Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 5,472,839 : : Positions : :2,889,871 1,230,706 437,972 3,059,605 326,354 690,785 15,074 228,084 327,384 67,779 532,349 : : : : Changes from: July 11, 2017 : : 39,911 8,312 -6,913 41,417 15,843 16,611 -816 5,033 -5,528 -3,668 -15,542 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 22.5 8.0 55.9 6.0 12.6 0.3 4.2 6.0 1.2 9.7 : : : : Number of Traders in Each Category Total Traders: 226 : : 111 101 7 20 22 20 . 16 44 12 40 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 1,675,585 : : Positions : : 187,613 193,620 15,354 103,050 560,134 96,037 1,508 461,024 10,455 13,924 341,484 : : : : Changes from: July 11, 2017 : : 1,590 2,558 -1,040 -5,935 2,412 -12,771 60 1,095 4,707 -3,944 6,369 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.2 11.6 0.9 6.2 33.4 5.7 0.1 27.5 0.6 0.8 20.4 : : : : Number of Traders in Each Category Total Traders: 94 : : 40 38 7 12 19 9 . 10 9 13 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 194,870 : : Positions : : 91,619 172,622 72,478 10,771 3,242 4,581 1,238 2,593 3,191 1,439 644 : : : : Changes from: July 11, 2017 : : 397 1,422 -576 428 -17 0 -838 602 200 1,149 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.0 88.6 37.2 5.5 1.7 2.4 0.6 1.3 1.6 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 26 5 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 97,931 : : Positions : : 88,102 66,494 0 22,924 4,256 0 0 0 1,607 0 60 : : : : Changes from: July 11, 2017 : : 1,222 1,910 0 672 0 0 0 0 1,537 0 -180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 67.9 0.0 23.4 4.3 0.0 0.0 0.0 1.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 25 0 6 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 232,435 : : Positions : : 179,703 75,787 21,225 131,421 15,095 1,183 0 1,615 161 367 211 : : : : Changes from: July 11, 2017 : : 11,696 6,745 -2,486 2,735 -1,223 1,183 -216 -259 161 344 -68 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 32.6 9.1 56.5 6.5 0.5 0.0 0.7 0.1 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 17 5 7 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 978,551 : : Positions : : 874,608 158,945 22,998 726,921 58,568 0 1,849 3,135 584 16,745 6,669 : : : : Changes from: July 11, 2017 : : 974 3,843 1,826 -655 4,219 0 59 -90 -305 128 92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 16.2 2.4 74.3 6.0 0.0 0.2 0.3 0.1 1.7 0.7 : : : : Number of Traders in Each Category Total Traders: 58 : : 37 20 7 8 13 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 436,671 : : Positions : : 354,032 302,389 25,711 94,618 31,493 0 1,075 1,027 6,152 0 0 : : : : Changes from: July 11, 2017 : : -2,727 -1,012 -2,196 -1,420 -1,988 -815 1,075 149 439 0 -124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 69.2 5.9 21.7 7.2 0.0 0.2 0.2 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 28 34 4 9 7 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 428,035 : : Positions : : 358,985 302,405 30,135 98,181 20,472 609 0 879 1,414 0 565 : : : : Changes from: July 11, 2017 : : 14,521 15,664 1,132 107 1,400 76 0 -92 639 -6 140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 70.6 7.0 22.9 4.8 0.1 0.0 0.2 0.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 56 : : 31 30 5 8 10 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 191,956 : : Positions : : 162,472 113,280 14,469 68,514 2,915 2,340 0 508 356 0 124 : : : : Changes from: July 11, 2017 : : 2,834 4,146 2,117 649 657 1,402 0 -324 356 0 124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 59.0 7.5 35.7 1.5 1.2 0.0 0.3 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 29 22 . 7 5 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 91,192 : : Positions : : 64,416 74,234 15,633 3,060 2,280 223 0 887 5,160 3,793 55 : : : : Changes from: July 11, 2017 : : 1,254 2,239 -241 0 118 -155 0 0 489 -1,138 55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 81.4 17.1 3.4 2.5 0.2 0.0 1.0 5.7 4.2 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 16 6 . 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 27,345 : : Positions : : 25,929 22,020 0 4,891 0 0 0 0 1,013 0 0 : : : : Changes from: July 11, 2017 : : 2,945 2,976 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 80.5 0.0 17.9 0.0 0.0 0.0 0.0 3.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 9 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 97,856 : : Positions : : 76,293 35,436 9,429 52,812 2,802 92 0 1,503 0 0 0 : : : : Changes from: July 11, 2017 : : 3,594 2,043 -154 1,032 107 -516 0 276 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 36.2 9.6 54.0 2.9 0.1 0.0 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 11 . 6 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 161,937 : : Positions : : 120,668 76,285 28,210 77,785 5,550 589 0 0 0 0 0 : : : : Changes from: July 11, 2017 : : -3,141 -683 1,189 -35 1 589 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 47.1 17.4 48.0 3.4 0.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 17 6 7 8 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Y Open Interest is 68,933 : : Positions : : 62,640 48,885 0 16,593 880 0 0 0 0 0 0 : : : : Changes from: July 11, 2017 : : 4,157 5,338 0 -604 604 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 70.9 0.0 24.1 1.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 15 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 17,435 : : Positions : : 15,767 15,951 372 465 0 0 0 0 0 0 0 : : : : Changes from: July 11, 2017 : : 852 1,317 372 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 91.5 2.1 2.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 565,941 : : Positions : : 424,850 177,574 51,158 341,176 33,400 10,548 2,604 977 37,527 2,252 122 : : : : Changes from: July 11, 2017 : : 12,169 4,026 -2,218 4,884 938 -1,649 0 -90 -348 126 -124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 31.4 9.0 60.3 5.9 1.9 0.5 0.2 6.6 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 77 : : 45 42 4 12 9 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 110,010 : : Positions : : 80,818 61,600 8,796 23,550 12,328 3,806 2,822 601 0 2,557 31 : : : : Changes from: July 11, 2017 : : 3,381 -1,790 2,782 2,683 -2,981 2,869 1,161 268 0 616 -93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 56.0 8.0 21.4 11.2 3.5 2.6 0.5 0.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 16 4 4 6 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 15,170 : : Positions : : 10,437 12,528 3,002 1,519 0 0 0 0 496 0 0 : : : : Changes from: July 11, 2017 : : 2,914 2,542 93 465 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 82.6 19.8 10.0 0.0 0.0 0.0 0.0 3.3 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 18, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A8 Open Interest is 71,101 : : Positions : : 35,994 44,328 28,962 18,120 4,391 0 0 0 0 390 155 : : : : Changes from: July 11, 2017 : : -62 0 124 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 62.3 40.7 25.5 6.2 0.0 0.0 0.0 0.0 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 10 7 4 7 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 91,554 : : Positions : : 82,129 62,081 1,194 16,320 7,162 0 2,480 0 0 0 0 : : : : Changes from: July 11, 2017 : : 2,356 -612 0 488 0 0 2,480 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 67.8 1.3 17.8 7.8 0.0 2.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 11 . 4 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 116,325 : : Positions : : 66,120 90,300 20,428 16,880 31 24,552 5,394 0 3,193 2,387 0 : : : : Changes from: July 11, 2017 : : 1,271 -1,023 0 0 0 0 2,480 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 77.6 17.6 14.5 0.0 21.1 4.6 0.0 2.7 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 68 : : 15 36 . 5 . 4 . 0 6 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AM Open Interest is 142,913 : : Positions : : 139,885 136,411 1,885 0 0 0 0 0 0 1,755 0 : : : : Changes from: July 11, 2017 : : 155 248 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.9 95.5 1.3 0.0 0.0 0.0 0.0 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 20 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 262,164 : : Positions : : 192,850 202,703 44,016 33,369 14,828 255 0 1,347 0 0 0 : : : : Changes from: July 11, 2017 : : 3,974 417 -4,647 -635 1,284 255 -261 139 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 77.3 16.8 12.7 5.7 0.1 0.0 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 30 29 . . 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 17,888 : : Positions : : 13,456 13,818 775 0 0 0 496 0 403 1,147 0 : : : : Changes from: July 11, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 77.2 4.3 0.0 0.0 0.0 2.8 0.0 2.3 6.4 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 . 0 0 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 121,398 : : Positions : : 106,643 95,978 716 13,600 7,357 0 836 2,295 0 0 0 : : : : Changes from: July 11, 2017 : : 331 1,252 642 0 0 0 -186 186 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 79.1 0.6 11.2 6.1 0.0 0.7 1.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 21 . 5 6 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 136,598 : : Positions : : 91,468 122,320 28,130 2,805 3,027 427 0 749 4,571 0 0 : : : : Changes from: July 11, 2017 : : -555 -1,132 -888 0 254 -214 0 0 276 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 89.5 20.6 2.1 2.2 0.3 0.0 0.5 3.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 11 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BC Open Interest is 122,731 : : Positions : : 82,570 113,149 26,615 5,929 1,898 0 0 0 0 0 0 : : : : Changes from: July 11, 2017 : : 29 0 62 153 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 92.2 21.7 4.8 1.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 14 . . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BD Open Interest is 66,660 : : Positions : : 65,055 65,515 837 620 0 0 0 0 0 0 0 : : : : Changes from: July 11, 2017 : : 341 341 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.6 98.3 1.3 0.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 13 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 117,423 : : Positions : : 87,411 82,414 8,623 17,887 13,399 0 0 0 617 0 496 : : : : Changes from: July 11, 2017 : : 3,443 4,505 3,466 1,318 915 0 0 0 369 -68 68 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 70.2 7.3 15.2 11.4 0.0 0.0 0.0 0.5 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 15 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 160,056 : : Positions : : 109,236 92,720 12,468 28,684 18,530 189 0 8,196 1 2,862 247 : : : : Changes from: July 11, 2017 : : 4,364 2,843 0 1,346 1,313 189 -146 101 1 2,499 -44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 57.9 7.8 17.9 11.6 0.1 0.0 5.1 0.0 1.8 0.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 19 . 5 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 25,972 : : Positions : : 16,264 23,957 2,654 0 434 372 0 0 4,309 961 0 : : : : Changes from: July 11, 2017 : : 341 2,108 0 0 0 0 0 0 1,860 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 92.2 10.2 0.0 1.7 1.4 0.0 0.0 16.6 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 10 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 23,987 : : Positions : : 12,525 21,945 9,114 527 0 868 0 0 0 279 0 : : : : Changes from: July 11, 2017 : : 465 4,115 3,650 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 91.5 38.0 2.2 0.0 3.6 0.0 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 11 . . 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 187,266 : : Positions : : 100,553 132,257 62,819 35,876 4,405 0 1,931 0 11,952 1,381 300 : : : : Changes from: July 11, 2017 : : 958 -1,390 1,930 4,128 -171 0 459 -214 -90 62 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 70.6 33.5 19.2 2.4 0.0 1.0 0.0 6.4 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 23 4 5 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 96,292 : : Positions : : 78,580 63,220 726 19,074 6,126 958 0 0 1,496 0 93 : : : : Changes from: July 11, 2017 : : 5,869 2,036 49 4,517 -991 619 0 0 58 0 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 65.7 0.8 19.8 6.4 1.0 0.0 0.0 1.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 17 . 5 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 92,946 : : Positions : : 51,141 74,660 33,258 13,530 388 0 0 0 0 0 0 : : : : Changes from: July 11, 2017 : : 714 620 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 80.3 35.8 14.6 0.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 13 7 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 78,703 : : Positions : : 45,702 50,424 14,509 17,157 7,066 0 0 0 5,381 78 620 : : : : Changes from: July 11, 2017 : : 6,579 4,512 -394 3,819 364 0 0 0 742 78 350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 64.1 18.4 21.8 9.0 0.0 0.0 0.0 6.8 0.1 0.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 15 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 31,092 : : Positions : : 26,512 30,224 248 403 0 0 0 0 2,604 0 0 : : : : Changes from: July 11, 2017 : : 682 1,581 0 0 0 0 0 0 589 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 97.2 0.8 1.3 0.0 0.0 0.0 0.0 8.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 14 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 116,463 : : Positions : : 90,637 15,616 8,292 88,119 5,749 852 0 0 1,771 0 0 : : : : Changes from: July 11, 2017 : : 1,316 371 2,044 3,063 -642 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 13.4 7.1 75.7 4.9 0.7 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 8 . 8 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 75,992 : : Positions : : 25,732 50,799 28,419 8,532 12,088 0 0 0 0 0 0 : : : : Changes from: July 11, 2017 : : 2,343 3,068 176 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 66.8 37.4 11.2 15.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 8 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 1,365,881 : : Positions : : 144,347 210,030 157,178 83,458 150,283 259,248 169,419 286,473 81,677 207,939 213,895 : : : : Changes from: July 11, 2017 : : -3,392 -10,396 -5,537 -407 4,562 -9,171 -11,276 8,421 1,099 4,964 4,423 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.6 15.4 11.5 6.1 11.0 19.0 12.4 21.0 6.0 15.2 15.7 : : : : Number of Traders in Each Category Total Traders: 322 : : 37 35 24 11 26 66 55 75 58 53 77 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 561,915 : : Positions : : 104,892 115,854 29,668 75,874 168,438 62,015 2,642 53,318 18,323 24,368 118,074 : : : : Changes from: July 11, 2017 : : 1,283 798 -157 2,859 -727 -1,308 -772 1,869 1,452 -1,723 8,374 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.7 20.6 5.3 13.5 30.0 11.0 0.5 9.5 3.3 4.3 21.0 : : : : Number of Traders in Each Category Total Traders: 137 : : 37 33 5 18 22 26 10 25 20 20 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 388,136 : : Positions : : 110,987 64,045 6,793 98,638 36,850 12,551 10,657 10,340 176,209 139,345 19,954 : : : : Changes from: July 11, 2017 : : -2,861 2,756 56 2,908 -1,935 3,748 -79 63 6,317 2,047 -2,199 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.6 16.5 1.8 25.4 9.5 3.2 2.7 2.7 45.4 35.9 5.1 : : : : Number of Traders in Each Category Total Traders: 82 : : 23 27 . 13 15 5 4 7 15 14 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A56 Open Interest is 140,180 : : Positions : : 35,327 18,784 30,435 18,145 23,942 5,813 30,336 9,272 10,232 18,216 13,990 : : : : Changes from: July 11, 2017 : : 682 1,339 -728 -1,255 2,963 494 1,407 329 -395 -309 1,600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.2 13.4 21.7 12.9 17.1 4.1 21.6 6.6 7.3 13.0 10.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 13 13 10 4 13 7 5 6 5 12 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 59,129 : : Positions : : 10,120 5,649 71 0 208 1,325 8,373 25,168 3,332 755 18,816 : : : : Changes from: July 11, 2017 : : 592 93 -3 0 0 -46 382 971 -37 -1 455 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.1 9.6 0.1 0.0 0.4 2.2 14.2 42.6 5.6 1.3 31.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 8 9 . 0 . . 5 8 5 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 194,767 : : Positions : : 27,489 27,421 6,368 2,805 92,187 2,271 3,679 11,917 3,576 5,725 50,127 : : : : Changes from: July 11, 2017 : : 4,718 5,458 204 836 -327 817 -378 542 121 -79 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.1 14.1 3.3 1.4 47.3 1.2 1.9 6.1 1.8 2.9 25.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 5 5 4 4 8 5 . 6 10 5 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 1,301,407 : : Positions : : 286,817 198,655 84,769 827,623 121,348 146,881 51,763 51,258 559,975 12,151 23,310 : : : : Changes from: July 11, 2017 : : 3,080 1,314 -485 1,306 218 240 -6,788 20 -5,863 0 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.0 15.3 6.5 63.6 9.3 11.3 4.0 3.9 43.0 0.9 1.8 : : : : Number of Traders in Each Category Total Traders: 89 : : 34 28 . 16 14 7 . 5 15 8 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 248,152 : : Positions : : 48,394 38,482 139,089 117,495 22,028 9,174 12,145 9,873 5,725 33,017 11,758 : : : : Changes from: July 11, 2017 : : -634 343 645 -173 296 0 550 614 62 -875 1,083 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.5 15.5 56.0 47.3 8.9 3.7 4.9 4.0 2.3 13.3 4.7 : : : : Number of Traders in Each Category Total Traders: 66 : : 16 18 15 5 11 5 . 5 8 11 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 1,913 : : Positions : : 761 1,059 0 93 43 0 0 0 164 0 248 : : : : Changes from: July 11, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 55.4 0.0 4.9 2.2 0.0 0.0 0.0 8.6 0.0 13.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 14 0 . . 0 0 0 5 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665G Open Interest is 22,580 : : Positions : : 20,267 8,290 138 10,489 1,257 0 0 0 369 2,071 271 : : : : Changes from: July 11, 2017 : : 0 165 0 0 0 0 0 0 95 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 36.7 0.6 46.5 5.6 0.0 0.0 0.0 1.6 9.2 1.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 15 19 . 6 . 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 103,133 : : Positions : : 73,219 83,180 11,531 9,175 5,915 6,660 99 346 2,819 2,238 1,579 : : : : Changes from: July 11, 2017 : : 178 -299 -267 -31 -21 0 6 -5 36 123 472 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 80.7 11.2 8.9 5.7 6.5 0.1 0.3 2.7 2.2 1.5 : : : : Number of Traders in Each Category Total Traders: 98 : : 48 50 6 6 8 . . . 10 12 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 73,736 : : Positions : : 41,987 55,751 9,455 5,809 7,313 2,130 880 830 11,890 2,474 0 : : : : Changes from: July 11, 2017 : : 210 125 -35 75 35 -45 -80 0 0 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 75.6 12.8 7.9 9.9 2.9 1.2 1.1 16.1 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 17 23 4 4 4 . . . . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 38,193 : : Positions : : 34,118 25,575 0 6,623 994 175 0 0 1,468 2,902 1,194 : : : : Changes from: July 11, 2017 : : 619 596 0 25 -235 160 0 -75 30 198 33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 67.0 0.0 17.3 2.6 0.5 0.0 0.0 3.8 7.6 3.1 : : : : Number of Traders in Each Category Total Traders: 56 : : 27 32 0 7 5 . 0 0 5 8 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 9,328 : : Positions : : 5,643 4,572 2,166 3,253 110 0 0 0 922 90 308 : : : : Changes from: July 11, 2017 : : 112 100 0 0 0 0 0 0 -15 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 49.0 23.2 34.9 1.2 0.0 0.0 0.0 9.9 1.0 3.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 15 16 . 6 . 0 0 0 7 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 17,104 : : Positions : : 13,946 8,723 477 6,195 57 0 0 0 841 844 842 : : : : Changes from: July 11, 2017 : : 94 15 24 -45 0 0 0 0 147 236 53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 51.0 2.8 36.2 0.3 0.0 0.0 0.0 4.9 4.9 4.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 13 . 4 . 0 0 0 . 4 . : ----------------------------------------------------------------------------------------------------------------
Updated July 21, 2017