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 84.3 25.3 0.0 5.9 0.0 6.2 0.0 0.7 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 11 18 5 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 248,371 : : Positions : : 195,940 87,199 23,534 123,486 16,161 0 10,610 1,241 3,543 554 1,311 : : : : Changes from: July 20, 2021 : : 1,068 795 -299 -1,127 -188 0 695 242 184 447 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 35.1 9.5 49.7 6.5 0.0 4.3 0.5 1.4 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 51 : : 27 24 . 8 5 0 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 148,758 : : Positions : : 120,004 81,880 8,220 52,686 7,240 8,366 434 0 0 558 0 : : : : Changes from: July 20, 2021 : : 3,007 4,058 330 31 -60 1,922 0 0 0 558 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 55.0 5.5 35.4 4.9 5.6 0.3 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 15 5 4 5 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 MONTHLY INDEX - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233CV Open Interest is 28,201 : : Positions : : 17,919 21,284 465 2,598 3,978 5,156 0 0 0 248 0 : : : : Changes from: July 20, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 75.5 1.6 9.2 14.1 18.3 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 10 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 88,705 : : Positions : : 58,516 75,231 15,963 7,660 3,038 1,932 0 0 0 0 0 : : : : Changes from: July 20, 2021 : : 213 -6 274 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 84.8 18.0 8.6 3.4 2.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 15 6 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 51,315 : : Positions : : 48,530 22,929 1,951 19,661 90 0 5,281 353 217 279 0 : : : : Changes from: July 20, 2021 : : 1,922 1,149 775 3,093 0 0 -471 353 217 62 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 44.7 3.8 38.3 0.2 0.0 10.3 0.7 0.4 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 15 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 344,201 : : Positions : : 248,149 52,926 80,628 270,443 4,449 0 8,036 0 0 3,900 0 : : : : Changes from: July 20, 2021 : : 5,287 733 35 1,665 853 0 291 0 0 3,376 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 15.4 23.4 78.6 1.3 0.0 2.3 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 30 18 . 6 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 97,264 : : Positions : : 57,918 30,662 18,112 52,896 12,171 372 0 960 0 0 0 : : : : Changes from: July 20, 2021 : : 26 -722 -998 -6 1,300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 31.5 18.6 54.4 12.5 0.4 0.0 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 11 . 4 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 Index (Receipts) - ICE FUTURES ENERGY DIV 2500 MM Btus : CFTC Code #0233DW Open Interest is 36,022 : : Positions : : 15,678 33,457 17,713 248 0 124 279 1,382 248 0 0 : : : : Changes from: July 20, 2021 : : 2,976 2,108 0 248 0 -31 279 31 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.5 92.9 49.2 0.7 0.0 0.3 0.8 3.8 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 9 13 . . 0 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #0233EB Open Interest is 223,213 : : Positions : : 197,794 183,206 12,796 29,574 7,039 725 0 15 0 401 62 : : : : Changes from: July 20, 2021 : : 3,901 6,892 813 153 -293 725 0 15 0 401 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 82.1 5.7 13.2 3.2 0.3 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 21 . 5 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 1,452,946 : : Positions : : 207,560 319,820 293,825 83,294 89,922 309,031 233,307 325,683 38,729 251,099 123,723 : : : : Changes from: July 20, 2021 : : -10,783 -8,049 9,514 -2,881 3,860 -2,162 11,346 -10,313 -2,383 -4,586 -3,384 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.3 22.0 20.2 5.7 6.2 21.3 16.1 22.4 2.7 17.3 8.5 : : : : Number of Traders in Each Category Total Traders: 326 : : 44 42 22 16 31 102 32 73 32 56 71 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 778,436 : : Positions : : 143,400 81,343 11,660 227,306 245,792 128,368 567 103,169 29,580 3,447 110,946 : : : : Changes from: July 20, 2021 : : -25,177 -9,194 69 -18,938 -9,712 35 -8,176 -20,616 -16,583 -5,000 -25,709 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.4 10.4 1.5 29.2 31.6 16.5 0.1 13.3 3.8 0.4 14.3 : : : : Number of Traders in Each Category Total Traders: 124 : : 36 31 4 19 23 22 . 18 23 16 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 523,630 : : Positions : : 132,191 98,091 16,674 232,175 73,010 70,263 7,040 23,566 149,017 40,055 44,572 : : : : Changes from: July 20, 2021 : : 4,655 160 -10,582 21,953 6,985 17,883 0 481 -1,643 -14,013 8,697 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.2 18.7 3.2 44.3 13.9 13.4 1.3 4.5 28.5 7.6 8.5 : : : : Number of Traders in Each Category Total Traders: 113 : : 37 28 6 18 19 8 . 7 25 8 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 180,657 : : Positions : : 8,755 51,743 75,808 13,806 31,839 14,660 31,997 13,586 14,478 19,574 14,600 : : : : Changes from: July 20, 2021 : : 874 9,041 6,431 539 3,522 4,386 1,806 47 -1,095 2,616 4,016 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.8 28.6 42.0 7.6 17.6 8.1 17.7 7.5 8.0 10.8 8.1 : : : : Number of Traders in Each Category Total Traders: 67 : : 14 16 11 6 14 7 4 6 11 12 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 41,737 : : Positions : : 481 872 204 53 120 9,196 4,348 18,752 478 5,125 12,377 : : : : Changes from: July 20, 2021 : : 120 -295 -52 2 -2 710 -251 1,650 -590 672 159 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.2 2.1 0.5 0.1 0.3 22.0 10.4 44.9 1.1 12.3 29.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 4 5 . . . . 6 7 . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DUTCH TTF NAT GAS CAL MONTH - NEW YORK MERCANTILE EXCHANGE (Contracts of 720 MWh) : CFTC Code #023B98 Open Interest is 44,992 : : Positions : : 27,675 25,977 954 3,512 9,513 0 71 1,737 481 527 2,483 : : : : Changes from: July 20, 2021 : : -5,416 -5,636 0 620 -5,152 0 67 -173 -135 85 -223 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 57.7 2.1 7.8 21.1 0.0 0.2 3.9 1.1 1.2 5.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 13 . . 4 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 583,845 : : Positions : : 181,356 70,947 136,418 382,371 103,210 10,791 0 976 127,724 8,563 3,221 : : : : Changes from: July 20, 2021 : : -365 0 0 -1,924 1,710 5 0 0 -1,447 112 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.1 12.2 23.4 65.5 17.7 1.8 0.0 0.2 21.9 1.5 0.6 : : : : Number of Traders in Each Category Total Traders: 46 : : 13 11 7 14 16 . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 NAT GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 243,473 : : Positions : : 30,615 33,310 120,765 41,966 62,939 0 27,223 5,949 4,090 52,108 12,063 : : : : Changes from: July 20, 2021 : : 1,316 1,076 2,809 2,200 -1,004 0 962 -26 -70 -71 2,784 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.6 13.7 49.6 17.2 25.9 0.0 11.2 2.4 1.7 21.4 5.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 11 10 10 6 14 0 6 4 7 7 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV 1000 metric tonnes : CFTC Code #066413 Open Interest is 7,427 : : Positions : : 4,814 4,779 539 355 369 0 0 0 387 512 310 : : : : Changes from: July 20, 2021 : : 256 318 148 -34 90 0 0 0 -62 0 -56 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 64.3 7.3 4.8 5.0 0.0 0.0 0.0 5.2 6.9 4.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 29 28 . . 4 0 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #066416 Open Interest is 31,622 : : Positions : : 22,708 26,751 1,881 3,528 913 425 0 0 5,363 95 145 : : : : Changes from: July 20, 2021 : : 440 506 60 -6 74 0 0 0 20 25 -220 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 84.6 5.9 11.2 2.9 1.3 0.0 0.0 17.0 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 30 . 4 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641A Open Interest is 17,197 : : Positions : : 15,341 11,673 0 3,535 254 0 0 0 455 285 1,045 : : : : Changes from: July 20, 2021 : : 115 405 0 20 0 0 0 0 110 -225 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 67.9 0.0 20.6 1.5 0.0 0.0 0.0 2.6 1.7 6.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 23 0 6 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641D Open Interest is 14,701 : : Positions : : 8,542 10,103 1,117 2,206 809 0 0 0 2,972 777 258 : : : : Changes from: July 20, 2021 : : 439 725 0 128 -22 0 0 0 354 -60 -66 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 68.7 7.6 15.0 5.5 0.0 0.0 0.0 20.2 5.3 1.8 : : : : Number of Traders in Each Category Total Traders: 52 : : 30 30 4 . 4 0 0 0 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641E Open Interest is 8,696 : : Positions : : 6,447 5,971 466 1,178 885 0 0 0 132 145 6 : : : : Changes from: July 20, 2021 : : -125 -70 0 50 15 0 0 0 105 0 -27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 68.7 5.4 13.5 10.2 0.0 0.0 0.0 1.5 1.7 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 13 . 5 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641F Open Interest is 28,786 : : Positions : : 19,185 19,359 465 5,353 1,428 0 0 0 6,774 1,485 934 : : : : Changes from: July 20, 2021 : : 835 715 0 50 -50 0 0 0 170 240 -122 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 67.3 1.6 18.6 5.0 0.0 0.0 0.0 23.5 5.2 3.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 28 25 . 9 . 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641G Open Interest is 62,509 : : Positions : : 40,484 43,703 6,717 3,980 3,724 1,060 0 0 6,489 7,323 3,461 : : : : Changes from: July 20, 2021 : : 1,412 1,620 332 254 -124 95 0 0 -51 -31 306 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 69.9 10.7 6.4 6.0 1.7 0.0 0.0 10.4 11.7 5.5 : : : : Number of Traders in Each Category Total Traders: 104 : : 61 55 8 7 12 . 0 0 6 10 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV 1000 Metric Tonnes : CFTC Code #06641H Open Interest is 2,565 : : Positions : : 1,364 1,886 191 0 122 26 0 0 45 57 41 : : : : Changes from: July 20, 2021 : : 165 168 0 0 -6 26 0 0 0 -10 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 73.5 7.4 0.0 4.8 1.0 0.0 0.0 1.8 2.2 1.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 16 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 5,523 : : Positions : : 3,372 4,146 214 0 309 68 0 0 434 59 249 : : : : Changes from: July 20, 2021 : : 191 207 2 -3 -19 68 0 0 -9 1 36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 75.1 3.9 0.0 5.6 1.2 0.0 0.0 7.9 1.1 4.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 29 . 0 . . 0 0 4 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665G Open Interest is 51,758 : : Positions : : 43,391 13,956 333 36,034 900 0 0 0 6,772 288 200 : : : : Changes from: July 20, 2021 : : 991 675 -92 190 140 0 0 0 27 37 -32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 27.0 0.6 69.6 1.7 0.0 0.0 0.0 13.1 0.6 0.4 : : : : Number of Traders in Each Category Total Traders: 59 : : 33 22 . 9 . 0 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 125,741 : : Positions : : 92,651 85,537 10,988 18,965 8,261 2,865 516 313 4,050 6,586 5,332 : : : : Changes from: July 20, 2021 : : 3,294 4,971 504 589 1,016 32 0 3 980 -713 -109 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 68.0 8.7 15.1 6.6 2.3 0.4 0.2 3.2 5.2 4.2 : : : : Number of Traders in Each Category Total Traders: 130 : : 73 62 8 10 13 9 . . 12 7 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 46,826 : : Positions : : 35,268 29,775 5,035 15,635 1,091 3,269 0 0 1,863 0 35 : : : : Changes from: July 20, 2021 : : 2,933 2,056 0 960 -102 0 0 0 55 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 63.6 10.8 33.4 2.3 7.0 0.0 0.0 4.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 58 : : 28 28 . 10 5 6 0 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 56,535 : : Positions : : 46,883 35,682 2,201 15,478 2,137 1,857 0 0 1,688 1,515 1,403 : : : : Changes from: July 20, 2021 : : 1,578 673 193 999 -236 0 0 0 12 130 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 63.1 3.9 27.4 3.8 3.3 0.0 0.0 3.0 2.7 2.5 : : : : Number of Traders in Each Category Total Traders: 94 : : 52 46 5 8 7 5 0 0 9 4 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 33,876 : : Positions : : 32,345 20,584 0 12,168 578 450 0 0 315 105 25 : : : : Changes from: July 20, 2021 : : 709 709 0 15 0 0 0 0 -5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 60.8 0.0 35.9 1.7 1.3 0.0 0.0 0.9 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 18 25 0 8 . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : 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 24,379 : : Positions : : 16,794 18,608 3,704 2,966 1,311 0 345 0 584 101 742 : : : : Changes from: July 20, 2021 : : 1,159 837 -135 231 97 0 0 0 -15 70 83 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 76.3 15.2 12.2 5.4 0.0 1.4 0.0 2.4 0.4 3.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 29 24 5 7 8 0 . 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated July 30, 2021