Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 5,364,109 : : Positions : :2,823,306 1,218,574 432,756 2,992,880 300,608 676,698 13,809 212,016 320,296 53,354 560,945 : : : : Changes from: June 27, 2017 : : -120,427 -12,033 -4,413 -108,428 -3,644 -360 1,842 -4,345 31,610 19,683 -28,646 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 22.7 8.1 55.8 5.6 12.6 0.3 4.0 6.0 1.0 10.5 : : : : Number of Traders in Each Category Total Traders: 225 : : 112 101 6 20 21 20 4 17 43 12 39 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 1,608,384 : : Positions : : 179,998 181,503 21,342 111,358 541,401 101,010 1,556 439,077 7,604 17,956 314,796 : : : : Changes from: June 27, 2017 : : -10,239 -9,242 57 -4,686 -18,267 7,474 82 323 -12,420 -5,228 6,454 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.2 11.3 1.3 6.9 33.7 6.3 0.1 27.3 0.5 1.1 19.6 : : : : Number of Traders in Each Category Total Traders: 93 : : 41 39 9 9 18 7 4 10 7 14 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 212,327 : : Positions : : 103,498 188,385 75,378 10,398 3,916 5,195 1,951 2,056 5,888 1,809 1,425 : : : : Changes from: June 27, 2017 : : 532 2,139 1,681 818 -393 -153 -398 -30 117 370 -115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 88.7 35.5 4.9 1.8 2.4 0.9 1.0 2.8 0.9 0.7 : : : : Number of Traders in Each Category Total Traders: 52 : : 29 26 4 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 103,879 : : Positions : : 93,459 71,759 0 22,794 4,592 0 0 0 1,483 615 271 : : : : Changes from: June 27, 2017 : : 1,064 612 -68 231 68 0 0 0 215 0 -244 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 69.1 0.0 21.9 4.4 0.0 0.0 0.0 1.4 0.6 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 25 0 6 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 233,696 : : Positions : : 179,324 79,510 20,275 126,054 17,880 357 0 1,523 0 349 606 : : : : Changes from: June 27, 2017 : : 958 1,243 -1,567 1 -472 357 -313 -95 0 -1,390 -59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 34.0 8.7 53.9 7.7 0.2 0.0 0.7 0.0 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 17 5 7 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AECO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023396 Open Interest is 1,014,516 : : Positions : : 914,001 172,438 20,894 749,818 55,980 0 2,493 3,078 1,475 16,617 6,757 : : : : Changes from: June 27, 2017 : : -4,119 -3,214 -361 -2,414 3,148 0 646 36 46 0 -554 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 17.0 2.1 73.9 5.5 0.0 0.2 0.3 0.1 1.6 0.7 : : : : Number of Traders in Each Category Total Traders: 60 : : 37 23 7 8 13 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 458,996 : : Positions : : 372,388 315,608 27,803 100,709 34,712 841 0 878 6,706 0 433 : : : : Changes from: June 27, 2017 : : -613 -4,159 -60 3,749 -1,057 -154 0 123 33 -386 -187 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 68.8 6.1 21.9 7.6 0.2 0.0 0.2 1.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 60 : : 29 35 4 9 7 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 423,910 : : Positions : : 351,228 291,963 27,177 101,463 24,062 1,476 0 779 2,449 0 358 : : : : Changes from: June 27, 2017 : : 9,681 8,567 -482 1,070 180 794 0 -574 -1,181 0 17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 68.9 6.4 23.9 5.7 0.3 0.0 0.2 0.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 59 : : 28 34 5 8 11 . 0 . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 199,705 : : Positions : : 169,182 114,984 19,216 70,899 3,791 0 135 1,481 992 2,058 1,075 : : : : Changes from: June 27, 2017 : : 2,981 1,722 -1,007 -734 62 0 -26 -91 492 1,019 -364 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 57.6 9.6 35.5 1.9 0.0 0.1 0.7 0.5 1.0 0.5 : : : : Number of Traders in Each Category Total Traders: 49 : : 26 22 . 9 6 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339E Open Interest is 103,217 : : Positions : : 72,412 84,089 19,491 3,526 2,502 471 1,445 887 5,074 5,133 0 : : : : Changes from: June 27, 2017 : : 55 423 -21 0 0 62 -488 0 30 283 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 81.5 18.9 3.4 2.4 0.5 1.4 0.9 4.9 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 19 6 . 5 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Q Open Interest is 34,890 : : Positions : : 33,147 27,164 0 7,112 0 0 0 0 1,013 0 0 : : : : Changes from: June 27, 2017 : : 248 248 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 77.9 0.0 20.4 0.0 0.0 0.0 0.0 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 103,415 : : Positions : : 81,168 37,191 10,091 54,715 2,954 430 0 1,441 0 1,829 0 : : : : Changes from: June 27, 2017 : : 1,052 375 0 -30 0 -366 0 214 0 341 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 36.0 9.8 52.9 2.9 0.4 0.0 1.4 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 13 . 6 5 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 171,963 : : Positions : : 131,273 83,275 27,785 80,034 5,931 0 0 0 0 0 0 : : : : Changes from: June 27, 2017 : : 1,051 271 856 1,521 -642 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 48.4 16.2 46.5 3.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 17 6 7 7 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Y Open Interest is 69,677 : : Positions : : 64,070 45,724 0 19,778 369 0 0 0 0 0 0 : : : : Changes from: June 27, 2017 : : 1,531 382 0 1,359 -180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 65.6 0.0 28.4 0.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 13 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 23,542 : : Positions : : 21,039 20,380 0 1,185 0 420 872 0 990 0 0 : : : : Changes from: June 27, 2017 : : 1,359 1,116 0 -31 0 0 -186 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 86.6 0.0 5.0 0.0 1.8 3.7 0.0 4.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 18 0 . 0 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 585,846 : : Positions : : 437,897 185,275 55,848 350,765 34,582 10,566 2,604 2,236 37,814 1,888 391 : : : : Changes from: June 27, 2017 : : -2,486 -7,088 -590 6,181 -148 1,429 0 -578 477 -271 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 31.6 9.5 59.9 5.9 1.8 0.4 0.4 6.5 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 80 : : 46 45 4 12 9 4 . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 119,115 : : Positions : : 85,843 68,307 5,501 25,573 17,508 1,763 1,661 317 0 800 155 : : : : Changes from: June 27, 2017 : : 1,405 -670 -466 4,257 -785 828 0 -200 0 -62 -124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 57.3 4.6 21.5 14.7 1.5 1.4 0.3 0.0 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 17 . 6 7 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A6 Open Interest is 17,941 : : Positions : : 11,531 14,984 3,179 1,294 120 0 0 0 1,156 0 0 : : : : Changes from: June 27, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 83.5 17.7 7.2 0.7 0.0 0.0 0.0 6.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A8 Open Interest is 76,885 : : Positions : : 37,983 48,230 31,511 18,735 5,005 0 0 0 0 948 155 : : : : Changes from: June 27, 2017 : : 579 -428 -579 -151 151 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 62.7 41.0 24.4 6.5 0.0 0.0 0.0 0.0 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 10 6 5 7 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 153,764 : : Positions : : 101,799 116,614 16,810 22,513 7,162 24,552 2,914 0 3,193 2,046 0 : : : : Changes from: June 27, 2017 : : 6,068 18,476 4,867 3,937 -217 14,632 0 0 -465 1,736 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 75.8 10.9 14.6 4.7 16.0 1.9 0.0 2.1 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 66 : : 17 35 4 5 . 4 . 0 6 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 186,122 : : Positions : : 93,924 150,286 22,168 19,310 1,171 49,118 4,534 2,670 13,325 5,354 1,388 : : : : Changes from: June 27, 2017 : : 4,323 18,969 4,086 3,305 564 14,632 0 0 -383 2,432 -82 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 80.7 11.9 10.4 0.6 26.4 2.4 1.4 7.2 2.9 0.7 : : : : Number of Traders in Each Category Total Traders: 85 : : 24 45 . 5 4 6 . . 7 8 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 140,301 : : Positions : : 136,596 133,437 1,992 0 0 0 0 0 0 2,347 0 : : : : Changes from: June 27, 2017 : : 860 1,224 0 0 0 0 0 0 0 -217 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.4 95.1 1.4 0.0 0.0 0.0 0.0 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 23 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 274,529 : : Positions : : 200,308 216,421 49,000 33,057 14,854 0 259 1,210 0 0 0 : : : : Changes from: June 27, 2017 : : 2,396 1,273 1,586 2,502 -2,472 0 151 282 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 78.8 17.8 12.0 5.4 0.0 0.1 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 30 30 . . 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233AW Open Interest is 22,772 : : Positions : : 16,154 18,210 1,285 0 0 874 916 0 519 833 0 : : : : Changes from: June 27, 2017 : : -62 0 0 0 0 93 0 0 0 465 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 80.0 5.6 0.0 0.0 3.8 4.0 0.0 2.3 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 11 . 0 0 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 128,392 : : Positions : : 113,845 100,244 0 14,859 7,431 0 852 2,109 0 340 217 : : : : Changes from: June 27, 2017 : : 2,699 2,149 0 0 0 0 -62 0 0 92 217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 78.1 0.0 11.6 5.8 0.0 0.7 1.6 0.0 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 19 0 6 6 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BB Open Interest is 145,034 : : Positions : : 99,244 129,605 28,886 3,053 3,232 652 0 749 4,462 682 31 : : : : Changes from: June 27, 2017 : : -625 -687 -151 0 0 0 0 0 151 62 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 89.4 19.9 2.1 2.2 0.4 0.0 0.5 3.1 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 12 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BC Open Interest is 127,979 : : Positions : : 87,005 117,566 26,656 6,051 2,048 0 0 0 0 0 0 : : : : Changes from: June 27, 2017 : : 93 397 304 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 91.9 20.8 4.7 1.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 14 . . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BD Open Interest is 73,661 : : Positions : : 71,104 71,826 1,587 1,130 0 0 0 0 178 0 62 : : : : Changes from: June 27, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.5 97.5 2.2 1.5 0.0 0.0 0.0 0.0 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 14 . . 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BH Open Interest is 119,157 : : Positions : : 92,781 84,650 4,041 17,158 13,600 0 0 0 521 0 682 : : : : Changes from: June 27, 2017 : : 704 -4,093 732 5,744 -1,281 0 0 0 -92 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 71.0 3.4 14.4 11.4 0.0 0.0 0.0 0.4 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 18 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 163,320 : : Positions : : 113,060 89,760 13,779 30,273 16,944 0 212 8,095 0 6,243 382 : : : : Changes from: June 27, 2017 : : -677 -1,630 642 1,926 -1,926 0 -614 62 0 530 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 55.0 8.4 18.5 10.4 0.0 0.1 5.0 0.0 3.8 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 17 . 5 5 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BW Open Interest is 28,193 : : Positions : : 20,420 23,573 1,915 401 1,173 372 0 0 1,909 1,381 720 : : : : Changes from: June 27, 2017 : : -248 -62 248 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 83.6 6.8 1.4 4.2 1.3 0.0 0.0 6.8 4.9 2.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 12 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233CG Open Interest is 28,998 : : Positions : : 17,199 26,573 7,336 527 0 1,318 0 0 2,130 427 62 : : : : Changes from: June 27, 2017 : : 155 248 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 91.6 25.3 1.8 0.0 4.5 0.0 0.0 7.3 1.5 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 14 . . 0 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 194,519 : : Positions : : 98,992 144,017 67,386 30,728 6,296 1,234 1,193 493 12,207 1,935 600 : : : : Changes from: June 27, 2017 : : 364 276 1,388 2,053 -964 -488 186 0 0 -216 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 74.0 34.6 15.8 3.2 0.6 0.6 0.3 6.3 1.0 0.3 : : : : Number of Traders in Each Category Total Traders: 49 : : 27 26 4 5 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233CS Open Interest is 20,097 : : Positions : : 17,343 18,681 1,899 928 488 0 0 0 0 0 0 : : : : Changes from: June 27, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 93.0 9.4 4.6 2.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 7 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233CU Open Interest is 89,497 : : Positions : : 71,357 62,836 1,019 12,790 7,251 494 0 0 950 0 0 : : : : Changes from: June 27, 2017 : : 276 336 155 -243 90 -62 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 70.2 1.1 14.3 8.1 0.6 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 18 . 4 5 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 101,878 : : Positions : : 57,355 81,821 35,073 14,743 729 0 0 0 0 0 0 : : : : Changes from: June 27, 2017 : : 521 1,160 608 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 80.3 34.4 14.5 0.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 13 7 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 69,239 : : Positions : : 36,816 44,256 15,869 11,180 6,682 0 617 0 3,705 0 270 : : : : Changes from: June 27, 2017 : : 250 1,550 215 29 0 0 0 0 925 0 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 63.9 22.9 16.1 9.7 0.0 0.9 0.0 5.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 13 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233D4 Open Interest is 39,709 : : Positions : : 34,774 38,091 0 605 248 0 0 0 3,953 86 124 : : : : Changes from: June 27, 2017 : : -124 124 0 0 0 0 0 0 124 -62 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 95.9 0.0 1.5 0.6 0.0 0.0 0.0 10.0 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 13 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 123,436 : : Positions : : 96,654 14,676 6,358 92,798 6,683 1,255 0 0 2,282 0 0 : : : : Changes from: June 27, 2017 : : 1,832 0 -214 2,197 848 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 11.9 5.2 75.2 5.4 1.0 0.0 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 6 . 9 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233DT Open Interest is 77,973 : : Positions : : 27,271 50,439 27,657 8,628 12,881 0 0 0 0 0 0 : : : : Changes from: June 27, 2017 : : 152 91 -92 -31 31 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.0 64.7 35.5 11.1 16.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 7 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 1,365,741 : : Positions : : 153,557 227,004 144,881 79,808 157,970 273,426 180,843 304,401 75,686 188,724 182,859 : : : : Changes from: June 27, 2017 : : -4,824 -2,280 -5,360 2,156 -660 3,724 -7,893 14,621 -2,908 -1,146 8,614 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.2 16.6 10.6 5.8 11.6 20.0 13.2 22.3 5.5 13.8 13.4 : : : : Number of Traders in Each Category Total Traders: 324 : : 39 35 23 11 25 69 54 78 67 45 74 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 534,018 : : Positions : : 101,000 111,167 25,483 71,236 168,821 70,874 4,856 47,239 10,701 25,316 102,400 : : : : Changes from: June 27, 2017 : : 1,363 3,351 -2,571 -4,686 1,150 7,999 2,923 -4,079 -1,809 3,709 8,557 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.9 20.8 4.8 13.3 31.6 13.3 0.9 8.8 2.0 4.7 19.2 : : : : Number of Traders in Each Category Total Traders: 136 : : 38 34 6 17 22 29 8 27 19 18 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 377,573 : : Positions : : 112,500 60,840 6,582 94,752 39,506 12,806 11,288 10,412 157,236 127,230 25,202 : : : : Changes from: June 27, 2017 : : -7,871 -8,286 -1,365 -13,329 -904 -5,064 -913 -949 -11,898 -4,621 2,204 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.8 16.1 1.7 25.1 10.5 3.4 3.0 2.8 41.6 33.7 6.7 : : : : Number of Traders in Each Category Total Traders: 80 : : 23 27 . 13 15 5 4 7 15 12 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 130,152 : : Positions : : 32,043 16,689 30,901 16,879 21,036 5,491 32,339 8,544 10,463 16,473 10,558 : : : : Changes from: June 27, 2017 : : -5,387 -7,326 -542 8,447 -12,352 1,866 -3,395 -5,491 -3,679 -6,258 -5,151 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.6 12.8 23.7 13.0 16.2 4.2 24.8 6.6 8.0 12.7 8.1 : : : : Number of Traders in Each Category Total Traders: 56 : : 13 12 11 . 13 6 7 4 6 9 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A84 Open Interest is 57,607 : : Positions : : 9,709 5,779 79 0 222 2,798 8,786 25,883 2,884 876 15,891 : : : : Changes from: June 27, 2017 : : 165 65 12 0 14 506 975 -532 482 130 -119 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.9 10.0 0.1 0.0 0.4 4.9 15.3 44.9 5.0 1.5 27.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 7 8 . 0 . 4 6 9 4 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 165,712 : : Positions : : 22,207 21,395 5,567 1,560 82,156 1,207 4,005 10,931 3,539 5,593 39,304 : : : : Changes from: June 27, 2017 : : -5,494 -3,069 575 -3,636 -16,371 67 -807 -1,828 -2,593 4,314 -35,376 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.4 12.9 3.4 0.9 49.6 0.7 2.4 6.6 2.1 3.4 23.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 5 5 4 4 8 6 . 6 10 4 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 1,263,400 : : Positions : : 282,830 196,219 84,358 822,270 113,616 144,641 33,055 47,554 540,331 13,246 21,812 : : : : Changes from: June 27, 2017 : : -9,426 -17,366 3,174 -24,268 -3,305 -4,615 1,934 -698 -24,778 2,286 -7,986 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.4 15.5 6.7 65.1 9.0 11.4 2.6 3.8 42.8 1.0 1.7 : : : : Number of Traders in Each Category Total Traders: 87 : : 33 28 . 16 14 7 . 5 15 7 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 239,811 : : Positions : : 47,778 37,882 136,831 110,431 21,935 2,344 17,068 13,173 4,812 25,027 10,635 : : : : Changes from: June 27, 2017 : : -7,163 -3,294 -8,324 -6,183 -365 -664 -3,766 -2,875 -3,563 -6,852 -3,625 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.9 15.8 57.1 46.0 9.1 1.0 7.1 5.5 2.0 10.4 4.4 : : : : Number of Traders in Each Category Total Traders: 64 : : 15 18 15 5 11 4 6 6 6 9 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 22,191 : : Positions : : 20,079 7,987 138 10,469 1,257 0 0 0 274 2,131 149 : : : : Changes from: June 27, 2017 : : -2,233 -1,412 -251 -1,145 450 0 0 0 -151 -53 -59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 36.0 0.6 47.2 5.7 0.0 0.0 0.0 1.2 9.6 0.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 15 16 . 6 . 0 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 107,104 : : Positions : : 76,856 84,422 9,537 9,929 8,190 6,660 121 395 2,729 2,107 1,610 : : : : Changes from: June 27, 2017 : : 762 418 691 645 -180 75 40 -263 -47 406 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 78.8 8.9 9.3 7.6 6.2 0.1 0.4 2.5 2.0 1.5 : : : : Number of Traders in Each Category Total Traders: 103 : : 50 51 6 7 9 . . . 11 13 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 73,209 : : Positions : : 41,665 55,284 9,535 5,734 7,233 2,175 970 830 11,610 2,509 0 : : : : Changes from: June 27, 2017 : : -3,263 -3,066 146 -85 -236 -4 75 0 -470 -304 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 75.5 13.0 7.8 9.9 3.0 1.3 1.1 15.9 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 16 24 4 4 4 . . . . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 37,059 : : Positions : : 33,262 24,516 0 6,658 1,174 0 65 40 1,291 2,663 1,028 : : : : Changes from: June 27, 2017 : : -1,799 -1,914 0 -218 -268 0 -85 40 -184 175 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 66.2 0.0 18.0 3.2 0.0 0.2 0.1 3.5 7.2 2.8 : : : : Number of Traders in Each Category Total Traders: 54 : : 26 29 0 7 5 0 . . 6 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 9,077 : : Positions : : 5,391 4,247 2,166 3,228 110 0 0 0 912 90 267 : : : : Changes from: June 27, 2017 : : -538 -924 -421 274 0 0 0 0 -44 -3 -94 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 46.8 23.9 35.6 1.2 0.0 0.0 0.0 10.0 1.0 2.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 14 16 . 6 . 0 0 0 7 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665T Open Interest is 16,410 : : Positions : : 13,460 8,373 453 6,160 57 0 0 0 732 621 723 : : : : Changes from: June 27, 2017 : : -801 -196 0 -254 0 0 0 0 -133 -284 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 51.0 2.8 37.5 0.3 0.0 0.0 0.0 4.5 3.8 4.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 12 . 4 . 0 0 0 4 . . : ----------------------------------------------------------------------------------------------------------------
Updated July 7, 2017